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quantconnect--lean/DockerfileLeanFoundation
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#
# LEAN Foundation Docker Container 20200428
# Cross platform deployment for multiple brokerages
# Intended to be used in conjunction with Dockerfile. This is just the foundation common OS+Dependencies required.
#
# Use base system for cleaning up wayward processes
FROM phusion/baseimage:0.9.22
MAINTAINER QuantConnect <contact@quantconnect.com>
# Use baseimage-docker's init system.
CMD ["/sbin/my_init"]
# Have to add env TZ=UTC. See https://github.com/dotnet/coreclr/issues/602
RUN env TZ=UTC
# Install OS Packages:
# Misc tools for running Python.NET and IB inside a headless container.
RUN add-apt-repository ppa:ubuntu-toolchain-r/test && apt-get update
RUN apt-get install -y git bzip2 clang cmake curl unzip wget python3-pip python-opengl zlib1g-dev && \
apt-get install -y xvfb libxrender1 libxtst6 libxi6 libglib2.0-dev libopenmpi-dev libstdc++6 openmpi-bin && \
# Install R
apt-get install -y r-base pandoc libcurl4-openssl-dev
# Java for running IB inside container:
RUN apt-get install -y openjdk-8-jdk openjdk-8-jre
# Install IB Gateway: Installs to ~/Jts
RUN wget http://cdn.quantconnect.com/interactive/ibgateway-stable-standalone-linux-x64-v978.2c.sh && \
chmod 777 ibgateway-stable-standalone-linux-x64-v978.2c.sh && \
./ibgateway-stable-standalone-linux-x64-v978.2c.sh -q && \
wget -O ~/Jts/jts.ini http://cdn.quantconnect.com/interactive/ibgateway-latest-standalone-linux-x64-v974.4g.jts.ini && \
rm ibgateway-stable-standalone-linux-x64-v978.2c.sh
# Mono C# for LEAN:
# From https://github.com/mono/docker/blob/master/
RUN apt-get update && rm -rf /var/lib/apt/lists/*
RUN apt-key adv --keyserver hkp://keyserver.ubuntu.com:80 --recv-keys 3FA7E0328081BFF6A14DA29AA6A19B38D3D831EF
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 && \
apt-get update && apt-get install -y binutils mono-complete ca-certificates-mono mono-vbnc nuget referenceassemblies-pcl && \
apt-get install -y fsharp && rm -rf /var/lib/apt/lists/* /tmp/*
# Install miniconda
ENV CONDA="Miniconda3-4.5.12-Linux-x86_64.sh"
ENV PATH="/opt/miniconda3/bin:${PATH}"
RUN wget https://cdn.quantconnect.com/miniconda/${CONDA} && \
bash ${CONDA} -b -p /opt/miniconda3 && rm -rf ${CONDA} && \
ln -s /opt/miniconda3/lib/libpython3.6m.so /usr/lib/libpython3.6m.so
# Install supported third party python packages
# Updates conda and pip
RUN conda update -y conda pip
# Updates pip
RUN pip install --upgrade pip
# Sets python version to 3.6.8
RUN conda install -y python=3.6.8
RUN conda clean -y --all
# Install essential packages
RUN conda install -y \
cython=0.29.15 \
numpy=1.18.1 \
pandas=0.25.3 \
wrapt=1.12.1
# Install pyarrow to improve DataFrame construction performance
RUN pip install pyarrow==1.0.1
# Install non-math packages
RUN conda install -y \
astropy=4.0.1.post1 \
beautifulsoup4=4.9.0 \
blaze=0.11.3 \
dill=0.3.1.1 \
jsonschema=3.2.0 \
lxml=4.5.0 \
msgpack-python=1.0.0 \
numba=0.46 \
setuptools-git=1.2 \
xarray=0.15.1
RUN conda install -y -c plotly \
plotly=4.6.0
RUN conda install -y -c conda-forge \
jupyterlab=2.1.0
# Install TensorFlow 1.15.2
RUN pip install tensorflow==1.15.2
# Install math/ML packages
RUN conda install -y \
docutils=0.14 \
cvxopt=1.2.0 \
gensim=3.8.0 \
keras=2.3.1 \
lightgbm=2.3.0 \
nltk=3.4.5 \
pomegranate=0.11.1 \
tensorflow-base=1.15.0 \
python-graphviz=0.8.4
# Install requirement for fbprophet
RUN pip install cmdstanpy==0.4
# Install math/ML from conda-forge
RUN conda install -y -c conda-forge \
copulae=0.3.1 \
featuretools=0.13.4 \
fbprophet=0.6 \
pulp=1.6.8 \
pymc3=3.8 \
rauth=0.7.3 \
scikit-learn=0.21.3 \
scikit-multiflow=0.4.1 \
scikit-optimize=0.7.4 \
theano=1.0.4 \
