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Description

Fixes DockerfileLeanFoundation build and upgrades package versions.

This supersedes Alex's PR (#4465) by fixing the foundation.

Also, some performance upgrades have been made as part of this PR, mainly with the downloading of apt packages.

Most installs have been moved to pip, rather than conda to speed up installation and dependency resolution, as well as avoiding some dependency issues.

Related Issue

Closes #4930 (Foundation does not build)

Closes #4432 (FastAi2)
Closes #4430 (scikit.tda)
Closes #4408 (sklearn-json)
Closes #4395 (ppscore)
Closes #4388 (PyPortfolioOpt)
Closes #4374 (mpi4py)
Closes #4440 (catboost)
Closes #4468 (TA)

Motivation and Context

Ensure foundation builds and have new and upgraded packages

Requires Documentation Change

Yes - list of installed packages should be updated here: https://www.quantconnect.com/docs/key-concepts/supported-libraries#Supported-Libraries-Introduction

How Has This Been Tested?

Built Foundation and ran tests on Lean - all tests passing

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

@gsalaz98 gsalaz98 force-pushed the refactor-4930-dockerfileleanfoundation-build-and-pkg-upgrade branch from cf92b17 to 5b10505 Compare December 15, 2020 19:50
  * Updates DockerfileLeanFoundation packages and adds new packages
  * apt-get performance improvements
@gsalaz98 gsalaz98 force-pushed the refactor-4930-dockerfileleanfoundation-build-and-pkg-upgrade branch from 5b10505 to a52eee3 Compare December 15, 2020 20:03
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@Martin-Molinero Martin-Molinero left a comment

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Nice!

  * Updates all CDN downloads to HTTPS
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@Martin-Molinero Martin-Molinero left a comment

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Let's re sanity test live/backtesting/research with refactor-4930-dockerfileleanfoundation-build-and-pkg-upgrade-e4ee305-fb5d480 10084

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@AlexCatarino AlexCatarino left a comment

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Thank you for the update, @gsalaz98 !
Hopefully, it will make our lives easier to add future libraries.

@Sharma-Rajat
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Sharma-Rajat commented Dec 21, 2020

@gsalaz98 could you also add the modin package to this PR? #5055

@Martin-Molinero Martin-Molinero merged commit 3f1c33e into QuantConnect:master Dec 28, 2020
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@gsalaz98 could you also add the modin package to this PR? #5055

Hey @Sharma-Rajat! We will go through pending library requests in FIFO order

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