diff options
Diffstat (limited to 'python/analytics')
| -rw-r--r-- | python/analytics/basket_index.py | 21 |
1 files changed, 11 insertions, 10 deletions
diff --git a/python/analytics/basket_index.py b/python/analytics/basket_index.py index d595eef6..f3addf9b 100644 --- a/python/analytics/basket_index.py +++ b/python/analytics/basket_index.py @@ -10,13 +10,6 @@ import datetime from scipy.optimize import brentq from pandas.tseries.offsets import BDay -def make_index(t, d, args): - instance = t.__new__(t) - for k, v in d.items(): - setattr(instance, k, v) - CreditIndex.__init__(instance, *args) - return instance - class BasketIndex(CreditIndex): index_type: str series: int @@ -58,10 +51,18 @@ class BasketIndex(CreditIndex): self.tweaks = [] super().__init__(self.issue_date, maturities, curves) - def __reduce__(self): + def __getstate__(self): _, args = CreditIndex.__reduce__(self) - d = vars(self) - return partial(make_index, self.__class__), (d, args) + return (self.__dict__.copy(), args) + + def __setstate__(self, state): + self.__dict__.update(state[0]) + print("I'm here") + print(state[1]) + CreditIndex.__init__(self, *state[1]) + + def __hash__(self): + return CreditIndex.__hash__(self) def _query_version(self, i): for lastdate, *data in self._version: |