wip0-copy-deserialize

2 files changed, 22 insertions, 28 deletions

diff --git a/pyisda/curve.pxd b/pyisda/curve.pxd
index 88fad34..1c751fb 100644
--- a/pyisda/curve.pxd
+++ b/pyisda/curve.pxd
@@ -44,20 +44,13 @@ cdef extern from "farmhash.h" namespace 'util' nogil:
     uint64_t Hash64WithSeed(const char *buff, size_t len, uint64_t len)
 
 cdef inline size_t TCurve_size(const TCurve* curve) nogil:
-    return sizeof(int) + sizeof(TDate) + sizeof(double) + \
-        sizeof(long) + sizeof(TRatePt) * curve.fNumItems
+    return sizeof(TCurve) + sizeof(TRatePt) * curve.fNumItems
 
 cdef inline unsigned char* serialize(const TCurve* curve, unsigned char* buf) nogil:
-    memcpy(buf, &(curve.fNumItems), sizeof(curve.fNumItems))
-    buf += sizeof(curve.fNumItems)
+    memcpy(buf, curve, sizeof(TCurve))
+    buf += sizeof(TCurve)
     memcpy(buf, curve.fArray, sizeof(TRatePt) * curve.fNumItems)
-    buf += sizeof(TRatePt) * curve.fNumItems
-    memcpy(buf, &(curve.fBaseDate), sizeof(TDate))
-    buf += sizeof(TDate)
-    memcpy(buf, &(curve.fBasis), sizeof(double))
-    buf += sizeof(double)
-    memcpy(buf, &(curve.fDayCountConv), sizeof(long))
-    return buf + sizeof(long)
+    return buf + sizeof(TRatePt) * curve.fNumItems
 
 cdef inline void serialize_vector(const vector[TDate]& v, unsigned char* cursor) nogil:
     cdef size_t size = v.size()
@@ -67,18 +60,12 @@ cdef inline void serialize_vector(const vector[TDate]& v, unsigned char* cursor)
 
 
 cdef inline const unsigned char* deserialize(const unsigned char* buf, TCurve* curve) nogil:
-    memcpy(&curve.fNumItems, buf, sizeof(curve.fNumItems))
-    buf += sizeof(curve.fNumItems)
+    memcpy(curve, buf, sizeof(TCurve))
+    buf += sizeof(TCurve)
     cdef size_t array_size = sizeof(TRatePt) * curve.fNumItems
     curve.fArray = <TRatePt*>malloc(array_size)
     memcpy(curve.fArray, buf, array_size)
     buf += array_size
-    memcpy(&curve.fBaseDate, buf, sizeof(TDate))
-    buf += sizeof(TDate)
-    memcpy(&curve.fBasis, buf, sizeof(double))
-    buf += sizeof(double)
-    memcpy(&curve.fDayCountConv, buf, sizeof(long))
-    buf += sizeof(long)
     return buf
 
 cdef extern from "isda/cds.h" nogil:
diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index b7b94e1..ffbcc94 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -28,11 +28,16 @@ cdef extern from "numpy/arrayobject.h":
     int PyArray_TYPE(object)
     np.npy_intp PyArray_Size(object)
 
+cdef extern from "lz4.h":
+    int LZ4_decompress_safe (const char* src, char* dst, int compressedSize, int dstCapacity)
+
 cdef int SUCCESS = 0
 
 cdef inline void double_free(double* ptr) nogil:
     free(ptr)
 
+cdef inline void char_free(TCurve* ptr) nogil:
+    free(<char*>ptr)
 
 cdef double survival_prob(const TCurve* curve, TDate start_date, TDate maturity_date, double eps) nogil:
     cdef:
@@ -353,24 +358,26 @@ cdef class YieldCurve(Curve):
     def from_bytes(cls, object state):
         cdef:
             YieldCurve instance = YieldCurve.__new__(YieldCurve)
-            TCurve* curve = <TCurve*>malloc(sizeof(TCurve))
+            TCurve* curve
             size_t num_instr
             Py_buffer* py_buf
-            const unsigned char* cursor
+            const char* cursor
+            int buf_size
+            int pomme
 
         if PyMemoryView_Check(state):
             py_buf = PyMemoryView_GET_BUFFER(state)
-            cursor = <unsigned char*>py_buf.buf
+            cursor = <char*>py_buf.buf
+            memcpy(&buf_size, cursor, sizeof(int))
+            curve = <TCurve*>malloc(buf_size)
+            cursor += sizeof(int)
+            pomme = LZ4_decompress_safe(cursor, <char*>curve, py_buf.len - 4, buf_size)
+            curve.fArray = <TRatePt*>(curve + sizeof(TCurve))
         else:
             cursor = <bytes?>state
 
 
-        cursor = deserialize(cursor, curve)
-        instance._thisptr.reset(curve, JpmcdsFreeTCurve)
-        memcpy(&num_instr, cursor, sizeof(size_t))
-        cursor += sizeof(size_t)
-        instance.dates = vector[TDate](num_instr)
-        memcpy(instance.dates.data(), cursor, num_instr * sizeof(TDate))
+        instance._thisptr.reset(curve, char_free)
         return instance
 
     def __hash__(self):