Working to create a Docker image to work with Visual Studio Code (#181)

Working to create a Dev Container image to work with Visual Studio Code

.devcontainer/Dockerfile

@@ -0,0 +1,37 @@
+#
+# Build trade-executor as a Docker container for backtesting notebooks
+#
+
+# Use Microsoft specific base image
+ARG VARIANT="3.10-bullseye"
+FROM mcr.microsoft.com/vscode/devcontainers/python:0-${VARIANT}
+
+# Passed from Github Actions
+ARG GIT_VERSION_TAG=unspecified
+ARG GIT_COMMIT_MESSAGE=unspecified
+ARG GIT_VERSION_HASH=unspecified
+
+ENV PYTHONDONTWRITEBYTECODE 1 \
+    PYTHONUNBUFFERED 1
+
+RUN apt-get update \
+    && apt-get install curl gcc python3-docutils -y \
+    && curl -sSL https://install.python-poetry.org | python - --version 1.3.1
+
+ENV PATH="/root/.local/bin:$PATH"
+
+WORKDIR /trading-strategy
+
+# Set the version control information within Github Actions
+# if available
+RUN echo $GIT_VERSION_TAG > GIT_VERSION_TAG.txt
+RUN echo $GIT_COMMIT_MESSAGE > GIT_COMMIT_MESSAGE.txt
+RUN echo $GIT_VERSION_HASH > GIT_VERSION_HASH.txt
+
+# Copy package source code to the Docker image
+COPY . .
+
+# Install all Python dependencies using Poetry
+RUN poetry config virtualenvs.create false
+RUN poetry install --no-dev --no-interaction --no-ansi -E web-server -E execution -E qstrader
+

.devcontainer/README.md

@@ -0,0 +1,2 @@
+See [Notebook Docker Image documentation](../docs).
+

.devcontainer/devcontainer.json

@@ -0,0 +1,38 @@
+// For format details, see https://aka.ms/devcontainer.json. For config options, see the
+// README at: https://github.com/devcontainers/templates/tree/main/src/python
+// The original blog post this is based at: https://marioscalas.medium.com/using-python-and-poetry-inside-a-dev-container-33c80bc5a22c
+{
+  "name": "Trading Strategy notebooks",
+
+  "build": {
+    "dockerfile": "Dockerfile",
+    "context": "..",
+    "args": {
+      // Update 'VARIANT' to pick a Python version: 3, 3.10, 3.9, 3.8, 3.7, 3.6
+      // Append -bullseye or -buster to pin to an OS version.
+      // Use -bullseye variants on local on arm64/Apple Silicon.
+      "VARIANT": "3.10-bullseye"
+    }
+  },
+
+  // Features to add to the dev container. More info: https://containers.dev/features.
+  // "features": {},
+
+  // Use 'forwardPorts' to make a list of ports inside the container available locally.
+  // "forwardPorts": [],
+
+  // Use 'postCreateCommand' to run commands after the container is created.
+  // "postCreateCommand": "pip3 install --user -r requirements.txt",
+
+  // Configure tool-specific properties.
+  "extensions": [
+	"ms-python.python",
+	"ms-python.vscode-pylance",
+	"ms-toolsai.jupyter",
+	"ms-toolsai.jupyter-keymap",
+	"ms-toolsai.jupyter-renderers",
+	"vscode-icons-team.vscode-icons",
+	"lextudio.restructuredtext-pack",
+	"trond-snekvik.simple-rst"
+]
+}

.gitignore

@@ -17,4 +17,7 @@ strategy-state.json
 
 # Generated by crashed trade-executor
 # for atomic strategy-state.json write
-tmp*
+tmp*
+
+# Filled by set-up-examples.sh script
+examples

CHANGELOG.md

@@ -2,4 +2,8 @@
 
 ## 0.2
 
-- Breaking API changes
+
+- Breaking API changes
+
+
+asdasd

Dockerfile

@@ -1,5 +1,5 @@
 #
-# Build trade-executor as a Docker container
+# Build trade-executor as a Docker container for live treading
 #
 # See https://stackoverflow.com/a/71786211/315168 for the recipe
 #

