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
11- namespace csp ::python
12+ static void * init_nparray ()
1213{
14+ csp::python::AcquireGIL gil;
15+ import_array ();
16+ return nullptr ;
17+ }
18+ static void * s_init_array = init_nparray();
1319
14- static bool numpy_initialized = false ;
20+ namespace csp ::python
21+ {
1522
1623PyObject * valuesAtIndexToNumpy ( ValueType valueType, const csp::TimeSeriesProvider * ts, int32_t startIndex, int32_t endIndex,
1724 autogen::TimeIndexPolicy startPolicy, autogen::TimeIndexPolicy endPolicy,
1825 DateTime startDt, DateTime endDt )
1926{
20- if ( !numpy_initialized )
21- {
22- import_array ()
23- numpy_initialized = true ;
24- }
25-
2627 return switchCspType ( ts -> type (),
2728 [ valueType, ts, startIndex, endIndex, startPolicy, endPolicy, startDt, endDt ]( auto tag )
2829 {
@@ -35,40 +36,77 @@ int64_t scalingFromNumpyDtUnit( NPY_DATETIMEUNIT base )
3536{
3637 switch ( base )
3738 {
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 ();
39+ // https://github.com/numpy/numpy/blob/v2.0.0/numpy/__init__.pxd#L794
40+ case NPY_FR_Y:
41+ return csp::TimeDelta::fromDays (365 ).asNanoseconds ();
42+ case NPY_FR_M:
43+ return csp::TimeDelta::fromDays (30 ).asNanoseconds ();
5244 case NPY_FR_W:
5345 return csp::TimeDelta::fromDays (7 ).asNanoseconds ();
46+ #ifdef NPY_FR_B
47+ case NPY_FR_B:
48+ return csp::TimeDelta::fromDays (5 ).asNanoseconds ();
49+ #endif
50+ case NPY_FR_D:
51+ return csp::TimeDelta::fromDays (1 ).asNanoseconds ();
52+ case NPY_FR_h:
53+ return csp::TimeDelta::fromHours (1 ).asNanoseconds ();
54+ case NPY_FR_m:
55+ return csp::TimeDelta::fromMinutes (1 ).asNanoseconds ();
56+ case NPY_FR_s:
57+ return csp::TimeDelta::fromSeconds (1 ).asNanoseconds ();
58+ case NPY_FR_ms:
59+ return csp::TimeDelta::fromMilliseconds (1 ).asNanoseconds ();
60+ case NPY_FR_us:
61+ return csp::TimeDelta::fromMicroseconds (1 ).asNanoseconds ();
62+ case NPY_FR_ns:
63+ return 1 ;
64+ // unsupported or invalid units
65+ // enumerated here for clarity in error messages
66+ case NPY_FR_ps:
67+ CSP_THROW (csp::NotImplemented, " datetime resolution not supported or invalid - saw NPY_DATETIMEUNIT value NPY_FR_ps"
68+ return 0 ;
69+ case NPY_FR_fs:
70+ CSP_THROW (csp::NotImplemented, " datetime resolution not supported or invalid - saw NPY_DATETIMEUNIT value NPY_FR_fs"
71+ return 0 ;
72+ case NPY_FR_GENERIC:
73+ CSP_THROW (csp::NotImplemented, " datetime resolution not supported or invalid - saw NPY_DATETIMEUNIT value NPY_FR_generic"
74+ return 0 ;
75+ case NPY_FR_ERROR:
76+ CSP_THROW (csp::NotImplemented, " datetime resolution not supported or invalid - saw NPY_DATETIMEUNIT value NPY_FR_error"
77+ return 0 ;
5478 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
79+ if (static_cast <int >(base) == 3 ) {
80+ // NPY_FR_B was removed in numpy 1.20
81+ return csp::TimeDelta::fromDays (5 ).asNanoseconds ();
82+ }
83+ CSP_THROW (csp::NotImplemented, " datetime resolution not supported or invalid - saw NPY_DATETIMEUNIT value " static_cast <int32_t >(base) );
84+ return 0 ;
5785 }
5886}
5987
6088NPY_DATETIMEUNIT datetimeUnitFromDescr ( PyArray_Descr* descr )
6189{
62- PyArray_DatetimeDTypeMetaData* dtypeMeta = (PyArray_DatetimeDTypeMetaData*)(descr -> c_metadata);
63- PyArray_DatetimeMetaData* dtMeta = &(dtypeMeta -> meta);
90+ PyArray_DatetimeDTypeMetaData* dtypeMeta;
91+ if (PyArray_RUNTIME_VERSION >= NPY_2_0_API_VERSION)
92+ {
93+ // NumPy 2.x way
94+ dtypeMeta = ( PyArray_DatetimeDTypeMetaData * ) ( ( (_PyArray_LegacyDescr *) descr ) -> c_metadata );
95+ }
96+ else
97+ {
98+ // NumPy 1.x way
99+ dtypeMeta = ( PyArray_DatetimeDTypeMetaData * ) ( ( (PyArray_DescrProto *) descr ) -> c_metadata );
100+ }
101+ PyArray_DatetimeMetaData* dtMeta = &( dtypeMeta -> meta );
64102 return dtMeta -> base;
65103}
66104
67105static std::wstring_convert<std::codecvt_utf8<char32_t >, char32_t > wstr_converter;
68106
69107void stringFromNumpyStr ( void * data, std::string& out, char numpy_type, int elem_size_bytes )
70108{
71- // strings from numpy arrays are fixed width and zero filled.
109+ // strings from numpy arrays are fixed width and zero filled.
72110 // if the last char is 0, can treat as null terminated, else use full width
73111
74112 if ( numpy_type == NPY_UNICODELTR)
@@ -87,7 +125,7 @@ void stringFromNumpyStr( void* data, std::string& out, char numpy_type, int elem
87125 out = wstr_converter.to_bytes ( wstr );
88126 }
89127 }
90- else if ( numpy_type == NPY_STRINGLTR || numpy_type == NPY_STRINGLTR2 )
128+ else if ( numpy_type == NPY_STRINGLTR )
91129 {
92130 const char * const raw_value = (const char *) data;
93131
@@ -120,13 +158,13 @@ void validateNumpyTypeVsCspType( const CspTypePtr & type, char numpy_type_char )
120158 case NPY_INTLTR:
121159 case NPY_UINTLTR:
122160 case NPY_LONGLTR:
161+ case NPY_LONGLONGLTR:
123162 if ( cspType != csp::CspType::Type::INT64 )
124163 CSP_THROW ( ValueError, " numpy type " " requires int output type"
125164 break ;
126165 case NPY_ULONGLTR:
127- case NPY_LONGLONGLTR:
128166 case NPY_ULONGLONGLTR:
129- CSP_THROW ( ValueError, " numpy type " " (int type that can't cleanly convert to long ) not supported"
167+ CSP_THROW ( ValueError, " numpy type " " (int type that can't cleanly convert to int64 ) not supported"
130168 case NPY_HALFLTR:
131169 CSP_THROW ( ValueError, " numpy type " " (numpy half float) not supported"
132170 case NPY_FLOATLTR:
@@ -144,7 +182,6 @@ void validateNumpyTypeVsCspType( const CspTypePtr & type, char numpy_type_char )
144182 // everything works as object
145183 break ;
146184 case NPY_STRINGLTR:
147- case NPY_STRINGLTR2:
148185 case NPY_UNICODELTR:
149186 case NPY_CHARLTR:
150187 if ( cspType != csp::CspType::Type::STRING )
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