diff options
| -rw-r--r-- | pyisda/curve.pyx | 36 |
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) |