this class needs a docstring that explains what this does, and why its necessary, and also the reasoning behind it. 

I think I understand but anyone lookng at this code will have no clue. now that you get it put it down in words. Further this is class based (which is good); why are we notconverting all of the related functions for the Cython based periods? (or maybe should do that)? and wrap them up in a Cython class.