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create_date_series no longer returns dates > end_date

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Gourav Kumar 2022-02-20 16:07:50 +05:30
parent b4597da4af
commit 23bc0b71a6
1 changed files with 6 additions and 4 deletions
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10
fincal/fincal.py
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@ -5,14 +5,15 @@ from typing import List, Union
from dateutil.relativedelta import relativedelta 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( 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]: ) -> List[datetime.datetime]:
"""Creates a date series using a frequency""" """Creates a date series using a frequency"""
frequency = getattr(AllFrequencies, frequency)
if eomonth and frequency.days < AllFrequencies.M.days: 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}") 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) date = date.replace(day=31)
else: else:
date = date.replace(day=1).replace(month=date.month+1) - relativedelta(days=1) 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 return dates
@ -59,7 +61,7 @@ class TimeSeries(TimeSeriesCore):
""" """
eomonth = True if self.frequency.days >= AllFrequencies.M.days else False 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() new_ts = dict()
for cur_date in dates_to_fill: for cur_date in dates_to_fill: