ctpbee-opt-api 0.1.0__cp310-cp310-win_amd64.whl

ctpbee_api/ctp/include/new/pybind11/chrono.h

@@ -0,0 +1,225 @@
+/*
+    pybind11/chrono.h: Transparent conversion between std::chrono and python's datetime
+
+    Copyright (c) 2016 Trent Houliston <trent@houliston.me> and
+                       Wenzel Jakob <wenzel.jakob@epfl.ch>
+
+    All rights reserved. Use of this source code is governed by a
+    BSD-style license that can be found in the LICENSE file.
+*/
+
+#pragma once
+
+#include "pybind11.h"
+
+#include <chrono>
+#include <cmath>
+#include <ctime>
+#include <datetime.h>
+#include <mutex>
+
+PYBIND11_NAMESPACE_BEGIN(PYBIND11_NAMESPACE)
+PYBIND11_NAMESPACE_BEGIN(detail)
+
+template <typename type>
+class duration_caster {
+public:
+    using rep = typename type::rep;
+    using period = typename type::period;
+
+    // signed 25 bits required by the standard.
+    using days = std::chrono::duration<int_least32_t, std::ratio<86400>>;
+
+    bool load(handle src, bool) {
+        using namespace std::chrono;
+
+        // Lazy initialise the PyDateTime import
+        if (!PyDateTimeAPI) {
+            PyDateTime_IMPORT;
+        }
+
+        if (!src) {
+            return false;
+        }
+        // If invoked with datetime.delta object
+        if (PyDelta_Check(src.ptr())) {
+            value = type(duration_cast<duration<rep, period>>(
+                days(PyDateTime_DELTA_GET_DAYS(src.ptr()))
+                + seconds(PyDateTime_DELTA_GET_SECONDS(src.ptr()))
+                + microseconds(PyDateTime_DELTA_GET_MICROSECONDS(src.ptr()))));
+            return true;
+        }
+        // If invoked with a float we assume it is seconds and convert
+        if (PyFloat_Check(src.ptr())) {
+            value = type(duration_cast<duration<rep, period>>(
+                duration<double>(PyFloat_AsDouble(src.ptr()))));
+            return true;
+        }
+        return false;
+    }
+
+    // If this is a duration just return it back
+    static const std::chrono::duration<rep, period> &
+    get_duration(const std::chrono::duration<rep, period> &src) {
+        return src;
+    }
+
+    // If this is a time_point get the time_since_epoch
+    template <typename Clock>
+    static std::chrono::duration<rep, period>
+    get_duration(const std::chrono::time_point<Clock, std::chrono::duration<rep, period>> &src) {
+        return src.time_since_epoch();
+    }
+
+    static handle cast(const type &src, return_value_policy /* policy */, handle /* parent */) {
+        using namespace std::chrono;
+
+        // Use overloaded function to get our duration from our source
+        // Works out if it is a duration or time_point and get the duration
+        auto d = get_duration(src);
+
+        // Lazy initialise the PyDateTime import
+        if (!PyDateTimeAPI) {
+            PyDateTime_IMPORT;
+        }
+
+        // Declare these special duration types so the conversions happen with the correct
+        // primitive types (int)
+        using dd_t = duration<int, std::ratio<86400>>;
+        using ss_t = duration<int, std::ratio<1>>;
+        using us_t = duration<int, std::micro>;
+
+        auto dd = duration_cast<dd_t>(d);
+        auto subd = d - dd;
+        auto ss = duration_cast<ss_t>(subd);
+        auto us = duration_cast<us_t>(subd - ss);
+        return PyDelta_FromDSU(dd.count(), ss.count(), us.count());
+    }
+
+    PYBIND11_TYPE_CASTER(type, const_name("datetime.timedelta"));
+};
+
+inline std::tm *localtime_thread_safe(const std::time_t *time, std::tm *buf) {
+#if (defined(__STDC_LIB_EXT1__) && defined(__STDC_WANT_LIB_EXT1__)) || defined(_MSC_VER)
+    if (localtime_s(buf, time))
+        return nullptr;
+    return buf;
+#else
+    static std::mutex mtx;
+    std::lock_guard<std::mutex> lock(mtx);
+    std::tm *tm_ptr = std::localtime(time);
+    if (tm_ptr != nullptr) {
+        *buf = *tm_ptr;
+    }
+    return tm_ptr;
+#endif
+}
+
+// This is for casting times on the system clock into datetime.datetime instances
+template <typename Duration>
+class type_caster<std::chrono::time_point<std::chrono::system_clock, Duration>> {
+public:
+    using type = std::chrono::time_point<std::chrono::system_clock, Duration>;
+    bool load(handle src, bool) {
+        using namespace std::chrono;
+
+        // Lazy initialise the PyDateTime import
+        if (!PyDateTimeAPI) {
+            PyDateTime_IMPORT;
