more precise pickling

1 files changed, 15 insertions, 1 deletions

diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index ef11a42..e2e602e 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -166,9 +166,22 @@ cdef class YieldCurve(Curve):
         )
 
     def __dealloc__(self):
+        ## __dealloc__ of superclass is called by cython so no need to call here
         if self._dates is not NULL:
             free(self._dates)
 
+    def __getstate__(self):
+        cdef Py_ssize_t size = sizeof(TRatePt) * self._ninstr
+        cdef bytes dates = (<char*>self._dates)[:size]
+        return super().__getstate__() + (self._ninstr, dates)
+
+    def __setstate__(self, state):
+        super().__setstate__(state[:5])
+        self._ninstr = <int>state[5]
+        cdef Py_ssize_t size = sizeof(TRatePt) * self._ninstr
+        self._dates = <TDate*>malloc(size)
+        memcpy(self._dates, <char*> state[6], size)
+
     @classmethod
     def from_discount_factors(cls, base_date, list dates, double[:] dfs, str day_count_conv):
         """ build a yield curve from a list of discount factors """
@@ -189,7 +202,8 @@ cdef class YieldCurve(Curve):
 
     discount_factor = Curve.__forward_zero_price
 
-    def list_dates(self):
+    @property
+    def dates(self):
         """ returns the list of instrument dates
 
         """