1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
|
/*
Copyright (C) 2000, 2001, 2002 RiskMap srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<https://www.quantlib.org/license.shtml>.
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.
*/
#ifndef quantlib_timebasket_i
#define quantlib_timebasket_i
%include common.i
%include types.i
%include date.i
%{
using QuantLib::TimeBasket;
%}
class TimeBasket {
#if defined (SWIGPYTHON)
%rename(__len__) size;
#endif
public:
TimeBasket();
TimeBasket(const std::vector<Date>&, const std::vector<Real>&);
Size size();
TimeBasket rebin(const std::vector<Date>&) const;
%extend {
#if defined(SWIGPYTHON)
Real __getitem__(const Date& d) {
return (*self)[d];
}
void __setitem__(const Date& d, Real value) {
(*self)[d] = value;
}
PyObject* items() {
auto itemList = PyPtr::fromResult(PyList_New(self->size()),
"failed to convert arguments");
TimeBasket::iterator i;
Size j;
for (i=self->begin(), j=0; i!=self->end(); ++i, ++j) {
Date* d = new Date(i->first);
PyObject* item = PyTuple_New(2);
PyTuple_SetItem(item,0,
SWIG_NewPointerObj((void *) d,
$descriptor(Date *),1));
PyTuple_SetItem(item,1,PyFloat_FromDouble(i->second));
PyList_SetItem(itemList.get(),j,item);
}
return itemList.release();
}
// Python 2.2 methods
bool __contains__(const Date& d) {
return self->hasDate(d);
}
PyObject* __iter__() {
auto keyList = PyPtr::fromResult(PyList_New(self->size()),
"failed to convert arguments");
TimeBasket::iterator i;
Size j;
for (i=self->begin(), j=0; i!=self->end(); ++i, ++j) {
Date* d = new Date(i->first);
PyList_SetItem(keyList.get(), j,
SWIG_NewPointerObj((void *) d,
$descriptor(Date *),1));
}
return PyObject_GetIter(keyList.get());
}
#endif
}
};
#endif
|
