Saltar al contenido principal

Installation

This page documents the install-time requirements for AlphaSwarm and its optional extras. The base install is pure Python and runs on Linux / macOS / Windows. Two extras ship with native build steps that need attention:

ExtraNative buildNotes
optimal-controlNone (pure Python)Ships the JAX HJB / Lucic-Tse stack. CPU-only by default.
hftRust + MaturinShips the hftbacktest LOB engine.

Base install​

pip install -e .

That gives the FastAPI app, Celery worker, default config, agents, analysis flows, and the in-memory backtest fallbacks. No GPU, no native toolchains.

[optimal-control] — JAX + HJB + Lucic-Tse​

pip install -e ".[optimal-control]"

This pulls:

  • jax>=0.4.30 and jaxlib>=0.4.30 (CPU build, manylinux / win / macOS wheels available on PyPI).
  • finhjb>=0.1.6 — JAX HJB solver framework.
  • fast-vollib>=0.1.4 — vectorised IV + Greeks (auto-detects the JAX backend; falls back to NumPy when JAX is missing).
  • mbt-gym — pulled directly from JJJerome/mbt_gym main because the package is not on PyPI.

GPU / Metal acceleration (opt-in)​

After installing the extra, swap the CPU jaxlib wheel for the CUDA or Metal variant. JAX's docs are the canonical source; the short form:

# NVIDIA CUDA 12 (Linux only)
pip install -U "jax[cuda12_pip]" -f https://storage.googleapis.com/jax-releases/jax_cuda_releases.html

# Apple Silicon (macOS)
pip install -U "jax-metal"

The alphaswarm.optimal_control and alphaswarm.options.greeks_jax modules pick up the accelerated backend automatically — no AlphaSwarm code changes needed.

[hft] — hftbacktest LOB engine​

pip install -e ".[hft]"

This pulls hftbacktest>=2.0.0, numba>=0.61, and polars>=1.0. Most hftbacktest releases ship as source distributions and need a Rust toolchain plus Maturin at install time:

# 1. Install Rust + Cargo (https://rustup.rs)
curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh

# 2. Restart your shell so `cargo` is on PATH, then verify
cargo --version

# 3. Install Maturin (build backend hftbacktest uses)
pip install maturin

# 4. Now install the AlphaSwarm extra
pip install -e ".[hft]"

On Windows the equivalent is the rustup-init.exe installer plus the "Microsoft Visual C++ Build Tools" (MSVC linker is required by the hftbacktest crate). On macOS Apple Silicon, the standard rustup install works; no extra steps.

Verifying the install​

python -c "from alphaswarm.backtest.hft import LobBacktestEngine; print('OK')"

If that succeeds, the engine is ready to drive any LobStrategy subclass under alphaswarm/strategies/hft/.

[full]​

pip install -e ".[full]" chains every optional extra including optimal-control and hft, so it requires the Rust toolchain. Most contributors install [full] minus [hft]:

pip install -e ".[auth,alpaca,ibkr,otel,paper,vectorbt,ml,ml-torch,ml-forecast,portfolio,fred,sec,iceberg,agents-rag,optimal-control]"

See also​