Discussion Forum - QuantConnect.com

Hello all,

I am setting up LEAN locally on my Win10 PC, plan to wirte backtest using Python.

I follow instruction on LEAN readme.md, clone LEAN and have C# algorithm built & run with using VS2017 no problem.

Then I follow the Python setup instruction install Python 3.6, Anaconda 5.2, pandas.

Then when I try to run "python setup.py" script, I got error.

it seems attempt to build pythonnet failed.

Could you help to look into this and help me solve the problem?

Log after running "python setup.py" script.

(python364) c:\Users\chrisho\Documents\Visual Studio 2017\Projects\FSremote\TrackFrameworkAsMasterBranch\Lean20180808>python setup.py





    Python support in Lean with pythonnet

    =====================================



    Prerequisites:

        - Python 3.6 x64 with pip

        - LEAN: https://github.com/QuantConnect/Lean#installation-instructions

        - Visual C++ for Python: https://www.microsoft.com/en-us/download/details.aspx?id=44266

        - git



    It will update conda, pip, wheel, setuptools, pandas packages.





    Install/updates required packages

    ---------------------------------



[conda] Successfully installed/updated: wheel, conda, setuptools, pandas, pip



    Install/updates pythonnet

    -------------------------



  Failed building wheel for pythonnet

Command "C:\Users\chrisho\Anaconda3\envs\python364\python.exe -u -c "import setuptools, tokenize;__file__='C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-req-build-04d9zj9z\\setup.py';f=getattr(tokenize, 'open', open)(__file__);code=f.read().replace('\r\n', '\n');f.close();exec(compile(code, __file__, 'exec'))" install --record C:\Users\chrisho\AppData\Local\Temp\pip-record-l0f00dt1\install-record.txt --single-version-externally-managed --compile" failed with error code 1 in C:\Users\chrisho\AppData\Local\Temp\pip-req-build-04d9zj9z\

Collecting git+https://github.com/QuantConnect/pythonnet

  Cloning https://github.com/QuantConnect/pythonnet to c:\\users\\chrisho\\appdata\\local\\temp\\pip-req-build-04d9zj9z

Building wheels for collected packages: pythonnet

  Running setup.py bdist_wheel for pythonnet: started

  Running setup.py bdist_wheel for pythonnet: finished with status 'error'

  Complete output from command C:\\Users\\chrisho\\Anaconda3\\envs\\python364\\python.exe -u -c "import setuptools, tokenize;__file__=\'C:\\\\Users\\\\chrisho\\\\AppData\\\\Local\\\\Temp\\\\pip-req-build-04d9zj9z\\\\setup.py\';f=getattr(tokenize, \'open\', open)(__file__);code=f.read().replace(\'\\r\\n\', \'\\n\');f.close();exec(compile(code, __file__, \'exec\'))" bdist_wheel -d C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-wheel-ofuxc7qe --python-tag cp36:

  running bdist_wheel

  running build

  running build_ext

  Checking for updates from https://www.nuget.org/api/v2/.

  Currently running NuGet.exe 4.1.0.

  Updating NuGet.exe to 4.6.2.

  Update successful.

  MSBuild auto-detection: using msbuild version '15.7.180.61344' from 'C:\\Program Files (x86)\\Microsoft Visual Studio\\2017\\Community\\MSBuild\\15.0\\bin'.

  Restoring NuGet package NUnit.3.7.1.

  Restoring NuGet package UnmanagedExports.1.2.7.

  Restoring NuGet package NUnit.ConsoleRunner.3.7.0.

  Adding package 'NUnit.ConsoleRunner.3.7.0' to folder 'C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-req-build-04d9zj9z\\packages'

  Adding package 'NUnit.3.7.1' to folder 'C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-req-build-04d9zj9z\\packages'

  Adding package 'UnmanagedExports.1.2.7' to folder 'C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-req-build-04d9zj9z\\packages'

  Added package 'UnmanagedExports.1.2.7' to folder 'C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-req-build-04d9zj9z\\packages'

  Added package 'NUnit.3.7.1' to folder 'C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-req-build-04d9zj9z\\packages'

  Added package 'NUnit.ConsoleRunner.3.7.0' to folder 'C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-req-build-04d9zj9z\\packages'



  NuGet Config files used:

      C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-req-build-04d9zj9z\\NuGet.Config

      C:\\Users\\chrisho\\AppData\\Roaming\\NuGet\\NuGet.Config

      C:\\Program Files (x86)\\NuGet\\Config\\Microsoft.VisualStudio.Offline.config



  Feeds used:

      C:\\Users\\chrisho\\.nuget\\packages\\

https://dotnet.myget.org/F/dotnet-core/api/v3/index.json

https://api.nuget.org/v3/index.json

      C:\\Program Files (x86)\\Microsoft SDKs\\NuGetPackages\\



  Installed:

      3 package(s) to packages.config projects

  Microsoft (R) Manifest Tool

  Copyright (c) Microsoft Corporation.

