export enums

Author: thrasibule

quantlib/time/_date.pxd

@@ -1,6 +1,6 @@
 from quantlib.types cimport *
 
-cdef extern from 'ql/time/date.hpp' namespace 'QuantLib':
+cdef extern from 'ql/time/date.hpp' namespace 'QuantLib' nogil:
     ctypedef int Year
     ctypedef int Day
     ctypedef int Hour
@@ -18,25 +18,12 @@ cdef extern from "ostream" namespace "std":
     cdef cppclass ostream:
         pass
 
-cdef extern from 'ql/time/weekday.hpp' namespace "QuantLib":
+cdef extern from 'ql/time/weekday.hpp' namespace "QuantLib" nogil:
 
     cdef enum Weekday:
-        Sunday    = 1
-        Monday    = 2
-        Tuesday   = 3
-        Wednesday = 4
-        Thursday  = 5
-        Friday    = 6
-        Saturday  = 7
-        Sun = 1
-        Mon = 2
-        Tue = 3
-        Wed = 4
-        Thu = 5
-        Fri = 6
-        Sat = 7
-
-cdef extern from "ql/time/date.hpp" namespace "QuantLib::Date":
+        pass
+
+cdef extern from "ql/time/date.hpp" namespace "QuantLib::Date" nogil:
     ctypedef int_fast32_t serial_type
     cdef Date todaysDate()
     cdef Date minDate()
@@ -50,35 +37,14 @@ cdef extern from "ql/time/date.hpp" namespace "QuantLib::Date":
     cdef Date localDateTime()
     cdef Date universalDateTime()
 
-cdef extern from "ql/time/date.hpp" namespace "QuantLib":
+
+cdef extern from "ql/time/date.hpp" namespace "QuantLib" nogil:
 
     cdef enum Month:
-        January   = 1
-        February  = 2
-        March     = 3
-        April     = 4
-        May       = 5
-        June      = 6
-        July      = 7
-        August    = 8
-        September = 9
-        October   = 10
-        November  = 11
-        December  = 12
-        Jan = 1
-        Feb = 2
-        Mar = 3
-        Apr = 4
-        Jun = 6
-        Jul = 7
-        Aug = 8
-        Sep = 9
-        Oct = 10
-        Nov = 11
-        Dec = 12
+        pass
 
     cdef cppclass Date:
-        Date() except +
+        Date()
         Date(serial_type serialnumber) except +
         Date(const Date&)
         Date(Day d, Month m, Year y) except +
@@ -134,13 +100,13 @@ cdef extern from "ql/time/date.hpp" namespace "QuantLib::detail":
     cdef cppclass formatted_date_holder:
         pass
 
-cdef extern from "ql/time/date.hpp" namespace "QuantLib::io":
+cdef extern from "ql/time/date.hpp" namespace "QuantLib::io" nogil:
     cdef short_date_holder short_date(const Date&)
     cdef iso_date_holder iso_date(const Date&)
     cdef iso_datetime_holder iso_datetime(const Date&)
     cdef formatted_date_holder formatted_date(const Date&, const string& fmt)
 
-cdef extern from "<sstream>" namespace "std":
+cdef extern from "<sstream>" namespace "std" nogil:
     cdef cppclass stringstream:
         stringstream& operator<<(iso_date_holder)
         stringstream& operator<<(short_date_holder)
@@ -149,6 +115,6 @@ cdef extern from "<sstream>" namespace "std":
         stringstream& operator<<(formatted_date_holder)
         string str()
 
-cdef extern from 'ql/utilities/dataparsers.hpp' namespace "QuantLib::DateParser":
+cdef extern from 'ql/utilities/dataparsers.hpp' namespace "QuantLib::DateParser" nogil:
     Date parseISO(const string& str) except +
     Date parseFormatted(const string&, const string&) except +

quantlib/time/date.pxd

@@ -1,25 +1,71 @@
-"""
- Copyright (C) 2011, Enthought Inc
- Copyright (C) 2011, Patrick Henaff
+# Copyright (C) 2011, Enthought Inc
+# Copyright (C) 2011, Patrick Henaff
+
+# This program is distributed in the hope that it will be useful, but WITHOUT
+# ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+# FOR A PARTICULAR PURPOSE.  See the license for more details.
 
