SolverError for discrete_allocation / lp_portfolio #626
Description
Describe the bug
Below error is prompted when class discrete_allocation / lp_portfolio was run, as package cvxpy has removed the ECOS dependency in ver. 1.6.0 (https://github.com/cvxpy/cvxpy/releases/tag/v1.6.0)
"SolverError: The solver ECOS_BB is not installed."
Operating system, python version, PyPortfolioOpt version
Version:PyPortfolioOpt 1.5.6