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Hello,
I am trying to use mlfinlab to build a ml strategy. However since mlfinlab has changed their installation process I understand that quant connect cannot install the latest version of mlfinlab. So I wanted to know if I could install packages without using lean and deploying the strategy on the cloud?
Also, can quantconnect consider getting an Enterprise account of mlfinlab so that one, all interested users can easily deploy mlfinlab dependent strategies on the cloud and two, I think this is an important toolkit that every quant should have. In addition to that, I think providing free access to mlfinlab will definitely attract more clients.
Thanks
Abubakarr Jaye
Following up on this.
Alexandre Catarino
Hi Abubakarr Jaye ,
QuantConnect doesn't support mlfinlab because of its dependency on pandas v1. We have been working to add support to multiple environments so we can have pandas v0.15 in one, and pandas v1 + mlfinlab in another.
I don't fully follow your question: “I could install packages without using lean and deploying the strategy on the cloud?”. If the strategy on the cloud needs to use mlfinlab in any shape or form, it needs to be installed on QC Cloud.
Once we have implemented the multiple environments feature, we will look into making enterprise versions of third-party packages available for our members.
Abubakarr Jaye
Hello Alexandre,
Would it be possible to download the mlfinlab library using the lean cli (i.e trading locally)? I tried to do this but got into some issues, using lean library add “https github mlfinlab e..t.c”. It says that it isn't recognized my pypi. Is there any other way of installing a custom library thanks?
Thanks,
Abubakarr Jaye
Jared Broad
Try following this guide Abubakarr Jaye
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Abubakarr Jaye
Jared Broad Alexandre Catarino
Hello,
I can't use lean library add “mlfinlab" since mlfinlab is not on pypi. Subscribers of mlfinlab install the library by running “pip install https://(hash key goes in here ) @raw.githubusercontent.com/hudson-and-thames-clients/mlfinlab/master/mlfinlab-1.3.0-py3-none-any.whl”.
Thanks.
Abubakarr Jaye
Following up on this.
Thanks.
Jasper van Merle
Hi Abubakarr,
You can use Python packages that are not available on PyPI with the CLI using custom Docker images. This allows virtually any Python package to be used, as long as it's compatible with LEAN and you can install it in an Ubuntu 20.04 image with Python 3.6.
.ekz.
Abubakarr Jaye , any progress with running this locally?
Alexandre Catarino : should this actually be working? I found this older posts suggesting it does work, and this git issue. Also older but promising… perhaps.
Abubakarr Jaye
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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