quantconnect--lean/run_docker.sh

#!/usr/bin/env bash
# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.

# allow script to be called from anywhere
cd "$(dirname "$0")/" || exit

DEFAULT_IMAGE=quantconnect/lean:latest
DEFAULT_DATA_DIR=./Data
DEFAULT_RESULTS_DIR=./Results
DEFAULT_CONFIG=./Launcher/config.json
DEFAULT_PYTHON_DIR=./Algorithm.Python/
CSHARP_DLL=./Launcher/bin/Debug/QuantConnect.Algorithm.CSharp.dll
CSHARP_PDB=./Launcher/bin/Debug/QuantConnect.Algorithm.CSharp.pdb
CONTAINER_NAME=LeanEngine

yes_or_no() {
  while true; do
    read -p "$* [y/n]: " yn
    case $yn in
    [Yy]*) return 0 ;;
    [Nn]*)
      echo "Aborted"
      return 1
      ;;
    esac
  done
}

# Realpath polyfill, notably absent macOS and some debian distros
absolute_path() {
  echo "$(cd "$(dirname "${1}")" && pwd)/$(basename "${1}")"
}

# If arg is a file process the key values
if [ -f "$1" ]; then
  IFS="="
  while read -r key value; do
    eval "$key='$value'"
  done <"$1"
# If there are in line args, process them
elif [ -n "$*" ]; then
  for arg in "$@"; do
    eval "$arg"
  done
# Else query user for settings
else
  read -p "Docker image [default: $DEFAULT_IMAGE]: " IMAGE
  read -p "Path to Lean config.json [default: $DEFAULT_CONFIG]: " CONFIG_FILE
  read -p "Path to Data directory [default: $DEFAULT_DATA_DIR]: " DATA_DIR
  read -p "Path to Results directory [default: $DEFAULT_RESULTS_DIR]: " RESULTS_DIR
  read -p "Path to Python directory [default: $DEFAULT_PYTHON_DIR]: " PYTHON_DIR
  read -p "Would you like to debug C#? (Requires mono debugger attachment) [default: N]: " DEBUGGING
  read -p "Would you like to update the Docker Image? [default: Y]: " UPDATE
fi

# Have to reset IFS for cfg files to work properly
IFS=" "

# Fall back to defaults on empty input without
CONFIG_FILE=${CONFIG_FILE:-$DEFAULT_CONFIG}
DATA_DIR=${DATA_DIR:-$DEFAULT_DATA_DIR}
RESULTS_DIR=${RESULTS_DIR:-$DEFAULT_RESULTS_DIR}
IMAGE=${IMAGE:-$DEFAULT_IMAGE}
PYTHON_DIR=${PYTHON_DIR:-$DEFAULT_PYTHON_DIR}
UPDATE=${UPDATE:-Y}

# Convert to absolute paths
CONFIG_FILE=$(absolute_path "${CONFIG_FILE}")
PYTHON_DIR=$(absolute_path "${PYTHON_DIR}")
DATA_DIR=$(absolute_path "${DATA_DIR}")
RESULTS_DIR=$(absolute_path "${RESULTS_DIR}")
CSHARP_DLL=$(absolute_path "${CSHARP_DLL}")
CSHARP_PDB=$(absolute_path "${CSHARP_PDB}")

if [ ! -f "$CONFIG_FILE" ]; then
  echo "Lean config file $CONFIG_FILE does not exist"
  exit 1
fi

if [ ! -d "$DATA_DIR" ]; then
  echo "Data directory $DATA_DIR does not exist"
  exit 1
fi

if [ ! -d "$RESULTS_DIR" ]; then
  echo "Results directory $RESULTS_DIR does not exist; creating it now"
  mkdir $RESULTS_DIR
fi

# First part of the docker COMMAND that is static, then we build the rest
COMMAND="docker run --rm \
    --mount type=bind,source=$CONFIG_FILE,target=/Lean/Launcher/config.json,readonly \
    -v $DATA_DIR:/Data:ro \
    -v $RESULTS_DIR:/Results \
    --name $CONTAINER_NAME \
    -p 5678:5678 "

# If the csharp dll and pdb are present, mount them
if [ ! -f "$CSHARP_DLL" ]; then
  echo "Csharp file at '$CSHARP_DLL' does not exist; no CSharp files will be mounted"
else
  COMMAND+="--mount type=bind,source=$CSHARP_DLL,target=/Lean/Launcher/bin/Debug/QuantConnect.Algorithm.CSharp.dll \
    --mount type=bind,source=$CSHARP_PDB,target=/Lean/Launcher/bin/Debug/QuantConnect.Algorithm.CSharp.pdb "
fi

# If python algorithms are present, mount them
if [ ! -d "$PYTHON_DIR" ]; then
  echo "No Python Algorithm location found at '$PYTHON_DIR'; no Python files will be mounted"
else
  COMMAND+="-v $PYTHON_DIR:/Lean/Algorithm.Python "
fi

# If DEBUGGING is set then set the entrypoint to run mono with a debugger server
shopt -s nocasematch
if [[ "$DEBUGGING" == "y" ]]; then
  COMMAND+="-p 55555:55555 \
    --entrypoint mono \
    $IMAGE --debug --debugger-agent=transport=dt_socket,server=y,address=0.0.0.0:55555,suspend=y \
    QuantConnect.Lean.Launcher.exe --data-folder /Data --results-destination-folder /Results --config /Lean/Launcher/config.json"

  echo "Docker container starting, attach to Mono process at localhost:55555 to begin"
else
  COMMAND+="$IMAGE --data-folder /Data --results-destination-folder /Results --config /Lean/Launcher/config.json"
fi

SUDO=""

# Verify if user has docker permissions
if ! touch /var/run/docker.sock &>/dev/null; then
  sudo -v
  SUDO="sudo"
  COMMAND="$SUDO $COMMAND"
fi

if [ "$($SUDO docker container inspect -f '{{.State.Running}}' $CONTAINER_NAME)" == "true" ]; then
  yes_or_no "A Lean container is already running. Stop and recreate with this configuration?" &&
    $SUDO docker stop $CONTAINER_NAME
elif $SUDO docker ps -a | grep -q $CONTAINER_NAME; then
  yes_or_no "A Lean container is halted and will be removed. Continue?" &&
    $SUDO docker rm $CONTAINER_NAME
fi

# Pull the image if we want to update
if [[ "$UPDATE" == "y" ]]; then
  echo "Pulling Docker image: $IMAGE"
  $SUDO docker pull $IMAGE
fi

echo -e "Launching LeanEngine with command: "
echo -e "$COMMAND"
#Run built docker COMMAND;
eval "$COMMAND"