hikyuu2/hikyuu_pywrap/convert_any.h

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/*
* Copyright (c) 2019 hikyuu.org
*
* Created on: 2020-5-24
* Author: fasiondog
*/
#pragma once
#ifndef HIKYUU_PYTHON_CONVERT_ANY_H
#define HIKYUU_PYTHON_CONVERT_ANY_H
#include <string>
#include <pybind11/pybind11.h>
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#include <pybind11/eval.h>
#include <hikyuu/hikyuu.h>
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#include <datetime.h>
#include "bind_stl.h"
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using namespace hku;
inline Datetime pydatetime_to_Datetime(const pybind11::object& source) {
Datetime value;
if (source.is_none()) {
return value;
}
if (!PyDateTimeAPI) {
PyDateTime_IMPORT;
}
PyObject* src = source.ptr();
long year = 0, month = 0, day = 0, hour = 0, minute = 0, second = 0, microsecond = 0;
if (PyDateTime_Check(src)) {
second = PyDateTime_DATE_GET_SECOND(src);
minute = PyDateTime_DATE_GET_MINUTE(src);
hour = PyDateTime_DATE_GET_HOUR(src);
day = PyDateTime_GET_DAY(src);
month = PyDateTime_GET_MONTH(src);
year = PyDateTime_GET_YEAR(src);
microsecond = PyDateTime_DATE_GET_MICROSECOND(src);
} else if (PyDate_Check(src)) {
day = PyDateTime_GET_DAY(src);
month = PyDateTime_GET_MONTH(src);
year = PyDateTime_GET_YEAR(src);
} else if (PyTime_Check(src)) {
second = PyDateTime_TIME_GET_SECOND(src);
minute = PyDateTime_TIME_GET_MINUTE(src);
hour = PyDateTime_TIME_GET_HOUR(src);
day = 1; // This date (day, month, year) = (1, 0, 70)
month = 1; // represents 1-Jan-1940, which is the first
year = 1400; // earliest available date for Datetime, not Python datetime
microsecond = PyDateTime_TIME_GET_MICROSECOND(src);
} else {
throw std::invalid_argument("Can't convert this python object to Datetime!");
}
// Datetime 最小只到 1400年 1 月 1日最大只到 9999 年 12月 31 日 0点
if (year < 1400) {
value = Datetime::min();
} else if (Datetime(year, month, day) == Datetime::max()) {
value = Datetime::max();
} else {
long millisecond = microsecond / 1000;
microsecond = microsecond - millisecond * 1000;
value = Datetime(year, month, day, hour, minute, second, millisecond, microsecond);
}
return value;
}
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namespace pybind11 {
namespace detail {
template <>
struct type_caster<boost::any> {
public:
PYBIND11_TYPE_CASTER(boost::any, _("any"));
/**
* Conversion part 1 (Python->C++)
*/
bool load(handle source, bool) {
if (source.is_none()) {
return false;
}
/* Extract PyObject from handle */
PyObject* src = source.ptr();
object obj = reinterpret_borrow<object>(source);
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if (PyBool_Check(src)) {
// value = bool(PyLong_AsLong(src));
bool tmp = obj.cast<bool>();
value = tmp;
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return true;
}
if (PyLong_Check(src)) {
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int overflow;
long tmp = PyLong_AsLongAndOverflow(src, &overflow);
if (overflow == 0) {
value = static_cast<int>(tmp);
} else {
value = PyLong_AsLongLong(src);
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}
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return true;
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}
if (PyFloat_Check(src)) {
value = PyFloat_AsDouble(src);
return true;
}
if (PyUnicode_Check(src)) {
object temp = reinterpret_borrow<object>(PyUnicode_AsUTF8String(src));
if (!temp)
pybind11_fail("Unable to extract string contents! (encoding issue)");
char* buffer;
ssize_t length;
if (PYBIND11_BYTES_AS_STRING_AND_SIZE(temp.ptr(), &buffer, &length))
pybind11_fail("Unable to extract string contents! (invalid type)");
value = std::string(buffer, (size_t)length);
return true;
}
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if (isinstance<Stock>(obj)) {
value = obj.cast<Stock>();
return true;
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} else if (isinstance<Block>(obj)) {
value = obj.cast<Block>();
return true;
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} else if (isinstance<KQuery>(obj)) {
value = obj.cast<KQuery>();
return true;
} else if (isinstance<KData>(obj)) {
value = obj.cast<KData>();
return true;
} else if (isinstance<sequence>(obj)) {
sequence pyseq = obj.cast<sequence>();
size_t total = pyseq.size();
HKU_CHECK(total > 0, "Can't support empty sequence!");
if (isinstance<Datetime>(pyseq[0])) {
std::vector<Datetime> vect(total);
for (size_t i = 0; i < total; i++) {
vect[i] = pyseq[i].cast<Datetime>();
}
value = vect;
} else if (isinstance<price_t>(pyseq[0])) {
std::vector<price_t> vect(total);
