empyrical_cpp/CMakeLists.txt at main · cloudQuant/empyrical_cpp · GitHub

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cmake_minimum_required(VERSION 3.14)
project(empyrical_cpp)

# GoogleTest requires at least C++14
set(CMAKE_CXX_STANDARD 20)
set(CMAKE_CXX_STANDARD_REQUIRED ON)

include(FetchContent)
FetchContent_Declare(
        googletest
        URL https://github.com/google/googletest/archive/03597a01ee50ed33e9dfd640b249b4be3799d395.zip
)
# For Windows: Prevent overriding the parent project's compiler/linker settings
set(gtest_force_shared_crt ON CACHE BOOL "" FORCE)
FetchContent_MakeAvailable(googletest)
include(GoogleTest)


# set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -Wall  -fsanitize=address")
# set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS}  -Wall")
set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} ")

include_directories(
        ./include
)

if (DEFINED ${BOOST_INCLUDE_DIR})
    include_directories(
            ${BOOST_INCLUDE_DIR}
    )
endif()

set(EMPYRICAL_HEADERS
        include/empyrical/utils.h
        include/empyrical/perf_attrib.h
        include/empyrical/stats.h
        include/empyrical/dtf.h
        include/empyrical/datetime.h
        include/empyrical/algorithm.h
)

set(EMPYRICAL_SOURCES

)

add_executable(
        ${PROJECT_NAME}
        #
        main.cpp
        #
        # ${EMPYRICAL_SOURCES}
        ${EMPYRICAL_HEADERS}
)

if (DEFINED ${BOOST_LIB_DIR})
    target_link_libraries(
            ${PROJECT_NAME}
            -L${BOOST_LIB_DIR}
    )
endif()

target_link_libraries(
        ${PROJECT_NAME}
)


enable_testing()

add_executable(
        empyrical_test
        tests/test_utils.cpp
        tests/test_datetime.cpp
        # tests/test_original_utils.cpp
        tests/test_perf_attrib.cpp
        tests/test_stats.cpp
        tests/test_dtf.cpp
        tests/test_original_utils.cpp
        tests/test_algorithm.cpp
        tests/test_adf.cpp
)

target_link_libraries(
        empyrical_test
        GTest::gtest_main

)

gtest_discover_tests(empyrical_test)