add history candlesticks api

c/cbindgen.toml

@@ -44,6 +44,7 @@ cpp_compat = true
 "COptionQuote" = "lb_option_quote_t"
 "CDate" = "lb_date_t"
 "CTime" = "lb_time_t"
+"CDateTime" = "lb_datetime_t"
 "CWarrantQuote" = "lb_warrant_quote_t"
 "CSecurityDepth" = "lb_security_depth_t"
 "CSecurityBrokers" = "lb_security_brokers_t"

c/csrc/include/longbridge.h

@@ -1153,6 +1153,17 @@ typedef struct lb_date_t {
  uint8_t day;
 } lb_date_t;
 
+typedef struct lb_time_t {
+ uint8_t hour;
+ uint8_t minute;
+ uint8_t second;
+} lb_time_t;
+
+typedef struct lb_datetime_t {
+ struct lb_date_t date;
+ struct lb_time_t time;
+} lb_datetime_t;
+
 /**
  * An request to create a watchlist group
  */
@@ -2055,12 +2066,6 @@ typedef struct lb_issuer_info_t {
  const char *name_hk;
 } lb_issuer_info_t;
 
-typedef struct lb_time_t {
- uint8_t hour;
- uint8_t minute;
- uint8_t second;
-} lb_time_t;
-
 /**
  * The information of trading session
  */
@@ -3214,6 +3219,31 @@ void lb_quote_context_candlesticks(const struct lb_quote_context_t *ctx,
  lb_async_callback_t callback,
  void *userdata);
 
+/**
+ * Get security history candlesticks by offset
+ */
+void lb_quote_context_history_candlesticks_by_offset(const struct lb_quote_context_t *ctx,
+ const char *symbol,
+ enum lb_period_t period,
+ enum lb_adjust_type_t adjust_type,
+ bool forward,
+ struct lb_datetime_t time,
+ uintptr_t count,
+ lb_async_callback_t callback,
+ void *userdata);
+
+/**
+ * Get security history candlesticks by date
+ */
+void lb_quote_context_history_candlesticks_by_date(const struct lb_quote_context_t *ctx,
+ const char *symbol,
+ enum lb_period_t period,
+ enum lb_adjust_type_t adjust_type,
+ const struct lb_date_t *start,
+ const struct lb_date_t *end,
+ lb_async_callback_t callback,
+ void *userdata);
+
 /**
  * Get option chain expiry date list
  */

c/src/quote_context/context.rs

@@ -27,7 +27,7 @@ use crate::{
  LB_WATCHLIST_GROUP_NAME, LB_WATCHLIST_GROUP_SECURITIES,
  },
  },
- types::{cstr_array_to_rust, cstr_to_rust, CCow, CDate, CMarket, CVec, ToFFI},
+ types::{cstr_array_to_rust, cstr_to_rust, CCow, CDate, CDateTime, CMarket, CVec, ToFFI},
 };
 
 pub type COnQuoteCallback = extern "C" fn(*const CQuoteContext, *const CPushQuote, *mut c_void);
@@ -584,6 +584,70 @@ pub unsafe extern "C" fn lb_quote_context_candlesticks(
  });
 }
 
+/// Get security history candlesticks by offset
+#[no_mangle]
+pub unsafe extern "C" fn lb_quote_context_history_candlesticks_by_offset(
+ ctx: *const CQuoteContext,
+ symbol: *const c_char,
+ period: CPeriod,
+ adjust_type: CAdjustType,
+ forward: bool,
+ time: CDateTime,
+ count: usize,
+ callback: CAsyncCallback,
+ userdata: *mut c_void,
+) {
+ let ctx_inner = (*ctx).ctx.clone();
+ let symbol = cstr_to_rust(symbol);
+ execute_async(callback, ctx, userdata, async move {
+ let rows: CVec<CCandlestickOwned> = ctx_inner
+ .history_candlesticks_by_offset(
+ symbol,
+ period.into(),
+ adjust_type.into(),
+ forward,
+ time.into(),
+ count,
+ )
+ .await?
+ .into();
+ Ok(rows)
+ });
+}
+
+/// Get security history candlesticks by date
+#[no_mangle]
+pub unsafe extern "C" fn lb_quote_context_history_candlesticks_by_date(
+ ctx: *const CQuoteContext,
+ symbol: *const c_char,
+ period: CPeriod,
+ adjust_type: CAdjustType,
+ start: *const CDate,
+ end: *const CDate,
+ callback: CAsyncCallback,
+ userdata: *mut c_void,
+) {
+ let ctx_inner = (*ctx).ctx.clone();
+ let symbol = cstr_to_rust(symbol);
+ let start = if start.is_null() {
+ None
+ } else {
+ Some((*start).into())
+ };
+ let end = if end.is_null() {
+ None
+ } else {
+ Some((*end).into())
+ };
+ execute_async(callback, ctx, userdata, async move {
+ let rows: CVec<CCandlestickOwned> = ctx_inner
+ .history_candlesticks_by_date(symbol, period.into(), adjust_type.into(), start, end)
+ .await?
+ .into();
+ Ok(rows)
+ });
+}
+
 /// Get option chain expiry date list
 #[no_mangle]
 pub unsafe extern "C" fn lb_quote_context_option_chain_expiry_date_list(

