binder support

.dockerignore

@@ -5,9 +5,11 @@
 
 !pypfopt
 !tests
-#!setup.py
-#!README.md
+!setup.py
+!README.md
 !requirements.txt
+!binder
+!cookbook
 
 **/__pycache__
 **/*.pyc

.env

@@ -0,0 +1,2 @@
+PORT=9020
+WORK=/home/jovyan/work

Makefile

@@ -4,6 +4,10 @@ PROJECT_VERSION := $(shell python setup.py --version)
 SHELL := /bin/bash
 PACKAGE := pypfopt
 
+# needed to get the ${PORT} environment variable
+include .env
+export
+
 .PHONY: help build test tag pypi
 
 
@@ -19,7 +23,9 @@ help:
 	@echo "make tag"
 	@echo "       Make a tag on Github."
 
-
+jupyter:
+	echo "http://localhost:${PORT}/lab"
+	docker-compose up jupyter
 
 build:
 	docker-compose build pypfopt

binder/Dockerfile

@@ -0,0 +1,21 @@
+FROM jupyter/base-notebook:lab-1.2.5 as jupyter
+
+# File Author / Maintainer
+# MAINTAINER Thomas Schmelzer "thomas.schmelzer@gmail.com"
+
+# copy the config file
+COPY ./binder/jupyter_notebook_config.py /etc/jupyter/jupyter_notebook_config.py
+
+# copy the package over and install it
+COPY --chown=jovyan:users . /tmp/pyportfolioopt
+
+RUN conda install -y -c conda-forge --file /tmp/pyportfolioopt/requirements.txt && \
+    conda clean -y --all && \
+    pip install --no-cache-dir /tmp/pyportfolioopt && \
+    rm -rf /tmp/pyportfolioopt && \
+    jupyter labextension install @jupyter-widgets/jupyterlab-manager && \
+    jupyter labextension install beakerx-jupyterlab && \
+    jupyter lab build
+
+# hardcoded parameters!? see https://github.com/moby/moby/issues/35018
+COPY --chown=jovyan:users ./cookbook $HOME/work

binder/jupyter_notebook_config.py

@@ -0,0 +1,7 @@
+c = get_config()
+c.NotebookApp.ip = '0.0.0.0'
+c.NotebookApp.port = 8888
+c.NotebookApp.open_browser = False
+c.NotebookApp.token = ''
+c.NotebookApp.password = ''
+c.NotebookApp.notebook_dir = "/home/jovyan/work"

cookbook/1-RiskReturnModels.ipynb

@@ -68,7 +68,7 @@
     }
    ],
    "source": [
-    "df = pd.read_csv(\"stock_prices.csv\", parse_dates=True, index_col=\"date\")\n",
+    "df = pd.read_csv(\"data/stock_prices.csv\", parse_dates=True, index_col=\"date\")\n",
     "past_df, future_df = df.iloc[:-250], df.iloc[-250:]\n",
     "future_cov = risk_models.sample_cov(future_df)\n",
     "\n",
@@ -278,9 +278,9 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.7.5"
+   "version": "3.7.6"
   }
  },
  "nbformat": 4,
- "nbformat_minor": 2
-}
+ "nbformat_minor": 4
+}

cookbook/2-Mean-Variance-Optimisation.ipynb

@@ -1557,7 +1557,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.7.5"
+   "version": "3.7.6"
   }
  },
  "nbformat": 4,

cookbook/3-Advanced-Mean-Variance-Optimisation.ipynb

@@ -1160,9 +1160,9 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.7.5"
+   "version": "3.7.6"
   }
  },
  "nbformat": 4,
- "nbformat_minor": 2
-}
+ "nbformat_minor": 4
+}

cookbook/4-Black-Litterman-Allocation.ipynb

@@ -955,7 +955,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.7.5"
+   "version": "3.7.6"
   }
  },
  "nbformat": 4,

docker-compose.yml

@@ -5,3 +5,12 @@ services:
       context: .
       dockerfile: Dockerfile
       target: builder
+
+  jupyter:
+    build:
+      context: .
+      dockerfile: ./binder/Dockerfile
+    volumes:
+      - ./cookbook:${WORK}
+    ports:
+      - ${PORT}:8888