  All rights reserved.

  Microsoft (R) Build Engine version 15.7.180.61344 for .NET Framework

  Copyright (C) Microsoft Corporation. All rights reserved.



  Microsoft (R) Build Engine version 15.7.180.61344 for .NET Framework

  Copyright (C) Microsoft Corporation. All rights reserved.



  pythonexception.cs(67,13): warning CS0162: Unreachable code detected [C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-req-build-04d9zj9z\\src\\runtime\\Python.Runtime.csproj]

  pyscope.cs(534,13): warning CS0162: Unreachable code detected [C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-req-build-04d9zj9z\\src\\runtime\\Python.Runtime.csproj]

  pyobject.cs(51,13): warning CS0162: Unreachable code detected [C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-req-build-04d9zj9z\\src\\runtime\\Python.Runtime.csproj]

  delegatemanager.cs(204,13): warning CS0162: Unreachable code detected [C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-req-build-04d9zj9z\\src\\runtime\\Python.Runtime.csproj]

    Python.Runtime -> C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-req-build-04d9zj9z\\src\\runtime\\bin\\Python.Runtime.dll

    Python.Test -> C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-req-build-04d9zj9z\\src\\testing\\bin\\Python.Test.dll

  dynamic.cs(121,28): warning CS0618: 'PythonEngine.RunString(string, IntPtr?, IntPtr?)' is obsolete: 'RunString is deprecated and will be removed. Use Exec/Eval/RunSimpleString instead.' [C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-req-build-04d9zj9z\\src\\embed_tests\\Python.EmbeddingTest.csproj]

    Python.EmbeddingTest -> C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-req-build-04d9zj9z\\src\\embed_tests\\bin\\Python.EmbeddingTest.dll

    Console -> C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-req-build-04d9zj9z\\src\\console\\bin\\nPython.exe

    clrmodule -> C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-req-build-04d9zj9z\\src\\clrmodule\\bin\\clrmodule.dll

  C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-req-build-04d9zj9z\\packages\\UnmanagedExports.1.2.7\\tools\\RGiesecke.DllExport.targets(58,3): error MSB4062: The "RGiesecke.DllExport.MSBuild.DllExportAppDomainIsolatedTask" task could not be loaded from the assembly C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-req-build-04d9zj9z\\packages\\UnmanagedExports.1.2.7\\tools\\RGiesecke.DllExport.MSBuild.dll. Could not load file or assembly \'Microsoft.Build.Utilities, Version=2.0.0.0, Culture=neutral, PublicKeyToken=b03f5f7f11d50a3a\' or one of its dependencies. The system cannot find the file specified. Confirm that the <UsingTask> declaration is correct, that the assembly and all its dependencies are available, and that the task contains a public class that implements Microsoft.Build.Framework.ITask. [C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-req-build-04d9zj9z\\src\\clrmodule\\clrmodule.csproj]

  Traceback (most recent call last):

    File "<string>", line 1, in <module>

    File "C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-req-build-04d9zj9z\\setup.py", line 527, in <module>

      zip_safe=False,

    File "C:\\Users\\chrisho\\Anaconda3\\envs\\python364\\lib\\site-packages\\setuptools\\__init__.py", line 129, in setup

      return distutils.core.setup(**attrs)

    File "C:\\Users\\chrisho\\Anaconda3\\envs\\python364\\lib\\distutils\\core.py", line 148, in setup

      dist.run_commands()

    File "C:\\Users\\chrisho\\Anaconda3\\envs\\python364\\lib\\distutils\\dist.py", line 955, in run_commands

      self.run_command(cmd)

    File "C:\\Users\\chrisho\\Anaconda3\\envs\\python364\\lib\\distutils\\dist.py", line 974, in run_command

      cmd_obj.run()

    File "C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-req-build-04d9zj9z\\setup.py", line 475, in run

      return bdist_wheel.bdist_wheel.run(self)

