Date   

Re: RQuantLib 0.4.7 and macOS

shrektan
 

I want to help. But I left my Mac at home and can only be able to test it until next Monday when I return.

Previously, I built RQuantLib on macOS by taking advantage of the static library of QL and Boost provided in Homebrew. 
Not sure https://github.com/s-u/recipes can use Homebrew or not .
If not, we may have to build QL from source and need more tests... 

Cheers, Xianying


RQuantLib 0.4.7 and macOS

Dirk Eddelbuettel
 

Just a quick follow-up email saying Hi to the few folks who joined the list
over the last few days: welcome!

The RQuantLib 0.4.7 release did what it was supposed to do: restore the
full(er) functionality after some parts had been disabled when we had Windows
issues. Which, as we now know, were due to using an inappropriately built
Windows library to link against. So that is taken care of now -- again
thanks to Josh, Shrektan and everybody who chipped in with tests.

Which leaves macOS.

I do not have a mac and cannot drive this. But maybe we can coordinate it
here. Simon us the repository at https://github.com/s-u/recipes to provide
macOS library builds. We need to work out how to plug in there, maybe by
first testing library build steps on local machines (for those who have a
mac) and then PR it to him. That is essentially what happened on the Windows
side with Jeroen's rwinlib repo.

If you are willing and able to help, maybe particularly over these slower
end-of-year days, then please reply here. It would be a great help -- there
are always some new user for whom compilation of such a large library is a
challenge too many. If we can help them with CRAN binary packages, they
would clearly be better off.

Cheers, Dirk

--
http://dirk.eddelbuettel.com | @eddelbuettel | edd@debian.org


Re: RQuantLib 0.4.7

Dirk Eddelbuettel
 

On 10 December 2018 at 06:14, shrektan wrote:
| I have a Mac... How can I help? Build a mac binary of the RQuantLib package with R3.5.1?

Woooot.

We can wire James in (CC'ed, not subscribed here [yet?]) who knows a little
about macOS and R, and how Simon's repo works -- it is at
https://github.com/s-u/recipes
and works differently from Jeroen's setup for windows.

As I understand it, the task is to work out a 'recipe' so that Simon can then
build a library based on the recipe. After that 'R CMD INSTALL ...' takes
over so our current src/Makevars should work.

For RQuantLib the difficulty may be in getting (parts of) Boost along with
QuantLib itself built. The good news is that "merely" a static library an
dheaders are needed.

Dirk

--
http://dirk.eddelbuettel.com | @eddelbuettel | edd@debian.org


Re: RQuantLib 0.4.7

shrektan
 

I have a Mac... How can I help? Build a mac binary of the RQuantLib package with R3.5.1?

Xianying


RQuantLib 0.4.7

Dirk Eddelbuettel
 

A new release 0.4.7 has been submitted to the CRAN incoming queue! Big thanks
everybody for the help and input -- it is good that we figured this one out.

Now we "just" have to shame a macOS user into helping us with a mac binary
library build and we'd be all set.

Dirk

--
http://dirk.eddelbuettel.com | @eddelbuettel | edd@debian.org


Re: Good news on the RQuantLib status

Dirk Eddelbuettel
 

On 7 December 2018 at 16:08, Dirk Eddelbuettel wrote:
|
| Quick update: Josh's excellent work on the new library stood up to all tests
| he and I could throw at it, and is by now in the official location at
| github's rwinlib/quantlib repository.
|
| Given the testing Josh and I have done, I also updated the RQuantLib
| repository. The new branch 'feature/restore_windows' contains new candidate
| changes which restore the Windows functionality.

