zero copy construction from memoryview

1 files changed, 31 insertions, 5 deletions

diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index 0650af1..24014c3 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -15,6 +15,11 @@ cimport numpy as np
 import numpy as np
 np.import_array()
 import pandas as pd
+from cpython cimport Py_buffer
+
+cdef extern from "Python.h":
+    int PyMemoryView_Check(object)
+    Py_buffer *PyMemoryView_GET_BUFFER(object)
 
 cdef extern from "numpy/arrayobject.h":
     void PyArray_ENABLEFLAGS(np.ndarray arr, int flags)
@@ -48,11 +53,17 @@ cdef class Curve(object):
         self._thisptr = make_shared(curve)
 
     @classmethod
-    def from_bytes(cls, bytes state):
+    def from_bytes(cls, object state):
         cdef:
             Curve instance = Curve.__new__(Curve)
-            unsigned char* cursor = state
             TCurve* curve = <TCurve*>malloc(sizeof(TCurve))
+            Py_buffer* py_buf
+            unsigned char* cursor
+        if PyMemoryView_Check(state):
+            py_buf = PyMemoryView_GET_BUFFER(state)
+            cursor = <unsigned char*>py_buf.buf
+        else:
+            cursor = <bytes?>state
         deserialize(cursor, curve)
         instance._thisptr = make_shared(curve)
         return instance
@@ -301,12 +312,20 @@ cdef class YieldCurve(Curve):
         memcpy(self.dates.data(), cursor, num_instr * sizeof(TDate))
 
     @classmethod
-    def from_bytes(cls, bytes state):
+    def from_bytes(cls, object state):
         cdef:
             YieldCurve instance = YieldCurve.__new__(YieldCurve)
-            unsigned char* cursor = state
             TCurve* curve = <TCurve*>malloc(sizeof(TCurve))
             size_t num_instr
+            Py_buffer* py_buf
+            unsigned char* cursor
+
+        if PyMemoryView_Check(state):
+            py_buf = PyMemoryView_GET_BUFFER(state)
+            cursor = <unsigned char*>py_buf.buf
+        else:
+            cursor = <bytes?>state
+
 
         cursor = deserialize(cursor, curve)
         instance._thisptr = make_shared(curve)
@@ -522,9 +541,16 @@ cdef class SpreadCurve(Curve):
     def from_bytes(cls, bytes state):
         cdef:
             SpreadCurve instance = SpreadCurve.__new__(SpreadCurve)
-            unsigned char* cursor = state
+            unsigned char* cursor
             TCurve* curve = <TCurve*>malloc(sizeof(TCurve))
             size_t ticker_length
+            Py_buffer* py_buf
+
+        if PyMemoryView_Check(state):
+            py_buf = PyMemoryView_GET_BUFFER(state)
+            cursor = <unsigned char*>py_buf.buf
+        else:
+            cursor = <bytes?>state
 
         cursor = deserialize(cursor, curve)
         instance._thisptr = make_shared(curve)