Is renly baratheon gay

Identity: Gay Renly Baratheon was one of the first gay characters introduced in ‘Game of Thrones,’ although his sexual preferences were only rumored during the earlier part. However, after he declared himself king following the death of his older brother, Renly showed his true colors when he refused to touch his wife, Margaery Tyrell.

When in the books do we find out Renly is gay? Other than the whole rainbowguard thing there's no mention of him being with loras tyrell. The show mentioned it in the first series though.