prevent circular import

quantlib/time/calendar.pxd

@@ -1,9 +1,6 @@
-cimport quantlib.time._calendar as _calendar
+from . cimport _calendar
 
 from libcpp.vector cimport vector
 
 cdef class Calendar:
     cdef _calendar.Calendar _thisptr
-
-cdef class TARGET(Calendar):
-    pass

quantlib/time/calendars/poland.pyx

@@ -1,6 +1,5 @@
-from .. cimport _calendar as _calendar
 from . cimport _poland
-from .. calendar cimport Calendar
+from ..calendar cimport Calendar
 
 cdef class Poland(Calendar):
     """Poland calendars"""

quantlib/time/calendars/target.pxd

@@ -0,0 +1,4 @@
+from ..calendar cimport Calendar
+
+cdef class TARGET(Calendar):
+    pass

quantlib/time/calendars/target.pyx

@@ -1,5 +1,4 @@
 cimport quantlib.time.calendars._target as _tg
-from quantlib.time.calendar cimport Calendar
 
 cdef class TARGET(Calendar):
     '''TARGET calendar

quantlib/time/daycounter.pxd

@@ -1,4 +1,4 @@
-cimport quantlib.time._daycounter as _daycounter
+from . cimport _daycounter
 
 cdef class DayCounter:
 

quantlib/time/daycounter.pyx

@@ -4,9 +4,6 @@ from . cimport _daycounter
 from . cimport _date
 
 from .date cimport Date
-from quantlib.time.daycounters.actual_actual cimport from_name as aa_from_name
-from quantlib.time.daycounters.thirty360 cimport from_name as th_from_name
-cimport quantlib.time.daycounters._simple as _simple
 
 cdef class DayCounter:
     '''This class provides methods for determining the length of a time
@@ -60,10 +57,8 @@ cdef class DayCounter:
 
     @classmethod
     def from_name(cls, name):
-        cdef DayCounter cnt = cls.__new__(cls)
         name, convention = _get_daycounter_type_from_name(name)
-        cnt._thisptr = daycounter_from_name(name, convention)
-        return cnt
+        return daycounter_from_name(name, convention)
 
 def _get_daycounter_type_from_name(name):
     """ Returns a tuple (counter type, convention) from the DayCounter name. """
@@ -77,37 +72,40 @@ def _get_daycounter_type_from_name(name):
         return (name, None)
 
 
-cdef _daycounter.DayCounter* daycounter_from_name(str name, str convention) except NULL:
+cdef DayCounter daycounter_from_name(str name, str convention):
     """ Returns a new DayCounter pointer.
 
     The QuantLib DayCounter don't have a copy constructor or any other easy
     way to get copy of a given DayCounter. """
 
     name_u = name.upper()
-
-    cdef _daycounter.DayCounter* cnt = NULL
+    from .daycounters.simple import Actual365Fixed, Actual360, OneDayCounter, SimpleDayCounter
+    from .daycounters.actual_actual import ActualActual, Convention as aaConvention
+    from .daycounters.thirty360 import Thirty360, Convention as thConvention
     if name_u in ['ACTUAL360', 'ACTUAL/360', 'ACT/360']:
-        if convention == 'inc':
-            cnt = new _simple.Actual360(True)
-        else:
-            cnt = new _simple.Actual360()
+        return Actual360(convention == "inc")
     elif name_u in ['ACTUAL365FIXED', 'ACTUAL/365', 'ACT/365']:
-        cnt = new _simple.Actual365Fixed()
+        return Actual365Fixed()
     elif name_u == 'BUSINESS252':
         raise ValueError(
             'Business252 from name is not supported. Requires a calendar'
         )
     elif name_u in ['1/1', 'ONEDAYCOUNTER']:
-        cnt = new _simple.OneDayCounter()
+        return OneDayCounter()
     elif name_u == 'SIMPLEDAYCOUNTER':
-        cnt = new _simple.SimpleDayCounter()
+        return SimpleDayCounter
     elif name.startswith('Actual/Actual') or name.startswith('ACT/ACT') :
-        cnt = aa_from_name(convention)
+        try:
+            return ActualActual(aaConvention[convention])
+        except KeyError as e:
+            raise ValueError(str(e))
     elif name == "30/360" or name == "30E/360":
         if convention is None:
             convention = 'BondBasis'
         convention = convention.replace(" ", "")
-        cnt = th_from_name(convention)
+        try:
+            return Thirty360(thConvention[convention])
+        except KeyError as e:
+            raise ValueError(str(e))
     else:
         raise ValueError("Unkown day counter type: {}".format(name))
-    return cnt

quantlib/time/daycounters/actual_actual.pxd

@@ -1,4 +1,3 @@
-cimport quantlib.time._daycounter as _daycounter
 from quantlib.time.daycounter cimport DayCounter
 