c/src/types/datetime.rs

@@ -1,4 +1,4 @@
-use time::{Date, Month, Time};
+use time::{Date, Month, PrimitiveDateTime, Time};
 
 use crate::types::ToFFI;
 
@@ -58,6 +58,12 @@ impl From<Time> for CTime {
  }
 }
 
+impl From<CTime> for Time {
+ fn from(time: CTime) -> Self {
+ Time::from_hms(time.hour, time.minute, time.second).expect("invalid time")
+ }
+}
+
 impl ToFFI for CTime {
  type FFIType = Self;
 
@@ -66,3 +72,34 @@ impl ToFFI for CTime {
  *self
  }
 }
+
+#[derive(Debug, Copy, Clone)]
+#[repr(C)]
+pub struct CDateTime {
+ pub date: CDate,
+ pub time: CTime,
+}
+
+impl From<PrimitiveDateTime> for CDateTime {
+ fn from(datetime: PrimitiveDateTime) -> Self {
+ Self {
+ date: datetime.date().into(),
+ time: datetime.time().into(),
+ }
+ }
+}
+
+impl From<CDateTime> for PrimitiveDateTime {
+ fn from(datetime: CDateTime) -> Self {
+ PrimitiveDateTime::new(datetime.date.into(), datetime.time.into())
+ }
+}
+
+impl ToFFI for CDateTime {
+ type FFIType = Self;
+
+ #[inline]
+ fn to_ffi_type(&self) -> Self::FFIType {
+ *self
+ }
+}

c/src/types/mod.rs

@@ -11,7 +11,7 @@ use std::{ffi::CStr, os::raw::c_char};
 
 pub(crate) use array::CVec;
 pub(crate) use cow::CCow;
-pub(crate) use datetime::{CDate, CTime};
+pub(crate) use datetime::{CDate, CDateTime, CTime};
 pub(crate) use decimal::CDecimal;
 pub(crate) use language::CLanguage;
 pub(crate) use market::CMarket;

cpp/include/quote_context.hpp

@@ -128,6 +128,25 @@ class QuoteContext
  AdjustType adjust_type,
  AsyncCallback<QuoteContext, std::vector<Candlestick>> callback) const;
 
+ /// Get security history candlesticks by offset
+ void history_candlesticks_by_offset(
+ const std::string& symbol,
+ Period period,
+ AdjustType adjust_type,
+ bool forward,
+ DateTime datetime,
+ uintptr_t count,
+ AsyncCallback<QuoteContext, std::vector<Candlestick>> callback) const;
+
+ /// Get security history candlesticks by date
+ void history_candlesticks_by_date(
+ const std::string& symbol,
+ Period period,
+ AdjustType adjust_type,
+ std::optional<Date> start,
+ std::optional<Date> end,
+ AsyncCallback<QuoteContext, std::vector<Candlestick>> callback) const;
+
  /// Get option chain expiry date list
  void option_chain_expiry_date_list(
  const std::string& symbol,

cpp/include/types.hpp

@@ -20,6 +20,12 @@ struct Time
  uint8_t second;
 };
 
