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authorGuillaume Horel <guillaume.horel@gmail.com>2018-03-16 13:11:20 -0400
committerGuillaume Horel <guillaume.horel@gmail.com>2018-03-16 13:12:14 -0400
commit628c310ef3b921efe8ad9eb47fc9d026e4a6f620 (patch)
tree4872185d3f5a06e126ddd112490dbc12a2348dfe
parentb996fa2b28c3740a48fc9f18f53d902d7e535b9c (diff)
downloadpyisda-628c310ef3b921efe8ad9eb47fc9d026e4a6f620.tar.gz
auto encoding
-rw-r--r--pyisda/credit_index.pyx12
1 files changed, 6 insertions, 6 deletions
diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx
index 2f7a37b..1a63c26 100644
--- a/pyisda/credit_index.pyx
+++ b/pyisda/credit_index.pyx
@@ -1,4 +1,4 @@
-#cython: cdivision=True, boundscheck=False
+#cython: cdivision=True, boundscheck=False, c_string_type=unicode, c_string_encoding=ascii
from libc.stdlib cimport malloc, free
from libc.math cimport nan
from libc.string cimport memcpy, memset
@@ -94,7 +94,7 @@ cdef class CurveList:
def __getitem__(self, str ticker):
cdef:
- string ticker_cpp = ticker.encode()
+ string ticker_cpp = ticker
map[string, size_t].iterator got = \
self.tickers.find(ticker_cpp)
SpreadCurve sc
@@ -119,7 +119,7 @@ cdef class CurveList:
sc._thisptr = self._curves[p.second]
sc.ticker = p.first
sc.recovery_rates = self.recovery_rates[p.second]
- yield (sc.ticker.decode(), self._weights[p.second], sc)
+ yield (sc.ticker, self._weights[p.second], sc)
@property
def weights(self):
@@ -136,7 +136,7 @@ cdef class CurveList:
cdef pair[string, size_t] p
cdef np.ndarray out = np.PyArray_EMPTY(1, &shape, np.NPY_OBJECT, 1)
for p in self.tickers:
- out[p.second] = p.first.decode('utf-8')
+ out[p.second] = p.first
return out
@property
@@ -328,7 +328,7 @@ cdef class CreditIndex(CurveList):
for p in self.tickers:
sc = self._curves[p.second].get()
- tickers.append(p.first.decode())
+ tickers.append(p.first)
for j in range(self._maturities.size()):
JpmcdsContingentLegPV(self.contingent_legs[j],
sc.fBaseDate,
@@ -489,7 +489,7 @@ cdef class CreditIndex(CurveList):
for p in self.tickers:
sc = self._curves[p.second]
- tickers[p.second] = p.first.decode('utf-8')
+ tickers[p.second] = p.first
for i in range(n[1]):
sp[p.second, i] = JpmcdsForwardZeroPrice(sc.get(), self.base_date, schedule[i])
return sp, tickers