MOD: Rename STypes in C++

Author: threecgreen

CHANGELOG.md

@@ -1,10 +1,21 @@
 # Changelog
 
+## 0.21.0 - TBD
+
+### Breaking changes
+- Renamed `SType::Nasdaq` variant to `SType::NasdaqSymbol`
+- Renamed `SType::Cms` variant to `SType::CmsSymbol`
+
+### Bug fixes
+- Added missing `ToString` and `FromString` branches for `SType::NasdaqSymbol` and
+  `SType::CmsSymbol`
+- Removed `has_header_v` variable template that broke C++11 compatibility
+
 ## 0.20.1 - 2024-07-16
 
 ### Enhancements
-- Improved installation with `CMake`: license is now installed, transitive dependencies are configured
-  when importing package
+- Improved installation with `CMake`: license is now installed, transitive dependencies
+  are configured when importing package
 
 ## 0.20.0 - 2024-07-09
 

include/databento/dbn_encoder.hpp

@@ -18,14 +18,14 @@ class DbnEncoder {
   template <typename R>
   void EncodeRecord(const R& record) {
     static_assert(
-        has_header_v<R>,
+        has_header<R>::value,
         "must be a DBN record struct with an `hd` RecordHeader field");
     EncodeRecord(Record{&record.hd});
   }
   template <typename R>
   void EncodeRecord(const WithTsOut<R> record) {
     static_assert(
-        has_header_v<R>,
+        has_header<R>::value,
         "must be a DBN record struct with an `hd` RecordHeader field");
     EncodeRecord(Record{&record.rec.hd});
   }

include/databento/enums.hpp

@@ -4,7 +4,7 @@
 #include <iosfwd>
 #include <string>
 
-#include "databento/publishers.hpp"  // Dataset, Publisher, Venue, FromString
+#include "databento/publishers.hpp"  // FromString
 
 namespace databento {
 // Represents a historical data center gateway location.

include/databento/record.hpp

@@ -52,8 +52,6 @@ struct has_header : std::false_type {};
 template <typename T>
 struct has_header<T, detail::void_t<decltype(std::declval<T>().hd)>>
     : std::is_same<decltype(std::declval<T>().hd), RecordHeader> {};
-template <typename T>
-constexpr bool has_header_v = has_header<T>::value;
 
 class Record {
  public:

include/databento/symbol_map.hpp

@@ -37,7 +37,7 @@ class TsSymbolMap {
   template <typename R>
   Store::const_iterator Find(const R& rec) const {
     static_assert(
-        has_header_v<R>,
+        has_header<R>::value,
         "must be a DBN record struct with an `hd` RecordHeader field");
     date::year_month_day index_date{
         date::sys_days{date::floor<date::days>(rec.IndexTs())}};
@@ -50,7 +50,7 @@ class TsSymbolMap {
   template <typename R>
   const std::string& At(const R& rec) const {
     static_assert(
-        has_header_v<R>,
+        has_header<R>::value,
         "must be a DBN record struct with an `hd` RecordHeader field");
     date::year_month_day index_date{
         date::sys_days{date::floor<date::days>(rec.IndexTs())}};
@@ -88,7 +88,7 @@ class PitSymbolMap {
   template <typename R>
   const std::string& At(const R& rec) const {
     static_assert(
-        has_header_v<R>,
+        has_header<R>::value,
         "must be a DBN record struct with an `hd` RecordHeader field");
     return map_.at(rec.hd.instrument_id);
   }

src/enums.cpp

@@ -53,15 +53,15 @@ const char* ToString(Schema schema) {
     case Schema::Definition: {
       return "definition";
     }
-    case Schema::Imbalance: {
-      return "imbalance";
-    }
     case Schema::Statistics: {
       return "statistics";
     }
     case Schema::Status: {
       return "status";
     }
+    case Schema::Imbalance: {
+      return "imbalance";
+    }
     case Schema::Cbbo: {
       return "cbbo";
     }
@@ -148,6 +148,12 @@ const char* ToString(SType stype) {
     case SType::Parent: {
       return "parent";
     }
+    case SType::NasdaqSymbol: {
+      return "nasdaq_symbol";
+    }
+    case SType::CmsSymbol: {
+      return "cms_symbol";
+    }
     default: {
       return "unknown";
     }
@@ -522,6 +528,9 @@ const char* ToString(StatType stat_type) {
     case StatType::Delta: {
       return "Delta";
     }
+    case StatType::UncrossingPrice: {
+      return "UncrossingPrice";
+    }
     default: {
       return "Unknown";
     }
@@ -915,15 +924,33 @@ Schema FromString(const std::string& str) {
   if (str == "definition") {
     return Schema::Definition;
   }
-  if (str == "imbalance") {
-    return Schema::Imbalance;
-  }
   if (str == "statistics") {
     return Schema::Statistics;
   }
   if (str == "status") {
     return Schema::Status;
   }
+  if (str == "imbalance") {
+    return Schema::Imbalance;
+  }
+  if (str == "cbbo") {
+    return Schema::Cbbo;
+  }
+  if (str == "cbbo-1s") {
+    return Schema::Cbbo1S;
+  }
+  if (str == "cbbo-1m") {
+    return Schema::Cbbo1M;
+  }
+  if (str == "tcbbo") {
+    return Schema::Tcbbo;
+  }
+  if (str == "bbo-1s") {
+    return Schema::Bbo1S;
+  }
+  if (str == "bbo-1m") {
+    return Schema::Bbo1M;
+  }
   throw InvalidArgumentError{"FromString<Schema>", "str",
                              "unknown value '" + str + '\''};
 }
@@ -984,6 +1011,12 @@ SType FromString(const std::string& str) {
   if (str == "parent") {
     return SType::Parent;
   }
+  if (str == "nasdaq_symbol" || str == "nasdaq") {
+    return SType::NasdaqSymbol;
+  }
+  if (str == "cms_symbol" || str == "cms") {
+    return SType::CmsSymbol;
+  }
   throw InvalidArgumentError{"FromString<SType>", "str",
                              "unknown value '" + str + '\''};
 }