Running QuantLib python notebooks on Docker

The typical way to get QuantLib python running in your computer is by compiling QuantLib and the SWIG bindings in your computer. I have heard from some of my blog readers that they run into issues with getting QuantLib-Python running in their system. Here I will show how you can easily get started on QuantLib-Python using Docker.

Docker

Docker is a platform for containerization of software. In other words, Docker lets one to wrap an application in a complete ecosystem needed to run the application (aka image), such as system libraries and filesystem. This means that irrespective of what operating system your computer runs, a Docker image will run reliably on the Docker containers. Docker containers are very lightweight, and it starts up in a matter of couple of seconds.

Docker and QuantLib

Every now and then, I would run into conflicts between the development version of QuantLib and the release version. So in order to not have such conflicts, Docker containers are a perfect solution. Every image is isolated and it is easy to load a specific version and not have any conflicts. In order to keep my Docker images minimal, I use Alpine Linux as a base instead of Ubuntu.

Getting Up and Running

In order to get started on using Docker, you need to first install Docker. The first step is to get Docker itself. You can get the Docker client by going to getting started page.

Once you have done the installation, you can get quantlib-python by doing the following on a shell:

docker pull gbalaraman/quantlib-notebook

This is going to pull the quantlib-notebook image from Docker Hub. This process takes a few seconds. Think of this as the same as downloading an installer for a software.

Once you have the image downloaded, you can run quantlib-python notebooks by donig the following:

docker run -d -p 8888:8888 -v <your notebook folder>:/home/notebooks/ --name ql_notebook gbalaraman/quantlib-notebook

The above command runs the image "gbalaraman/quantlib-notebook" as a daemon (-d) and will forward the port 8888 in the container to the port 8888 in localhost (-p 8888:8888). We are calling the container where this image runs as ql_notebook (--name ql_notebook). In "-v :/home/notebooks/", you should put the folder in you machine where you want the notebooks to be stored. This takes care of mapping your local folder to the volume in the container where the notebook will run from. You can visit http://localhost:8888 to access the QuntLib python notebook environment to play with. This image also has a few other packages included in it, such as numpy, pandas, scipy, matplolib and seaborn. This is most of all you would need to run the notebooks that I publish as part of my QuantLib python tutorial series.

When you are done you can stop the Docker container by using the command:

docker stop ql_notebook

This is equivalent to shutting down the notebook. If you want to start docker again, this time around you can start it by saying:

docker start ql_notebook

Give this a try and drop a word about your experience with it. You can also take a look at Luigi Ballabio's presentation on QuantLib using Docker for another take on this subject.



Updated posts from this blog and transcripts of Luigi's screencasts on YouTube is compiled into QuantLib Python Cookbook . Visit here for other QuantLib Python examples. You can also help improve this blog series by answering this one minute survey.



   python   finance   programming   quantlib  

Related Post