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Author SHA1 Message Date
Martin-Molinero fed1b6e780 Add pyvinecopulib to foundation (#6679)
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- Adding pyvinecopulib to foundation. Adding unit test
 2022-10-11 16:30:57 -03:00
Martin-Molinero f528c39700 Foundation update (#6677)
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- Add new python packages to foundation images. Adding tests
 2022-10-10 20:03:33 -03:00
Martin-Molinero ee685ea045 Add new python libraries to foundation (#6629)
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 2022-09-19 13:20:54 -03:00
Martin-Molinero 7fdedbe98f Rename python environments (#6572)
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* Rename python environments

* Rename to Foundation-Py/C#-Default
 2022-08-23 19:06:19 -03:00
Martin-Molinero 3f42101f6d Update to python38 and libraries (#6558) 
* Update to python38

- Update to python38
- Update libraries

* Create latest virtual environment. Add CI unit tests

* Further update python packages

* Virtual env fixes

- Refactor python virtual env setup
- Adding CI unit tests for python packages and virtual envs

* Adding more python packages

- Adding NBeats, Ax-platform, Riskfolio-Lib

* Rename pomegranate venv
 2022-08-22 13:54:02 -03:00
Martin-Molinero b7a21ce4be Update to net6 (#6311) 
* Update to net6

* Bump pythonNet to 2.0.13
 2022-05-03 11:45:55 -03:00
Colton Sellers a44d7b2f92 VSCode Project Changes (#6129)
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* Deprecate breakpoints

Drop Watchlist

Remove breakpoints from lean

Prep install of NetCoreDbg

Cleanup

* Install NetCoreDbg

* Update Research Images with Newer Jupyter
 2022-03-01 17:41:44 -03:00
Martin-Molinero e3375bc45e Pin conda and pip foundation versions (#6134)
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 2021-12-28 18:14:17 -03:00
Martin-Molinero ac8b500ba2 Foundation update: Ray, H2o & IB (#6126) 
* Foundation remove Ray update H2o

* Update IB version to 10.12.2d
 2021-12-28 16:17:52 -03:00
Martin-Molinero 7b3b560dea Foundation update CVXPY 1.1.15 (#6020)
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- Update cvxpy python package version to latest 1.1.15. To avoid
  installation issue `error in cvxpy setup command: use_2to3 is invalid`
 2021-10-25 18:45:07 -03:00
Martin-Molinero d76106b444 Fix foundation build failure (#5902)
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 2021-09-03 17:41:58 -03:00
Stefano Raggi 9d734c4d8f Update IBGateway install path (#5885)
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 2021-08-30 17:11:12 -03:00
Martin-Molinero 8a5766fa39 Update foundation base image to ubuntu 20.04 (#5882) 
- Update amd64 and ARM foundatio base image to ubuntu 20.04
 2021-08-27 19:47:20 -03:00
Colton Sellers e2ae173d99 Feature Python Library: Ray (#5824) 
* Add Ray lib to both foundation images

* Update some version failing tests
 2021-08-05 17:55:51 -03:00
Stefano Raggi 1cfc044034 Update Lean Foundation docker files to IBGateway v985.1j (#5828) 2021-08-05 17:55:30 -03:00
Stefano Raggi 4a3a7a44f5 Update Lean Foundation docker files to IBGateway v985 (#5815)
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* Update Lean Foundation docker files to IBGateway v985

* Add apt-get update for ARM foundation

* Update default value of IB gateway

Co-authored-by: Martin-Molinero <martin@quantconnect.com>
 2021-08-03 19:13:38 -03:00
Martin-Molinero 7bcaaf8f23 Reduce dockerfoundation size (#5740)
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- Clean files and conda after each docker build step
- Merge steps to reduce size
- Clear apt lists
 2021-07-06 17:42:19 -03:00
Stefano Raggi 2fa07561b1 Add missing IBGateway dependency library (#5696)
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 2021-06-23 17:12:50 -03:00
Stefano Raggi 4fed304eb7 Update Lean Foundation docker files to IBGateway v984 (#5686)
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 2021-06-22 17:20:47 -03:00
Jasper van Merle 62c51ab17c Add new C# and Python libraries (#5536)
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* Add new C# and Python libraries