 
@@ -14,5 +13,3 @@ cdef extern from 'ql/time/daycounters/actualactual.hpp' namespace 'QuantLib::Act
         Actual365
         AFB
         Euro
-
-cdef _daycounter.DayCounter* from_name(str convention)

quantlib/time/daycounters/actual_actual.pyx

@@ -13,11 +13,8 @@ For more details, refer to
 https://www.isda.org/a/pIJEE/The-Actual-Actual-Day-Count-Fraction-1999.pdf
 '''
 
-from cython.operator cimport dereference as deref
-cimport quantlib.time._daycounter as _daycounter
-cimport quantlib.time.daycounters._actual_actual as _aa
+from . cimport _actual_actual as _aa
 from quantlib.time.schedule cimport Schedule
-from quantlib.time.daycounter cimport DayCounter
 
 cdef class ActualActual(DayCounter):
 
@@ -36,11 +33,4 @@ cdef class ActualActual(DayCounter):
         For more details, refer to
         https://www.isda.org/a/pIJEE/The-Actual-Actual-Day-Count-Fraction-1999.pdf
         """
-        self._thisptr = <_daycounter.DayCounter*> new \
-            _aa.ActualActual(convention, schedule._thisptr)
-
-cdef _daycounter.DayCounter* from_name(str convention):
-
-    cdef Convention ql_convention = Convention[convention]
-
-    return new _aa.ActualActual(ql_convention)
+        self._thisptr = new _aa.ActualActual(convention, schedule._thisptr)

quantlib/time/daycounters/simple.pyx

@@ -1,46 +1,37 @@
 """This module contains "simple" Daycounter classes, i.e. which do not depend on
 a convention"""
 
-from cython.operator cimport dereference as deref
-
-cimport quantlib.time._daycounter as _daycounter
 from . cimport _simple
 from quantlib.time.daycounter cimport DayCounter
-cimport quantlib.time.calendars._target as _tg
-cimport quantlib.time._calendar as _calendar
+from quantlib.time.calendars.target cimport TARGET
 from quantlib.time.calendar cimport Calendar
 from libcpp cimport bool
 
 cdef class Actual365Fixed(DayCounter):
 
-    def __cinit__(self, *args):
-        self._thisptr = <_daycounter.DayCounter*> new _simple.Actual365Fixed()
+    def __cinit__(self):
+        self._thisptr = new _simple.Actual365Fixed()
 
 
 cdef class Actual360(DayCounter):
 
     def __cinit__(self, bool include_last_day = False):
-        self._thisptr = <_daycounter.DayCounter*> new _simple.Actual360(include_last_day)
+        self._thisptr = new _simple.Actual360(include_last_day)
 
 
 cdef class Business252(DayCounter):
 
-    def __cinit__(self, *args, calendar=None):
-        cdef _calendar.Calendar cl
-        if calendar is None:
-           cl = _tg.TARGET()
-        else:
-           cl = (<Calendar>calendar)._thisptr
-        self._thisptr = <_daycounter.DayCounter*> new _simple.Business252(cl)
+    def __cinit__(self, Calendar calendar=TARGET()):
+        self._thisptr = new _simple.Business252(calendar._thisptr)
 
 
 cdef class OneDayCounter(DayCounter):
 
-    def __cinit__(self, *args):
-        self._thisptr = <_daycounter.DayCounter*> new _simple.OneDayCounter()
+    def __cinit__(self):
+        self._thisptr = new _simple.OneDayCounter()
 
 
 cdef class SimpleDayCounter(DayCounter):
 
-    def __cinit__(self, *args):
-        self._thisptr = <_daycounter.DayCounter*> new _simple.SimpleDayCounter()
+    def __cinit__(self):
+        self._thisptr = new _simple.SimpleDayCounter()

quantlib/time/daycounters/thirty360.pxd

@@ -1,4 +1,3 @@
-cimport quantlib.time._daycounter as _daycounter
 from quantlib.time.daycounter cimport DayCounter
 
 cdef class Thirty360(DayCounter):
@@ -15,5 +14,3 @@ cdef extern from 'ql/time/daycounters/thirty360.hpp' namespace 'QuantLib::Thirty
          ISMA
          ISDA
          NASD
-
-cdef _daycounter.DayCounter* from_name(str convention) except NULL

quantlib/time/daycounters/thirty360.pyx

@@ -62,9 +62,3 @@ cdef class Thirty360(DayCounter):
 
    def __cinit__(self, Convention convention=Convention.BondBasis, Date termination_date=Date()):
        self._thisptr = new _th.Thirty360(convention, deref(termination_date._thisptr))
-
-cdef _daycounter.DayCounter* from_name(str convention) except NULL:
-    try:
-        return new _th.Thirty360(Convention[convention])
-    except KeyError:
-        raise ValueError("Unknown convention: {}".format(convention))