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

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

@@ -0,0 +1,162 @@
+/*
+    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 <cmath>
+#include <ctime>
+#include <chrono>
+#include <datetime.h>
+
+// Backport the PyDateTime_DELTA functions from Python3.3 if required
+#ifndef PyDateTime_DELTA_GET_DAYS
+#define PyDateTime_DELTA_GET_DAYS(o)         (((PyDateTime_Delta*)o)->days)
+#endif
+#ifndef PyDateTime_DELTA_GET_SECONDS
+#define PyDateTime_DELTA_GET_SECONDS(o)      (((PyDateTime_Delta*)o)->seconds)
+#endif
+#ifndef PyDateTime_DELTA_GET_MICROSECONDS
+#define PyDateTime_DELTA_GET_MICROSECONDS(o) (((PyDateTime_Delta*)o)->microseconds)
+#endif
+
+NAMESPACE_BEGIN(PYBIND11_NAMESPACE)
+NAMESPACE_BEGIN(detail)
+
+template <typename type> class duration_caster {
+public:
+    typedef typename type::rep rep;
+    typedef typename type::period period;
+
+    typedef std::chrono::duration<uint_fast32_t, std::ratio<86400>> days;
+
+    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
+        else if (PyFloat_Check(src.ptr())) {
+            value = type(duration_cast<duration<rep, period>>(duration<double>(PyFloat_AsDouble(src.ptr()))));
+            return true;
+        }
+        else 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, _("datetime.timedelta"));
+};
+
+// 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:
+    typedef std::chrono::time_point<std::chrono::system_clock, Duration> type;
+    bool load(handle src, bool) {
+        using namespace std::chrono;
+
+        // Lazy initialise the PyDateTime import
+        if (!PyDateTimeAPI) { PyDateTime_IMPORT; }
+
+        if (!src) return false;
+        if (PyDateTime_Check(src.ptr())) {
+            std::tm cal;
+            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;
+
+            value = system_clock::from_time_t(std::mktime(&cal)) + microseconds(PyDateTime_DATE_GET_MICROSECOND(src.ptr()));
+            return true;
+        }
+        else return false;
+    }
+
+    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; }
+
+        std::time_t tt = system_clock::to_time_t(src);
+        // this function uses static memory so it's best to copy it out asap just in case
+        // otherwise other code that is using localtime may break this (not just python code)
+        std::tm localtime = *std::localtime(&tt);
+
+        // Declare these special duration types so the conversions happen with the correct primitive types (int)
+        using us_t = duration<int, std::micro>;
+
+        return PyDateTime_FromDateAndTime(localtime.tm_year + 1900,
+                                          localtime.tm_mon + 1,
+                                          localtime.tm_mday,
+                                          localtime.tm_hour,
+                                          localtime.tm_min,
+                                          localtime.tm_sec,
+                                          (duration_cast<us_t>(src.time_since_epoch() % seconds(1))).count());
+    }
+    PYBIND11_TYPE_CASTER(type, _("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>> {
+};
+
+NAMESPACE_END(detail)
+NAMESPACE_END(PYBIND11_NAMESPACE)

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

@@ -0,0 +1,61 @@
+/*
+    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
+
+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); }
+};
+
+template <typename T> constexpr const char format_descriptor<
+    std::complex<T>, detail::enable_if_t<std::is_floating_point<T>::value>>::value[3];
+
+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>, _("complex"));
+};
+NAMESPACE_END(detail)
+NAMESPACE_END(PYBIND11_NAMESPACE)