Implement Date.to_date and from_date in C++

This makes them about 3x faster.
nistick21 · Jan 25, 2024 · 7145ad4 · 7145ad4
1 parent 4049cae
commit 7145ad4
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Showing 2 changed files with 27 additions and 17 deletions.
diff --git a/Python/test/test_date.py b/Python/test/test_date.py
@@ -15,14 +15,12 @@
  FOR A PARTICULAR PURPOSE.  See the license for more details.
 """
 
+import datetime
 import QuantLib as ql
 import unittest
 
 
 class DateTest(unittest.TestCase):
-    def setUp(self):
-        pass
-
     def testArithmetics(self):
         "Testing date arithmetics"
         today = ql.Date.todaysDate()
@@ -66,8 +64,18 @@ def testHolidayList(self):
         # check if dates both from function and from manual imput are the same
         self.assertTrue(all([(a == b) for a, b in zip(holidayLstFunction, holidayLstManual)]))
 
-    def tearDown(self):
-        pass
+    def testConversion(self):
+        for m in range(1, 13):
+            ql_date = ql.Date(m * 2, m, 2020)
+            py_date = datetime.date(2020, m, m * 2)
+            self.assertEqual(ql_date.to_date(), py_date)
+            self.assertEqual(ql.Date.from_date(py_date), ql_date)
+            # datetime works as well
+            py_dt = datetime.datetime(2020, m, m * 2)
+            self.assertEqual(ql.Date.from_date(py_dt), ql_date)
+
+        with self.assertRaisesRegex(RuntimeError, "from_date requires a date"):
+            ql.Date.from_date("2020-01-02")
 
 
 if __name__ == "__main__":

diff --git a/SWIG/date.i b/SWIG/date.i
@@ -416,8 +416,11 @@ using QuantLib::DateParser;
 %}
 
 #if defined(SWIGPYTHON)
-%pythoncode %{
-import datetime as _datetime
+%{
+#include <datetime.h>
+%}
+%init %{
+    PyDateTime_IMPORT;
 %}
 #endif
 
@@ -757,18 +760,17 @@ class Date {
         bool __ne__(const Date& other) {
             return *self != other;
         }
+        PyObject* to_date() {
+            return PyDate_FromDate(self->year(), self->month(), self->dayOfMonth());
+        }
+        static Date from_date(PyObject* date) {
+            if (!PyDate_Check(date))
+                throw std::invalid_argument("from_date requires a date");
+            return Date(PyDateTime_GET_DAY(date), Month(PyDateTime_GET_MONTH(date)),
+                        PyDateTime_GET_YEAR(date));
+        }
         #endif
     }
-    #if defined(SWIGPYTHON)
-    %pythoncode %{
-    def to_date(self):
-        return _datetime.date(self.year(), self.month(), self.dayOfMonth())
-
-    @staticmethod
-    def from_date(date):
-        return Date(date.day, date.month, date.year)
-    %}
-    #endif
 
     #if defined(SWIGJAVA)
     %proxycode %{