This is now also pull request #126 at
https://github.com/eddelbuettel/rquantlib/pull/126

Dirk

| Additional testing would be welcome (but may not be needed so if you're short
| on time don't kill yourself). I think my plan right now is to give us some
| time over the weekend to review and polish whatever needs polishing, and then
| come Monday we should be in a good position to push this to CRAN.
|
| So with that big thanks already to everybody for testing and helping, with a
| particular to Josh for getting us a new library built but also to Shrektan
| for testing.
|
| Give it a spin if you have time and report back (here or via issue tickets)
| with suggested changes, repairs, extensions. I really hope we can take all
| this good energy and use it make RQuantLib better overall now that we have
| the important Windows deployment back.
|
| Cheers, Dirk
|
| --
| http://dirk.eddelbuettel.com | @eddelbuettel | edd@debian.org
|
|
|

--
http://dirk.eddelbuettel.com | @eddelbuettel | edd@debian.org


Good news on the RQuantLib status

Dirk Eddelbuettel
 

Quick update: Josh's excellent work on the new library stood up to all tests
he and I could throw at it, and is by now in the official location at
github's rwinlib/quantlib repository.

Given the testing Josh and I have done, I also updated the RQuantLib
repository. The new branch 'feature/restore_windows' contains new candidate
changes which restore the Windows functionality.

Additional testing would be welcome (but may not be needed so if you're short
on time don't kill yourself). I think my plan right now is to give us some
time over the weekend to review and polish whatever needs polishing, and then
come Monday we should be in a good position to push this to CRAN.

So with that big thanks already to everybody for testing and helping, with a
particular to Josh for getting us a new library built but also to Shrektan
for testing.

Give it a spin if you have time and report back (here or via issue tickets)
with suggested changes, repairs, extensions. I really hope we can take all
this good energy and use it make RQuantLib better overall now that we have
the important Windows deployment back.

Cheers, Dirk

--
http://dirk.eddelbuettel.com | @eddelbuettel | edd@debian.org


Re: boost unit tests

Dirk Eddelbuettel
 

On 5 December 2018 at 06:48, shrektan wrote:
| Is it possible to automate the process in Appveyor, including building QuantLib with gcc?
| According to the website, Appveyor's environment already installs MinGW and MSYS... 

Yes and no.

Yes, in theory it would be possible.

But "No" because

- this is still complicated and requires a lot of hand-holding
- it is not just gcc but whatever EXACT config Rtools has
- do we really need it repeatedly ?

What we _might_ want to do consider is testing RQuantLib this way but I would
even call that a no because

- I had to work reasonably hard to accomodate Travis CI on Linux
- I now mostly 'avoid' it by relying more on Docker

| I want to take a try but have no idea about the difficulties...

The nice thing is that you can try now. Just fork and set up appveyor /
circle ci / travis ci / ... files to your heart's content. You would then
have to convince the "VMM" (== "very mean maintainer", ie me) to merge
whatever you send. But hey if you work some magic out we can talk.

I just don;t think it will be easy as this is a BIG package with a BIG
dependency.

Dirk

--
http://dirk.eddelbuettel.com | @eddelbuettel | edd@debian.org


Re: boost unit tests

shrektan
 

Hi,

Is it possible to automate the process in Appveyor, including building QuantLib with gcc?
According to the website, Appveyor's environment already installs MinGW and MSYS... 

I want to take a try but have no idea about the difficulties...

Xianying


Re: boost unit tests

Dirk Eddelbuettel
 

On 4 December 2018 at 17:22, W. D. wrote:
| Hmm ... I do not have push access there ...

That is normal. Neither do I. But Josh does, and he prepared the library we
tested here.

| otherwise I could refresh the lib.zip (with a bit of directory reshuffle
| before zipping it, my folder structure for lib is $ARCH/lib and not
| lib/$ARCH – guess this should not be a big issue) Otherwise I'll gladly
| help out in any way as much as I can ...

Testing helps, and you did that.

Folder structure does matter for deployment as the only way to automate this
across CRAN, win-builder, RHub, ... is to conform to the structure. The
posted library file lays one out, my RQuantLib package uses it. All good.

For local testing we can always adjust as you did.