- This program is distributed in the hope that it will be useful, but WITHOUT
- ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
- FOR A PARTICULAR PURPOSE.  See the license for more details.
-"""
 
 from libcpp cimport bool
-cimport quantlib.time._date as _date
+from ._date cimport Date as QlDate
+
 cimport quantlib.time._period as _period
 from quantlib.handle cimport shared_ptr
 
+cdef extern from 'ql/time/weekday.hpp' namespace "QuantLib" nogil:
+
+    cpdef enum Weekday:
+        Sunday    = 1
+        Monday    = 2
+        Tuesday   = 3
+        Wednesday = 4
+        Thursday  = 5
+        Friday    = 6
+        Saturday  = 7
+        Sun = 1
+        Mon = 2
+        Tue = 3
+        Wed = 4
+        Thu = 5
+        Fri = 6
+        Sat = 7
+
+cdef extern from "ql/time/date.hpp" namespace "QuantLib" nogil:
+
+    cpdef enum Month:
+        January   = 1
+        February  = 2
+        March     = 3
+        April     = 4
+        May       = 5
+        June      = 6
+        July      = 7
+        August    = 8
+        September = 9
+        October   = 10
+        November  = 11
+        December  = 12
+        Jan = 1
+        Feb = 2
+        Mar = 3
+        Apr = 4
+        Jun = 6
+        Jul = 7
+        Aug = 8
+        Sep = 9
+        Oct = 10
+        Nov = 11
+        Dec = 12
+
+
 cdef class Period:
     cdef shared_ptr[_period.Period] _thisptr
 
 cdef class Date:
-    cdef _date.Date _thisptr
+    cdef QlDate _thisptr
 
-cdef Date date_from_qldate(const _date.Date& date)
+cdef Date date_from_qldate(const QlDate& date)
 cdef Period period_from_qlperiod(const _period.Period& period)
 
-cdef object _pydate_from_qldate(_date.Date qdate)
-cdef _date.Date _qldate_from_pydate(object date)
+cdef object _pydate_from_qldate(QlDate qdate)
+cdef QlDate _qldate_from_pydate(object date)

quantlib/time/date.pyx

@@ -12,57 +12,16 @@ from . cimport frequency
 
 from ._date cimport (
     Date as QlDate, todaysDate, nextWeekday, endOfMonth, isEndOfMonth,
-    minDate, maxDate, Year, Day, Month as QlMonth, Hour, Minute, Second, Millisecond,
+    minDate, maxDate, Year, Day, Hour, Minute, Second, Millisecond,
     Microsecond, isLeap, Size, nthWeekday, serial_type, Integer
 )
 from ._period cimport Period as QlPeriod, parse, unary_minus
 from enum import IntEnum
-
+globals().update(getattr(Weekday, "__members__"))
+globals().update(getattr(Month, "__members__"))
 # Python imports
 import_datetime()
 
-cpdef enum Month:
-    January   = _date.January
-    February  = _date.February
-    March     = _date.March
-    April     = _date.April
-    May       = _date.May
-    June      = _date.June
-    July      = _date.July
-    August    = _date.August
-    September = _date.September
-    October   = _date.October
-    November  = _date.November
-    December  = _date.December
-    Jan = _date.Jan
-    Feb = _date.Feb
-    Mar = _date.Mar
-    Apr = _date.Apr
-    Jun = _date.Jun
-    Jul = _date.Jul
-    Aug = _date.Aug
-    Sep = _date.Sep
-    Oct = _date.Oct
-    Nov = _date.Nov
-    Dec = _date.Dec
-
-cpdef enum Weekday:
-    Sunday   = _date.Sunday
-    Monday   = _date.Monday
-    Tuesday  = _date.Tuesday
-    Wednesday = _date.Wednesday
-    Thursday = _date.Thursday
-    Friday   = _date.Friday
-    Saturday = _date.Saturday
-    Sun = _date.Sun
-    Mon = _date.Mon
-    Tue = _date.Tue
-    Wed = _date.Wed
-    Thu = _date.Thu
-    Fri = _date.Fri
-    Sat = _date.Sat
-
-
 class TimeUnit(IntEnum):
     Days         = _period.Days #: Days = 0
     Weeks        = _period.Weeks #: Weeks = 1
@@ -269,9 +228,9 @@ cdef class Date:
             if day is None and month is None and year is None:
                 self._thisptr = QlDate()
             elif day is not None and month is not None and year is not None:
-                self._thisptr = QlDate(<Day>day, <QlMonth>month, <Year>year)
+                self._thisptr = QlDate(<Day>day, <Month>month, <Year>year)
         elif hours is not None and minutes is not None and seconds is not None:
-            self._thisptr = QlDate(<Day>day, <QlMonth>month, <Year>year, <Hour>hours, <Minute>minutes, <Second>seconds, millisec, microsec)
+            self._thisptr = QlDate(<Day>day, <Month>month, <Year>year, <Hour>hours, <Minute>minutes, <Second>seconds, millisec, microsec)
         else:
             raise ValueError("Invalid constructor")