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| author | Guillaume Horel <guillaume.horel@gmail.com> | 2019-02-15 13:17:41 -0500 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2019-02-15 13:17:41 -0500 |
| commit | 1ba4c793531c551d5e3c5744c6307422c93162ce (patch) | |
| tree | f30a3fd7c466bfa66bed8b2afcd73d23441fb70c | |
| parent | f7cd1a424daa2cef75fc028931599e51fe707536 (diff) | |
| download | pyisda-1ba4c793531c551d5e3c5744c6307422c93162ce.tar.gz | |
fix reduce
| -rw-r--r-- | pyisda/credit_index.pyx | 7 |
1 files changed, 3 insertions, 4 deletions
diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx index b2c8913..8d2bf34 100644 --- a/pyisda/credit_index.pyx +++ b/pyisda/credit_index.pyx @@ -162,7 +162,7 @@ cdef class CurveList: sc.ticker = p.first sc.recovery_rates = self.recovery_rates[p.second] sc.defaulted = self.defaulted[p.second] - r.append(sc) + r.append((self._weights[p.second], sc)) return r @curves.setter @@ -199,8 +199,7 @@ cdef class CurveList: # return copy def __reduce__(self): - return (self.__class__, (self.curves, self.weights, - TDate_to_pydate(self.base_date))) + return (self.__class__, (self.curves, TDate_to_pydate(self.base_date))) @cython.auto_pickle(False) cdef class CreditIndex(CurveList): @@ -261,7 +260,7 @@ cdef class CreditIndex(CurveList): def __reduce__(self): return (self.__class__, (TDate_to_pydate(self.start_date), self.maturities, self.curves, - self.weights, TDate_to_pydate(self.base_date))) + TDate_to_pydate(self.base_date))) def __hash__(self): cdef: |