Dirk

--
http://dirk.eddelbuettel.com | @eddelbuettel | edd@debian.org


Re: boost unit tests

W. D.
 

Hmm ... I do not have push access there ... otherwise I could refresh the lib.zip (with a bit of directory reshuffle before zipping it, my folder structure for lib is $ARCH/lib and not lib/$ARCH – guess this should not be a big issue)  

Otherwise I'll gladly help out in any way as much as I can ...

 

G, W

 

Sent from Mail for Windows 10

 

From: Dirk Eddelbuettel
Sent: 04 December 2018 15:55
To: rquantlib@groups.io
Subject: Re: [rquantlib] boost unit tests

 

 

On 4 December 2018 at 06:31, W. D. wrote:

| I put something here 

| https://github.com/ViennaR/rquantlib 

 

Have a look at https://github.com/rwinlib -- this is a bit more formalized

for multiple projects providing their windows libraries there.  We are just

one.

 

Once things work again maybe we can think about refreshing some of the code.

 

Dirk

 

--

http://dirk.eddelbuettel.com | @eddelbuettel | edd@...

 

 

 


Re: boost unit tests

Dirk Eddelbuettel
 

On 4 December 2018 at 06:31, W. D. wrote:
| I put something here 
| https://github.com/ViennaR/rquantlib 

Have a look at https://github.com/rwinlib -- this is a bit more formalized
for multiple projects providing their windows libraries there. We are just
one.

Once things work again maybe we can think about refreshing some of the code.

Dirk

--
http://dirk.eddelbuettel.com | @eddelbuettel | edd@debian.org


Re: boost unit tests

W. D.
 

I put something here 
https://github.com/ViennaR/rquantlib 

G, W


Re: boost unit tests

W. D.
 

everything runs like a charm 
took me ages to build Quantlib etc. but If needed I have .zip at hand now 
Or what would be the next expected step? 

G, Walter


Re: boost unit tests

Dirk Eddelbuettel
 

On 4 December 2018 at 07:33, Joshua Ulrich wrote:
| The zip file on my site includes libraries for both builds, as well as a
| patch that I believe reverts all the Windows specific changes you made.

Cool, thanks.

Any plans to push this it github.com/rwinlib/quantlib ?

Dirk

--
http://dirk.eddelbuettel.com | @eddelbuettel | edd@debian.org


Re: boost unit tests

Joshua Ulrich
 

The zip file on my site includes libraries for both builds, as well as a patch that I believe reverts all the Windows specific changes you made.


On Tue, Dec 4, 2018, 7:30 AM Dirk Eddelbuettel <dirk.eddelbuettel@... wrote:

Josh: Any news on a full i386 / x86_64 build of the library?

Dirk

--
http://dirk.eddelbuettel.com | @eddelbuettel | edd@...


Re: boost unit tests

Dirk Eddelbuettel
 

On 4 December 2018 at 12:42, Morgan wrote:
| It is working perfectly for me now. Here is what i did. I am using Rtools
| 3.5.0.4
|
| To create an exe file :
| Rtools\mingw_64\bin\g++.exe -std=gnu++11 -O2 -Wall -fopenp
| -Wno-deprecated-declarations -o windows_bug_redone windows_bug_redone.cpp
| -ID:\QuantLib\QuantLib\include -LD:\QuantLib\ -lQuantLib
|
| Note:
| -I used the boost from the github repo
| -I copied libQuantLib.a x64 version to D:\QuantLib
|
| Output i get:
| NPV 83.7214
| Clean Price 84.3136
| Dirty Price 84.3136
| Accrued coupon 0
| Yield 0.0429401

Fabulous. Thanks for running it. One minor typo: '-fopenmp' lacks the m above.

I pushed a branch to RQuantLib which does away with one set of the test
castration. There is still another in three help pages (indexed by i386) but
that is older / may persist.

Josh: Any news on a full i386 / x86_64 build of the library?

