From 4afcece1ec84ffc3ec562e4213ae5e96862c457d Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@gmail.com>
Date: Wed, 18 Apr 2018 13:03:24 -0400
Subject: reorg enum

---
 pyisda/curve.pyx |  9 ++-------
 pyisda/date.pxd  | 15 +++++++++++----
 pyisda/date.pyx  |  2 +-
 pyisda/utils.py  |  3 ++-
 4 files changed, 16 insertions(+), 13 deletions(-)

diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index 4f83f71..b5266e0 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -1,7 +1,8 @@
 from libc.math cimport log1p, log
 from date cimport (JpmcdsStringToDateInterval, pydate_to_TDate, dcc, TMonthDayYear,
                    JpmcdsDateIntervalToFreq, JpmcdsDateFwdThenAdjust, TDate_to_pydate,
-                   JpmcdsDateFromBusDaysOffset, JpmcdsStringToDayCountConv, ACT_360)
+                   JpmcdsDateFromBusDaysOffset, JpmcdsStringToDayCountConv, ACT_360,
+                   BadDay, FOLLOW, MODIFIED, NONE)
 from date import dcc_tostring
 from date cimport _previous_twentieth, _roll_date
 from cdsone cimport JpmcdsStringToStubMethod, TStubMethod
@@ -28,12 +29,6 @@ cdef extern from "numpy/arrayobject.h":
 
 cdef int SUCCESS = 0
 
-cpdef public enum BadDay:
-    FOLLOW = <long>'F'
-    PREVIOUS = <long>'P'
-    NONE = <long>'N'
-    MODIFIED = <long>'M'
-
 cdef inline shared_ptr[TCurve] make_shared(TCurve* ptr) nogil:
     return shared_ptr[TCurve](ptr, JpmcdsFreeTCurve)
 
diff --git a/pyisda/date.pxd b/pyisda/date.pxd
index acb191f..9755ced 100644
--- a/pyisda/date.pxd
+++ b/pyisda/date.pxd
@@ -52,10 +52,17 @@ cdef extern from "isda/busday.h" nogil:
                           long    method,                     # See ldate.h
                           char   *holidayFile,                # Filename w/ Holidays
                           TDate  *outDate)
-    int JPMCDS_BAD_DAY_FOLLOW
-    int JPMCDS_BAD_DAY_PREVIOUS
-    int JPMCDS_BAD_DAY_NONE
-    int JPMCDS_BAD_DAY_MODIFIED
+    cdef enum:
+        JPMCDS_BAD_DAY_FOLLOW
+        JPMCDS_BAD_DAY_PREVIOUS
+        JPMCDS_BAD_DAY_NONE
+        JPMCDS_BAD_DAY_MODIFIED
+
+cpdef enum BadDay:
+    FOLLOW = JPMCDS_BAD_DAY_FOLLOW
+    PREVIOUS = JPMCDS_BAD_DAY_PREVIOUS
+    NONE = JPMCDS_BAD_DAY_NONE
+    MODIFIED = JPMCDS_BAD_DAY_MODIFIED
 
 cpdef TDate pydate_to_TDate(c_datetime.date d)
 
diff --git a/pyisda/date.pyx b/pyisda/date.pyx
index c83fc8e..821d224 100644
--- a/pyisda/date.pyx
+++ b/pyisda/date.pyx
@@ -93,7 +93,7 @@ cdef TMonthDayYear next_twentieth(TDate d) nogil:
 
 cdef inline TDate next_business_day(TDate date) nogil:
     cdef TDate r
-    if JpmcdsBusinessDay(date, JPMCDS_BAD_DAY_FOLLOW, "NONE", &r) != SUCCESS:
+    if JpmcdsBusinessDay(date, FOLLOW, "NONE", &r) != SUCCESS:
         return -1
     else:
         return r
diff --git a/pyisda/utils.py b/pyisda/utils.py
index 3f08939..24a2e4b 100644
--- a/pyisda/utils.py
+++ b/pyisda/utils.py
@@ -13,7 +13,8 @@ import requests
 import zipfile
 from io import BytesIO
 import xml.etree.ElementTree as ET
-from pyisda.curve import YieldCurve, BadDay
+from pyisda.curve import YieldCurve
+from pyisda.date import BadDay
 
 def getMarkitIRData(date = datetime.date.today() - datetime.timedelta(days = 1),
                     currency="USD"):
-- 
cgit v1.2.3-70-g09d2