Gerardo Salazar
3f1c33e1c5
* 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
240 lines
9.0 KiB
Plaintext
240 lines
9.0 KiB
Plaintext
#
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# LEAN Foundation Docker Container 20201214
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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 add-apt-repository ppa:ubuntu-toolchain-r/test && apt-get update
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RUN add-apt-repository ppa:apt-fast/stable && apt-get update && apt-get -y install apt-fast
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RUN apt-fast install -y git bzip2 clang cmake curl unzip wget python3-pip python-opengl zlib1g-dev \
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xvfb libxrender1 libxtst6 libxi6 libglib2.0-dev libopenmpi-dev libstdc++6 openmpi-bin \
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r-base pandoc libcurl4-openssl-dev \
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openjdk-8-jdk openjdk-8-jre
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# Install IB Gateway: Installs to ~/Jts
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RUN wget https://cdn.quantconnect.com/interactive/ibgateway-stable-standalone-linux-x64-v978.2c.sh && \
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chmod 777 ibgateway-stable-standalone-linux-x64-v978.2c.sh && \
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./ibgateway-stable-standalone-linux-x64-v978.2c.sh -q && \
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wget -O ~/Jts/jts.ini https://cdn.quantconnect.com/interactive/ibgateway-latest-standalone-linux-x64-v974.4g.jts.ini && \
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rm ibgateway-stable-standalone-linux-x64-v978.2c.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-fast install -y binutils mono-complete ca-certificates-mono mono-vbnc nuget referenceassemblies-pcl && \
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apt-fast install -y fsharp && rm -rf /var/lib/apt/lists/* /tmp/*
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# Install miniconda
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ENV CONDA="Miniconda3-4.5.12-Linux-x86_64.sh"
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ENV PATH="/opt/miniconda3/bin:${PATH}"
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RUN wget https://cdn.quantconnect.com/miniconda/${CONDA} && \
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bash ${CONDA} -b -p /opt/miniconda3 && rm -rf ${CONDA} && \
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ln -s /opt/miniconda3/lib/libpython3.6m.so /usr/lib/libpython3.6m.so
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# Install supported third party python packages
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# Updates conda and pip
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RUN conda update -y conda pip
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# Updates pip
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RUN pip install --upgrade --no-cache-dir pip
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# Sets python version to 3.6.8
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RUN conda install -y python=3.6.8
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RUN conda clean -y --all
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# Conda install required so that the packages are not
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# overwritten and have their version invalidated by
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# subsequent calls to conda install
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RUN conda install -y \
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cython=0.29.17 \
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pandas=0.25.3 \
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numpy=1.18.1
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# Install all packages
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RUN pip install --no-cache-dir \
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wrapt==1.12.1 \
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astropy==4.0.1.post1 \
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beautifulsoup4==4.9.0 \
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dill==0.3.1.1 \
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jsonschema==3.2.0 \
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lxml==4.5.0 \
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msgpack==1.0.0 \
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numba==0.46 \
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setuptools-git==1.2 \
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xarray==0.15.1 \
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plotly==4.7.1 \
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jupyterlab==2.1.2 \
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tensorflow==1.15.2 \
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docutils==0.14 \
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cvxopt==1.2.0 \
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gensim==3.8.0 \
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Keras==2.3.1 \
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lightgbm==2.3.0 \
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mpi4py==3.0.3 \
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nltk==3.4.5 \
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pomegranate==0.11.1 \
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graphviz==0.8.4 \
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cmdstanpy==0.4 \
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copulae==0.3.1 \
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featuretools==0.14.0 \
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fbprophet==0.6 \
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PuLP==1.6.8 \
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pymc3==3.8 \
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rauth==0.7.3 \
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scikit-learn==0.21.3 \
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scikit-multiflow==0.4.1 \
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scikit-optimize==0.7.4 \
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Theano==1.0.4 \
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tsfresh==0.15.1 \
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tslearn==0.3.1 \
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tweepy==3.8.0 \
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PyWavelets==1.1.1 \
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umap-learn==0.4.3 \
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nvidia-ml-py3==7.352.0 \
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fastai==1.0.61 \
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arch==4.14 \
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copulalib==1.1.0 \
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copulas==0.3.3 \
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creme==0.5.1 \
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cufflinks==0.17.3 \
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gym==0.17.2 \
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ipywidgets==7.5.1 \
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deap==1.3.1 \
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cvxpy==1.0.31 \
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pykalman==0.9.5 \
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pyportfolioopt==1.2.2 \
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pyramid-arima==0.9.0 \
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pyro-ppl==1.3.1 \
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riskparityportfolio==0.2 \
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sklearn==0.0 \
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sklearn-json==0.1.0 \
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stable-baselines==2.10.0 \
