add to_ndarray method to QuantLib Array

Author: thrasibule

quantlib/math/_array.pxd

@@ -17,3 +17,4 @@ cdef extern from 'ql/math/array.hpp' namespace 'QuantLib':
         Real& at(Size i) except +IndexError
         Size size()
         Real& operator[](Size)
+        const Real* begin()

quantlib/math/array.pyx

@@ -7,15 +7,19 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 """
 
-include '../types.pxi'
+from quantlib.types cimport Real, Size
+from cpython.ref cimport Py_INCREF
 from libcpp.utility cimport move
+cimport numpy as np
+
+np.import_array()
 
 cdef class Array:
     """
     1D array for linear algebra
     """
 
-    def __init__(self, Size size, value=None):
+    def __init__(self, Size size=0, value=None):
         if value is None:
             self._thisptr = move[_arr.Array](_arr.Array(size))
         else:
@@ -31,9 +35,16 @@ cdef class Array:
             raise IndexError("index {} is larger than the size of the array {}".
                                format(key, self._thisptr.size()))
 
-    property size:
-        def __get__(self):
-            return self._thisptr.size()
+    def __len__(self):
+        return self._thisptr.size()
+
+    def to_ndarray(self):
+        cdef np.npy_intp[1] dims
+        dims[0] = self._thisptr.size()
+        cdef arr = np.PyArray_SimpleNewFromData(1, &dims[0], np.NPY_DOUBLE, <void*>(self._thisptr.begin()))
+        Py_INCREF(self)
+        np.PyArray_SetBaseObject(arr, self)
+        return arr
 
 cpdef qlarray_from_pyarray(p):
     cdef Array x = Array(len(p))

test/test_math.py

@@ -10,7 +10,7 @@ def test_array_1(self):
         x = Array(10, v)
 
         self.assertEqual(x[4], v)
-        self.assertEqual(x.size, 10)
+        self.assertEqual(len(x), 10)
 
     def test_array_2(self):
         v = 3.14