for (size_t i = 0; i < total; i++) {
vect[i] = pyseq[i].cast<price_t>();
}
value = vect;
} else {
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// 尝试 python 原生 datetime 的转换
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std::vector<Datetime> vect(total);
for (size_t i = 0; i < total; i++) {
vect[i] = pydatetime_to_Datetime(pyseq[i]);
}
value = vect;
}
return true;
}
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HKU_THROW_EXCEPTION(std::logic_error,
"Faile convert this value to boost::any, it may be not supported!");
return false;
}
/**
* Conversion part 2 (C++ -> Python)
*/
static handle cast(boost::any x, return_value_policy /* policy */, handle /* parent */) {
if (x.type() == typeid(bool)) {
bool tmp = boost::any_cast<bool>(x);
if (tmp) {
Py_RETURN_TRUE;
} else {
Py_RETURN_FALSE;
}
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} else if (x.type() == typeid(int)) {
return Py_BuildValue("n", boost::any_cast<int>(x));
} else if (x.type() == typeid(double)) {
return Py_BuildValue("d", boost::any_cast<double>(x));
} else if (x.type() == typeid(std::string)) {
std::string s(boost::any_cast<std::string>(x));
return Py_BuildValue("s", s.c_str());
} else if (x.type() == typeid(KData)) {
const KData& k = boost::any_cast<KData>(x);
std::stringstream cmd;
if (k == Null<KData>()) {
cmd << "KData()";
} else {
auto stk = k.getStock();
auto query = k.getQuery();
std::stringstream q_cmd;
if (query.queryType() == KQuery::INDEX) {
q_cmd << "Query(" << query.start() << "," << query.end() << ", Query."
<< KQuery::getKTypeName(query.kType()) << ", Query."
<< KQuery::getRecoverTypeName(query.recoverType()) << ")";
} else {
q_cmd << "Query(Datetime('" << query.startDatetime() << "'), Datetime('"
<< query.endDatetime() << "'), " << "Query."
<< KQuery::getKTypeName(query.kType()) << ", Query."
<< KQuery::getRecoverTypeName(query.recoverType()) << ")";
}
cmd << "KData(get_stock('" << stk.market_code() << "'), " << q_cmd.str() << ")";
}
object o = eval(cmd.str());
o.inc_ref();
return o;
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} else if (x.type() == typeid(Stock)) {
const Stock& stk = boost::any_cast<Stock>(x);
std::stringstream cmd;
if (stk.isNull()) {
cmd << "Stock()";
} else {
cmd << "get_stock('" << stk.market_code() << "')";
}
object o = eval(cmd.str());
o.inc_ref();
return o;
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} else if (x.type() == typeid(Block)) {
const Block& blk = boost::any_cast<const Block&>(x);
std::stringstream cmd;
object o;
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if (blk == Null<Block>()) {
cmd << "Block()";
o = eval(cmd.str());
o.inc_ref();
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} else {
cmd << "Block('" << blk.category() << "','" << blk.name() << "')";
o = eval(cmd.str());
o.inc_ref();
Block out = o.cast<Block>();
out.add(blk.getStockList());
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}
return o;
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} else if (x.type() == typeid(KQuery)) {
const KQuery& query = boost::any_cast<KQuery>(x);
std::stringstream cmd;
if (query.queryType() == KQuery::INDEX) {
cmd << "Query(" << query.start() << "," << query.end() << ", Query."
<< KQuery::getKTypeName(query.kType()) << ", Query."
<< KQuery::getRecoverTypeName(query.recoverType()) << ")";
} else {
cmd << "Query(Datetime('" << query.startDatetime() << "'), Datetime('"
<< query.endDatetime() << "'), " << "Query."
<< KQuery::getKTypeName(query.kType()) << ", Query."
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<< KQuery::getRecoverTypeName(query.recoverType()) << ")";
}
object o = eval(cmd.str());
o.inc_ref();
return o;
} else if (x.type() == typeid(PriceList)) {
const PriceList& price_list = boost::any_cast<PriceList>(x);
list o;
for (auto iter = price_list.begin(); iter != price_list.end(); ++iter) {
o.append(*iter);
}
// o.inc_ref();
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return o;
} else if (x.type() == typeid(DatetimeList)) {
const DatetimeList& date_list = boost::any_cast<DatetimeList>(x);
list o;
for (auto iter = date_list.begin(); iter != date_list.end(); ++iter) {
o.append(*iter);
}
// o.inc_ref();
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return o;
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}
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HKU_THROW_EXCEPTION(std::runtime_error, "convert failed! Unkown type!!");
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}
};
} // namespace detail
} // namespace pybind11
#endif /* HIKYUU_PYTHON_CONVERT_ANY_H */