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75 Commits

Author SHA1 Message Date
Gerardo Salazar f5c5faa3d4 Remove bindingRedirect in Tests and re-adds pyarrow to DockerfileLeanFoundation 2020-12-06 19:14:48 -08:00
Gerardo Salazar 5c345faea7 Revert changes to DockerfileLeanFoundation 2020-12-06 19:14:24 -08:00
Gerardo Salazar 7c3caec07f Use external NuGet package for Arrow 
* Updates CI for Arrow
  * Updates DockerfileLeanFoundation
  * Adds Arrow to Python packages tests
 2020-12-06 19:13:54 -08:00
Stefano Raggi be7730c186 Upgrade IBGateway from v974.4g to v978.2c 2020-07-06 15:13:59 +02:00
hsm207 8acd8d3eac Undo newline 2020-06-12 15:40:23 +08:00
hsm207 4522602ec9 Fix typo 2020-06-12 15:12:05 +08:00
AlexCatarino 7573286a70 Updates DockerfileFoundation For Python Packages 
Adds new and updates Python Packages:
Closes #2707 (mplfinance)
Closes #3541 (CuffLinks IpyWidgets)
Closes #3975 (Jax)
Closes #3982 (gluonts astropy gplearn tigramite ssm auto_ks)
Closes #3983 (H2O AutoML)
Closes #4050 (neural-tangent)
Closes #4125 (CNTK)
Closes #4129 (updates)
Closes #4170 (NLTK Vader Sentiments)
Closes #4246 (riskparity pyrb)
Closes #4256 (Copulae)
Closes #4282 (featuretools)
Closes #4331 (keras-rl pennylane)
 2020-04-29 00:28:36 +01:00
Jared 249fd1561f Update DockerfileLeanFoundation 2020-03-06 11:48:13 -08:00
Martin Molinero c73da247e5 Add new python libraries 
- Adding tslearn=0.3.0, tweepy=3.8.0, dtw-python==1.0.4,
pywavelets=1.1.1, umap-learn=0.3.10.
- Update hmmlearn==0.2.3
 2020-02-12 15:12:34 -03:00
AlexCatarino c7e4d9798b Changes NLTK Data Location and Adds mlfinlab Package 
- Use `/usr/share/nltk_data` instead of `/root/nltk_data`.
- Adds test for NLTK.
- Tidies the root directory of the docker image
- Adds support to mlfinlab
 2019-11-12 22:30:04 +00:00
AlexCatarino 5a85fd1b8e Uses Self-Hosted Packages 2019-10-10 15:35:29 +01:00
AlexCatarino 63cc139aef Adds New Python Packages 
- creme: https://github.com/creme-ml/creme
- scikit-multiflow: https://scikit-multiflow.github.io/scikit-multiflow/index.html
- PuLP: https://pypi.org/project/PuLP/
- PyMC3: https://docs.pymc.io
- PyPortfolioOpt: https://pypi.org/project/pyportfolioopt/
- gensim: https://radimrehurek.com/gensim/
- Fasttext: https://fasttext.cc/

- Upgrades Numpy and Wrapt
- Changes installation order to  facilitate package dependency solving
- We get the latest odo package from Blaze due to a incompatibility with pandas 0.23.4
 2019-10-10 00:01:14 +01:00
Laur Aliste 2b60bec586 Dockerfile-foundation: install hmmlearn globally 
Fixes #3684
 2019-10-09 23:51:31 +01:00
AlexCatarino ee957f6a53 Fix Python Packages Versions 2019-07-10 12:05:00 +01:00
AlexCatarino 1e19ac4572 Whilelists Python Libraries 
- copulas, hmm and pomegranate (closes #2832)
- tsfresh (closes #3084)
- LightGBM (closes #3173)
- BeautifulSoup (closes #3178)
- Facebook/Prophet (closes #3199)
- fastai (closes #3233)
- Pyramid ARIMA (closes #3234)
- punkt for nltk (closes #3367)
- Stable Baselines (closes #3369)

- Updates:
  - Miniconda to 4.5.12 (Foundation and travis)
  - Python to 3.6.8
  - numpy to 1.16.1

- Revert changes to Dockerfile
 2019-07-09 23:33:33 +01:00
Frank Norman d18851b230 Fixes for issue 3334 2019-07-09 23:33:33 +01:00
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