11// this is included first so that we do include without NO_IMPORT_ARRAY defined, which is done in NumpyConversions.h
22#include < numpy/ndarrayobject.h>
3+ #include < numpy/npy_2_compat.h>
34
45
56#include < csp/core/Time.h>
89#include < locale>
910#include < codecvt>
1011
12+ static int _npy_inited = PyArray_ImportNumPyAPI();
13+
1114namespace csp ::python
1215{
1316
14- static bool numpy_initialized = false ;
15-
1617PyObject * valuesAtIndexToNumpy ( ValueType valueType, const csp::TimeSeriesProvider * ts, int32_t startIndex, int32_t endIndex,
1718 autogen::TimeIndexPolicy startPolicy, autogen::TimeIndexPolicy endPolicy,
1819 DateTime startDt, DateTime endDt )
1920{
20- if ( !numpy_initialized )
21- {
22- import_array ()
23- numpy_initialized = true ;
24- }
25-
2621 return switchCspType ( ts -> type (),
2722 [ valueType, ts, startIndex, endIndex, startPolicy, endPolicy, startDt, endDt ]( auto tag )
2823 {
@@ -35,40 +30,78 @@ int64_t scalingFromNumpyDtUnit( NPY_DATETIMEUNIT base )
3530{
3631 switch ( base )
3732 {
38- case NPY_FR_ns:
39- return 1 ;
40- case NPY_FR_us:
41- return csp::TimeDelta::fromMicroseconds (1 ).asNanoseconds ();
42- case NPY_FR_ms:
43- return csp::TimeDelta::fromMilliseconds (1 ).asNanoseconds ();
44- case NPY_FR_s:
45- return csp::TimeDelta::fromSeconds (1 ).asNanoseconds ();
46- case NPY_FR_m:
47- return csp::TimeDelta::fromMinutes (1 ).asNanoseconds ();
48- case NPY_FR_h:
49- return csp::TimeDelta::fromHours (1 ).asNanoseconds ();
50- case NPY_FR_D:
51- return csp::TimeDelta::fromDays (1 ).asNanoseconds ();
33+ // https://github.com/numpy/numpy/blob/v2.0.0/numpy/__init__.pxd#L794
34+ case NPY_FR_Y:
35+ return csp::TimeDelta::fromDays (365 ).asNanoseconds ();
36+ case NPY_FR_M:
37+ return csp::TimeDelta::fromDays (30 ).asNanoseconds ();
5238 case NPY_FR_W:
5339 return csp::TimeDelta::fromDays (7 ).asNanoseconds ();
40+ #ifdef NPY_FR_B
41+ case NPY_FR_B:
42+ return csp::TimeDelta::fromDays (5 ).asNanoseconds ();
43+ #endif
44+ case NPY_FR_D:
45+ return csp::TimeDelta::fromDays (1 ).asNanoseconds ();
46+ case NPY_FR_h:
47+ return csp::TimeDelta::fromHours (1 ).asNanoseconds ();
48+ case NPY_FR_m:
49+ return csp::TimeDelta::fromMinutes (1 ).asNanoseconds ();
50+ case NPY_FR_s:
51+ return csp::TimeDelta::fromSeconds (1 ).asNanoseconds ();
52+ case NPY_FR_ms:
53+ return csp::TimeDelta::fromMilliseconds (1 ).asNanoseconds ();
54+ case NPY_FR_us:
55+ return csp::TimeDelta::fromMicroseconds (1 ).asNanoseconds ();
56+ case NPY_FR_ns:
57+ return 1 ;
58+ // unsupported or invalid units
59+ // enumerated here for clarity in error messages
60+ case NPY_FR_ps:
61+ CSP_THROW (csp::NotImplemented, " datetime resolution not supported or invalid - saw NPY_DATETIMEUNIT value NPY_FR_ps"
62+ return 0 ;
63+ case NPY_FR_fs:
64+ CSP_THROW (csp::NotImplemented, " datetime resolution not supported or invalid - saw NPY_DATETIMEUNIT value NPY_FR_fs"
65+ return 0 ;
66+ case NPY_FR_GENERIC:
67+ CSP_THROW (csp::NotImplemented, " datetime resolution not supported or invalid - saw NPY_DATETIMEUNIT value NPY_FR_generic"
68+ return 0 ;
69+ case NPY_FR_ERROR:
70+ CSP_THROW (csp::NotImplemented, " datetime resolution not supported or invalid - saw NPY_DATETIMEUNIT value NPY_FR_error"
