Alexandre Catarino
35e71d8b7f
Updates Python version to 3.6.8 to match QuantConnect Cloud (DockerfileLeanFoundation) as well as pandas and wrapt versions.
90 lines
5.2 KiB
Markdown
90 lines
5.2 KiB
Markdown
QuantConnect Python Algorithm Project:
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=============
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Before we enable python support, follow the [installation instructions](https://github.com/QuantConnect/Lean#installation-instructions) to get LEAN running C# algorithms in your machine.
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### Install Python 3.6:
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#### [Windows](https://github.com/QuantConnect/Lean#windows)
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1. Use the Windows x86-64 MSI **Python 3.6.8** installer from [python.org](https://www.python.org/downloads/release/python-368/) or [Anaconda](https://repo.anaconda.com/archive/Anaconda3-5.2.0-Windows-x86_64.exe) for Windows installer. "Anaconda 5.2" installs 3.5.2 by default, after installation of Anaconda you will need to upgrade python to make it work as expected: `conda install -y python=3.6.8`
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2. When asked to select the features to be installed, make sure you select "Add python.exe to Path"
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3. `[Optional]` Create `PYTHONHOME` system variables which value must be the location of your python installation (e.g. `C:\Python36amd64` or `C:\Anaconda3`):
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1. Right mouse button on My Computer. Click Properties.
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2. Click Advanced System Settings -> Environment Variables -> System Variables
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3. Click **New**.
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- Name of the variable: `PYTHONHOME`.
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- Value of the variable: python installation path.
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4. Install [pandas=0.23.4](https://pandas.pydata.org/) and its [dependencies](https://pandas.pydata.org/pandas-docs/stable/install.html#dependencies).
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5. Install [wrapt=1.11.2](https://pypi.org/project/wrapt/) module.
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6. Reboot computer to ensure changes are propogated.
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#### [macOS](https://github.com/QuantConnect/Lean#macos)
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1. Use the macOS x86-64 package installer from [Anaconda](https://repo.anaconda.com/archive/Anaconda3-5.2.0-MacOSX-x86_64.pkg) and follow "[Installing on macOS](https://docs.anaconda.com/anaconda/install/mac-os)" instructions from Anaconda documentation page.
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2. Install [pandas=0.23.4](https://pandas.pydata.org/) and its [dependencies](https://pandas.pydata.org/pandas-docs/stable/install.html#dependencies).
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3. Install [wrapt=1.11.2](https://pypi.org/project/wrapt/) module.
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*Note:* If you encounter the "System.DllNotFoundException: python3.6m" runtime error when running Python algorithms on macOS:
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1. Find `libpython3.6m.dylib` in your Python installation folder. If you installed Python with Anaconda, it may be find at
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```
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/Users/{your_user_name}/anaconda3/lib/libpython3.6m.dylib
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```
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2. Open `Lean/Launcher/bin/Debug/Python.Runtime.dll.config`, add the following text and save:
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```
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<configuration>
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<dllmap dll="python3.6m" target="{the path in step 1 including libpython3.6m.dylib}" os="!windows"/>
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</configuration>
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```
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Note: Specify the install of v3.6.8 _exactly_, i.e. if with conda `conda install python=3.6.8` as this is a known compatible version and other versions may have issues as of this writing.
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#### [Linux](https://github.com/QuantConnect/Lean#linux-debian-ubuntu)
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By default, **miniconda** is installed in the users home directory (`$HOME`):
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```
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export PATH="$HOME/miniconda3/bin:$PATH"
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wget https://cdn.quantconnect.com/miniconda/Miniconda3-4.5.12-Linux-x86_64.sh
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bash Miniconda3-4.5.12-Linux-x86_64.sh -b
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rm -rf Miniconda3-4.5.12-Linux-x86_64.sh
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sudo ln -s $HOME/miniconda3/lib/libpython3.6m.so /usr/lib/libpython3.6m.so
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conda update -y python conda pip
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conda install -y cython=0.29.11
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conda install -y pandas=0.23.4
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conda install -y wrapt=1.11.2
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```
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*Note:* There is a [known issue](https://github.com/pythonnet/pythonnet/issues/609) with python 3.6.5 that prevents pythonnet installation, please upgrade python to version 3.6.8:
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```
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conda install -y python=3.6.8
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```
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### Run python algorithm
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1. Update the [config](https://github.com/QuantConnect/Lean/blob/master/Launcher/config.json) to run the python algorithm:
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```json
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"algorithm-type-name": "BasicTemplateAlgorithm",
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"algorithm-language": "Python",
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"algorithm-location": "../../../Algorithm.Python/BasicTemplateAlgorithm.py",
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```
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2. Rebuild LEAN.
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3. Run LEAN. You should see the same result of the C# algorithm you tested earlier.
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___
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#### Python.Runtime.dll compilation
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LEAN users do **not** need to compile `Python.Runtime.dll`. The information below is targeted to developers who wish to improve it.
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Download [QuantConnect/pythonnet](https://github.com/QuantConnect/pythonnet/) github clone or downloading the zip. If downloading the zip - unzip to a local pathway.
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**Note:** QuantConnect's version of pythonnet is an enhanced version of [pythonnet](https://github.com/pythonnet/pythonnet) with added support for `System.Decimal` and `System.DateTime`.
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Below we can find the compilation flags that create a suitable `Python.Runtime.dll` for each operating system.
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**Windows**
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```
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msbuild pythonnet.sln /nologo /v:quiet /t:Clean;Rebuild /p:Platform=x64 /p:PythonInteropFile="interop36.cs" /p:Configuration=ReleaseWin /p:DefineConstants="PYTHON36,PYTHON3,UCS2"
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```
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**macOS**
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```
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msbuild pythonnet.sln /nologo /v:quiet /t:Clean;Rebuild /p:Platform=x64 /p:PythonInteropFile="interop36m.cs" /p:Configuration=ReleaseMono /p:DefineConstants="PYTHON36,PYTHON3,UCS4,MONO_OSX,PYTHON_WITH_PYMALLOC"
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```
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**Linux**
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```
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msbuild pythonnet.sln /nologo /v:quiet /t:Clean;Rebuild /p:Platform=x64 /p:PythonInteropFile="interop36m.cs" /p:Configuration=ReleaseMono /p:DefineConstants="PYTHON36,PYTHON3,UCS4,MONO_LINUX,PYTHON_WITH_PYMALLOC"
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```
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