%global __brp_check_rpaths %{nil} %global __requires_exclude ^libmpi %global packname Trading %global packver 3.2 %global rlibdir /usr/local/lib/R/library Name: R-CRAN-%{packname} Version: 3.2 Release: 1%{?dist}%{?buildtag} Summary: Trade Objects, Advanced Correlation & Beta Estimates, Betting Strategies License: GPL-3 URL: https://cran.r-project.org/package=%{packname} Source0: %{url}&version=%{packver}#/%{packname}_%{packver}.tar.gz BuildRequires: R-devel Requires: R-core BuildArch: noarch BuildRequires: R-methods BuildRequires: R-CRAN-reticulate BuildRequires: R-CRAN-PerformanceAnalytics BuildRequires: R-CRAN-data.table BuildRequires: R-CRAN-ggplot2 BuildRequires: R-CRAN-readxl BuildRequires: R-CRAN-RcppAlgos Requires: R-methods Requires: R-CRAN-reticulate Requires: R-CRAN-PerformanceAnalytics Requires: R-CRAN-data.table Requires: R-CRAN-ggplot2 Requires: R-CRAN-readxl Requires: R-CRAN-RcppAlgos %description Contains performance analysis metrics of track records including entropy-based correlation and dynamic beta based on a state/space algorithm. The normalized sample entropy method has been implemented which produces accurate entropy estimation even on smaller datasets. On a separate stream, trades from the five major assets classes and also functionality to use pricing curves, rating tables, Credit Support Annex and add-on tables. The implementation follows an object oriented logic whereby each trade inherits from more abstract classes while also the curves/tables are objects. Furthermore, odds calculators and P&L back-testing functionality has been implemented for the most widely used betting/trading strategies including martingale, 'DAlembert', 'Labouchere' and Fibonacci. Back testing has also been included for the 'EuroMillions', the 'EuroJackpot', the UK Lotto, the Set For Life and the UK 'ThunderBall' lotteries. Furthermore, some basic functionality about climate risk has been included. %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 [ -d %{packname}/src ] && find %{packname}/src/Make* -type f -exec \ sed -i 's@-g0@@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}