From 23bc0b71a63e687894c6435a021440453651fd3d Mon Sep 17 00:00:00 2001 From: Gourav Kumar Date: Sun, 20 Feb 2022 16:07:50 +0530 Subject: [PATCH] create_date_series no longer returns dates > end_date --- fincal/fincal.py | 10 ++++++---- 1 file changed, 6 insertions(+), 4 deletions(-) diff --git a/fincal/fincal.py b/fincal/fincal.py index f313b0e..7e54a9a 100644 --- a/fincal/fincal.py +++ b/fincal/fincal.py @@ -5,14 +5,15 @@ from typing import List, Union from dateutil.relativedelta import relativedelta -from .core import AllFrequencies, Frequency, TimeSeriesCore, _preprocess_match_options +from .core import AllFrequencies, TimeSeriesCore, _preprocess_match_options def create_date_series( - start_date: datetime.datetime, end_date: datetime.datetime, frequency: Frequency, eomonth: bool = False + start_date: datetime.datetime, end_date: datetime.datetime, frequency: str, eomonth: bool = False ) -> List[datetime.datetime]: """Creates a date series using a frequency""" + frequency = getattr(AllFrequencies, frequency) if eomonth and frequency.days < AllFrequencies.M.days: raise ValueError(f"eomonth cannot be set to True if frequency is higher than {AllFrequencies.M.name}") @@ -27,7 +28,8 @@ def create_date_series( date = date.replace(day=31) else: date = date.replace(day=1).replace(month=date.month+1) - relativedelta(days=1) - dates.append(date) + if date <= end_date: + dates.append(date) return dates @@ -59,7 +61,7 @@ class TimeSeries(TimeSeriesCore): """ eomonth = True if self.frequency.days >= AllFrequencies.M.days else False - dates_to_fill = create_date_series(self.start_date, self.end_date, self.frequency, eomonth) + dates_to_fill = create_date_series(self.start_date, self.end_date, self.frequency.symbol, eomonth) new_ts = dict() for cur_date in dates_to_fill: