Gerardo Salazar
6cb103b17a
* Updates and adds new Python packages to DockerfileLeanFoundation * Remove torch-geometric packages due to import issues Torch geometric packages installed from pip as they are here result in an error saying to install the CUDA version of the packages. When the CUDA version is installed, we get a symbol error when attempting to link the `_version.so` shared object.
256 lines
9.6 KiB
Plaintext
256 lines
9.6 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==0.23.2 \
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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-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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seaborn==0.11.0 \
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pyflux==0.4.15 \
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optuna==2.3.0 \
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findiff==0.8.5 \
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sktime==0.3.0 \
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sktime-dl==0.1.0 \
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hyperopt==0.2.5 \
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bayesian-optimization==1.2.0 \
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rpy2==3.3.6 \
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pingouin==0.3.8 \
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quantecon==0.4.8 \
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matplotlib==3.2.1
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# Notes about pip install:
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# sktime==0.3.1 is max version we can use without causing backwards incompatible changes to pandas (>= 1.0.0)
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# PyS3DE==1.0.5 not installable
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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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RUN python -m nltk.downloader -d /usr/share/nltk_data stopwords
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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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