+        }
+
+        if (!src) {
+            return false;
+        }
+
+        std::tm cal;
+        microseconds msecs;
+
+        if (PyDateTime_Check(src.ptr())) {
+            cal.tm_sec = PyDateTime_DATE_GET_SECOND(src.ptr());
+            cal.tm_min = PyDateTime_DATE_GET_MINUTE(src.ptr());
+            cal.tm_hour = PyDateTime_DATE_GET_HOUR(src.ptr());
+            cal.tm_mday = PyDateTime_GET_DAY(src.ptr());
+            cal.tm_mon = PyDateTime_GET_MONTH(src.ptr()) - 1;
+            cal.tm_year = PyDateTime_GET_YEAR(src.ptr()) - 1900;
+            cal.tm_isdst = -1;
+            msecs = microseconds(PyDateTime_DATE_GET_MICROSECOND(src.ptr()));
+        } else if (PyDate_Check(src.ptr())) {
+            cal.tm_sec = 0;
+            cal.tm_min = 0;
+            cal.tm_hour = 0;
+            cal.tm_mday = PyDateTime_GET_DAY(src.ptr());
+            cal.tm_mon = PyDateTime_GET_MONTH(src.ptr()) - 1;
+            cal.tm_year = PyDateTime_GET_YEAR(src.ptr()) - 1900;
+            cal.tm_isdst = -1;
+            msecs = microseconds(0);
+        } else if (PyTime_Check(src.ptr())) {
+            cal.tm_sec = PyDateTime_TIME_GET_SECOND(src.ptr());
+            cal.tm_min = PyDateTime_TIME_GET_MINUTE(src.ptr());
+            cal.tm_hour = PyDateTime_TIME_GET_HOUR(src.ptr());
+            cal.tm_mday = 1;  // This date (day, month, year) = (1, 0, 70)
+            cal.tm_mon = 0;   // represents 1-Jan-1970, which is the first
+            cal.tm_year = 70; // earliest available date for Python's datetime
+            cal.tm_isdst = -1;
+            msecs = microseconds(PyDateTime_TIME_GET_MICROSECOND(src.ptr()));
+        } else {
+            return false;
+        }
+
+        value = time_point_cast<Duration>(system_clock::from_time_t(std::mktime(&cal)) + msecs);
+        return true;
+    }
+
+    static handle cast(const std::chrono::time_point<std::chrono::system_clock, Duration> &src,
+                       return_value_policy /* policy */,
+                       handle /* parent */) {
+        using namespace std::chrono;
+
+        // Lazy initialise the PyDateTime import
+        if (!PyDateTimeAPI) {
+            PyDateTime_IMPORT;
+        }
+
+        // Get out microseconds, and make sure they are positive, to avoid bug in eastern
+        // hemisphere time zones (cfr. https://github.com/pybind/pybind11/issues/2417)
+        using us_t = duration<int, std::micro>;
+        auto us = duration_cast<us_t>(src.time_since_epoch() % seconds(1));
+        if (us.count() < 0) {
+            us += seconds(1);
+        }
+
+        // Subtract microseconds BEFORE `system_clock::to_time_t`, because:
+        // > If std::time_t has lower precision, it is implementation-defined whether the value is
+        // rounded or truncated. (https://en.cppreference.com/w/cpp/chrono/system_clock/to_time_t)
+        std::time_t tt
+            = system_clock::to_time_t(time_point_cast<system_clock::duration>(src - us));
+
+        std::tm localtime;
+        std::tm *localtime_ptr = localtime_thread_safe(&tt, &localtime);
+        if (!localtime_ptr) {
+            throw cast_error("Unable to represent system_clock in local time");
+        }
+        return PyDateTime_FromDateAndTime(localtime.tm_year + 1900,
+                                          localtime.tm_mon + 1,
+                                          localtime.tm_mday,
+                                          localtime.tm_hour,
+                                          localtime.tm_min,
+                                          localtime.tm_sec,
+                                          us.count());
+    }
+    PYBIND11_TYPE_CASTER(type, const_name("datetime.datetime"));
+};
+
+// Other clocks that are not the system clock are not measured as datetime.datetime objects
+// since they are not measured on calendar time. So instead we just make them timedeltas
+// Or if they have passed us a time as a float we convert that
+template <typename Clock, typename Duration>
+class type_caster<std::chrono::time_point<Clock, Duration>>
+    : public duration_caster<std::chrono::time_point<Clock, Duration>> {};
+
+template <typename Rep, typename Period>
+class type_caster<std::chrono::duration<Rep, Period>>
+    : public duration_caster<std::chrono::duration<Rep, Period>> {};
+
+PYBIND11_NAMESPACE_END(detail)
+PYBIND11_NAMESPACE_END(PYBIND11_NAMESPACE)