71+ return 0 ;
5472 default :
55- CSP_THROW (csp::NotImplemented, " datetime resolution not supported or invalid - saw NPY_DATETIMEUNIT value "
56- return 0 ; // never reached, but keeps compiler happy
73+ if (static_cast <int >(base) == 3 ) {
74+ // NPY_FR_B was removed in numpy 1.20
75+ return csp::TimeDelta::fromDays (5 ).asNanoseconds ();
76+ }
77+ CSP_THROW (csp::NotImplemented, " datetime resolution not supported or invalid - saw NPY_DATETIMEUNIT value " static_cast <int32_t >(base) );
78+ return 0 ;
5779 }
5880}
5981
6082NPY_DATETIMEUNIT datetimeUnitFromDescr ( PyArray_Descr* descr )
6183{
62- PyArray_DatetimeDTypeMetaData* dtypeMeta = (PyArray_DatetimeDTypeMetaData*)(descr -> c_metadata);
63- PyArray_DatetimeMetaData* dtMeta = &(dtypeMeta -> meta);
64- return dtMeta -> base;
84+ if (PyArray_RUNTIME_VERSION >= NPY_2_0_API_VERSION)
85+ {
86+ // NumPy 2.x way
87+ PyArray_DatetimeDTypeMetaData* dtypeMeta = ( PyArray_DatetimeDTypeMetaData * ) ( ( (_PyArray_LegacyDescr *) descr ) -> c_metadata );
88+ PyArray_DatetimeMetaData* dtMeta = &( dtypeMeta -> meta );
89+ return dtMeta -> base;
90+ }
91+ else
92+ {
93+ // NumPy 1.x way
94+ PyArray_DatetimeDTypeMetaData* dtypeMeta = ( PyArray_DatetimeDTypeMetaData * ) ( ( (PyArray_DescrProto *) descr ) -> c_metadata );
95+ PyArray_DatetimeMetaData* dtMeta = &( dtypeMeta -> meta );
96+ return dtMeta -> base;
97+ }
6598}
6699
67100static std::wstring_convert<std::codecvt_utf8<char32_t >, char32_t > wstr_converter;
68101
69102void stringFromNumpyStr ( void * data, std::string& out, char numpy_type, int elem_size_bytes )
70103{
71- // strings from numpy arrays are fixed width and zero filled.
104+ // strings from numpy arrays are fixed width and zero filled.
72105 // if the last char is 0, can treat as null terminated, else use full width
73106
74107 if ( numpy_type == NPY_UNICODELTR)
@@ -87,7 +120,7 @@ void stringFromNumpyStr( void* data, std::string& out, char numpy_type, int elem
87120 out = wstr_converter.to_bytes ( wstr );
88121 }
89122 }
90- else if ( numpy_type == NPY_STRINGLTR || numpy_type == NPY_STRINGLTR2 )
123+ else if ( numpy_type == NPY_STRINGLTR )
91124 {
92125 const char * const raw_value = (const char *) data;
93126
@@ -120,11 +153,11 @@ void validateNumpyTypeVsCspType( const CspTypePtr & type, char numpy_type_char )
120153 case NPY_INTLTR:
121154 case NPY_UINTLTR:
122155 case NPY_LONGLTR:
156+ case NPY_LONGLONGLTR:
123157 if ( cspType != csp::CspType::Type::INT64 )
124158 CSP_THROW ( ValueError, " numpy type " " requires int output type"
125159 break ;
126160 case NPY_ULONGLTR:
127- case NPY_LONGLONGLTR:
128161 case NPY_ULONGLONGLTR:
129162 CSP_THROW ( ValueError, " numpy type " " (int type that can't cleanly convert to long) not supported"
130163 case NPY_HALFLTR:
@@ -144,7 +177,6 @@ void validateNumpyTypeVsCspType( const CspTypePtr & type, char numpy_type_char )
144177 // everything works as object
145178 break ;
146179 case NPY_STRINGLTR:
147- case NPY_STRINGLTR2:
148180 case NPY_UNICODELTR:
149181 case NPY_CHARLTR:
150182 if ( cspType != csp::CspType::Type::STRING )
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