New package - r-quantmod

Qualitative Financial modelling framework.

2 files changed, 90 insertions, 0 deletions

diff --git a/var/spack/repos/builtin/packages/r-quantmod/package.py b/var/spack/repos/builtin/packages/r-quantmod/package.py
new file mode 100644
index 0000000000..ecfbf49055
--- /dev/null
+++ b/var/spack/repos/builtin/packages/r-quantmod/package.py
@@ -0,0 +1,46 @@
+##############################################################################
+# Copyright (c) 2013-2016, Lawrence Livermore National Security, LLC.
+# Produced at the Lawrence Livermore National Laboratory.
+#
+# This file is part of Spack.
+# Created by Todd Gamblin, tgamblin@llnl.gov, All rights reserved.
+# LLNL-CODE-647188
+#
+# For details, see https://github.com/llnl/spack
+# Please also see the LICENSE file for our notice and the LGPL.
+#
+# This program is free software; you can redistribute it and/or modify
+# it under the terms of the GNU Lesser General Public License (as
+# published by the Free Software Foundation) version 2.1, February 1999.
+#
+# This program is distributed in the hope that it will be useful, but
+# WITHOUT ANY WARRANTY; without even the IMPLIED WARRANTY OF
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the terms and
+# conditions of the GNU Lesser General Public License for more details.
+#
+# You should have received a copy of the GNU Lesser General Public
+# License along with this program; if not, write to the Free Software
+# Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
+##############################################################################
+from spack import *
+
+
+class RQuantmod(Package):
+    """Specify, build, trade, and analyse quantitative financial trading
+    strategies."""
+
+    homepage = "http://www.quantmod.com/"
+    url      = "https://cran.r-project.org/src/contrib/quantmod_0.4-5.tar.gz"
+    list_url = "https://cran.r-project.org/src/contrib/Archive/quantmod"
+
+    version('0.4-5', 'cab3c409e4de3df98a20f1ded60f3631')
+
+    extends('R')
+
+    depends_on('r-xts', type=nolink)
+    depends_on('r-zoo', type=nolink)
+    depends_on('r-ttr', type=nolink)
+
+    def install(self, spec, prefix):
+        R('CMD', 'INSTALL', '--library={0}'.format(self.module.r_lib_dir),
+          self.stage.source_path)
diff --git a/var/spack/repos/builtin/packages/r-ttr/package.py b/var/spack/repos/builtin/packages/r-ttr/package.py
new file mode 100644
index 0000000000..c9b40a8262
--- /dev/null
+++ b/var/spack/repos/builtin/packages/r-ttr/package.py
@@ -0,0 +1,44 @@
+##############################################################################
+# Copyright (c) 2013-2016, Lawrence Livermore National Security, LLC.
+# Produced at the Lawrence Livermore National Laboratory.
+#
+# This file is part of Spack.
+# Created by Todd Gamblin, tgamblin@llnl.gov, All rights reserved.
+# LLNL-CODE-647188
+#
+# For details, see https://github.com/llnl/spack
+# Please also see the LICENSE file for our notice and the LGPL.
+#
+# This program is free software; you can redistribute it and/or modify
+# it under the terms of the GNU Lesser General Public License (as
+# published by the Free Software Foundation) version 2.1, February 1999.
+#
+# This program is distributed in the hope that it will be useful, but
+# WITHOUT ANY WARRANTY; without even the IMPLIED WARRANTY OF
+# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the terms and
+# conditions of the GNU Lesser General Public License for more details.
+#
+# You should have received a copy of the GNU Lesser General Public
+# License along with this program; if not, write to the Free Software
+# Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
+##############################################################################
+from spack import *
+
+
+class RTtr(Package):
+    """Functions and data to construct technical trading rules with R."""
+
+    homepage = "https://github.com/joshuaulrich/TTR"
+    url      = "https://cran.r-project.org/src/contrib/TTR_0.23-1.tar.gz"
+    list_url = "https://cran.r-project.org/src/contrib/Archive/TTR"
+
+    version('0.23-1', '35f693ac0d97e8ec742ebea2da222986')
+
+    extends('R')
+
+    depends_on('r-xts', type=nolink)
+    depends_on('r-zoo', type=nolink)
+
+    def install(self, spec, prefix):
+        R('CMD', 'INSTALL', '--library={0}'.format(self.module.r_lib_dir),
+          self.stage.source_path)