Update libraries and python 3.11 (#7856)

* Update python 3.11 * Update ARM foundation image and minor improvements
QuantConnect · Mar 26, 2024 · 78647d3 · 78647d3
1 parent 78b49a1
commit 78647d3
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Showing 21 changed files with 465 additions and 504 deletions.
diff --git a/.github/workflows/virtual-environments.yml b/.github/workflows/virtual-environments.yml
@@ -48,11 +48,10 @@ jobs:
             dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.TensorflowProbabilityTest" --blame-hang-timeout 120seconds --blame-crash
             # Run Hvplot Python Package Test
             dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.HvplotTest" --blame-hang-timeout 120seconds --blame-crash
-            # Run Stellargraph Python Package Test
-            dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.StellargraphTest" --blame-hang-timeout 120seconds --blame-crash
             # Run Keras Python Package Test
             dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.KerasTest" --blame-hang-timeout 120seconds --blame-crash
-            # Run Scikeras Python Package Test
-            dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.ScikerasTest" --blame-hang-timeout 120seconds --blame-crash
             # Run Transformers
-            dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.Transformers|XTransformers" --blame-hang-timeout 120seconds --blame-crash
+            dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.Transformers" --blame-hang-timeout 120seconds --blame-crash
+            dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.XTransformers" --blame-hang-timeout 120seconds --blame-crash
+            # Run Shap
+            dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.ShapTest" --blame-hang-timeout 120seconds --blame-crash
diff --git a/Algorithm.CSharp/QuantConnect.Algorithm.CSharp.csproj b/Algorithm.CSharp/QuantConnect.Algorithm.CSharp.csproj
@@ -34,7 +34,7 @@
     <DebugType>portable</DebugType>
   </PropertyGroup>
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.28" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.29" />
     <PackageReference Include="Accord" Version="3.6.0" />
     <PackageReference Include="Accord.Fuzzy" Version="3.6.0" />
     <PackageReference Include="Accord.MachineLearning" Version="3.6.0" />

diff --git a/Algorithm.Framework/QuantConnect.Algorithm.Framework.csproj b/Algorithm.Framework/QuantConnect.Algorithm.Framework.csproj
@@ -29,7 +29,7 @@
     <PackageLicenseFile>LICENSE</PackageLicenseFile>
   </PropertyGroup>
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.28" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.29" />
     <PackageReference Include="Accord" Version="3.6.0" />
     <PackageReference Include="Accord.Math" Version="3.6.0" />
     <PackageReference Include="Accord.Statistics" Version="3.6.0" />

diff --git a/Algorithm.Python/ObjectStoreExampleAlgorithm.py b/Algorithm.Python/ObjectStoreExampleAlgorithm.py
@@ -49,7 +49,7 @@ def Initialize(self):
 
             history = pd.read_csv(StringIO(values), header=None, index_col=0, squeeze=True)
             history.index = pd.to_datetime(history.index)
-            for time, close in history.iteritems():
+            for time, close in history.items():
                 self.SPY_Close.Update(time, close)
 
         else:
@@ -59,7 +59,7 @@ def Initialize(self):
             # we're pulling the last year's worth of SPY daily trade bars to fee into our indicators
             history = self.History(self.SPY, timedelta(365), Resolution.Daily).close.unstack(0).squeeze()
 
-            for time, close in history.iteritems():
+            for time, close in history.items():
                 self.SPY_Close.Update(time, close)
 
             # save our warm up data so next time we don't need to issue the history request

diff --git a/Algorithm.Python/QuantConnect.Algorithm.Python.csproj b/Algorithm.Python/QuantConnect.Algorithm.Python.csproj
@@ -39,7 +39,7 @@
     <Compile Include="..\Common\Properties\SharedAssemblyInfo.cs" Link="Properties\SharedAssemblyInfo.cs" />
   </ItemGroup>
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.28" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.29" />
   </ItemGroup>
   <ItemGroup>
     <Content Include="FundamentalUniverseSelectionAlgorithm.py" />

diff --git a/Algorithm.Python/SetHoldingsRegressionAlgorithm.py b/Algorithm.Python/SetHoldingsRegressionAlgorithm.py
@@ -34,6 +34,6 @@ def OnData(self, data):
         '''
         if not self.Portfolio.Invested:
             self.SetHoldings("SPY", 0.1)
-            self.SetHoldings("SPY", np.float(0.20))
+            self.SetHoldings("SPY", float(0.20))
             self.SetHoldings("SPY", np.float64(0.30))
             self.SetHoldings("SPY", 1)
diff --git a/Algorithm/QuantConnect.Algorithm.csproj b/Algorithm/QuantConnect.Algorithm.csproj
@@ -29,7 +29,7 @@
     <PackageLicenseFile>LICENSE</PackageLicenseFile>
   </PropertyGroup>
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.28" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.29" />
     <PackageReference Include="MathNet.Numerics" Version="5.0.0" />
     <PackageReference Include="Newtonsoft.Json" Version="13.0.2" />
     <PackageReference Include="NodaTime" Version="3.0.5" />

diff --git a/AlgorithmFactory/Python/Wrappers/AlgorithmPythonWrapper.cs b/AlgorithmFactory/Python/Wrappers/AlgorithmPythonWrapper.cs
@@ -782,7 +782,7 @@ public void OnEndOfDay()
             // Only throws if there is an error in its implementation body
             catch (PythonException exception)
             {
-                if (!exception.Message.StartsWith("OnEndOfDay()"))
+                if (!exception.Message.Contains("OnEndOfDay() missing 1 required positional argument"))
                 {
                     _baseAlgorithm.SetRunTimeError(exception);
                 }
@@ -810,7 +810,7 @@ public void OnEndOfDay(Symbol symbol)
             // Only throws if there is an error in its implementation body
             catch (PythonException exception)
             {
-                if (!exception.Message.StartsWith("OnEndOfDay()"))
+                if (!exception.Message.Contains("OnEndOfDay() takes 1 positional argument but 2 were given"))
                 {
                     _baseAlgorithm.SetRunTimeError(exception);
                 }

diff --git a/AlgorithmFactory/QuantConnect.AlgorithmFactory.csproj b/AlgorithmFactory/QuantConnect.AlgorithmFactory.csproj
@@ -28,7 +28,7 @@
     <PackageLicenseFile>LICENSE</PackageLicenseFile>
   </PropertyGroup>
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.28" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.29" />
     <PackageReference Include="NodaTime" Version="3.0.5" />
   </ItemGroup>
   <ItemGroup>

diff --git a/Common/QuantConnect.csproj b/Common/QuantConnect.csproj
@@ -34,7 +34,7 @@
     <Message Text="SelectedOptimization $(SelectedOptimization)" Importance="high" />
   </Target>
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.28" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.29" />
     <PackageReference Include="CloneExtensions" Version="1.3.0" />
     <PackageReference Include="fasterflect" Version="3.0.0" />
     <PackageReference Include="MathNet.Numerics" Version="5.0.0" />