speedups

1 files changed, 21 insertions, 6 deletions

diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx
index b545858..509b0de 100644
--- a/pyisda/credit_index.pyx
+++ b/pyisda/credit_index.pyx
@@ -5,7 +5,7 @@ from libc.string cimport memcpy, memset, strcpy
 from libcpp.pair cimport pair
 from libcpp.memory cimport make_shared
 from cython.operator cimport dereference as deref, preincrement as preinc
-from cpython cimport PyObject, Py_INCREF
+from cpython.unicode cimport PyUnicode_FromStringAndSize
 from cython.parallel cimport prange, parallel
 
 cimport cython
@@ -154,11 +154,12 @@ cdef class CurveList:
             yield ((sc.ticker, sc.seniority, sc.doc_clause), self._weights[p.second], sc)
 
     @property
+    @cython.wraparound(False)
     def weights(self):
         cdef:
             np.npy_intp shape = self._weights.size()
             pair[CurveName, size_t] p
-            np.ndarray out = np.PyArray_EMPTY(1, &shape, np.NPY_DOUBLE, 1)
+            np.ndarray[np.float64_t, ndim=1] out = np.PyArray_EMPTY(1, &shape, np.NPY_DOUBLE, 1)
             int j = 0
         for p in self.names:
             out[j] = self._weights[p.second]
@@ -171,20 +172,34 @@ cdef class CurveList:
             raise ValueError("size mismatch")
 
         cdef size_t i
-        for i in range(self.weights.size()):
-            self.weights[i] = val[i]
+        for i in range(self._weights.size()):
+            self._weights[i] = val[i]
 
+    @property
+    @cython.wraparound(False)
+    def recovery_rates(self):
+        cdef:
+            np.npy_intp shape = self._weights.size()
+            pair[CurveName, size_t] p
+            np.ndarray[np.float64_t, ndim=1] out = np.PyArray_EMPTY(1, &shape, np.NPY_DOUBLE, 1)
+            int j = 0
+
+        for p in self.names:
+            out[j] = (<double*>(self._curves[p.second].get() + self.offset_recovery_rates[p.second]))[0]
+            j += 1
+        return out
 
     @property
+    @cython.wraparound(False)
     def tickers(self):
         cdef:
             np.npy_intp shape = self.names.size()
             pair[CurveName, size_t] p
-            np.ndarray out = np.PyArray_EMPTY(1, &shape, np.NPY_OBJECT, 1)
+            np.ndarray[object, ndim=1] out = np.PyArray_EMPTY(1, &shape, np.NPY_OBJECT, 1)
             int j = 0
 
         for p in self.names:
-            out[j] = string(p.first.ticker.begin(), p.first.ticker.end())
+            out[j] = PyUnicode_FromStringAndSize(p.first.ticker.data(), p.first.ticker.size())
             j += 1
         return out