Commit Graph

59 Commits

Author SHA1 Message Date
Stefano Raggi f25c8c0345 Remove IBController from Lean Foundation Dockerfile 2019-05-13 21:16:14 +02:00
Stefano Raggi 3e7904908b DockerfileLeanFoundation updates
- Updated IBGateway from version 968.2d to 974.4g
- Updated IBController to version 3.2.0.5
- Downgraded Mono version from 5.16 to 5.12
- Updated python version from 3.6.6 to 3.6.7
- Updated pandas to version 0.23.4
2019-01-04 12:06:51 +01:00
Jared 80626ba4db Update Mono Version
Websocket leaks fixed
2018-12-18 14:37:32 -08:00
AlexCatarino 623dec7146 Adds seaborn package
Closes #2568
2018-12-07 09:36:48 +00:00
AlexCatarino bb6ce998cb Adds rauth packages
Adds [rauth](https://github.com/litl/rauth) package. Closes #2488.
2018-12-07 09:36:48 +00:00
AlexCatarino 823bb01438 Updates pythonnet
Includes memory leak fix (https://github.com/QuantConnect/pythonnet/commit/c6db86653e7fa4fa89e1f8404d72e346b67ed857 and https://github.com/QuantConnect/pythonnet/commit/bec9563d2958acc5adf3e8972b23609fe3914402)

- Fix python version to 3.6.6 (avoid updating to 3.7)
- Fix numpy version to 1.14.5 (tensorflow requirement)

- Adds py-earth python package (closes #2399).
2018-12-07 09:36:48 +00:00
Stefano Raggi 3a93f3e4db Update download paths to cdn.quantconnect.com 2018-08-06 17:41:54 +02:00
AlexCatarino 8e3b7153b2 Rebase with pythonnet/master and fix datetime UTC bug
Updates pythonnet with pythonnet/master and fix datetime issue ([65ac279](https://github.com/QuantConnect/pythonnet/commit/65ac279a03dbded39fe3e28bb79c233f0c970f6f)).
2018-07-16 11:52:54 +01:00
Jared eaf8aa761e Update foundation with new IBController version.
New IBC fixes white label brokerage bug.
2018-06-18 17:03:52 -04:00
AlexCatarino 021500cbca Reverts some changes in the docker files 2018-06-07 17:19:39 +01:00
AlexCatarino 14f13cc9cb Upgrade to Jupyter Lab
Moves all python packages installation to `quantconnect/lean:foundation` and leave `quantconnect/jupyter` handles the lab deployment.
Adds `lxml` package (closes #2071)
Adds `quantlib` and `dx-analytics` packages (closes #2012)
2018-06-07 13:06:42 +01:00
Eddie Hedges a5a35a7e45 Renamed DockerfileLeanAlgorithm to Dockerfile in docker files comments. 2018-05-11 15:39:18 -05:00
AlexCatarino a4db921b87 Updates pythonnet
Rebase with pythonnet/master
2018-04-09 18:59:59 +01:00
Michael Handschuh 7814259c52 Update miniconda download location to S3 cdn
Placing these scripts in S3 allows us to not worry about the external
site taking down the files and/or being unavailable.
2018-02-23 16:34:07 -05:00
Michael Handschuh b8f77abf2b Fetch ta-lib dependenciesfrom S3 cdn 2018-02-23 15:38:00 -05:00
Michael Handschuh 5dcbfde8c1 Fetch IB dependencies from S3 cdn 2018-02-23 15:34:00 -05:00
Michael Handschuh 18a559943e Upgrade LEAN Python to 3.6 from 2.7
- Adds log to display the python version the algorithm is using.
- Fixes python algorithms that were failing because of small subtleties
like leading zeroes.
- Updates pythonnet with a version compiled with python 3.6 flags

- Changes in DockerfileFoundation: we now use miniconda to manage the python
environment.
- Took the opportunity to add NTLK (#1349), Tensorforce (#1369) and
PyTorch/Pyro (#1385).
- Changes readme in Algorithm.Python to show steps to install miniconda
2018-02-23 15:09:06 -05:00
Stefano Raggi a39e6a8e28 Revert "Merge pull request #1526 from AlexCatarino/python3"
This reverts commit 2e523992d0, reversing
changes made to fa48fc23ea.
2018-02-14 16:03:12 +01:00
Stefano Raggi 7246b8b6b6 Revert "Update to Mono 5.8"
This reverts commit c04b0c986f.
2018-02-14 16:02:38 +01:00
Jared c04b0c986f Update to Mono 5.8 2018-02-13 21:08:02 -05:00
AlexCatarino 34a271adac Updates pythonnet
In this update, we had compiled pythonnet with python 3.6 instead of 2.7 flags
2018-02-13 13:00:50 +00:00
AlexCatarino afd9c84790 Adds cython package in dockerfile foundation 2017-12-29 20:48:04 +00:00
AlexCatarino 9459f47cba Updates pythonnet
In this update, methods overloads with decimal parameters accept python float.