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statistics==1.0.3.5 \
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statsmodels==0.11.1 \
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tensorforce==0.5.4 \
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QuantLib-Python==1.18 \
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xgboost==1.1.0 \
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dtw-python==1.0.5 \
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cntk==2.7 \
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mxnet==1.6 \
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gluonts==0.4.3 \
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gplearn==0.4.1 \
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jax==0.1.68 \
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jaxlib==0.1.47 \
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keras-rl==0.4.2 \
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pennylane==0.9.0 \
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neural-tangents==0.2.1 \
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mplfinance==0.12.4a0 \
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hmmlearn==0.2.3 \
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catboost==0.23.2 \
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fastai2==0.0.17 \
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ppscore==0.0.2 \
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scikit-tda==0.0.3 \
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ta==0.5.25
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RUN wget -O mlfinlab.zip https://cdn.quantconnect.com/mlfinlab/mlfinlab-0.9.3.zip && \
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unzip -q mlfinlab.zip && \
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mkdir -p /opt/miniconda3/lib/python3.6/site-packages/ && \
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mv mlfinlab /opt/miniconda3/lib/python3.6/site-packages/
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RUN conda install -y -c conda-forge \
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openmpi=4.0.3
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# Install non-math packages
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RUN conda install -y \
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blaze=0.11.3 \
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tensorflow-base=1.15.0
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# Install math/ML from pytorch
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RUN conda install -y -c pytorch \
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pytorch=1.5.0 \
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torchvision=0.6.0
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RUN conda clean -y --all
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RUN python -m nltk.downloader -d /usr/share/nltk_data punkt
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RUN python -m nltk.downloader -d /usr/share/nltk_data vader_lexicon
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# Update ODO
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RUN conda remove --force-remove -y odo
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RUN wget https://cdn.quantconnect.com/odo/odo-master-9fce669.zip && \
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unzip -q odo-master-9fce669.zip && cd odo-master && \
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pip install . && cd .. && rm -rf odo-master
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# Install DX Analytics
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RUN wget https://cdn.quantconnect.com/dx/dx-master-4c47c25.zip && \
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unzip -q dx-master-4c47c25.zip && cd dx-master && \
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pip install . && cd .. && rm -rf dx-master
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# Install Auto-KS
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RUN wget https://cdn.quantconnect.com/auto_ks/auto_ks-master-b39e8f3.zip && \
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unzip -q auto_ks-master-b39e8f3.zip && cd auto_ks-master && \
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pip install . && cd .. && rm -rf auto_ks-master
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# Install Pyrb
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RUN wget https://cdn.quantconnect.com/pyrb/pyrb-master-d02b56a.zip && \
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unzip -q pyrb-master-d02b56a.zip && cd pyrb-master && \
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pip install . && cd .. && rm -rf pyrb-master
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# Install SSM
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RUN wget https://cdn.quantconnect.com/ssm/ssm-9fd66aed.zip && \
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unzip -q ssm-9fd66aed.zip && cd ssm && \
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pip install . && cd .. && rm -rf ssm
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# Install TA-lib for python
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RUN wget https://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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wget https://cdn.quantconnect.com/ta-lib/TA_Lib-0.4.18.zip && \
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unzip -q TA_Lib-0.4.18.zip && cd ta-lib-TA_Lib-0.4.18 && \
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python setup.py install && cd ../.. && rm -rf ta-lib
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# Install py-earth
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RUN wget https://cdn.quantconnect.com/py-earth/py-earth-0.1.0.zip && \
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unzip -q py-earth-0.1.0.zip && cd py-earth-0.1.0 && \
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python setup.py install && cd .. && rm -rf py-earth-0.1.0
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# Install fastText
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RUN wget https://cdn.quantconnect.com/fastText/fastText-0.9.2.zip && \
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unzip -q fastText-0.9.2.zip && cd fastText-0.9.2 && \
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pip install . && cd .. && rm -rf fastText-0.9.2
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# Install Tigramite
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RUN wget https://cdn.quantconnect.com/tigramite/tigramite-4.1.zip && \
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unzip -q tigramite-4.1.zip && cd tigramite-4.1 && \
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python setup.py install && cd .. && rm -rf tigramite-4.1
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# Install H2O: https://www.h2o.ai/download/
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RUN wget https://cdn.quantconnect.com/h2o/h2o-3.30.0.3.zip && \
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unzip -q h2o-3.30.0.3.zip && \
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pip install h2o-3.30.0.3/python/h2o-3.30.0.3-py2.py3-none-any.whl && \
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rm -rf h2o-3.30.0.3
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# Delete temporary zip files
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RUN rm -rf *.zip *.gz
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# Remove black-listed packages
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RUN pip uninstall -y s3transfer
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RUN conda clean -y --all
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# Clean up any unused packages installed by apt-get
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RUN apt-get autoremove --purge -y
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# List all packages
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RUN conda list
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