DockerfileLeanFoundation

#
#   LEAN Foundation Docker Container 20191009
#   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 apt-get update && apt-get install -y git bzip2 unzip wget python3-pip python-opengl zlib1g-dev && \
    apt-get install -y clang cmake curl xvfb libxrender1 libxtst6 libxi6 libglib2.0-dev libopenmpi-dev libstdc++6 && \
# Install R
    apt-get install -y r-base pandoc libcurl4-openssl-dev

# Java for running IB inside container:
RUN apt-get install -y openjdk-8-jdk openjdk-8-jre

# Install IB Gateway: Installs to ~/Jts
RUN wget http://cdn.quantconnect.com/interactive/ibgateway-latest-standalone-linux-x64-v974.4g.sh && \
    chmod 777 ibgateway-latest-standalone-linux-x64-v974.4g.sh && \
    ./ibgateway-latest-standalone-linux-x64-v974.4g.sh -q && \
    wget -O ~/Jts/jts.ini http://cdn.quantconnect.com/interactive/ibgateway-latest-standalone-linux-x64-v974.4g.jts.ini && \
    rm ibgateway-latest-standalone-linux-x64-v974.4g.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-get install -y binutils mono-complete ca-certificates-mono mono-vbnc nuget referenceassemblies-pcl && \
    apt-get 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
RUN conda update -y conda pip
RUN conda install -y python=3.6.8   \
    beautifulsoup4=4.8.0            \
    blaze=0.11.3                    \
    cvxopt=1.2.0                    \
    cython=0.29.11                  \
    dill=0.2.9                      \
    gensim=3.8.0                    \
    jsonschema=3.0.1                \
    keras=2.2.4                     \
    lightgbm=2.2.3                  \
    lxml=4.3.4                      \
    msgpack-python=0.5.6            \
    nltk=3.4.3                      \
    numpy=1.17.2                    \
    pandas=0.23.4                   \
    pomegranate=0.10.0              \
    tensorflow=1.13.1               \
    setuptools-git>=1.2             \
    wrapt=1.11.2    
RUN conda install -y -c conda-forge \
    fbprophet=0.5                   \
    pulp=1.6.8                      \
    pymc3=3.7                       \
    rauth=0.7.3                     \
    scikit-multiflow=0.4.1          \
    scikit-optimize=0.5.2           \
    theano=1.0.4                    \
    tsfresh=0.12.0
RUN conda install -y -c pytorch     \
    pytorch=1.1.0                   \
    torchvision=0.3.0
RUN conda install -y -c fastai      \
    nvidia-ml-py3=7.352.0           \
    fastai=1.0.54
RUN conda clean -y --all

RUN pip install --upgrade pip
RUN pip install gym==0.13.1         \
    arch==4.8.1                     \
    copulalib==1.1.0                \
    copulas==0.2.1                  \
    creme==0.3.0                    \
    cvxpy==1.0.24                   \
    deap==1.3.0                     \
    pykalman==0.9.5                 \
    pyportfolioopt==0.4.3           \
    pyramid-arima==0.9.0            \
    pyro-ppl==0.3.3                 \
    QuantLib-Python==1.15           \
    sklearn==0.0                    \
    stable-baselines==2.6.0         \
    statistics==1.0.3.5             \
    tensorforce==0.4.3              \
    xgboost==0.90
RUN pip install --upgrade hmmlearn==0.2.2
RUN python -c "import nltk; nltk.download('punkt')"
RUN conda clean -y --all

# Install TA-lib for python
RUN wget http://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 && \
    pip install TA-lib

# Install DX Analytics
RUN wget https://cdn.quantconnect.com/dx/dx-master-ffe19a6.zip && \
    unzip -q dx-master-ffe19a6.zip && cd dx-master && \
    python setup.py install && cd .. && rm -irf dx-master

# Install py-earth
RUN wget https://cdn.quantconnect.com/py-earth/py-earth-master-b209d19.zip && \
    unzip -q py-earth-master-b209d19.zip && cd py-earth-master && \
    python setup.py install && cd .. && rm -irf py-earth-master

# Install fastText
RUN wget https://cdn.quantconnect.com/fastText/fastText-master-9479e4e.zip && \
    unzip -q fastText-master-9479e4e.zip && cd fastText-master && \
    python setup.py install && cd .. && rm -irf fastText-master

# Update ODO
RUN wget https://cdn.quantconnect.com/odo/odo-master-9fce669.zip && \ 
    unzip -q odo-master-9fce669.zip && cd odo-master && \
    python setup.py install && cd .. && rm -irf odo-master

# List all packages
RUN conda list