Makefile (2023B)
1 # 2 # Makefile for PREDICTING THE EQUITY RISK PREMIUM 3 # 4 # Created on June 04th 2019 5 # Last modified on March 23rd 2020 6 ## -------------------------------------------------------------------------------------------------------- 7 8 9 10 ## -------------------------------------------------------------------------------------------------------- 11 ## LOAD A FEW OPTIONS 12 -include ./rules.mk 13 ## -------------------------------------------------------------------------------------------------------- 14 15 # -------------------------------------------------------------------------------------------------------- 16 ## ALL 17 all: output/predict.csv readme.md 18 19 ## 20 ## DOWNLOAD THE DATA FROM WRDS 21 ## Edit rules.mk to change your user name under WRDS_USERNAME 22 input/msi.sas7bdat: 23 $(call colorecho,"Download stock market index from crsp ...") 24 rsync -aPvzh --stats --human-readable ${WRDS_USERNAME}@wrds-cloud.wharton.upenn.edu:/wrds/crsp/sasdata/a_stock/msi.sas7bdat ./input/ 25 @echo 26 27 ## GENERATE PREDICTORS 28 tmp/predict.csv: src/import_predictors.R input/cay_current.csv input/msi.sas7bdat 29 $(call colorecho,"Import and merge all return predictors ...") 30 mkdir -p tmp 31 R CMD BATCH $(R_OPTS) src/import_predictors.R log/import_predictors.log.R 32 @echo 33 34 ## RUN REGRESSIONS 35 output/predict.csv: src/rp_measure.R tmp/predict.csv 36 $(call colorecho,"Estimate predictive regression ...") 37 R CMD BATCH $(R_OPTS) src/rp_measure.R log/rp_measure.log.R 38 @echo 39 40 ## OUTPUT RESULTS 41 readme.md: src/readme_in.md output/predict.png tmp/reg_update.txt 42 $(call colorecho,"Update readme file ...") 43 cat src/readme_in.md tmp/reg_update.txt > readme.md 44 @echo 45 46 ## 47 ## -------------------------------------------------------------------------------------------------------- 48 ## help (this call) 49 .PHONY : help 50 help : Makefile 51 @sed -n 's/^##//p' $< 52 53 ## clean 54 .PHONY : clean 55 clean: 56 rm -rf ./output/* 57 rm -rf ./log/*.log* 58 rm -rf ./tmp/* 59 rm -rf readme.md 60 61 ## 62 # -------------------------------------------------------------------------------------------------------- 63 64 65