tsfresh=0.15.1 \
tslearn=0.3.1 \
tweepy=3.8.0 \
pywavelets=1.1.1 \
umap-learn=0.4.1
# Install math/ML from pytorch
RUN conda install -y -c pytorch \
pytorch=1.5.0 \
torchvision=0.6.0
# Install math/ML from fastai
RUN conda install -y -c fastai \
nvidia-ml-py3=7.352.0 \
fastai=1.0.60
RUN conda clean -y --all
# Install from PIP I
RUN pip install arch==4.14 \
copulalib==1.1.0 \
copulas==0.3.0 \
creme==0.5.1 \
cufflinks==0.17.3 \
gym==0.17.1 \
ipywidgets==7.5.1
# Install from PIP II
RUN pip install deap==1.3.1 \
cvxpy==1.1.0a3 \
mlfinlab==0.9.3 \
pykalman==0.9.5 \
pyportfolioopt==1.1.0 \
pyramid-arima==0.9.0 \
pyro-ppl==1.3.1 \
riskparityportfolio==0.1.6
# Install from PIP III
RUN pip install sklearn==0.0 \
stable-baselines==2.10.0 \
statistics==1.0.3.5 \
statsmodels==0.11.1 \
tensorforce==0.5.4 \
QuantLib-Python==1.18 \
xgboost==1.0.2 \
dtw-python==1.0.5
# Install from PIP IV
RUN pip install cntk==2.7 \
mxnet==1.6 \
gluonts==0.4.3 \
gplearn==0.4.1 \
jax==0.1.64 \
jaxlib==0.1.45 \
keras-rl==0.4.2 \
pennylane==0.8.1
# Install Google Neural Tangents after JAX
RUN pip install neural-tangents==0.2.1
RUN pip install --upgrade mplfinance==0.12.3a3
RUN pip install --upgrade hmmlearn==0.2.3
RUN python -m nltk.downloader -d /usr/share/nltk_data punkt
RUN python -m nltk.downloader -d /usr/share/nltk_data vader_lexicon
# Install TA-lib for python
RUN wget http://cdn.quantconnect.com/ta-lib/ta-lib-0.4.0-src.tar.gz && \
tar -zxvf ta-lib-0.4.0-src.tar.gz && cd ta-lib && \
./configure --prefix=/usr && make && make install && \
pip install TA-lib && cd .. && rm -irf ta-lib
# Install DX Analytics
RUN wget https://cdn.quantconnect.com/dx/dx-master-9fab393.zip && \
unzip -q dx-master-9fab393 && cd dx-master && \
python setup.py install && cd .. && rm -irf dx-master
# Install py-earth
RUN wget https://cdn.quantconnect.com/py-earth/py-earth-master-b209d19.zip && \
unzip -q py-earth-master-b209d19.zip && cd py-earth-master && \
python setup.py install && cd .. && rm -irf py-earth-master
# Install fastText
RUN wget https://cdn.quantconnect.com/fastText/fastText-master-6d7c77c.zip && \
unzip -q fastText-master-6d7c77c.zip && cd fastText-master && \
python setup.py install && cd .. && rm -irf fastText-master
# Update ODO
RUN conda remove --force-remove -y odo
RUN wget https://cdn.quantconnect.com/odo/odo-master-9fce669.zip && \
unzip -q odo-master-9fce669.zip && cd odo-master && \
python setup.py install && cd .. && rm -irf odo-master
# Install Auto-KS
RUN wget https://cdn.quantconnect.com/auto_ks/auto_ks-master-b39e8f3.zip && \
unzip -q auto_ks-master-b39e8f3.zip && cd auto_ks-master && \
python setup.py install && cd .. && rm -irf auto_ks-master
# Install Pyrb
RUN wget https://cdn.quantconnect.com/pyrb/pyrb-master-d02b56a.zip && \
unzip -q pyrb-master-d02b56a.zip && cd pyrb-master && \
python setup.py install && cd .. && rm -irf pyrb-master
# Install SSM
RUN wget https://cdn.quantconnect.com/ssm/ssm-master-34b50d4.zip && \
unzip -q ssm-master-34b50d4.zip && cd ssm-master && \
python setup.py install && cd .. && rm -irf ssm-master
# Install Tigramite
RUN wget https://cdn.quantconnect.com/tigramite/tigramite-master-eee4809.zip && \
unzip -q tigramite-master-eee4809.zip && cd tigramite-master && \
python setup.py install && cd .. && rm -irf tigramite-master
# Install H2O
RUN wget https://cdn.quantconnect.com/h2o/h2o-3.30.0.1.zip && \
unzip -q h2o-3.30.0.1.zip && \
pip install h2o-3.30.0.1/python/h2o-3.30.0.1-py2.py3-none-any.whl && \
rm -irf h2o-3.30.0.1
# Delete temporary zip files
RUN rm -irf *.zip *.gz
# Remove black-listed packages
RUN pip uninstall -y s3transfer
RUN conda remove --force-remove -y s3transfer
RUN conda clean -y --all
# List all packages
RUN conda list
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