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install_latest.sh
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#!/usr/bin/env bash
conda create -n env_alphatools_latest -y -c conda-forge python=$PYTHON_VERSION numpy=1.14.1 pandas=0.22.0 scipy=1.0.0 libgfortran=3.0 mkl-service pymc3=3.5 lightgbm=2.2.0 scikit-optimize=0.5.2 scikit-learn catboost pip
source activate env_alphatools_latest
python -m pip install -r requirements_latest.txt --no-cache-dir
python -m pip install -r requirements_blaze_latest.txt --no-cache-dir
pip install cvxpy==1.0.9 --no-cache-dir
pip install zipline==1.3.0 --no-cache-dir
pip install statsmodels==0.9.0 --upgrade --no-cache-dir
pip install alphalens==0.3.2 --no-cache-dir
pip install pyfolio --no-cache-dir
pip install ipykernel --no-cache-dir
pip install graphviz==0.9
conda install -y -c pytorch pytorch-nightly-cpu
conda install -y -c fastai torchvision-nightly-cpu
conda install -y -c fastai fastai
cd ..
pip install -e alphatools --no-cache-dir
python -m ipykernel install --user --name env_alphatools_latest --display-name "env_alphatools_latest"
source ~/.bashrc
# must append to .bashrc
if [ "$MKL_THREADING_LAYER" = "" ]
then
export MKL_THREADING_LAYER=GNU
echo 'export MKL_THREADING_LAYER=GNU' >> ~/.bashrc
echo 'Please source the .bashrc file to activate MKL_THREADING env variable.'
fi
if [ "$THEANO_FLAGS" = "" ]
then
# Needed for Mac OS X
export "THEANO_FLAGS='gcc.cxxflags=-Wno-c++11-narrowing'"
echo "export \"THEANO_FLAGS='gcc.cxxflags=-Wno-c++11-narrowing'\"" >> ~/.bashrc
echo 'Please source the .bashrc file to activate the THEANO_FLAGS env variable.'
fi