stefan-jansen--machine-learning-for-trading
wehub-resource-sync
68 行
2.6 KiB
Docker
68 行
2.6 KiB
Docker
# ML4T Python 3.12 Environment (x86 only)
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# For packages without Python 3.14 support: gensim, signatory, esig, pfhedge, pycausalimpact
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# Also covers notebooks hitting Python 3.14 torch CUDA import bug
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#
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# Covers:
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# Ch05 NB01 (timegan) — torch CUDA bug on 3.14
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# Ch05 NB03 (sigcwgan_signatures) — signatory, esig
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# Ch05 NB07 (dp_gan) — torch CUDA bug on 3.14
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# Ch09 NB06 (path_signatures) — signatory
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# Ch09 NB12 (wasserstein_regimes) — esig
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# Ch10 NB01 (word2vec_training) — gensim
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# Ch10 NB02 (asset_embeddings) — gensim
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# Ch10 NB03 (sentiment_evolution) — gensim
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# Ch12 NB10 (shap_nlp_sentiment) — torch CUDA + shap
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# Ch14 NB06 (conditional_autoencoder) — torch CUDA + shap
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# Ch15 NB06 (fed_announcement_bsts) — pycausalimpact (ARIMA event-study port; py<3.13)
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# Ch21 deep_hedging_pfhedge — pfhedge (unmaintained, numpy<2)
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#
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# Usage:
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# docker compose --profile py312 run --rm py312 python 10_text_feature_engineering/01_word2vec_training.py
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FROM python:3.12-slim
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ENV DEBIAN_FRONTEND=noninteractive
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ENV TZ=UTC
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RUN apt-get update && apt-get install -y --no-install-recommends \
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build-essential \
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ca-certificates \
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curl \
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git \
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libhdf5-dev \
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pkg-config \
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wget \
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&& rm -rf /var/lib/apt/lists/*
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COPY --from=ghcr.io/astral-sh/uv:latest /uv /usr/local/bin/uv
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RUN useradd -m -s /bin/bash ml4t
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RUN python -m venv /opt/ml4t
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RUN /opt/ml4t/bin/pip install --no-cache-dir pip setuptools wheel
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WORKDIR /build
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COPY envs/py312/pyproject.toml /build/
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RUN uv pip install --python /opt/ml4t/bin/python --no-cache /build
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# x86-only signature stack (signatory + esig) for Ch05/Ch09 notebooks
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RUN /opt/ml4t/bin/pip install --no-cache-dir --no-build-isolation "signatory>=1.2" && \
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/opt/ml4t/bin/pip install --no-cache-dir --no-deps "esig>=1.0" && \
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/opt/ml4t/bin/pip install --no-cache-dir "pyrecombine>=1.0" "roughpy>=0.2"
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# Test infrastructure — pytest + helpers so CI doesn't need runtime pip install
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RUN /opt/ml4t/bin/pip install --no-cache-dir \
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"pytest>=8.0" "pytest-timeout>=2.3"
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WORKDIR /app
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ENV PATH="/opt/ml4t/bin:$PATH"
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ENV PYTHONPATH="/app"
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ENV JUPYTER_ENABLE_LAB=yes
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RUN mkdir -p /etc/jupyter && \
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echo "c.ServerApp.token = ''" >> /etc/jupyter/jupyter_server_config.py && \
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echo "c.ServerApp.password = ''" >> /etc/jupyter/jupyter_server_config.py && \
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echo "c.ServerApp.allow_origin = '*'" >> /etc/jupyter/jupyter_server_config.py && \
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echo "c.ServerApp.disable_check_xsrf = True" >> /etc/jupyter/jupyter_server_config.py
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CMD ["jupyter", "lab", "--ip=0.0.0.0", "--no-browser"]
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