ctpbee_api/ctp/include/new/pybind11/common.h

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+#include "detail/common.h"
+#warning "Including 'common.h' is deprecated. It will be removed in v3.0. Use 'pybind11.h'."

ctpbee_api/ctp/include/new/pybind11/complex.h

@@ -0,0 +1,74 @@
+/*
+    pybind11/complex.h: Complex number support
+
+    Copyright (c) 2016 Wenzel Jakob <wenzel.jakob@epfl.ch>
+
+    All rights reserved. Use of this source code is governed by a
+    BSD-style license that can be found in the LICENSE file.
+*/
+
+#pragma once
+
+#include "pybind11.h"
+
+#include <complex>
+
+/// glibc defines I as a macro which breaks things, e.g., boost template names
+#ifdef I
+#    undef I
+#endif
+
+PYBIND11_NAMESPACE_BEGIN(PYBIND11_NAMESPACE)
+
+template <typename T>
+struct format_descriptor<std::complex<T>, detail::enable_if_t<std::is_floating_point<T>::value>> {
+    static constexpr const char c = format_descriptor<T>::c;
+    static constexpr const char value[3] = {'Z', c, '\0'};
+    static std::string format() { return std::string(value); }
+};
+
+#ifndef PYBIND11_CPP17
+
+template <typename T>
+constexpr const char
+    format_descriptor<std::complex<T>,
+                      detail::enable_if_t<std::is_floating_point<T>::value>>::value[3];
+
+#endif
+
+PYBIND11_NAMESPACE_BEGIN(detail)
+
+template <typename T>
+struct is_fmt_numeric<std::complex<T>, detail::enable_if_t<std::is_floating_point<T>::value>> {
+    static constexpr bool value = true;
+    static constexpr int index = is_fmt_numeric<T>::index + 3;
+};
+
+template <typename T>
+class type_caster<std::complex<T>> {
+public:
+    bool load(handle src, bool convert) {
+        if (!src) {
+            return false;
+        }
+        if (!convert && !PyComplex_Check(src.ptr())) {
+            return false;
+        }
+        Py_complex result = PyComplex_AsCComplex(src.ptr());
+        if (result.real == -1.0 && PyErr_Occurred()) {
+            PyErr_Clear();
+            return false;
+        }
+        value = std::complex<T>((T) result.real, (T) result.imag);
+        return true;
+    }
+
+    static handle
+    cast(const std::complex<T> &src, return_value_policy /* policy */, handle /* parent */) {
+        return PyComplex_FromDoubles((double) src.real(), (double) src.imag());
+    }
+
+    PYBIND11_TYPE_CASTER(std::complex<T>, const_name("complex"));
+};
+PYBIND11_NAMESPACE_END(detail)
+PYBIND11_NAMESPACE_END(PYBIND11_NAMESPACE)