    File "C:\\Users\\chrisho\\Anaconda3\\envs\\python364\\lib\\site-packages\\wheel\\bdist_wheel.py", line 202, in run

      self.run_command('build')

    File "C:\\Users\\chrisho\\Anaconda3\\envs\\python364\\lib\\distutils\\cmd.py", line 313, in run_command

      self.distribution.run_command(command)

    File "C:\\Users\\chrisho\\Anaconda3\\envs\\python364\\lib\\distutils\\dist.py", line 974, in run_command

      cmd_obj.run()

    File "C:\\Users\\chrisho\\Anaconda3\\envs\\python364\\lib\\distutils\\command\\build.py", line 135, in run

      self.run_command(cmd_name)

    File "C:\\Users\\chrisho\\Anaconda3\\envs\\python364\\lib\\distutils\\cmd.py", line 313, in run_command

      self.distribution.run_command(command)

    File "C:\\Users\\chrisho\\Anaconda3\\envs\\python364\\lib\\distutils\\dist.py", line 974, in run_command

      cmd_obj.run()

    File "C:\\Users\\chrisho\\Anaconda3\\envs\\python364\\lib\\distutils\\command\\build_ext.py", line 339, in run

      self.build_extensions()

    File "C:\\Users\\chrisho\\Anaconda3\\envs\\python364\\lib\\distutils\\command\\build_ext.py", line 448, in build_extensions

      self._build_extensions_serial()

    File "C:\\Users\\chrisho\\Anaconda3\\envs\\python364\\lib\\distutils\\command\\build_ext.py", line 473, in _build_extensions_serial

      self.build_extension(ext)

    File "C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-req-build-04d9zj9z\\setup.py", line 265, in build_extension

      subprocess.check_call(" ".join(cmd + ["/t:Build"]), shell=use_shell)

    File "C:\\Users\\chrisho\\Anaconda3\\envs\\python364\\lib\\subprocess.py", line 291, in check_call

      raise CalledProcessError(retcode, cmd)

  subprocess.CalledProcessError: Command \'"C:\\Program Files (x86)\\Microsoft Visual Studio\\2017\\Community\\MSBuild\\15.0\\Bin\\MSBuild.exe" pythonnet.sln /p:Configuration=ReleaseWin /p:Platform=x64 /p:DefineConstants="PYTHON36%3BPYTHON3%3BUCS2" /p:PythonBuildDir="C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-req-build-04d9zj9z\\build\\lib.win-amd64-3.6" /p:PythonInteropFile="interop36.cs" /verbosity:minimal /p:PythonManifest="C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-req-build-04d9zj9z\\build\\lib.win-amd64-3.6\\app.manifest" /t:Build\' returned non-zero exit status 1.



  ----------------------------------------

  Running setup.py clean for pythonnet

Failed to build pythonnet

Installing collected packages: pythonnet

  Running setup.py install for pythonnet: started

    Running setup.py install for pythonnet: finished with status 'error'

    Complete output from command C:\\Users\\chrisho\\Anaconda3\\envs\\python364\\python.exe -u -c "import setuptools, tokenize;__file__=\'C:\\\\Users\\\\chrisho\\\\AppData\\\\Local\\\\Temp\\\\pip-req-build-04d9zj9z\\\\setup.py\';f=getattr(tokenize, \'open\', open)(__file__);code=f.read().replace(\'\\r\\n\', \'\\n\');f.close();exec(compile(code, __file__, \'exec\'))" install --record C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-record-l0f00dt1\\install-record.txt --single-version-externally-managed --compile:

    usage: -c [global_opts] cmd1 [cmd1_opts] [cmd2 [cmd2_opts] ...]

       or: -c --help [cmd1 cmd2 ...]

       or: -c --help-commands

       or: -c cmd --help



    error: option --single-version-externally-managed not recognized



    ----------------------------------------

I also browsed other thread on the community forum and try to clone and install pythonnet directly from github

it also failed

Log after trying to install pythonnet directly from github.

(python364) c:\Users\chrisho\Documents\Visual Studio 2017\Projects\FSremote\TrackFrameworkAsMasterBranch\Lean20180808>pip install -U git+https://github.com/QuantConnect/pythonnet

Collecting git+https://github.com/QuantConnect/pythonnet



  Cloning https://github.com/QuantConnect/pythonnet to c:\users\chrisho\appdata\local\temp\pip-req-build-37j21g3h

Building wheels for collected packages: pythonnet

  Running setup.py bdist_wheel for pythonnet ... error

  Complete output from command c:\users\chrisho\anaconda3\envs\python364\python.exe -u -c "import setuptools, tokenize;__file__='C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-req-build-37j21g3h\\setup.py';f=getattr(tokenize, 'open', open)(__file__);code=f.read().replace('\r\n', '\n');f.close();exec(compile(code, __file__, 'exec'))" bdist_wheel -d C:\Users\chrisho\AppData\Local\Temp\pip-wheel-sqb4uwd7 --python-tag cp36:

  running bdist_wheel

  running build

  running build_ext

  Checking for updates from https://www.nuget.org/api/v2/.