Dirk

--
http://dirk.eddelbuettel.com | @eddelbuettel | edd@debian.org


Re: boost unit tests

Morgan
 

It is working perfectly for me now. Here is what i did. I am using Rtools 3.5.0.4

To create an exe file :
Rtools\mingw_64\bin\g++.exe -std=gnu++11 -O2 -Wall -fopenp -Wno-deprecated-declarations -o windows_bug_redone windows_bug_redone.cpp -ID:\QuantLib\QuantLib\include -LD:\QuantLib\ -lQuantLib

Note:
-I used the boost from the github repo
-I copied libQuantLib.a x64 version to D:\QuantLib

Output i get:
NPV 83.7214
Clean Price 84.3136
Dirty Price 84.3136
Accrued coupon 0
Yield 0.0429401

On Mon, 3 Dec 2018 12:28 Joshua Ulrich <josh.m.ulrich@... wrote:
On Mon, Dec 3, 2018 at 6:08 AM Dirk Eddelbuettel
<dirk.eddelbuettel@...> wrote:
>
<snip>
>
> I will prepare a branch in the rquantlib repo in which I re-enable all the
> Windows tests -- hopefully by this evening. We can then see how it fares.
>
I have done that this morning.  I reverted all the changes in man/*
and tests/* from commit ca06fe8ec39919fa9ac7d876d2299b86ceb2b3f1 (see
comment about the patch below).

I was able to successfully build and run `R CMD check` using my
updated libQuantLib.a (after modifying src/Makevars.win to point to my
local QuantLib and Boost headers and QuantLib library).

> So with some luck we may get an update libquantlib to github's rwinlib, and
> then an updated RQuantLib to CRAN.
>
To test our luck, I have put my updated QuantLib install, build
script, patch to revert the RQuantLib Windows-only changes, and the
RQuantLib Makevars.win on my website:
https://www.joshuaulrich.com/RQuantLib/

Whoever can, please download and test.

> Dirk
>
> --
> http://dirk.eddelbuettel.com | @eddelbuettel | edd@...
>
>
>


--
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com
R/Finance 2018 | www.rinfinance.com




Re: boost unit tests

Joshua Ulrich
 

On Mon, Dec 3, 2018 at 6:08 AM Dirk Eddelbuettel
<dirk.eddelbuettel@gmail.com> wrote:
<snip>

I will prepare a branch in the rquantlib repo in which I re-enable all the
Windows tests -- hopefully by this evening. We can then see how it fares.
I have done that this morning. I reverted all the changes in man/*
and tests/* from commit ca06fe8ec39919fa9ac7d876d2299b86ceb2b3f1 (see
comment about the patch below).

I was able to successfully build and run `R CMD check` using my
updated libQuantLib.a (after modifying src/Makevars.win to point to my
local QuantLib and Boost headers and QuantLib library).

So with some luck we may get an update libquantlib to github's rwinlib, and
then an updated RQuantLib to CRAN.
To test our luck, I have put my updated QuantLib install, build
script, patch to revert the RQuantLib Windows-only changes, and the
RQuantLib Makevars.win on my website:
https://www.joshuaulrich.com/RQuantLib/

Whoever can, please download and test.

Dirk

--
http://dirk.eddelbuettel.com | @eddelbuettel | edd@debian.org



--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
R/Finance 2018 | www.rinfinance.com


Re: boost unit tests

Dirk Eddelbuettel
 

Josh, Shrektan,

On 2 December 2018 at 21:01, shrektan wrote:
| Josh,
|
| | One thing I know I did not include was the `-std=c++11`
| | flag on the QuantLib build; that may have been the source of the
| | crashes.
|
| Great!
|
| Yes, I believe so. With the flag `-std=gnu++11`, I build the QL 1.14 with Rtools35.
| The windows_bug_redone.cpp file works fine linking to the new static library file.

Fantastic!

I will prepare a branch in the rquantlib repo in which I re-enable all the
Windows tests -- hopefully by this evening. We can then see how it fares.

So with some luck we may get an update libquantlib to github's rwinlib, and
then an updated RQuantLib to CRAN.

Dirk

--
http://dirk.eddelbuettel.com | @eddelbuettel | edd@debian.org

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