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authorGuillaume Horel <guillaume.horel@gmail.com>2017-11-17 15:59:52 -0500
committerGuillaume Horel <guillaume.horel@gmail.com>2017-11-17 17:23:40 -0500
commita972241805699489b2d827a95f65ee9ebb9551b0 (patch)
tree26528c4ab5eded63e57892afcc6b460814d26535
parenta05f8b80149ee9c8f0cb402d5649f83dcccdd55d (diff)
downloadpyisda-a972241805699489b2d827a95f65ee9ebb9551b0.tar.gz
slightly faster
-rw-r--r--pyisda/credit_index.pyx11
1 files changed, 7 insertions, 4 deletions
diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx
index 8bfc769..ab78ce7 100644
--- a/pyisda/credit_index.pyx
+++ b/pyisda/credit_index.pyx
@@ -16,10 +16,13 @@ from cdsone cimport JpmcdsStringToStubMethod, TStubMethod
from date cimport ACT_365F
cimport numpy as np
np.import_array()
+import numpy as np
import pandas as pd
cdef class CurveList:
- def __init__(self, list curves, double[:] weights=None):
+
+ @cython.initializedcheck(False)
+ def __init__(self, list curves not None, double[:] weights=None):
cdef:
SpreadCurve sc
size_t i
@@ -91,8 +94,8 @@ cdef class CurveList:
@property
def weights(self):
cdef np.npy_intp shape = self.weights.size()
- cdef np.ndarray[np.float64_t] out = \
- np.PyArray_SimpleNewFromData(1, &shape, np.NPY_DOUBLE, self.weights.data())
+ cdef np.ndarray out = \
+ np.PyArray_SimpleNewFromData(1, &shape, np.NPY_DOUBLE, self.weights.data())
out.base = <PyObject*>self
Py_INCREF(self)
return out
@@ -116,7 +119,7 @@ cdef class CurveList:
return r
@curves.setter
- def curves(self, list l):
+ def curves(self, list l not None):
cdef:
size_t len_l = len(l)
size_t i