Martin-Molinero
7095dc1559
- Update gateway to latest 1019 - Fix bug in IB data subscription limit, not applying when using multiple data queue handlers
271 lines
11 KiB
Plaintext
271 lines
11 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:focal-1.0.0
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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 \
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&& echo deb https://cloud.r-project.org/bin/linux/ubuntu bionic-cran35/ >> /etc/apt/sources.list \
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&& apt-key adv --keyserver keyserver.ubuntu.com --recv-keys E298A3A825C0D65DFD57CBB651716619E084DAB9 \
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&& add-apt-repository ppa:apt-fast/stable && apt-get update && apt-get -y install apt-fast \
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&& apt-fast install -y git bzip2 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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pandoc libcurl4-openssl-dev libgtk2.0.0 r-base \
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&& apt-fast clean && apt-get remove -y apt-fast && apt-get clean && apt-get autoclean && apt-get autoremove --purge -y \
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&& rm -rf /var/lib/apt/lists/*
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# Install IB Gateway: Installs to /root/ibgateway
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RUN mkdir -p /root/ibgateway && \
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wget https://cdn.quantconnect.com/interactive/ibgateway-latest-standalone-linux-x64.v10.19.1d.sh && \
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chmod 777 ibgateway-latest-standalone-linux-x64.v10.19.1d.sh && \
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./ibgateway-latest-standalone-linux-x64.v10.19.1d.sh -q -dir /root/ibgateway && \
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rm ibgateway-latest-standalone-linux-x64.v10.19.1d.sh
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# Install dotnet 6 sdk & runtime
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RUN wget https://packages.microsoft.com/config/ubuntu/20.04/packages-microsoft-prod.deb -O packages-microsoft-prod.deb && \
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dpkg -i packages-microsoft-prod.deb && \
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apt-get update; \
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apt-get install -y apt-transport-https && \
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apt-get update && \
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apt-get install -y dotnet-sdk-6.0 && \
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rm packages-microsoft-prod.deb && \
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apt-get clean && apt-get autoclean && apt-get autoremove --purge -y && rm -rf /var/lib/apt/lists/*
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# Set PythonDLL variable for PythonNet
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ENV PYTHONNET_PYDLL="/opt/miniconda3/lib/libpython3.8.so"
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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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conda install -y conda=4.10.3 && \
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pip install --upgrade --no-cache-dir pip==22.2.2 && \
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conda install -y python=3.8.13 && conda install -y -c conda-forge pip=22.2.2 && conda clean -y --all
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# Avoid pip install read timeouts
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ENV PIP_DEFAULT_TIMEOUT=120
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# Install all packages
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RUN pip install --no-cache-dir \
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cython==0.29.30 \
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pandas==1.4.4 \
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scipy==1.8.1 \
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numpy==1.22.4 \
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wrapt==1.14.1 \
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astropy==5.1 \
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beautifulsoup4==4.11.1 \
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dill==0.3.5.1 \
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jsonschema==4.9.1 \
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lxml==4.9.1 \
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msgpack==1.0.3 \
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numba==0.56.0 \
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xarray==2022.6.0 \
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plotly==5.9.0 \
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jupyterlab==3.4.4 \
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tensorflow==2.10.0 \
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docutils==0.19 \
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cvxopt==1.3.0 \
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gensim==4.2.0 \
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keras==2.10.0 \
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lightgbm==3.3.2 \
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mpi4py==3.1.3 \
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nltk==3.7 \
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graphviz==0.8.4 \
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cmdstanpy==1.0.4 \
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copulae==0.7.7 \
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featuretools==0.18.1 \
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PuLP==2.6.0 \
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pymc==4.1.4 \
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rauth==0.7.3 \
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scikit-learn==1.0.2 \
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scikit-multiflow==0.5.3 \
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scikit-optimize==0.9.0 \
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aesara==2.7.9 \
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tsfresh==0.15.1 \
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tslearn==0.5.2 \
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tweepy==4.10.0 \
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PyWavelets==1.3.0 \
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umap-learn==0.5.3 \
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fastai==2.7.7 \
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arch==5.3.1 \
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copulas==0.7.0 \
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creme==0.6.1 \
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cufflinks==0.17.3 \
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gym==0.23.1 \
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ipywidgets==8.0.0rc1 \
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deap==1.3.3 \
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cvxpy==1.2.1 \
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pykalman==0.9.5 \
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pyportfolioopt==1.5.1 \
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pmdarima==1.8.5 \
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pyro-ppl==1.8.2 \
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riskparityportfolio==0.3 \
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sklearn-json==0.1.0 \
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statsmodels==0.13.2 \
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QuantLib==1.27 \
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xgboost==1.6.1 \
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dtw-python==1.2.2 \
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mxnet==1.9.1 \
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gluonts==0.7.7 \
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gplearn==0.4.2 \
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jax==0.3.16 \
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jaxlib==0.3.15 \
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keras-rl==0.4.2 \
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pennylane==0.25.1 \
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neural-tangents==0.6.0 \
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mplfinance==0.12.9b1 \
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hmmlearn==0.2.7 \
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catboost==1.0.6 \
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fastai2==0.0.30 \
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scikit-tda==1.0.0 \
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ta==0.10.1 \
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seaborn==0.11.2 \
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optuna==2.10.1 \
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findiff==0.9.2 \
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sktime==0.13.1 \
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hyperopt==0.2.7 \
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bayesian-optimization==1.2.0 \
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rpy2==3.5.3 \
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pingouin==0.5.2 \
