diff options
| -rw-r--r-- | pyisda/curve.pxd | 3 | ||||
| -rw-r--r-- | pyisda/curve.pyx | 42 |
2 files changed, 18 insertions, 27 deletions
diff --git a/pyisda/curve.pxd b/pyisda/curve.pxd index 39e2e8b..5d597b3 100644 --- a/pyisda/curve.pxd +++ b/pyisda/curve.pxd @@ -285,6 +285,8 @@ cdef class Curve: cdef readonly size_t buf_size cdef inline const TCurve* get_TCurve(self) nogil + cpdef bytes as_bytes(self, bint compressed) + cdef class YieldCurve(Curve): pass @@ -293,7 +295,6 @@ cdef class SpreadCurve(Curve): cdef uint16_t offset_recovery_rates cdef uint16_t offset_name - cpdef bytes as_buffer(self, bint compressed) cdef inline double* recovery_rates_ptr(self) nogil cdef inline char* name(self) nogil diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx index 5f98f4a..97c642b 100644 --- a/pyisda/curve.pyx +++ b/pyisda/curve.pyx @@ -69,17 +69,26 @@ cdef class Curve(object): cdef inline const TCurve* get_TCurve(self) nogil: return <TCurve*>self.buf.get() - def __getstate__(self): + cpdef bytes as_bytes(self, bint compressed): cdef: - size_t state_size = self.buf_size - sizeof(TRatePt*) + bytes r int dst_capacity, compressed_size - dst_capacity = LZ4_compressBound(state_size) - dst = <char*>malloc(dst_capacity) - compressed_size = LZ4_compress_default(self.buf.get() + sizeof(TRatePt*), dst, state_size, dst_capacity) - cdef bytes r = dst[:compressed_size] - free(dst) + char* dst + int size = self.buf_size - sizeof(TRatePt*) + + if compressed: + dst_capacity = LZ4_compressBound(size) + dst = <char*>malloc(dst_capacity) + compressed_size = LZ4_compress_default(self.buf.get() + sizeof(TRatePt*), dst, size, dst_capacity) + r = dst[:compressed_size] + free(dst) + else: + r = self.buf.get()[sizeof(TRatePt*):self.buf_size] return r + def __getstate__(self): + return self.as_bytes(True) + def __setstate__(self, bytes state not None): cdef: const char* src = state @@ -806,25 +815,6 @@ cdef class SpreadCurve(Curve): pydate_to_TDate(d2)) - def __getstate__(self): - return self.as_buffer(True) - - cpdef bytes as_buffer(self, bint compressed): - cdef: - bytes r - int dst_capacity, compressed_size - char* dst - int size = self.buf_size - sizeof(TRatePt*) - - if compressed: - dst_capacity = LZ4_compressBound(size) - dst = <char*>malloc(dst_capacity) - compressed_size = LZ4_compress_default(self.buf.get() + sizeof(TRatePt*), dst, size, dst_capacity) - r = dst[:compressed_size] - free(dst) - else: - r = self.buf.get()[sizeof(TRatePt*):self.buf_size] - return r def __setstate__(self, bytes state): super().__setstate__(state) |