From 98280b593631d6731207e9bf09b529f57fbc43ef Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?L=C3=A1szl=C3=B3=20Kupcsik?= Date: Tue, 27 Feb 2024 23:27:14 +0100 Subject: [PATCH 1/2] quantlib: 1.29 -> 1.33 Upgrade library and enable intraday (=high resolution) dates Unorphan library Indent better cmakeflags! --- pkgs/development/libraries/quantlib/default.nix | 16 ++++++++++++---- 1 file changed, 12 insertions(+), 4 deletions(-) diff --git a/pkgs/development/libraries/quantlib/default.nix b/pkgs/development/libraries/quantlib/default.nix index 6dcf59928615..8637ae1dc14f 100644 --- a/pkgs/development/libraries/quantlib/default.nix +++ b/pkgs/development/libraries/quantlib/default.nix @@ -7,25 +7,33 @@ stdenv.mkDerivation rec { pname = "quantlib"; - version = "1.29"; + version = "1.33"; outputs = [ "out" "dev" ]; src = fetchFromGitHub { owner = "lballabio"; repo = "QuantLib"; - rev = "QuantLib-v${version}"; - sha256 = "sha256-TpVn3zPru/GtdNqDH45YdOkm7fkJzv/qay9SY3J6Jiw="; + rev = "v${version}"; + sha256 = "sha256-j2nRm6ebf5OU6mqmcC7wQf/qlf/K9RmmCAnfT+Au8ZM="; }; nativeBuildInputs = [ cmake ]; buildInputs = [ boost ]; + # Required by RQuantLib, may be beneficial for others too + cmakeFlags = [ "-DQL_HIGH_RESOLUTION_DATE=ON" ]; + + # Needed for RQuantLib and possible others + postInstall = '' + cp ./quantlib-config $out/bin/ + ''; + meta = with lib; { description = "A free/open-source library for quantitative finance"; homepage = "https://quantlib.org"; platforms = platforms.unix; license = licenses.bsd3; - maintainers = []; + maintainers = [ maintainers.kupac ]; }; } From 4896b1d57f086bc6f2c369425f03de15729fb05f Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?L=C3=A1szl=C3=B3=20Kupcsik?= Date: Tue, 27 Feb 2024 23:29:44 +0100 Subject: [PATCH 2/2] rPackages.RQuantLib: fix build error MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit Upgrade library Co-authored-by: Justin Bedő --- pkgs/development/r-modules/cran-packages.nix | 2 +- pkgs/development/r-modules/default.nix | 1 + 2 files changed, 2 insertions(+), 1 deletion(-) diff --git a/pkgs/development/r-modules/cran-packages.nix b/pkgs/development/r-modules/cran-packages.nix index 6fba505f8092..d6faf28552d6 100644 --- a/pkgs/development/r-modules/cran-packages.nix +++ b/pkgs/development/r-modules/cran-packages.nix @@ -4395,7 +4395,7 @@ in with self; { RPushbullet = derive2 { name="RPushbullet"; version="0.3.4"; sha256="1mx433hvx660a63s5dzn655zmqv1c1qij0hzddl9z38032brc4ii"; depends=[curl jsonlite]; }; RPyGeo = derive2 { name="RPyGeo"; version="1.0.0"; sha256="1alqgx6blqqwxm76w05g82kc2icx8nvjw7qkdz73gf9ckgza5bb3"; depends=[magrittr purrr raster reticulate rmarkdown sf stringr]; }; RQEntangle = derive2 { name="RQEntangle"; version="0.1.3"; sha256="178haddk8nnscy2vym3k2a3ca9lf6nl7rpjja8lxqdjninvhvwb2"; depends=[iterators itertools]; }; - RQuantLib = derive2 { name="RQuantLib"; version="0.4.20"; sha256="0pl4ggr09drzr60935j4md597fdp53p6cjd1885knm78syh5ansn"; depends=[Rcpp zoo]; }; + RQuantLib = derive2 { name="RQuantLib"; version="0.4.21"; sha256="06xj6cl17j821jbs8dk1hadzn18k10lqq6550dj65d837dx63hnj"; depends=[Rcpp zoo]; }; RRBoost = derive2 { name="RRBoost"; version="0.1"; sha256="0zp3csrpi0awk88m6sq5sf5v7j32q5sd4mwv61x6bblg991k404k"; depends=[RobStatTM rpart]; }; RRF = derive2 { name="RRF"; version="1.9.4"; sha256="1kdyw0v1m3ajf88gzs70p6l6pic4g46ccwqxi9iznimayby6ygjb"; depends=[]; }; RRI = derive2 { name="RRI"; version="1.1"; sha256="0msdc5j5vx4snl8r3q5nn0mw2i80jds5pjykhmigcrx6jzg6h6i7"; depends=[Rcpp RcppArmadillo]; }; diff --git a/pkgs/development/r-modules/default.nix b/pkgs/development/r-modules/default.nix index 80faec70b36b..7e8722068e86 100644 --- a/pkgs/development/r-modules/default.nix +++ b/pkgs/development/r-modules/default.nix @@ -571,6 +571,7 @@ let odbc = [ pkgs.pkg-config ]; openssl = [ pkgs.pkg-config ]; pdftools = [ pkgs.pkg-config ]; + RQuantLib = with pkgs; [ quantlib.dev boost.dev ]; sf = with pkgs; [ pkg-config sqlite.dev proj.dev ]; terra = with pkgs; [ pkg-config sqlite.dev proj.dev ]; showtext = [ pkgs.pkg-config ];