- Fixes FractionalQuantityRegressionAlgorithm:
With the pythonnet update we can pass a python float where a decimal is required.
2017-12-29 17:25:48 +00:00
AlexCatarino c912c0d190 Updates pythonnet
In this update, we fixed type correspondence from C# Decimal to python decimal that caused wrong method overload binding.
2017-12-18 10:57:26 +00:00
Derek M Tishler 540a7a75c3 Added Deap python package
Added install instruction for python package: Deap(distributed evolutionary algorithms in python).
2017-11-03 10:59:18 -04:00
Jared d52193d868 Merge pull request #1228 from StefanoRaggi/ibcontroller-fa-update
Update IBController for Financial Advisor support
2017-10-27 15:05:22 -04:00
Stefano Raggi d77558ddd0 Update date in DockerfileLeanFoundation header 2017-10-26 17:53:40 +02:00
Jared Broad 7aaf83ec95 Revert mono version for memory leak fix 2017-10-24 04:05:25 -04:00
Stefano Raggi 1b4a47054b Update IBController for Financial Advisor support
Updates to IBController: https://github.com/QuantConnect/ib-controller/pull/1
2017-10-19 21:46:37 +02:00
Andrew 8ec4f6f0a2 Upgrade to mono 5.4 2017-10-18 14:20:07 -04:00
Stefano Raggi 74ed823a0c Upgrade IB Gateway version from v960 to v968 2017-10-12 12:57:46 -04:00
AlexCatarino 9536123160 Updates pythonnet
In this update, we have changed our version of pythonnet to give precedence to methods that include a PyObject parameter.
2017-10-12 16:41:50 +01:00
AlexCatarino 099e871afd Updates pythonnet nuget version
In this new nuget package, we have included two versions Python.Runtime.dll for macOS
We also add the instructions to compile pythonnet for different operational systems
2017-09-29 17:59:38 +01:00
Juan José D'Ambrosio 96de3e98f5 Update DockerfileLeanFoundation
Small fix after TA-lib installation.
2017-09-24 21:51:18 -03:00
AlexCatarino d7f2411fcd Upgrades pythonnet version
In this version, we have fixed a bug that led to System.AccessViolationException when we add timezone information in the datetime.datetime object.
2017-09-12 17:33:52 +01:00
Andrew f9a6f65f76 DockerfileLeanFoundation updates 2017-08-30 16:52:28 -04:00
Jared Broad 8281911bd0 Revert "Upgrades pythonnet version"
This reverts commit 310e5c4211.
2017-08-22 16:11:54 -04:00
AlexCatarino 310e5c4211 Upgrades pythonnet version
In this version, we have fixed a bug that led to System.AccessViolationException when we add timezone information in the datetime.datetime object.
2017-08-21 21:59:59 +01:00
LiXiang618 b017017ab1 Support R.Net and R-base in C#
Install R-base.
Write CallingRFromCSharp.cs file telling the usage of some APIs.
2017-07-26 15:08:17 -04:00
AlexCatarino 37b22d4693 Updates pythonnet nuget version
In this version, we have just included a dll for macOS
2017-06-23 13:22:24 +01:00
AlexCatarino 6ca9d7cf14 Updates pythonnet package
This update implemented implicit conversion.
From now on, python algorithms will be able to use string object instead of Symbol object when a method overload requires Symbol.
2017-06-15 18:32:29 +01:00
AlexCatarino f6aa31643c Updates pythonnet package
This new pythonnet package makes available the latest version from pythonnet master branch and includes modifications to enable charting in Lean for python.

The dockerfile to create images for the cloud is updated to reflect the package update and adds keras and tensorflow
2017-06-02 10:45:45 +01:00
AlexCatarino 4eb80e78e9 Upgrades pythonnet to version 1.0.2.1
Previous version was not matching methods with nullables accordingly
2017-05-26 01:16:54 +01:00
AlexCatarino 32d78de399 Updates docker image with pythonnet v1.0.2 2017-05-23 13:49:07 +01:00
AlexCatarino 38b550509c Updates python packages whitelist
Adds arch
2017-05-20 00:24:04 +01:00
AlexCatarino 24192940a2 Updates python packages whitelist
Adds copulalib, theano and xgboost
2017-05-18 15:45:31 +01:00
AlexCatarino 4b66a314cb Adds python TA-Lib 2017-05-08 23:42:53 +01:00
AlexCatarino e2b9ef0313 Adds python packages that are relevant to algo trading
Adds blaze, cvxopt, cvxpy, pykalman and statsmodels to foundation docker image.
Adds an algorithm for testing python packages that are currently whitelisted
2017-05-08 21:49:08 +01:00
AlexCatarino c76056695f Adds python sklearn package
Adds python sklearn package to foundation docker image.
2017-05-03 21:37:18 +01:00
jaredbroad 462593627b Standardize pythonnet version to 1.0.1.1 2017-04-29 19:33:52 -04:00