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create jupyter-quant meta package (#318)
* create jupyter-quant meta package - create meta-package - add pyproject.toml file - add optional dependencies - remove unnecessary compilation steps from Dockerfile * include latest updates
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‎.github/dependabot.yml‎

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@@ -8,14 +8,15 @@ updates:
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- package-ecosystem: "docker" # See documentation for possible values
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directory: "/" # Location of package manifests
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schedule:
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interval: "weekly"
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interval: "daily"
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time: "04:00"
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- package-ecosystem: "github-actions"
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directory: "/"
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schedule:
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interval: "weekly"
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interval: "daily"
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time: "04:10"
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- package-ecosystem: "pip" # See documentation for possible values
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directory: "/" # Location of package manifests
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schedule:
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interval: "daily"
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interval: "daily"
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time: "04:20"

‎.gitignore‎

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.ipynb_checkpoints/
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.virtual_documents/
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.DS_Store
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*.egg-info
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wheels/
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build/
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dist/

‎Dockerfile‎

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###############################################################################
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# hadolint global ignore=DL3003,DL3008,SC2028
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ARG IMG_PYTHON_VERSION
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FROM python:"${IMG_PYTHON_VERSION}" AS builder
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FROM python:$IMG_PYTHON_VERSION AS builder
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ENV APT_PROXY_FILE=/etc/apt/apt.conf.d/01proxy
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ARG GH_URL_BASE=https://github.com/quantbelt/jupyter-quant/releases/download/ta-lib-0.4.0-linux
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ARG TALIB_FILE=ta-lib-0.4.0-linux_
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ARG TALIB_URL="${GH_URL_BASE}/${TALIB_FILE}"
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COPY requirements.txt /.
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COPY README.md LICENSE.txt pyproject.toml /
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COPY jupyter_quant/__init__.py /jupyter_quant/
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SHELL ["/bin/bash", "-o", "pipefail", "-c"]
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RUN if [ -n "$APT_PROXY" ]; then \
@@ -22,30 +26,30 @@ RUN if [ -n "$APT_PROXY" ]; then \
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apt-get clean && rm -rf /var/lib/apt/lists/* && \
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# # TA-Lib
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cd /tmp && \
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curl -LO https://github.com/quantbelt/jupyter-quant/releases/download/ta-lib-0.4.0-linux/ta-lib-0.4.0-linux_"$(uname -m)".tgz && \
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curl -LO https://github.com/quantbelt/jupyter-quant/releases/download/ta-lib-0.4.0-linux/ta-lib-0.4.0-linux_"$(uname -m)".tgz.sha256 && \
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sha256sum -c ta-lib-0.4.0-linux_"$(uname -m)".tgz.sha256 && \
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cd / && tar xzf /tmp/ta-lib-0.4.0-linux_"$(uname -m)".tgz && \
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curl -LO "${TALIB_URL}$(uname -m).tgz" && \
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curl -LO "${TALIB_URL}$(uname -m).tgz.sha256" && \
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sha256sum -c "${TALIB_FILE}$(uname -m).tgz.sha256" && \
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cd / && tar xzf "/tmp/${TALIB_FILE}$(uname -m).tgz" && \
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export PREFIX=/usr/local/ta-lib && \
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export TA_LIBRARY_PATH="$PREFIX/lib" && \
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export TA_INCLUDE_PATH="$PREFIX/include" && \
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# end TA-Lib
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pip wheel --no-cache-dir --wheel-dir /wheels -r /requirements.txt
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pip wheel --no-cache-dir --wheel-dir /wheels .
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###############################################################################
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# Final stage
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###############################################################################
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ARG IMG_PYTHON_VERSION
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FROM python:"${IMG_PYTHON_VERSION}"-slim
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FROM python:${IMG_PYTHON_VERSION}-slim
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ENV APT_PROXY_FILE=/etc/apt/apt.conf.d/01proxy
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ENV USER="${USER:-gordon}"
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ARG USER_ID="${USER_ID:-1000}"
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ARG USER_GID="${USER_GID:-1000}"
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ENV PYTHONDONTWRITEBYTECODE 1
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ENV PYTHONUNBUFFERED 1
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ENV PIP_USER true
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ENV PYTHONDONTWRITEBYTECODE=1
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ENV PYTHONUNBUFFERED=1
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ENV PIP_USER=true
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ENV PATH="$PATH:/home/$USER/.local/bin"
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# base data directory
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SHELL ["/bin/bash", "-o", "pipefail", "-c"]
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RUN --mount=type=bind,from=builder,source=/wheels,target=/wheels \
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pip install --user --no-cache-dir /wheels/* && \
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pip install --user --no-deps --compile --no-cache-dir /wheels/* && \
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# Import matplotlib the first time to build the font cache.
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MPLBACKEND=Agg python -c "import matplotlib.pyplot" && \
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mkdir "${JUPYTER_SERVER_ROOT}" && \
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python -c "import compileall; compileall.compile_dir('${BASE_DATA}/lib/python$(echo "$PYTHON_VERSION" | cut -d '.' -f1,2)/site-packages', force=True)"
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mkdir "${JUPYTER_SERVER_ROOT}"
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COPY entrypoint.sh /
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WORKDIR ${JUPYTER_SERVER_ROOT}

