121 Commits

Author SHA1 Message Date
Martin-Molinero 1a3fedb36d Foundation library update (#8069)
* Foundation update

* Minor fixes
2024-06-04 11:57:04 -03:00
Martin-Molinero 529841ea77 Add labels to docker foundation files (#7890)
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2024-04-02 16:36:08 -03:00
Martin-Molinero 95000c5c29 Fix TF cuda support (#7874)
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2024-03-26 17:51:57 -03:00
Martin-Molinero 78647d3a1d Update libraries and python 3.11 (#7856)
* Update python 3.11

* Update ARM foundation image and minor improvements
2024-03-26 12:57:56 -03:00
Martin-Molinero f1627a9c96 Minor foundation update (#7602)
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* Minor foundation update

* Add Xtransformers test
2023-11-28 18:23:43 -03:00
Martin-Molinero 4411d4a8fc Add missing Shimmy dependency (#7532)
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- Add missing shimmy dependency
- Update, to normalize arm libraries with amd
2023-10-24 20:21:21 -03:00
Martin-Molinero 8fa1f3659c Reduce foundation size (#7527)
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- Reduce foundation size and minor library update
2023-10-23 13:14:46 -03:00
Martin-Molinero 005bebe224 Add new libraries and updates (#7522)
* Add new libraries and updates

* ARM foundation update

- Deleting creme library which has been merged into already included river, because it causes copulae build to fail
- Deleting Riskfolio-Lib which would try to install old numpy and fail
2023-10-20 19:19:32 -03:00
Martin Molinero bdfe9399da IB gateway Typo
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2023-07-12 13:50:10 -03:00
Martin-Molinero 240e84dd3d Revert to IB 10.19.2a (#7371) 2023-07-12 13:43:42 -03:00
Martin-Molinero 626f64e37d Update IB gateway to 1023 (#7351)
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2023-07-04 14:05:35 -03:00
Martin-Molinero 7952db992b Revert IB gateway update (#7345) 2023-06-30 11:18:27 -03:00
Martin-Molinero 936350cf45 Feature update foundation (#7342)
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* Update foundation image

* Update python packages tests

- Fix bug in python initializer path priority for virtual envs

* ARM foundation update
2023-06-29 18:06:28 -03:00
Martin-Molinero d173c5d65e Update DockerfileLeanFoundation
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2023-06-28 10:03:24 -03:00
Martin-Molinero fb383dc73c Minor foundation update (#7196)
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* Added PyStan Library in DockerfileLeanFoundation

* Add new libraries and unit tests

---------

Co-authored-by: Ivan Radigales Creus <ivanrdgc@gmail.com>
2023-04-19 15:19:07 -03:00
Martin-Molinero eebe0425d8 Rollback base image to focal (#7033)
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* Rollback base image to focal

* Python env blame hang & crash
2023-03-02 12:43:23 -03:00
Martin-Molinero 66c016b284 Feature foundation update (#7028)
* Foundation Update

* Adding more foundation packages

* Update existing libraries

* Further package updates

* Image cleanup

- Update base image to ubuntu 22.04
- Some clean up on dockerfile
- Remove ARM base image

* Test updates

- Minor docker file tweaks
- Update existing python environment tests

* Add more tests & fix Julia

* Remove jupyter-dash

* Remove R from foundation

* Remove Julia

* Remove Tensorforce
2023-03-01 16:30:46 -03:00
Ronit Jain dcd60d0551 Add support for HTML reports conversion to PDF (#6960)
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* add wkhtmltopdf to lean image

* convert html to pdf

* avoid black stripts at bottom of each page

* address reviews

* address review

* address reviews

* self review

* address review
2023-02-14 15:50:19 -03:00
Martin-Molinero 239406ef5c Update ib gateway to latest (#6819) 2022-12-28 15:35:52 -03:00
Martin-Molinero 7095dc1559 Update gateway to 1019 (#6706)
- Update gateway to latest 1019
- Fix bug in IB data subscription limit, not applying when using
  multiple data queue handlers
2022-10-24 12:01:13 -03:00
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)
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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