vnpy/binding/third_party/include/pybind11/chrono.h

/*
    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)