[swig] add wrapper for LGBM_DatasetGetFeatureNames (#4103)

swig/StringArray_API_extensions.i

@@ -104,4 +104,44 @@
 
         return strings.release();
     }
+
+
+    /**
+     * @brief Wraps LGBM_DatasetGetFeatureNames. Has the same limitations as a
+     * LGBM_BoosterGetFeatureNames:
+     *
+     * Allocates a new StringArray. You must free it yourself if it succeeds.
+     * @see StringArrayHandle_free().
+     * In case of failure such resource is freed and nullptr is returned.
+     * Check for that case with null (lightgbmlib) or 0 (lightgbmlibJNI).
+     *
+     * @param handle Booster handle
+     * @return StringArrayHandle with the feature names (or nullptr in case of error)
+     */
+    StringArrayHandle LGBM_DatasetGetFeatureNamesSWIG(BoosterHandle handle)
+    {
+        int num_features;
+        size_t max_feature_name_size;
+        std::unique_ptr<StringArray> strings(nullptr);
+
+        // Retrieve required allocation space:
+        API_OK_OR_NULL(LGBM_DatasetGetFeatureNames(handle,
+                                                   0, &num_features,
+                                                   0, &max_feature_name_size,
+                                                   nullptr));
+        try {
+            strings.reset(new StringArray(num_features, max_feature_name_size));
+        } catch (std::bad_alloc &e) {
+            LGBM_SetLastError("Failure to allocate memory.");
+            return nullptr;
+        }
+
+        API_OK_OR_NULL(LGBM_DatasetGetFeatureNames(handle,
+                                                   num_features, &num_features,
+                                                   max_feature_name_size, &max_feature_name_size,
+                                                   strings->data()));
+
+        return strings.release();
+    }
+
 %}