Stefano Raggi
83 lines
3.8 KiB
Plaintext
83 lines
3.8 KiB
Plaintext
#
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# LEAN Foundation Docker Container 20190104
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# Cross platform deployment for multiple brokerages
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# Intended to be used in conjunction with Dockerfile. This is just the foundation common OS+Dependencies required.
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#
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# Use base system for cleaning up wayward processes
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FROM phusion/baseimage:0.9.22
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MAINTAINER QuantConnect <contact@quantconnect.com>
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# Use baseimage-docker's init system.
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CMD ["/sbin/my_init"]
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# Have to add env TZ=UTC. See https://github.com/dotnet/coreclr/issues/602
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RUN env TZ=UTC
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# Install OS Packages:
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# Misc tools for running Python.NET and IB inside a headless container.
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RUN apt-get update && apt-get install -y git bzip2 unzip wget python3-pip python-opengl && \
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apt-get install -y clang cmake curl xvfb libxrender1 libxtst6 libxi6 libglib2.0-dev && \
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# Install R
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apt-get install -y r-base pandoc libcurl4-openssl-dev
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# Java for running IB inside container:
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# https://github.com/dockerfile/java/blob/master/oracle-java8/Dockerfile
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RUN echo oracle-java8-installer shared/accepted-oracle-license-v1-1 select true | debconf-set-selections && \
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add-apt-repository -y ppa:webupd8team/java && \
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apt-get update && apt-get install -y oracle-java8-installer && \
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rm -rf /var/lib/apt/lists/* && rm -rf /var/cache/oracle-jdk8-installer
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# Install IB Gateway: Installs to ~/Jts
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RUN wget http://cdn.quantconnect.com/interactive/ibgateway-latest-standalone-linux-x64-v974.4g.sh && \
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chmod 777 ibgateway-latest-standalone-linux-x64-v974.4g.sh && \
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./ibgateway-latest-standalone-linux-x64-v974.4g.sh -q && \
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wget -O ~/Jts/jts.ini http://cdn.quantconnect.com/interactive/ibgateway-latest-standalone-linux-x64-v974.4g.jts.ini && \
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rm ibgateway-latest-standalone-linux-x64-v974.4g.sh
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# Mono C# for LEAN:
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# From https://github.com/mono/docker/blob/master/
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RUN apt-get update && rm -rf /var/lib/apt/lists/*
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RUN apt-key adv --keyserver hkp://keyserver.ubuntu.com:80 --recv-keys 3FA7E0328081BFF6A14DA29AA6A19B38D3D831EF
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RUN echo "deb http://download.mono-project.com/repo/ubuntu stable-xenial/snapshots/5.12.0.226 main" > /etc/apt/sources.list.d/mono-xamarin.list && \
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apt-get update && apt-get install -y binutils mono-complete ca-certificates-mono mono-vbnc nuget referenceassemblies-pcl && \
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apt-get install -y fsharp && rm -rf /var/lib/apt/lists/* /tmp/*
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# Install miniconda and supported third party python packages
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ENV PATH="/opt/miniconda3/bin:${PATH}"
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RUN wget https://cdn.quantconnect.com/miniconda/Miniconda3-4.3.31-Linux-x86_64.sh && \
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bash Miniconda3-4.3.31-Linux-x86_64.sh -b -p /opt/miniconda3 && \
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rm -rf Miniconda3-latest-Linux-x86_64.sh && \
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ln -s /opt/miniconda3/lib/libpython3.6m.so /usr/lib/libpython3.6m.so && \
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conda update -y conda pip && \
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conda install -y python=3.6.7 && \
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conda install -y numpy=1.14.5 && \
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conda install -y pandas=0.23.4 && \
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conda install -y jsonschema lxml plotly seaborn quandl && \
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conda install -y blaze cython cvxopt keras nltk tensorflow theano && \
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conda install -y pytorch torchvision -c pytorch && \
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conda install -y -c conda-forge rauth && \
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pip install --upgrade pip && \
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pip install arch copulalib cvxpy deap gym pykalman pyro-ppl && \
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pip install sklearn statistics tensorforce xgboost && \
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pip install QuantLib-Python && \
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conda clean -y --all
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# Install TA-lib for python
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RUN wget http://cdn.quantconnect.com/ta-lib/ta-lib-0.4.0-src.tar.gz && \
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tar -zxvf ta-lib-0.4.0-src.tar.gz && cd ta-lib && \
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./configure --prefix=/usr && make && make install && \
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pip install TA-lib
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# Install DX Analytics
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RUN git clone https://github.com/yhilpisch/dx.git && cd dx && \
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python setup.py install && cd .. && rm -irf dx
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# Install py-earth
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RUN git clone git://github.com/scikit-learn-contrib/py-earth.git && cd py-earth && \
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python setup.py install && cd .. && rm -irf py-earth
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# List all packages
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RUN conda list
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