  Currently running NuGet.exe 4.1.0.

  Updating NuGet.exe to 4.6.2.

  Update successful.

  MSBuild auto-detection: using msbuild version '15.7.180.61344' from 'C:\Program Files (x86)\Microsoft Visual Studio\2017\Community\MSBuild\15.0\bin'.

  Restoring NuGet package NUnit.3.7.1.

  Restoring NuGet package NUnit.ConsoleRunner.3.7.0.

  Restoring NuGet package UnmanagedExports.1.2.7.

  Adding package 'NUnit.3.7.1' to folder 'C:\Users\chrisho\AppData\Local\Temp\pip-req-build-37j21g3h\packages'

  Adding package 'NUnit.ConsoleRunner.3.7.0' to folder 'C:\Users\chrisho\AppData\Local\Temp\pip-req-build-37j21g3h\packages'

  Adding package 'UnmanagedExports.1.2.7' to folder 'C:\Users\chrisho\AppData\Local\Temp\pip-req-build-37j21g3h\packages'

  Added package 'UnmanagedExports.1.2.7' to folder 'C:\Users\chrisho\AppData\Local\Temp\pip-req-build-37j21g3h\packages'

  Added package 'NUnit.ConsoleRunner.3.7.0' to folder 'C:\Users\chrisho\AppData\Local\Temp\pip-req-build-37j21g3h\packages'

  Added package 'NUnit.3.7.1' to folder 'C:\Users\chrisho\AppData\Local\Temp\pip-req-build-37j21g3h\packages'



  NuGet Config files used:

      C:\Users\chrisho\AppData\Local\Temp\pip-req-build-37j21g3h\NuGet.Config

      C:\Users\chrisho\AppData\Roaming\NuGet\NuGet.Config

      C:\Program Files (x86)\NuGet\Config\Microsoft.VisualStudio.Offline.config



  Feeds used:

      C:\Users\chrisho\.nuget\packages\

https://dotnet.myget.org/F/dotnet-core/api/v3/index.json

https://api.nuget.org/v3/index.json

      C:\Program Files (x86)\Microsoft SDKs\NuGetPackages\



  Installed:

      3 package(s) to packages.config projects

  Microsoft (R) Manifest Tool

  Copyright (c) Microsoft Corporation.

  All rights reserved.

  Microsoft (R) Build Engine version 15.7.180.61344 for .NET Framework

  Copyright (C) Microsoft Corporation. All rights reserved.



  Microsoft (R) Build Engine version 15.7.180.61344 for .NET Framework

  Copyright (C) Microsoft Corporation. All rights reserved.



  delegatemanager.cs(204,13): warning CS0162: Unreachable code detected [C:\Users\chrisho\AppData\Local\Temp\pip-req-build-37j21g3h\src\runtime\Python.Runtime.csproj]

  pythonexception.cs(67,13): warning CS0162: Unreachable code detected [C:\Users\chrisho\AppData\Local\Temp\pip-req-build-37j21g3h\src\runtime\Python.Runtime.csproj]

  pyobject.cs(51,13): warning CS0162: Unreachable code detected [C:\Users\chrisho\AppData\Local\Temp\pip-req-build-37j21g3h\src\runtime\Python.Runtime.csproj]

  pyscope.cs(534,13): warning CS0162: Unreachable code detected [C:\Users\chrisho\AppData\Local\Temp\pip-req-build-37j21g3h\src\runtime\Python.Runtime.csproj]

    Python.Runtime -> C:\Users\chrisho\AppData\Local\Temp\pip-req-build-37j21g3h\src\runtime\bin\Python.Runtime.dll

    Python.Test -> C:\Users\chrisho\AppData\Local\Temp\pip-req-build-37j21g3h\src\testing\bin\Python.Test.dll

  dynamic.cs(121,28): warning CS0618: 'PythonEngine.RunString(string, IntPtr?, IntPtr?)' is obsolete: 'RunString is deprecated and will be removed. Use Exec/Eval/RunSimpleString instead.' [C:\Users\chrisho\AppData\Local\Temp\pip-req-build-37j21g3h\src\embed_tests\Python.EmbeddingTest.csproj]

