validate dtype on ContinuousWavelet creation

TST: add tests for ContinuousWavelet dtypes

pywt/_extensions/_pywt.pyx

@@ -691,6 +691,10 @@ cdef public class ContinuousWavelet [type ContinuousWaveletType, object Continuo
         # builtin wavelet
         self.name = name.lower()
         self.dt = dtype
+        if np.dtype(self.dt) not in [np.float32, np.float64]:
+            raise ValueError(
+                "Only np.float32 and np.float64 dtype are supported for "
+                "ContinuousWavelet objects.")
         if len(self.name) >= 4 and self.name[:4] in ['cmor', 'shan', 'fbsp']:
             base_name = self.name[:4]
             if base_name == self.name:

pywt/tests/test_cwt_wavelets.py

@@ -115,6 +115,21 @@ def test_gaus():
         assert_allclose(X, x)
 
 
+@pytest.mark.parametrize('dtype', [np.float32, np.float64])
+def test_continuous_wavelet_dtype(dtype):
+    wavelet = pywt.ContinuousWavelet('cmor1.5-1.0', dtype)
+    int_psi, x = pywt.integrate_wavelet(wavelet)
+    assert int_psi.real.dtype == dtype
+    assert x.dtype == dtype
+
+
+def test_continuous_wavelet_invalid_dtype():
+    with pytest.raises(ValueError):
+        pywt.ContinuousWavelet('gaus5', np.complex64)
+    with pytest.raises(ValueError):
+        pywt.ContinuousWavelet('gaus5', np.int)
+
+
 def test_cgau():
     LB = -5
     UB = 5