* Remove C# changes

* Update System.Reflection.Emit to 4.7.0

* Add scikit-learn-extra
 2021-05-11 17:28:24 -03:00
Stefano Raggi bbcb81804c Remove unused OpenJDK from DockerfileLeanFoundation (#5540) 
- Since IBAutomater 1.0.35 (https://github.com/QuantConnect/IBAutomater/pull/28, merged in #4984) we are using the Java Runtime bundled with IBGateway
 2021-05-11 17:27:52 -03:00
Martin-Molinero cf7a26b8b6 Increase pip install timeouts (#5527)
Build & Test Lean / build (push) Has been cancelled
 2021-05-06 17:45:49 -03:00
Martin-Molinero f3c386663b Feature .net 5 (#5505) 
* Update projects to use .NET 5.0, the successor to .NET Core

* Fix ambiguous errors. Add IBAutomator net5

* Remove FXCM

* Upgrade IBAutomater to v1.0.51

ignored, and an empty message aborts the commit.

* Fix rebase

- Fix ambiguous Index
- Remove StrategyCapacity.cs
- Update System.Threading.Tasks.Extensionsy

* Remove unrequired references

* Fixes

- Travis will use dotnet, not nunit nor mono
- Remove mono from foundation image
- Fix python setup in research
- Fix unit tests

* Don't call ReadKey when input is redirected

* Fix ConsoleLeanOptimizer

* Research fixes

* Update comment

* Add vsdbg to Dockerfile

* Fixes

- Revert dockerfile FROM custom changes
- Adjust and fix regression algorithms
   - Option assignment will be deterministic in the order
   - 'Rolling Averaged Population' is calculated using doubles, updating
     expected values.
- Update readme, removing references to mono
- Add missing Py.Gil lock

* Replace ICSharp with .NET Interactive

* Fixes after rebase

* CSharp research fixes

- Adding new Initialize.csx that pre loads all assemblies
- Adjusting template research file
- Moving steps in dockerfilejupyter
- Fix unit tests and regression tests after rebase

Co-authored-by: Gerardo Salazar <gsalaz9800@gmail.com>
Co-authored-by: Stefano Raggi <stefano.raggi67@gmail.com>
Co-authored-by: Jasper van Merle <jaspervmerle@gmail.com>
 2021-05-06 17:23:51 -03:00
Jasper van Merle 706091b25e Update foundation base to latest stable phusion/baseimage (#5506) 2021-04-27 19:20:31 -03:00
Colton Sellers 834d4a4d58 QC PythonNet 2.0 (#5376) 
* Update to new QC PythonNet

* Update readme

* Remove Python.Runtime config, replaced by env var

* Allow local packages testing in repo

* Address Review

* Add the LocalPackages readme

* Update Jupyter Image

* Update Research ReadMe
 2021-03-09 18:25:31 -03:00
Colton Sellers 8b173f2306 Add dotnet 5 to Lean Foundation Image (#5307) 
* Add dotnet 5 to foundation image

* Address review. Remove net5 package after install

Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
 2021-02-24 21:09:59 -03:00
Martin-Molinero 596e940ccd Update R library (#5328) 
* Update R.Net libraries

* Update R installation version
 2021-02-22 19:24:05 -03:00
Gerardo Salazar 6cb103b17a DockerfileLeanFoundation package updates and new additions (#5072) 
* Updates and adds new Python packages to DockerfileLeanFoundation

* Remove torch-geometric packages due to import issues

Torch geometric packages installed from pip as they are here result in an error saying to install the CUDA version of the packages. When the CUDA version is installed, we get a symbol error when attempting to link the `_version.so` shared object.
 2021-01-29 10:25:14 -03:00
Gerardo Salazar 3f1c33e1c5 Fixes DockerfileLeanFoundation build and adds/updates new packages (#5036) 
* Fixes DockerfileLeanFoundation build

  * Updates DockerfileLeanFoundation packages and adds new packages
  * apt-get performance improvements

* Moves packages to CDN and install packages from CDN

  * Updates all CDN downloads to HTTPS

* Removes interactive `rm` command arg in DockerfileLeanFoundation cleanup
 2020-12-28 18:22:15 -03:00
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