Daycounter cleanup

quantlib/time/daycounter.pyx

@@ -77,7 +77,7 @@ def _get_daycounter_type_from_name(name):
         return (name, None)
 
 
-cdef _daycounter.DayCounter* daycounter_from_name(basestring name, basestring convention) except NULL:
+cdef _daycounter.DayCounter* daycounter_from_name(str name, str convention) except NULL:
     """ Returns a new DayCounter pointer.
 
     The QuantLib DayCounter don't have a copy constructor or any other easy

quantlib/time/daycounters/_actual_actual.pxd

@@ -1,16 +1,9 @@
 from quantlib.time._daycounter cimport DayCounter
 
-cdef extern from 'ql/time/daycounters/actualactual.hpp' namespace 'QuantLib::ActualActual':
-    cdef enum Convention:
-        ISMA
-        Bond
-        ISDA
-        Historical
-        Actual365
-        AFB
-        Euro
 
-cdef extern from 'ql/time/daycounters/actualactual.hpp' namespace 'QuantLib':
 
+cdef extern from 'ql/time/daycounters/actualactual.hpp' namespace 'QuantLib':
     cdef cppclass ActualActual(DayCounter):
+        enum Convention:
+            pass
         ActualActual(Convention)

quantlib/time/daycounters/actual_actual.pxd

@@ -5,6 +5,14 @@ from quantlib.time.daycounter cimport DayCounter
 cdef class ActualActual(DayCounter):
     pass
 
+cdef extern from 'ql/time/daycounters/actualactual.hpp' namespace 'QuantLib::ActualActual':
+    cpdef enum Convention:
+        ISMA
+        Bond
+        ISDA
+        Historical
+        Actual365
+        AFB
+        Euro
 
-cdef _daycounter.DayCounter* from_name(basestring convention)
-
+cdef _daycounter.DayCounter* from_name(str convention)

quantlib/time/daycounters/actual_actual.pyx

@@ -1,5 +1,3 @@
-# encoding: utf-8
-
 '''Actual/Actual day count
 
 The day count can be calculated according to:
@@ -12,42 +10,19 @@ The day count can be calculated according to:
  - the AFB convention, also known as "Actual/Actual (Euro)".
 
 For more details, refer to
-http://www.isda.org/publications/pdf/Day-Count-Fracation1999.pdf
+https://www.isda.org/a/pIJEE/The-Actual-Actual-Day-Count-Fraction-1999.pdf
 '''
 
-from __future__ import unicode_literals
-
 cimport quantlib.time._daycounter as _daycounter
 cimport quantlib.time.daycounters._actual_actual as _aa
 from quantlib.time.daycounter cimport DayCounter
 
-cpdef enum Convention:
-    ISMA       = _aa.ISMA
-    Bond       = _aa.Bond
-    ISDA       = _aa.ISDA
-    Historical = _aa.Historical
-    Actual365  = _aa.Actual365
-    AFB        = _aa.AFB
-    Euro       = _aa.Euro
-
-CONVENTIONS = {
-    'ISMA' : _aa.ISMA,
-    'Bond' : _aa.Bond,
-    'ISDA' : _aa.ISDA,
-    'Historical' : _aa.Historical,
-    'Actual365' : _aa.Actual365,
-    'AFB' : _aa.AFB,
-    'Euro' : _aa.Euro
-}
-
-
 cdef class ActualActual(DayCounter):
-    _valid_names = [
-        'ACT/ACT({})'.format(convention) for convention in CONVENTIONS.keys()
-    ]
-    __doc__ = """ Actual/Actual day count
 
-    The day count can be calculated according to:
+    def __init__(self, Convention convention=Convention.ISDA):
+        """ Actual/Actual day count
+
+        The day count can be calculated according to:
 
         - the ISDA convention, also known as "Actual/Actual (Historical)",
           "Actual/Actual", "Act/Act", and according to ISDA also "Actual/365",
@@ -57,22 +32,13 @@ cdef class ActualActual(DayCounter):
         - the AFB convention, also known as "Actual/Actual (Euro)".
 
         For more details, refer to
-        http://www.isda.org/publications/pdf/Day-Count-Fracation1999.pdf
-
-        Valid names for ACT/ACT daycounters are: \n {}
-    """.format('\n'.join(_valid_names))
-
-    def __init__(self, _aa.Convention convention=ISDA):
+        https://www.isda.org/a/pIJEE/The-Actual-Actual-Day-Count-Fraction-1999.pdf
+        """
         self._thisptr = <_daycounter.DayCounter*> new \
             _aa.ActualActual(convention)
 
-cdef _daycounter.DayCounter* from_name(basestring convention):
-
-    cdef _aa.Convention ql_convention = <_aa.Convention>CONVENTIONS[convention]
-
-    cdef _daycounter.DayCounter* return_val =  new _aa.ActualActual(ql_convention)
-
-    return return_val
-
+cdef _daycounter.DayCounter* from_name(str convention):
 
+    cdef Convention ql_convention = Convention[convention]
 
+    return new _aa.ActualActual(ql_convention)

quantlib/time/daycounters/thirty360.pxd

@@ -1,6 +1,5 @@
 cimport quantlib.time._daycounter as _daycounter
 from quantlib.time.daycounter cimport DayCounter
-from . cimport _thirty360 as _th
 
 cdef class Thirty360(DayCounter):
     pass

quantlib/time/daycounters/thirty360.pyx

@@ -1,9 +1,6 @@
-from cython.operator import dereference as deref
+from cython.operator cimport dereference as deref
 from quantlib.time.date cimport Date
-cimport quantlib.time._daycounter as _daycounter
 from . cimport _thirty360 as _th
-from .thirty360 cimport Convention as QlConvention
-from quantlib.time.daycounter cimport DayCounter
 
 cdef class Thirty360(DayCounter):
    """30/360 day count convention
@@ -63,12 +60,11 @@ cdef class Thirty360(DayCounter):
    * NASD
     """
 
-   def __cinit__(self, convention=BondBasis, Date termination_date=Date()):
-       self._thisptr = new _th.Thirty360(<QlConvention> convention,
-                                         deref(termination_date._thisptr))
+   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(<QlConvention>Convention[convention])
+        return new _th.Thirty360(Convention[convention])
     except KeyError:
         raise ValueError("Unknown convention: {}".format(convention))

test/test_cython_bug.pyx

@@ -16,7 +16,8 @@ from quantlib.time.calendars._target cimport TARGET
 from quantlib.time._schedule cimport Schedule
 from quantlib.time.dategeneration cimport DateGeneration
 from quantlib.time.date cimport date_from_qldate, Date
-from quantlib.time.daycounters._actual_actual cimport ISMA, ActualActual
+from quantlib.time.daycounters._actual_actual cimport ActualActual
+from quantlib.time.daycounters.actual_actual cimport Convention
 
 from quantlib._settings cimport Settings
 
@@ -82,7 +83,7 @@ cdef FixedRateBond* get_bond_for_evaluation_date(QlDate& in_date):
 		    face_amount,
 		    fixed_bond_schedule,
 		    coupons,
-            ActualActual(ISMA),
+            ActualActual(Convention.ISMA),
 		    Following,
             redemption,
             issue_date,