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Add py-earth library #2399

@AlexCatarino

Description

@AlexCatarino

Expected Behavior

py-earth is whitelisted in QuantConnect.

Actual Behavior

py-earth is not available.

Potential Solution

Adds the following in DockerfileLeanFoundation:

git clone git://github.com/scikit-learn-contrib/py-earth.git
cd py-earth
sudo python setup.py install

Testing the potential solution:

  • Build the docker image with the dockerfile after the changes.
  • Add a test in PythonPackageTestAlgorithm
  • Change config.json to run PythonPackageTestAlgorithm.

Checklist

  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues

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