From 1ba4c793531c551d5e3c5744c6307422c93162ce Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Fri, 15 Feb 2019 13:17:41 -0500 Subject: fix reduce --- pyisda/credit_index.pyx | 7 +++---- 1 file 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: -- cgit v1.2.3-70-g09d2