    Python.EmbeddingTest -> C:\Users\chrisho\AppData\Local\Temp\pip-req-build-37j21g3h\src\embed_tests\bin\Python.EmbeddingTest.dll

    Console -> C:\Users\chrisho\AppData\Local\Temp\pip-req-build-37j21g3h\src\console\bin\nPython.exe

    clrmodule -> C:\Users\chrisho\AppData\Local\Temp\pip-req-build-37j21g3h\src\clrmodule\bin\clrmodule.dll

  C:\Users\chrisho\AppData\Local\Temp\pip-req-build-37j21g3h\packages\UnmanagedExports.1.2.7\tools\RGiesecke.DllExport.targets(58,3): error MSB4062: The "RGiesecke.DllExport.MSBuild.DllExportAppDomainIsolatedTask" task could not be loaded from the assembly C:\Users\chrisho\AppData\Local\Temp\pip-req-build-37j21g3h\packages\UnmanagedExports.1.2.7\tools\RGiesecke.DllExport.MSBuild.dll. Could not load file or assembly 'Microsoft.Build.Utilities, Version=2.0.0.0, Culture=neutral, PublicKeyToken=b03f5f7f11d50a3a' or one of its dependencies. The system cannot find the file specified. Confirm that the <UsingTask> declaration is correct, that the assembly and all its dependencies are available, and that the task contains a public class that implements Microsoft.Build.Framework.ITask. [C:\Users\chrisho\AppData\Local\Temp\pip-req-build-37j21g3h\src\clrmodule\clrmodule.csproj]

  Traceback (most recent call last):

    File "<string>", line 1, in <module>

    File "C:\Users\chrisho\AppData\Local\Temp\pip-req-build-37j21g3h\setup.py", line 527, in <module>

      zip_safe=False,

    File "c:\users\chrisho\anaconda3\envs\python364\lib\site-packages\setuptools\__init__.py", line 129, in setup

      return distutils.core.setup(**attrs)

    File "c:\users\chrisho\anaconda3\envs\python364\lib\distutils\core.py", line 148, in setup

      dist.run_commands()

    File "c:\users\chrisho\anaconda3\envs\python364\lib\distutils\dist.py", line 955, in run_commands

      self.run_command(cmd)

    File "c:\users\chrisho\anaconda3\envs\python364\lib\distutils\dist.py", line 974, in run_command

      cmd_obj.run()

    File "C:\Users\chrisho\AppData\Local\Temp\pip-req-build-37j21g3h\setup.py", line 475, in run

      return bdist_wheel.bdist_wheel.run(self)

    File "c:\users\chrisho\anaconda3\envs\python364\lib\site-packages\wheel\bdist_wheel.py", line 202, in run

      self.run_command('build')

    File "c:\users\chrisho\anaconda3\envs\python364\lib\distutils\cmd.py", line 313, in run_command

      self.distribution.run_command(command)

    File "c:\users\chrisho\anaconda3\envs\python364\lib\distutils\dist.py", line 974, in run_command

      cmd_obj.run()

    File "c:\users\chrisho\anaconda3\envs\python364\lib\distutils\command\build.py", line 135, in run

      self.run_command(cmd_name)

    File "c:\users\chrisho\anaconda3\envs\python364\lib\distutils\cmd.py", line 313, in run_command

      self.distribution.run_command(command)

    File "c:\users\chrisho\anaconda3\envs\python364\lib\distutils\dist.py", line 974, in run_command

      cmd_obj.run()

    File "c:\users\chrisho\anaconda3\envs\python364\lib\distutils\command\build_ext.py", line 339, in run

      self.build_extensions()

    File "c:\users\chrisho\anaconda3\envs\python364\lib\distutils\command\build_ext.py", line 448, in build_extensions

      self._build_extensions_serial()

    File "c:\users\chrisho\anaconda3\envs\python364\lib\distutils\command\build_ext.py", line 473, in _build_extensions_serial

      self.build_extension(ext)

    File "C:\Users\chrisho\AppData\Local\Temp\pip-req-build-37j21g3h\setup.py", line 265, in build_extension

      subprocess.check_call(" ".join(cmd + ["/t:Build"]), shell=use_shell)

