From a05f8b80149ee9c8f0cb402d5649f83dcccdd55d Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@gmail.com>
Date: Fri, 17 Nov 2017 15:00:41 -0500
Subject: try to fix the memoryview code

---
 pyisda/curve.pyx | 14 ++++++++++----
 1 file changed, 10 insertions(+), 4 deletions(-)

diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx
index acf4720..aad22e8 100644
--- a/pyisda/curve.pyx
+++ b/pyisda/curve.pyx
@@ -21,6 +21,8 @@ from numpy cimport npy_intp
 cdef extern from "Python.h":
     int PyMemoryView_Check(object)
     Py_buffer *PyMemoryView_GET_BUFFER(object)
+    object PyMemoryView_FromMemory(char* mem, Py_ssize_t data, int flags)
+    cdef int PyBUF_READ
 
 cdef extern from "numpy/arrayobject.h":
     void PyArray_ENABLEFLAGS(np.ndarray arr, int flags)
@@ -453,7 +455,8 @@ cdef class SpreadCurve(Curve):
     cash_settle_date: :class:`datetime.date`
     end_dates : list of :class:`datetime.date`
     coupon_rates : :class:`array.array` of double
-    recovery_rate : float
+    upfront_rates : double[:]
+    recovery_rates : double[:]
     pay_accrued_on_default : bool, optional
         Default to True
 
@@ -531,12 +534,13 @@ cdef class SpreadCurve(Curve):
 
     survival_probability = Curve.__forward_zero_price
 
+    @cython.initializedcheck(False)
     def __getstate__(self):
         cdef:
             TCurve* curve = self._thisptr.get()
             size_t size = TCurve_size(curve.fNumItems)
             size_t buf_size = size + sizeof(size_t) + self.ticker.length() + \
-                              sizeof(size_t) + self.recovery_rates.nbytes
+                              sizeof(size_t) + sizeof(double) * self.recovery_rates.shape[0]
             unsigned char* buf = <unsigned char*>malloc(buf_size)
             unsigned char* cursor = buf + size
         serialize(curve, buf)
@@ -547,9 +551,10 @@ cdef class SpreadCurve(Curve):
         size = self.recovery_rates.size
         memcpy(cursor, &size, sizeof(size_t))
         cursor += sizeof(size_t)
-        memcpy(cursor, &self.recovery_rates[0], self.recovery_rates.nbytes)
+        memcpy(cursor, &self.recovery_rates[0], sizeof(double) * self.recovery_rates.shape[0])
         return <bytes>buf[:buf_size]
 
+    @cython.initializedcheck(False)
     def __setstate__(self, bytes state):
         cdef:
             TCurve* curve = <TCurve*>malloc(sizeof(TCurve))
@@ -565,7 +570,7 @@ cdef class SpreadCurve(Curve):
         cursor += ticker_length
         memcpy(&size, cursor, sizeof(size_t))
         cursor += sizeof(size_t)
-        self.recovery_rates = np.PyArray_SimpleNewFromData(1, &size, np.NPY_DOUBLE, cursor)
+        self.recovery_rates = PyMemoryView_FromMemory(<char*>cursor, size, PyBUF_READ)
 
     def __deepcopy__(self, dict memo):
         cdef SpreadCurve sc = SpreadCurve.__new__(SpreadCurve)
@@ -667,6 +672,7 @@ cdef class SpreadCurve(Curve):
             curve_tweaked = JpmcdsCopyCurve(self._thisptr.get())
             sc._thisptr = make_shared(curve_tweaked)
             sc.ticker = self.ticker
+            sc.recovery_rates = self.recovery_rates
         else:
             sc = self
             curve_tweaked = self._thisptr.get()
-- 
cgit v1.2.3-70-g09d2