Use typed descriptors for empty temporal arrays

Add empty_array(PyArray_Descr*) overload and use it for DateTime/TimeDelta
empty arrays, ensuring proper unit metadata (datetime64[ns]/timedelta64[ns])
instead of unitless datetime64/timedelta64.

Signed-off-by: Arham Chopra <arham.chopra@cubistsystematic.com>

Author: arhamchopra

cpp/csp/python/NumpyConversions.h

@@ -51,6 +51,13 @@ inline PyObject * empty_array( const int value )
     return PyArray_SimpleNew( 1, dims, value );
 }
 
+inline PyObject * empty_array( PyArray_Descr * descr )
+{
+    npy_intp dims[]{ ( npy_intp ) 0 };
+    Py_INCREF( descr );
+    return PyArray_NewFromDescr( &PyArray_Type, descr, 1, dims, nullptr, nullptr, 0, nullptr );
+}
+
 template<typename T>
 inline T * getValues( const TickBuffer<T> * tickBuffer, const T & lastValue, int32_t startIndex, int32_t endIndex, int32_t * len, bool tailPadding )
 {
@@ -95,18 +102,20 @@ inline PyObject * as_nparray( const csp::TimeSeriesProvider * ts, const TickBuff
                               int32_t startIndex, int32_t endIndex, bool tailPadding )
 {
     int32_t len = startIndex - endIndex + 1;
-    if( len <= 0 || !ts -> valid() || ( !tickBuffer && endIndex != 0 ) )
-        return empty_array( NPY_TYPE<DateTime>::value );
-
-    DateTime * values = getValues( tickBuffer, lastValue, startIndex, endIndex, &len, tailPadding );
-    npy_intp dims[]{ ( npy_intp ) len };
 
     // init datetime_descr once, since datetimes will be used commonly
     if( !datetime_descr )
     {
         auto date_type = PyPtr<PyObject>::own( PyUnicode_FromString( "<M8[ns]" ) );
         PyArray_DescrConverter( date_type.get(), &datetime_descr );
     }
+
+    if( len <= 0 || !ts -> valid() || ( !tickBuffer && endIndex != 0 ) )
+        return empty_array( datetime_descr );
+
+    DateTime * values = getValues( tickBuffer, lastValue, startIndex, endIndex, &len, tailPadding );
+    npy_intp dims[]{ ( npy_intp ) len };
+
     // PyArray_NewFromDescr steals a reference
     Py_INCREF( datetime_descr );
     auto * array = PyArray_NewFromDescr( &PyArray_Type, datetime_descr, 1, dims, nullptr, values, 0, nullptr );
@@ -118,18 +127,20 @@ inline PyObject * as_nparray( const csp::TimeSeriesProvider * ts, const TickBuff
                               int32_t startIndex, int32_t endIndex, bool tailPadding )
 {
     int32_t len = startIndex - endIndex + 1;
-    if( len <= 0 || !ts -> valid()|| ( !tickBuffer && endIndex != 0 ) )
-        return empty_array( NPY_TYPE<TimeDelta>::value );
-
-    TimeDelta * values = getValues( tickBuffer, lastValue, startIndex, endIndex, &len, tailPadding );
-    npy_intp dims[]{ ( npy_intp ) len };
 
     // init timedelta_descr once
     if( !timedelta_descr )
     {
         auto timedelta_type = PyPtr<PyObject>::own( PyUnicode_FromString( "<m8[ns]" ) );
         PyArray_DescrConverter( timedelta_type.get(), &timedelta_descr );
     }
+
+    if( len <= 0 || !ts -> valid()|| ( !tickBuffer && endIndex != 0 ) )
+        return empty_array( timedelta_descr );
+
+    TimeDelta * values = getValues( tickBuffer, lastValue, startIndex, endIndex, &len, tailPadding );
+    npy_intp dims[]{ ( npy_intp ) len };
+
     Py_INCREF( timedelta_descr );
     auto * array = PyArray_NewFromDescr( &PyArray_Type, timedelta_descr, 1, dims, nullptr, values, 0, nullptr );
     PyArray_ENABLEFLAGS( ( PyArrayObject * ) array, NPY_ARRAY_OWNDATA);