‎jupyter_quant/__init__.py‎

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"""Jupyter quant, a dockerized quant research environment."""
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__version__="2409.02"

‎pyproject.toml‎

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[build-system]
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requires = ["setuptools>=61.0"]
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build-backend = "setuptools.build_meta"
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[project]
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name = "jupyter-quant"
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dynamic = ["version"]
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authors = [{ name = "gnzsnz" }]
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description = "Jupyter quant research environment. "
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readme = "README.md"
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requires-python = ">=3.10"
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license = { file = "LICENSE.txt" }
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classifiers = [
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"Programming Language :: Python :: 3",
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"License :: OSI Approved :: Apache Software License",
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"Operating System :: OS Independent",
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"Development Status :: 3 - Alpha",
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]
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dependencies = [
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"alphalens-reloaded==0.4.5",
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"arch==7.1.0",
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"black==24.8.0",
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"bottleneck==1.4.0",
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"dask[dataframe,distributed]==2024.9.0",
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"empyrical-reloaded==0.5.10",
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"exchange_calendars==4.5.6",
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"h5py==3.11.0",
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"hurst==0.0.5",
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"ib-fundamental==0.0.5",
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"ib_async==1.0.3",
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"ipympl==0.9.4",
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"ipywidgets==8.1.5",
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"isort==5.13.2",
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"jedi-language-server==0.41.4",
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"jupyterlab==4.2.5",
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"jupyterlab-lsp==5.1.0",
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"jupyterlab_code_formatter==3.0.2",
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"jupyterlab_widgets==3.0.13",
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"lightgbm==4.5.0",
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"matplotlib==3.9.2",
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"numba==0.60.0",
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"numexpr==2.10.1",
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"numpy==1.26.4",
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"optuna==4.0.0",
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"pandas==2.2.3",
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"patsy==0.5.6",
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"pip==24.2",
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"py_vollib==1.0.1",
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"py_vollib_vectorized==0.1.1",
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"pyarrow==17.0.0",
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"pyfolio-reloaded==0.9.8",
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"pykalman==0.9.7",
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"PyPortfolioOpt==1.5.5",
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"quantstats-lumi==0.3.3",
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"scikit-learn==1.5.2",
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"scipy==1.14.1",
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"sdepy==1.2.0",
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"seaborn==0.13.2",
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"shap==0.46.0",
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"statsmodels==0.14.3",
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"TA-Lib==0.4.32",
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"tzdata==2024.2",
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"yellowbrick==1.5",
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"yfinance==0.2.43",
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"zipline-reloaded==3.0.4",
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]
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[project.optional-dependencies]
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sk-util = ["skfolio==0.4.0", "sktime==0.33.0"]
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bayes = [
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"arviz==0.19.0",
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"bambi==0.14.0",
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"pymc==5.16.2",
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"formulae==0.5.4",
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"graphviz==0.20.3",
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]
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dev = ["pre-commit>=3.7.1", "build", "wheel"]
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[project.urls]
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"Homepage" = "https://github.com/quantbelt/jupyter-quant"
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"Bug Tracker" = "https://github.com/quantbelt/jupyter-quant/issues"
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[tool.setuptools]
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packages = ["jupyter_quant"]
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[tool.setuptools.dynamic]
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version = {attr = "jupyter_quant.__version__"}

‎requirements.txt‎

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