DockerfileLeanFoundation

#
#   LEAN Foundation Docker Container 20201214
#   Cross platform deployment for multiple brokerages
#   Intended to be used in conjunction with Dockerfile. This is just the foundation common OS+Dependencies required.
#

# Use base system for cleaning up wayward processes
FROM phusion/baseimage:0.9.22

MAINTAINER QuantConnect <contact@quantconnect.com>

# Use baseimage-docker's init system.
CMD ["/sbin/my_init"]

# Have to add env TZ=UTC. See https://github.com/dotnet/coreclr/issues/602
RUN env TZ=UTC

# Install OS Packages:
# Misc tools for running Python.NET and IB inside a headless container.
RUN add-apt-repository ppa:ubuntu-toolchain-r/test && apt-get update
RUN add-apt-repository ppa:apt-fast/stable && apt-get update && apt-get -y install apt-fast
RUN apt-fast install -y git bzip2 clang cmake curl unzip wget python3-pip python-opengl zlib1g-dev \
    xvfb libxrender1 libxtst6 libxi6 libglib2.0-dev libopenmpi-dev libstdc++6 openmpi-bin \
    r-base pandoc libcurl4-openssl-dev \
    openjdk-8-jdk openjdk-8-jre

# Install IB Gateway: Installs to ~/Jts
RUN wget https://cdn.quantconnect.com/interactive/ibgateway-stable-standalone-linux-x64-v978.2c.sh && \
    chmod 777 ibgateway-stable-standalone-linux-x64-v978.2c.sh && \
    ./ibgateway-stable-standalone-linux-x64-v978.2c.sh -q && \
    wget -O ~/Jts/jts.ini https://cdn.quantconnect.com/interactive/ibgateway-latest-standalone-linux-x64-v974.4g.jts.ini && \
    rm ibgateway-stable-standalone-linux-x64-v978.2c.sh

# Mono C# for LEAN:
# From https://github.com/mono/docker/blob/master/
RUN apt-get update && rm -rf /var/lib/apt/lists/*
RUN apt-key adv --keyserver hkp://keyserver.ubuntu.com:80 --recv-keys 3FA7E0328081BFF6A14DA29AA6A19B38D3D831EF
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 && \
    apt-get update && apt-fast install -y binutils mono-complete ca-certificates-mono mono-vbnc nuget referenceassemblies-pcl && \
    apt-fast install -y fsharp && rm -rf /var/lib/apt/lists/* /tmp/*

# Install miniconda
ENV CONDA="Miniconda3-4.5.12-Linux-x86_64.sh"
ENV PATH="/opt/miniconda3/bin:${PATH}"
RUN wget https://cdn.quantconnect.com/miniconda/${CONDA} && \
    bash ${CONDA} -b -p /opt/miniconda3 && rm -rf ${CONDA} && \
    ln -s /opt/miniconda3/lib/libpython3.6m.so /usr/lib/libpython3.6m.so

# Install supported third party python packages
# Updates conda and pip
RUN conda update -y conda pip

# Updates pip
RUN pip install --upgrade --no-cache-dir pip

# Sets python version to 3.6.8
RUN conda install -y python=3.6.8
RUN conda clean -y --all

# Conda install required so that the packages are not
# overwritten and have their version invalidated by
# subsequent calls to conda install
RUN conda install -y                \
    cython=0.29.17                  \
    pandas=0.25.3                   \
    numpy=1.18.1

# Install all packages
RUN pip install --no-cache-dir      \
    wrapt==1.12.1                   \
    astropy==4.0.1.post1            \
    beautifulsoup4==4.9.0           \
    dill==0.3.1.1                   \
    jsonschema==3.2.0               \
    lxml==4.5.0                     \
    msgpack==1.0.0                  \
    numba==0.46                     \
    setuptools-git==1.2             \
    xarray==0.15.1                  \
    plotly==4.7.1                   \
    jupyterlab==2.1.2               \
    tensorflow==1.15.2              \
    docutils==0.14                  \
    cvxopt==1.2.0                   \
    gensim==3.8.0                   \
    Keras==2.3.1                    \
    lightgbm==2.3.0                 \
    mpi4py==3.0.3                   \
    nltk==3.4.5                     \
    pomegranate==0.11.1             \
    graphviz==0.8.4                 \
    cmdstanpy==0.4                  \
    copulae==0.3.1                  \
    featuretools==0.14.0            \
    fbprophet==0.6                  \
    PuLP==1.6.8                     \
    pymc3==3.8                      \
    rauth==0.7.3                    \
    scikit-learn==0.21.3            \
    scikit-multiflow==0.4.1         \
    scikit-optimize==0.7.4          \
    Theano==1.0.4                   \
    tsfresh==0.15.1                 \
    tslearn==0.3.1                  \
    tweepy==3.8.0                   \
    PyWavelets==1.1.1               \
    umap-learn==0.4.3               \
    nvidia-ml-py3==7.352.0          \
    fastai==1.0.61                  \
    arch==4.14                      \
    copulalib==1.1.0                \
    copulas==0.3.3                  \
    creme==0.5.1                    \
    cufflinks==0.17.3               \
    gym==0.17.2                     \
    ipywidgets==7.5.1               \
    deap==1.3.1                     \
    cvxpy==1.0.31                   \
    pykalman==0.9.5                 \
    pyportfolioopt==1.2.2           \
    pyramid-arima==0.9.0            \
    pyro-ppl==1.3.1                 \
    riskparityportfolio==0.2        \
    sklearn==0.0                    \
    sklearn-json==0.1.0             \
    stable-baselines==2.10.0        \
    statistics==1.0.3.5             \
    statsmodels==0.11.1             \
    tensorforce==0.5.4              \
    QuantLib-Python==1.18           \
    xgboost==1.1.0                  \
    dtw-python==1.0.5               \
    cntk==2.7                       \
    mxnet==1.6                      \
    gluonts==0.4.3                  \
    gplearn==0.4.1                  \
    jax==0.1.68                     \
    jaxlib==0.1.47                  \
    keras-rl==0.4.2                 \
    pennylane==0.9.0                \
    neural-tangents==0.2.1          \
    mplfinance==0.12.4a0            \
    hmmlearn==0.2.3                 \
    catboost==0.23.2                \
    fastai2==0.0.17                 \
    ppscore==0.0.2                  \
    scikit-tda==0.0.3               \
    ta==0.5.25