+struct DateTime
+{
+ Date date;
+ Time time;
+};
+
 /// Language identifer
 enum class Language
 {

cpp/src/convert.hpp

@@ -407,6 +407,12 @@ convert(const Date* date)
  };
 }
 
+inline lb_time_t
+convert(const Time* time)
+{
+ return lb_time_t{ time->hour, time->minute, time->second };
+}
+
 inline Time
 convert(const lb_time_t* time)
 {
@@ -417,6 +423,15 @@ convert(const lb_time_t* time)
  };
 }
 
+inline lb_datetime_t
+convert(const DateTime* datetime)
+{
+ return lb_datetime_t{
+ convert(&datetime->date),
+ convert(&datetime->time),
+ };
+}
+
 inline OptionQuote
 convert(const lb_option_quote_t* info)
 {

cpp/src/quote_context.cpp

@@ -625,6 +625,104 @@ QuoteContext::candlesticks(
  new AsyncCallback<QuoteContext, std::vector<Candlestick>>(callback));
 }
 
+void
+QuoteContext::history_candlesticks_by_offset(
+ const std::string& symbol,
+ Period period,
+ AdjustType adjust_type,
+ bool forward,
+ DateTime datetime,
+ uintptr_t count,
+ AsyncCallback<QuoteContext, std::vector<Candlestick>> callback) const
+{
+ lb_quote_context_history_candlesticks_by_offset(
+ ctx_,
+ symbol.c_str(),
+ convert(period),
+ convert(adjust_type),
+ forward,
+ convert(&datetime),
+ count,
+ [](auto res) {
+ auto callback_ptr =
+ callback::get_async_callback<QuoteContext, std::vector<Candlestick>>(
+ res->userdata);
+ QuoteContext ctx((const lb_quote_context_t*)res->ctx);
+ Status status(res->error);
+
+ if (status) {
+ auto rows = (const lb_candlestick_t*)res->data;
+ std::vector<Candlestick> rows2;
+ std::transform(rows,
+ rows + res->length,
+ std::back_inserter(rows2),
+ [](auto row) { return convert(&row); });
+
+ (*callback_ptr)(AsyncResult<QuoteContext, std::vector<Candlestick>>(
+ ctx, std::move(status), &rows2));
+ } else {
+ (*callback_ptr)(AsyncResult<QuoteContext, std::vector<Candlestick>>(
+ ctx, std::move(status), nullptr));
+ }
+ },
+ new AsyncCallback<QuoteContext, std::vector<Candlestick>>(callback));
+}
+
+void
+QuoteContext::history_candlesticks_by_date(
+ const std::string& symbol,
+ Period period,
+ AdjustType adjust_type,
+ std::optional<Date> start,
+ std::optional<Date> end,
+ AsyncCallback<QuoteContext, std::vector<Candlestick>> callback) const
+{
+ lb_date_t cstart, cend;
+ const lb_date_t* cstart_ptr = nullptr;
+ const lb_date_t* cend_ptr = nullptr;
+
+ if (start) {
+ cstart = convert(&*start);
+ cstart_ptr = &cstart;
+ }
+
+ if (end) {
+ cend = convert(&*end);
+ cend_ptr = &cend;
+ }
+
+ lb_quote_context_history_candlesticks_by_date(
+ ctx_,
+ symbol.c_str(),
+ convert(period),
+ convert(adjust_type),
+ cstart_ptr,
+ cend_ptr,
+ [](auto res) {
+ auto callback_ptr =
+ callback::get_async_callback<QuoteContext, std::vector<Candlestick>>(
+ res->userdata);
+ QuoteContext ctx((const lb_quote_context_t*)res->ctx);
+ Status status(res->error);
+
+ if (status) {
+ auto rows = (const lb_candlestick_t*)res->data;
+ std::vector<Candlestick> rows2;
+ std::transform(rows,
+ rows + res->length,
+ std::back_inserter(rows2),
+ [](auto row) { return convert(&row); });
+
+ (*callback_ptr)(AsyncResult<QuoteContext, std::vector<Candlestick>>(
+ ctx, std::move(status), &rows2));
+ } else {
+ (*callback_ptr)(AsyncResult<QuoteContext, std::vector<Candlestick>>(
+ ctx, std::move(status), nullptr));
+ }
+ },
+ new AsyncCallback<QuoteContext, std::vector<Candlestick>>(callback));
+}
+
 void
 QuoteContext::option_chain_expiry_date_list(
  const std::string& symbol,