%global __brp_check_rpaths %{nil} %global __requires_exclude ^libmpi %global packname highfrequency %global packver 1.0.1 %global rlibdir /usr/local/lib/R/library Name: R-CRAN-%{packname} Version: 1.0.1 Release: 1%{?dist}%{?buildtag} Summary: Tools for Highfrequency Data Analysis License: GPL (>= 2) 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 BuildRequires: R-CRAN-data.table >= 1.12.0 BuildRequires: R-CRAN-xts BuildRequires: R-CRAN-zoo BuildRequires: R-CRAN-Rcpp BuildRequires: R-graphics BuildRequires: R-methods BuildRequires: R-stats BuildRequires: R-utils BuildRequires: R-grDevices BuildRequires: R-CRAN-robustbase BuildRequires: R-CRAN-RcppRoll BuildRequires: R-CRAN-quantmod BuildRequires: R-CRAN-sandwich BuildRequires: R-CRAN-numDeriv BuildRequires: R-CRAN-Rsolnp BuildRequires: R-CRAN-RcppArmadillo Requires: R-CRAN-data.table >= 1.12.0 Requires: R-CRAN-xts Requires: R-CRAN-zoo Requires: R-CRAN-Rcpp Requires: R-graphics Requires: R-methods Requires: R-stats Requires: R-utils Requires: R-grDevices Requires: R-CRAN-robustbase Requires: R-CRAN-RcppRoll Requires: R-CRAN-quantmod Requires: R-CRAN-sandwich Requires: R-CRAN-numDeriv Requires: R-CRAN-Rsolnp %description Provide functionality to manage, clean and match highfrequency trades and quotes data, calculate various liquidity measures, estimate and forecast volatility, detect price jumps and investigate microstructure noise and intraday periodicity. A detailed vignette can be found in the open-access paper "Analyzing Intraday Financial Data in R: The highfrequency Package" by Boudt, Kleen, and Sjoerup (2022, ). %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}