docs/visual-studio-code-docker-dev-container-for-jupyter-notebooks.md

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+# Visual Studio Code Dev Container for Jupyter Notebooks
+
+These instructions are for using [Trading Strategy](https://tradingstrategy.ai)
+backtesting and decentralised finance research environment in [Microsoft Visual Studio Code](https://code.visualstudio.com/).
+
+![img_1.png](vscode-splash.png)
+
+[Microsoft Visual Studio Code](https://code.visualstudio.com/), a popular editor for Jupyter notebooks.
+[Dev Container](https://code.visualstudio.com/docs/devcontainers/containers) is a Visual Studio Code
+feature to easily distribute ready-made development environments to users.
+Dev Containers work on any operating system (Windows, macOS, Linux).
+Dev Container users a special `.devcontainer` configuration format in supported Git repositories.
+
+The Trading Strategy Dev Container is a pre-made development environment
+for quant finance research in decentralised finance. 
+
+It combines
+
+- Trading Strategy framework and libraries
+- Ready set up Python environment with correct Python interpreter
+- Visual Studio Code plugins and settings needed to run and
+  edit these notebooks
+- Example notebooks and documentation notebooks ready in the file explorer
+- The Docker image can be re-used for other Python editors and purposes;
+  in this documentation we focus on Visual Studio Code as it is the easiest 
+- Apple Silicon (Macbook M1) friendliness
+
+## Prerequisites
+
+- Existing basic knowledge of Python programming, Jupyter notebooks and data science and trading
+- The set up will download 2 GB+ data, so we do not recommend to try this 
+  over a mobile connection
+
+## Setting up Visual Studio Code
+
+- [Install Visual Studio code](https://code.visualstudio.com/)
+- [Install Docker desktop](https://www.docker.com/products/docker-desktop/)
+- Install the [Dev Containers extension](https://code.visualstudio.com/docs/devcontainers/containers)
+  within Visual Studio Code
+
+## Checkout the repository from Github
+
+After you are done with the local software installation steps above,
+you can check out the repository using Visual Studio Code.
+
+Press `F1` to bring up the command palette (`fn` + `F1` on Macs)
+
+Choose `Clone from Github`.
+
+Paste in the repository name: ```
+
+## Start the Dev Container
+
+When `trade-executor` project opens you get a pop up *Reopen in container*.
+
+![img.png](open-in-dev-container.png)
+
+Click it and Visual Studio Code will build the development environment for you.
+This will take 2 - 15 minutes depening on your Internet connection speed.
+
+You can also manually execute this action by pressing `F1` to bring up the command palette (`fn` + `F1` on Macs)
+and finding *Reopen in container* action.
+
+## Using the container
+
+After the container is started, open Terminal in Visual Studio Code (*View > Terminal*).
+
+Paste in the following command:
+
+```shell
+scripts/set-up-examples.sh 
+```
+
+This will create `examples` folder and copies all notebooks [from the documentation](https://tradingstrategy.ai/docs/)
+there.
+
+### Running an example
+
+Here are short instructions how to edit and run notebooks.
+
+Open `examples/synthetic-ema.ipynb`
+
+Edit the backtesting period in the first code cell:
+
+![img_1.png](backtesting-period.png)
+
+
+Set to 
+
+```python
+start_at = datetime.datetime(2022, 1, 1)
+end_at = datetime.datetime(2023, 1, 1)
+```
+
+Then press Run all:
+
+![img_1.png](run-all.png)
+
+Now scroll to the bottom of the notebook and see you have updated results for 2022 - 2023:
+
+![img_1.png](run-all-results.png)
+
+### Using command line Python
+
+If you open Visual Studio Code terminal and run `python` command
+it comes with Trading Strategy packages installed.
+
+![img_1.png](command-line-python.png)
+
+## Troubleshooting
+
+### No space left on device error
+
+Make sure you clean up old Docker images, containers and volumes in your Docker for Desktop
+to reclaim disk apce.
+
+### Manual build
+
+Building the Docker image by hand:
+
+```shell
+docker build --file .devcontainer/Dockerfile .
+```
+
+
+## Further reading
+
+- https://code.visualstudio.com/docs/devcontainers/containers
+- https://stackoverflow.com/questions/63998873/vscode-how-to-run-a-jupyter-notebook-in-a-docker-container-over-a-remote-serve
+- https://keestalkstech.com/2022/08/jupyter-notebooks-vscode-dev-container-with-puppeteer-support/
+- https://marioscalas.medium.com/using-python-and-poetry-inside-a-dev-container-33c80bc5a22c

examples/README.md

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+# Example notebooks
+
+This folder will contain example notebooks to be used with 
+[Visual Studio Code Dev Container](../docs/visual-studio-code-docker-dev-container-for-jupyter-notebooks.md).
+
+Follow the Dev Container instructions to get the examples.

notebook.dockerfile

@@ -0,0 +1,41 @@
+#
+# Build trade-executor as a Docker container for backtesting notebooks
+#
+# See https://stackoverflow.com/a/71786211/315168 for the recipe
+#
+
+# See official Python Docker images
+# https://hub.docker.com/_/python/
+FROM python:3.10.9-slim-buster
+
+# FROM python:3.11.1-slim-buster
+
+# Passed from Github Actions
+ARG GIT_VERSION_TAG=unspecified
+ARG GIT_COMMIT_MESSAGE=unspecified
+ARG GIT_VERSION_HASH=unspecified
+
+ENV PYTHONDONTWRITEBYTECODE 1 \
+    PYTHONUNBUFFERED 1
+
+RUN apt-get update \
+    && apt-get install curl gcc -y \
+    && curl -sSL https://install.python-poetry.org | python - --version 1.3.1
+
+ENV PATH="/root/.local/bin:$PATH"
+
+WORKDIR /trading-strategy
+
+# Set in Github Actions
+RUN echo $GIT_VERSION_TAG > GIT_VERSION_TAG.txt
+RUN echo $GIT_COMMIT_MESSAGE > GIT_COMMIT_MESSAGE.txt
+RUN echo $GIT_VERSION_HASH > GIT_VERSION_HASH.txt
+
+# package source code
+COPY . .
+
+RUN poetry config virtualenvs.create false
+RUN poetry install --no-dev --no-interaction --no-ansi -E web-server -E execution -E qstrader
+
+
+

pyproject.toml

@@ -13,7 +13,7 @@ packages = [
 ]
 
 [tool.poetry.dependencies]
-python = ">=3.10,<3.11"
+python = ">=3.10,<3.12"
 
 # Use these during development
 # web3-ethereum-defi = {path = "deps/web3-ethereum-defi", develop = true}

scripts/set-up-examples.sh

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+#!/bin/bash
+#
+# This script will set up an examples folder for notebooks.
+#
+# It combines notebooks from tradd-executor and docs repos
+#
+
+set -e
+
+find ./notebooks -iname "*.ipynb" -exec cp {} examples \;
+git clone https://github.com/tradingstrategy-ai/docs.git /tmp/docs
+find /tmp/docs -iname "*.ipynb" -exec cp {} examples \;