RUN wget -O mlfinlab.zip https://cdn.quantconnect.com/mlfinlab/mlfinlab-0.9.3.zip && \
    unzip -q mlfinlab.zip && \
    mkdir -p /opt/miniconda3/lib/python3.6/site-packages/ && \
    mv mlfinlab /opt/miniconda3/lib/python3.6/site-packages/

RUN conda install -y -c conda-forge \
    openmpi=4.0.3

# Install non-math packages
RUN conda install -y                \
    blaze=0.11.3                    \
    tensorflow-base=1.15.0

# Install math/ML from pytorch
RUN conda install -y -c pytorch     \
    pytorch=1.5.0                   \
    torchvision=0.6.0

RUN conda clean -y --all

RUN python -m nltk.downloader -d /usr/share/nltk_data punkt
RUN python -m nltk.downloader -d /usr/share/nltk_data vader_lexicon

# Update ODO
RUN conda remove --force-remove -y odo
RUN wget https://cdn.quantconnect.com/odo/odo-master-9fce669.zip && \
    unzip -q odo-master-9fce669.zip && cd odo-master && \
    pip install . && cd .. && rm -rf odo-master

# Install DX Analytics
RUN wget https://cdn.quantconnect.com/dx/dx-master-4c47c25.zip && \
    unzip -q dx-master-4c47c25.zip && cd dx-master && \
    pip install . && cd .. && rm -rf dx-master

# Install Auto-KS
RUN wget https://cdn.quantconnect.com/auto_ks/auto_ks-master-b39e8f3.zip && \
    unzip -q auto_ks-master-b39e8f3.zip && cd auto_ks-master && \
    pip install . && cd .. && rm -rf auto_ks-master

# Install Pyrb
RUN wget https://cdn.quantconnect.com/pyrb/pyrb-master-d02b56a.zip && \
    unzip -q pyrb-master-d02b56a.zip && cd pyrb-master && \
    pip install . && cd .. && rm -rf pyrb-master

# Install SSM
RUN wget https://cdn.quantconnect.com/ssm/ssm-9fd66aed.zip && \
    unzip -q ssm-9fd66aed.zip && cd ssm && \
    pip install . && cd .. && rm -rf ssm

# Install TA-lib for python
RUN wget https://cdn.quantconnect.com/ta-lib/ta-lib-0.4.0-src.tar.gz && \
    tar -zxvf ta-lib-0.4.0-src.tar.gz && cd ta-lib && \
    ./configure --prefix=/usr && make && make install && \
    wget https://cdn.quantconnect.com/ta-lib/TA_Lib-0.4.18.zip && \
    unzip -q TA_Lib-0.4.18.zip && cd ta-lib-TA_Lib-0.4.18 && \
    python setup.py install && cd ../.. && rm -rf ta-lib

# Install py-earth
RUN wget https://cdn.quantconnect.com/py-earth/py-earth-0.1.0.zip && \
    unzip -q py-earth-0.1.0.zip && cd py-earth-0.1.0 && \
    python setup.py install && cd .. && rm -rf py-earth-0.1.0

# Install fastText
RUN wget https://cdn.quantconnect.com/fastText/fastText-0.9.2.zip && \
    unzip -q fastText-0.9.2.zip && cd fastText-0.9.2 && \
    pip install . && cd .. && rm -rf fastText-0.9.2

# Install Tigramite
RUN wget https://cdn.quantconnect.com/tigramite/tigramite-4.1.zip && \
    unzip -q tigramite-4.1.zip && cd tigramite-4.1 && \
    python setup.py install && cd .. && rm -rf tigramite-4.1

# Install H2O: https://www.h2o.ai/download/
RUN wget https://cdn.quantconnect.com/h2o/h2o-3.30.0.3.zip && \
    unzip -q h2o-3.30.0.3.zip && \
    pip install h2o-3.30.0.3/python/h2o-3.30.0.3-py2.py3-none-any.whl && \
    rm -rf h2o-3.30.0.3

# Delete temporary zip files
RUN rm -rf *.zip *.gz

# Remove black-listed packages
RUN pip uninstall -y s3transfer
RUN conda clean -y --all

# Clean up any unused packages installed by apt-get
RUN apt-get autoremove --purge -y

# List all packages
RUN conda list