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I'm excited to experience the integration of Pycharm and LEAN Research Notebooks. I ran a strategy using the quantconnect/lean:latest image without problems. I then tried quantconnect/research:latest and Jupyter lab started ok, but running KitchenSinkQuantBookTemplate.ipynb had a problem -
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Common")
AddReference("QuantConnect.Indicators")
from System import *
from QuantConnect import *
from QuantConnect.Data.Custom import *
from QuantConnect.Data.Market import TradeBar, QuoteBar
from QuantConnect.Indicators import *
qb = QuantBook()resulted with
---------------------------------------------------------------------------
NameError Traceback (most recent call last)
<ipython-input-3-fb9797366fd4> in <module>
17
18 # Create an instance
---> 19 qb = QuantBook()
NameError: name 'QuantBook' is not definedso I tried
clr.AddReference('QuantConnect.Research')
from QuantConnect.Research import QuantBook
qb = QuantBook()but got
---------------------------------------------------------------------------
DirectoryNotFoundException Traceback (most recent call last)
<ipython-input-5-64eb21567b20> in <module>
2 from QuantConnect.Research import QuantBook
3
----> 4 qb = QuantBook()
DirectoryNotFoundException: Could not find a part of the path "/home/Data/market-hours/market-hours-database.json".
at System.IO.FileStream..ctor (System.String path, System.IO.FileMode mode, System.IO.FileAccess access, System.IO.FileShare share, System.Int32 bufferSize, System.Boolean anonymous, System.IO.FileOptions options) [0x00164] in <b0e1ad7573a24fd5a9f2af9595e677e7>:0
at System.IO.FileStream..ctor (System.String path, System.IO.FileMode mode, System.IO.FileAccess access, System.IO.FileShare share, System.Int32 bufferSize, System.IO.FileOptions options, System.String msgPath, System.Boolean bFromProxy, System.Boolean useLongPath, System.Boolean checkHost) [0x00000] in <b0e1ad7573a24fd5a9f2af9595e677e7>:0
at (wrapper remoting-invoke-with-check) System.IO.FileStream..ctor(string,System.IO.FileMode,System.IO.FileAccess,System.IO.FileShare,int,System.IO.FileOptions,string,bool,bool,bool)
at System.IO.StreamReader..ctor (System.String path, System.Text.Encoding encoding, System.Boolean detectEncodingFromByteOrderMarks, System.Int32 bufferSize, System.Boolean checkHost) [0x00067] in <b0e1ad7573a24fd5a9f2af9595e677e7>:0
at System.IO.StreamReader..ctor (System.String path, System.Text.Encoding encoding, System.Boolean detectEncodingFromByteOrderMarks, System.Int32 bufferSize) [0x00000] in <b0e1ad7573a24fd5a9f2af9595e677e7>:0
at System.IO.StreamReader..ctor (System.String path, System.Boolean detectEncodingFromByteOrderMarks) [0x0000d] in <b0e1ad7573a24fd5a9f2af9595e677e7>:0
at System.IO.StreamReader..ctor (System.String path) [0x00000] in <b0e1ad7573a24fd5a9f2af9595e677e7>:0
at (wrapper remoting-invoke-with-check) System.IO.StreamReader..ctor(string)
at System.IO.File.ReadAllText (System.String path) [0x00000] in <b0e1ad7573a24fd5a9f2af9595e677e7>:0
at QuantConnect.Securities.MarketHoursDatabase.FromFile (System.String path) [0x00000] in <99fe1666e1bc41d5a69cbca8386aa5ff>:0
at QuantConnect.Securities.MarketHoursDatabase.FromDataFolder (System.String dataFolder) [0x00028] in <99fe1666e1bc41d5a69cbca8386aa5ff>:0
at QuantConnect.Securities.MarketHoursDatabase.FromDataFolder () [0x00005] in <99fe1666e1bc41d5a69cbca8386aa5ff>:0
at QuantConnect.Algorithm.QCAlgorithm..ctor () [0x001e1] in <0ccf1951074c40da9e1885115333a4e4>:0
at QuantConnect.Research.QuantBook..ctor () [0x00000] in <dcd76d035b414d29bd8e65982f8cdb88>:0
at (wrapper managed-to-native) System.Reflection.MonoCMethod.InternalInvoke(System.Reflection.MonoCMethod,object,object[],System.Exception&)
at System.Reflection.MonoCMethod.InternalInvoke (System.Object obj, System.Object[] parameters) [0x00002] in <b0e1ad7573a24fd5a9f2af9595e677e7>:0 Could you please help with this?
Many thanks.
DaveGilbert
OK, solved!
Copied /Lean/Data to /Lean/Launcher/bin/Debug/Notebooks
and edited config.json to point to /Lean/Launcher/bin/Debug/Notebooks/Data/
{ "data-folder": "/Lean/Launcher/bin/Debug/Notebooks/Data/", "composer-dll-directory": "/Lean/Launcher/bin/Debug/", "algorithm-language": "Python", "messaging-handler": "QuantConnect.Messaging.Messaging", "job-queue-handler": "QuantConnect.Queues.JobQueue", "api-handler": "QuantConnect.Api.Api" }Danny Luong
You can also change this line in run_docker_notebook.sh from this:
--mount type=bind,source=$data_dir,target=/Data,readonly \to this to avoid doing the copying:
--mount type=bind,source=$data_dir,target=/home/Data,readonly \DaveGilbert
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