%global __brp_check_rpaths %{nil} %global packname strand %global packver 0.2.0 %global rlibdir /usr/local/lib/R/library Name: R-CRAN-%{packname} Version: 0.2.0 Release: 1%{?dist}%{?buildtag} Summary: A Framework for Investment Strategy Simulation License: GPL-3 URL: https://cran.r-project.org/package=%{packname} Source0: %{url}&version=%{packver}#/%{packname}_%{packver}.tar.gz BuildRequires: R-devel >= 3.5.0 Requires: R-core >= 3.5.0 BuildArch: noarch BuildRequires: R-CRAN-R6 BuildRequires: R-CRAN-Matrix BuildRequires: R-CRAN-Rglpk BuildRequires: R-CRAN-dplyr BuildRequires: R-CRAN-tidyr BuildRequires: R-CRAN-arrow BuildRequires: R-CRAN-lubridate BuildRequires: R-CRAN-rlang BuildRequires: R-CRAN-yaml BuildRequires: R-CRAN-ggplot2 BuildRequires: R-CRAN-tibble BuildRequires: R-methods Requires: R-CRAN-R6 Requires: R-CRAN-Matrix Requires: R-CRAN-Rglpk Requires: R-CRAN-dplyr Requires: R-CRAN-tidyr Requires: R-CRAN-arrow Requires: R-CRAN-lubridate Requires: R-CRAN-rlang Requires: R-CRAN-yaml Requires: R-CRAN-ggplot2 Requires: R-CRAN-tibble Requires: R-methods %description Provides a framework for performing discrete (share-level) simulations of investment strategies. Simulated portfolios optimize exposure to an input signal subject to constraints such as position size and factor exposure. For background see L. Chincarini and D. Kim (2010, ISBN:978-0-07-145939-6) "Quantitative Equity Portfolio Management". %prep %setup -q -c -n %{packname} # fix end of executable files find -type f -executable -exec grep -Iq . {} \; -exec sed -i -e '$a\' {} \; # prevent binary stripping [ -d %{packname}/src ] && find %{packname}/src -type f -exec \ sed -i 's@/usr/bin/strip@/usr/bin/true@g' {} \; || true # don't allow local prefix in executable scripts find -type f -executable -exec sed -Ei 's@#!( )*/usr/local/bin@#!/usr/bin@g' {} \; %build %install mkdir -p %{buildroot}%{rlibdir} %{_bindir}/R CMD INSTALL -l %{buildroot}%{rlibdir} %{packname} test -d %{packname}/src && (cd %{packname}/src; rm -f *.o *.so) rm -f %{buildroot}%{rlibdir}/R.css # remove buildroot from installed files find %{buildroot}%{rlibdir} -type f -exec sed -i "s@%{buildroot}@@g" {} \; %files %{rlibdir}/%{packname}