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quantecon==0.5.3 \
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matplotlib==3.5.3 \
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sdeint==0.3.0 \
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pandas_market_calendars==3.5 \
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dgl==0.9.0 \
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ruptures==1.1.7 \
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simpy==4.0.1 \
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scikit-learn-extra==0.2.0 \
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ray==2.0.0 \
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"ray[rllib]"==2.0.0 \
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fastText==0.9.2 \
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tigramite==5.0.0.1 \
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h2o==3.36.1.4 \
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prophet==1.1.1 \
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Riskfolio-Lib==3.3.0 \
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nbeats-keras==1.7.0 \
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nbeats-pytorch==1.6.0 \
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torch==1.12.1 \
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torchvision==0.13.1 \
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ax-platform==0.2.7.2 \
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alphalens-reloaded==0.4.2 \
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pyfolio-reloaded==0.9.4 \
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altair==4.2.0 \
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stellargraph==1.2.1 \
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modin==0.15.3 \
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persim==0.3.1 \
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ripser==0.6.4 \
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pydmd==0.4.0.post2209 \
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EMD-signal==1.2.3 \
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spacy==3.4.1 \
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pandas-ta==0.3.14b \
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pytorch-ignite==0.4.10 \
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finrl==0.3.1 \
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tensorly==0.7.0 \
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mlxtend==0.20.0 \
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shap==0.41.0 \
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lime==0.2.0.1 \
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tensorflow-probability==0.18.0 \
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mpmath==1.2.1 \
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tensortrade==1.0.3 \
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polars==0.14.11 \
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stockstats==0.4.1 \
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autokeras==1.0.20 \
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QuantStats==0.0.59 \
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hurst==0.0.5 \
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numerapi==2.12.4 \
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pymdptoolbox==4.0-b3 \
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fuzzy-c-means==1.6.3 \
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panel==0.14.0 \
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hvplot==0.8.1 \
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line-profiler==3.5.1 \
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py-heat==0.0.6 \
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py-heat-magic==0.0.2 \
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bokeh==2.4.3 \
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tensorflow-decision-forests==1.0.1 \
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river==0.13.0 \
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stumpy==1.11.1 \
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pyvinecopulib==0.6.2
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RUN python -m spacy download en_core_web_md
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RUN conda install -y -c conda-forge \
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openmpi=4.1.4 \
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&& conda clean -y --all
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# Install PyTorch Geometric
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RUN TORCH=$(python -c "import torch; print(torch.__version__)") && \
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CUDA=$(python -c "import torch; print('cu' + torch.version.cuda.replace('.', ''))") && \
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pip install --no-cache-dir -f https://pytorch-geometric.com/whl/torch-${TORCH}+${CUDA}.html \
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torch-scatter==2.0.9 torch-sparse==0.6.14 torch-cluster==1.6.0 torch-spline-conv==1.2.1 torch-geometric==2.0.4
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RUN python -m nltk.downloader -d /usr/share/nltk_data punkt && \
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python -m nltk.downloader -d /usr/share/nltk_data vader_lexicon && \
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python -m nltk.downloader -d /usr/share/nltk_data stopwords
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# Install ppscore
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RUN wget https://cdn.quantconnect.com/ppscore/ppscore-master-ce93fa3.zip && \
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unzip -q ppscore-master-ce93fa3.zip && cd ppscore-master && \
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pip install . && cd .. && rm -rf ppscore-master && rm ppscore-master-ce93fa3.zip
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# Install DX Analytics
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RUN wget https://cdn.quantconnect.com/dx/dx-master-69922c0.zip && \
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unzip -q dx-master-69922c0.zip && cd dx-master && \
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pip install . && cd .. && rm -rf dx-master && rm dx-master-69922c0.zip
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# Install Pyrb
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RUN wget https://cdn.quantconnect.com/pyrb/pyrb-master-250054e.zip && \
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unzip -q pyrb-master-250054e.zip && cd pyrb-master && \
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pip install . && cd .. && rm -rf pyrb-master && rm pyrb-master-250054e.zip
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# Install SSM
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RUN wget https://cdn.quantconnect.com/ssm/ssm-master-646e188.zip && \
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unzip -q ssm-master-646e188.zip && cd ssm-master && \
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pip install . && cd .. && rm -rf ssm-master && rm ssm-master-646e188.zip
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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 && rm ta-lib-0.4.0-src.tar.gz
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# Due to conflicts install 'pomegranate' virtual environment package
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RUN python -m venv /Foundation-Pomegranate --system-site-packages && . /Foundation-Pomegranate/bin/activate \
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&& pip install --no-cache-dir \
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pomegranate==0.14.8 \
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&& python -m ipykernel install --name=Foundation-Pomegranate \
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&& deactivate
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# Due to conflicts install 'tensorforce' virtual environment package with older tensorflow
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RUN python -m venv /Foundation-Tensorforce && . /Foundation-Tensorforce/bin/activate \
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&& pip install --no-cache-dir \
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tensorflow==2.6.0 \
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keras==2.6.0 \
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tensorforce==0.6.5 \
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gym==0.21 \
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jupyterlab==3.4.4 \
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clr-loader==0.1.6 \
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stable-baselines3==1.6.0 \
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alphapy==2.5.0 \
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&& python -m ipykernel install --name=Foundation-Tensorforce \
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&& deactivate
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RUN echo "{\"argv\":[\"python\",\"-m\",\"ipykernel_launcher\",\"-f\",\"{connection_file}\"],\"display_name\":\"Foundation-Py-Default\",\"language\":\"python\",\"metadata\":{\"debugger\":true}}" > /opt/miniconda3/share/jupyter/kernels/python3/kernel.json
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# List all packages
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RUN conda list |