    File "c:\users\chrisho\anaconda3\envs\python364\lib\subprocess.py", line 291, in check_call

      raise CalledProcessError(retcode, cmd)

  subprocess.CalledProcessError: Command '"C:\Program Files (x86)\Microsoft Visual Studio\2017\Community\MSBuild\15.0\Bin\MSBuild.exe" pythonnet.sln /p:Configuration=ReleaseWin /p:Platform=x64 /p:DefineConstants="PYTHON36%3BPYTHON3%3BUCS2" /p:PythonBuildDir="C:\Users\chrisho\AppData\Local\Temp\pip-req-build-37j21g3h\build\lib.win-amd64-3.6" /p:PythonInteropFile="interop36.cs" /verbosity:minimal /p:PythonManifest="C:\Users\chrisho\AppData\Local\Temp\pip-req-build-37j21g3h\build\lib.win-amd64-3.6\app.manifest" /t:Build' returned non-zero exit status 1.



  ----------------------------------------

  Failed building wheel for pythonnet

  Running setup.py clean for pythonnet

Failed to build pythonnet

Installing collected packages: pythonnet

  Running setup.py install for pythonnet ... error

    Complete output from command c:\users\chrisho\anaconda3\envs\python364\python.exe -u -c "import setuptools, tokenize;__file__='C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-req-build-37j21g3h\\setup.py';f=getattr(tokenize, 'open', open)(__file__);code=f.read().replace('\r\n', '\n');f.close();exec(compile(code, __file__, 'exec'))" install --record C:\Users\chrisho\AppData\Local\Temp\pip-record-70_gwk8c\install-record.txt --single-version-externally-managed --compile:

    usage: -c [global_opts] cmd1 [cmd1_opts] [cmd2 [cmd2_opts] ...]

       or: -c --help [cmd1 cmd2 ...]

       or: -c --help-commands

       or: -c cmd --help



    error: option --single-version-externally-managed not recognized



    ----------------------------------------

Command "c:\users\chrisho\anaconda3\envs\python364\python.exe -u -c "import setuptools, tokenize;__file__='C:\\Users\\chrisho\\AppData\\Local\\Temp\\pip-req-build-37j21g3h\\setup.py';f=getattr(tokenize, 'open', open)(__file__);code=f.read().replace('\r\n', '\n');f.close();exec(compile(code, __file__, 'exec'))" install --record C:\Users\chrisho\AppData\Local\Temp\pip-record-70_gwk8c\install-record.txt --single-version-externally-managed --compile" failed with error code 1 in C:\Users\chrisho\AppData\Local\Temp\pip-req-build-37j21g3h\

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I am trying to answer my own question here:

After working on it for last couple of days, I think I found a way to "work around" this problem. However, I am not sure if it is technically a solution to this problem, but at least I can now keep moving on.

Therefore I want to share my findings here, In case anyone stumble on the same problem, they don't need to spend the time to sort our the reason and find the "work around"

If one take a look into the log I posted, somewhere in the middle, it says " Could not load file or assembly \'Microsoft.Build.Utilities, Version=2.0.0.0, Culture=neutral, PublicKeyToken=b03f5f7f11d50a3a\' or one of its dependencies."

I googled and found this " Where can I find Microsoft.Build.Utilities.v3.5 " in another forum. One of the answers suggests :

"navigating to Control Panel-> Programs and Features-> Turn Windows features on or off and installed .NET Framework 3.5 (includes .NET 2.0 and 3.0)"

I followed and bingo , it works.

But honestly I don't know why it works.

Anyhow, i hope it helps.

Here's some context :

Windows 10 Home
Python 3.6.5 ~ Anaconda 5.2
conda for virtual environment

I also tried plain vanilla Python 3.6.5 with virtualenv and it works well too.

Finally a remark to QuantConnect team:
the Python setup procedure for LEAN might need to review

https://github.com/QuantConnect/Lean/tree/master/Algorithm.Python#quantconnect-python-algorithm-project

In Windows setup section, it says Anaconda can be used in bullet (1).

In bullet (3), it says a system variable "PYTHONHOME" need to be set to point to python installation path. This *will* crash with part of the Anaconda installations (e.g. Anaconda prompt), and one cannot use conda as virtual environment if this variable is set.

This create some confusion and would be nice if it could be cleaned up.

For me, I do not set "PYTHONHOME" but I am not sure if this system variable is needed in other part of LEAN engine. I am not sure about that at this moment.

Hope this help

Kow

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Error running Python 'setup.py' script during LEAN setup

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