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authorGuillaume Horel <guillaume.horel@gmail.com>2017-12-08 17:15:26 -0500
committerGuillaume Horel <guillaume.horel@gmail.com>2017-12-08 17:15:26 -0500
commit0b3e1597946065b59b567050adb8082ea5b9421c (patch)
treec8156e2bf8bdc8ec1f262d067482903303495cdd
parent1f002220584a030e8cbad2fe2f678868ac95364b (diff)
downloadpyisda-0b3e1597946065b59b567050adb8082ea5b9421c.tar.gz
hide __deepcopy__
-rw-r--r--pyisda/credit_index.pyx94
1 files changed, 47 insertions, 47 deletions
diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx
index 163f2f1..d25e05a 100644
--- a/pyisda/credit_index.pyx
+++ b/pyisda/credit_index.pyx
@@ -180,27 +180,27 @@ cdef class CurveList:
for i in range(self._curves.size()):
self._weights[i] /= len_l
- def __deepcopy__(self, memo):
- cdef:
- shared_ptr[TCurve] sc
- double* temp
- size_t i = 0
- TCurve* copy_sc
- CurveList copy = CurveList.__new__(CurveList)
- copy._weights = self._weights
- copy.T = self.T
- copy.base_date = self.base_date
+ # def __deepcopy__(self, memo):
+ # cdef:
+ # shared_ptr[TCurve] sc
+ # double* temp
+ # size_t i = 0
+ # TCurve* copy_sc
+ # CurveList copy = CurveList.__new__(CurveList)
+ # copy._weights = self._weights
+ # copy.T = self.T
+ # copy.base_date = self.base_date
- for sc in self._curves:
- copy_sc = sc.get()
- copy._curves.push_back(make_shared(JpmcdsCopyCurve(copy_sc)))
- temp = <double*>malloc(copy_sc.fNumItems * sizeof(double))
- if temp != NULL:
- memcpy(<void*>temp, self.recovery_rates[i].get(),
- copy_sc.fNumItems * sizeof(double))
- copy.recovery_rates.push_back(shared_ptr[double](temp, double_free))
- copy.tickers = self.tickers
- return copy
+ # for sc in self._curves:
+ # copy_sc = sc.get()
+ # copy._curves.push_back(make_shared(JpmcdsCopyCurve(copy_sc)))
+ # temp = <double*>malloc(copy_sc.fNumItems * sizeof(double))
+ # if temp != NULL:
+ # memcpy(<void*>temp, self.recovery_rates[i].get(),
+ # copy_sc.fNumItems * sizeof(double))
+ # copy.recovery_rates.push_back(shared_ptr[double](temp, double_free))
+ # copy.tickers = self.tickers
+ # return copy
def __reduce__(self):
return (self.__class__, (self.curves, self.weights))
@@ -247,34 +247,34 @@ cdef class CreditIndex(CurveList):
for i in range(self._maturities.size()):
JpmcdsFeeLegFree(self.fee_legs[i])
- def __deepcopy__(self, memo):
- cdef:
- shared_ptr[TCurve] sc
- double* temp
- size_t i = 0
- TCurve* copy_sc
- CreditIndex copy = CreditIndex.__new__(CreditIndex)
- copy._weights = self._weights
- copy.T = self.T
- copy.base_date = self.base_date
- copy.start_date = self.start_date
- copy._maturities = self._maturities
- for sc in self._curves:
- copy_sc = sc.get()
- copy._curves.push_back(make_shared(JpmcdsCopyCurve(copy_sc)))
- temp = <double*>malloc(copy_sc.fNumItems * sizeof(double))
- if temp != NULL:
- memcpy(<void*>temp, self.recovery_rates[i].get(),
- copy_sc.fNumItems * sizeof(double))
- copy.recovery_rates.push_back(shared_ptr[double](temp, double_free))
+ # def __deepcopy__(self, memo):
+ # cdef:
+ # shared_ptr[TCurve] sc
+ # double* temp
+ # size_t i = 0
+ # TCurve* copy_sc
+ # CreditIndex copy = CreditIndex.__new__(CreditIndex)
+ # copy._weights = self._weights
+ # copy.T = self.T
+ # copy.base_date = self.base_date
+ # copy.start_date = self.start_date
+ # copy._maturities = self._maturities
+ # for sc in self._curves:
+ # copy_sc = sc.get()
+ # copy._curves.push_back(make_shared(JpmcdsCopyCurve(copy_sc)))
+ # temp = <double*>malloc(copy_sc.fNumItems * sizeof(double))
+ # if temp != NULL:
+ # memcpy(<void*>temp, self.recovery_rates[i].get(),
+ # copy_sc.fNumItems * sizeof(double))
+ # copy.recovery_rates.push_back(shared_ptr[double](temp, double_free))
- copy.tickers = self.tickers
- copy.contingent_legs = <TContingentLeg**>malloc(sizeof(TContingentLeg*) * self._maturities.size())
- copy.fee_legs = <TFeeLeg**>malloc(sizeof(TFeeLeg*) * self._maturities.size())
- for i in range(self._maturities.size()):
- copy.fee_legs[i] = copyFeeLeg(self.fee_legs[i])
- copy.contingent_legs[i] = copyContingentLeg(self.contingent_legs[i])
- return copy
+ # copy.tickers = self.tickers
+ # copy.contingent_legs = <TContingentLeg**>malloc(sizeof(TContingentLeg*) * self._maturities.size())
+ # copy.fee_legs = <TFeeLeg**>malloc(sizeof(TFeeLeg*) * self._maturities.size())
+ # for i in range(self._maturities.size()):
+ # copy.fee_legs[i] = copyFeeLeg(self.fee_legs[i])
+ # copy.contingent_legs[i] = copyContingentLeg(self.contingent_legs[i])
+ # return copy
def __reduce__(self):
return (self.__class__,