Merge branch 'master' of http://192.168.0.114:3000/buddy/fincal

pyfacts/pyfacts.py

@@ -76,32 +76,28 @@ def create_date_series(
     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}")
 
-    if ensure_coverage:
-        if frequency.days == 1 and skip_weekends and end_date.weekday() > 4:
-            extend_by_days = 7 - end_date.weekday()
-            end_date += relativedelta(days=extend_by_days)
-
-        else:
-            end_date += relativedelta(days=frequency.days)
-
-        # TODO: Add code to ensure coverage for other frequencies as well
-
-    datediff = (end_date - start_date).days / frequency.days + 1
     dates = []
-
+    counter = 0
-    for i in range(0, int(datediff)):
+    while counter < 100000:
-        diff = {frequency.freq_type: frequency.value * i}
+        diff = {frequency.freq_type: frequency.value * counter}
         date = start_date + relativedelta(**diff)
 
         if eomonth:
-            replacement = {"month": date.month + 1} if date.month < 12 else {"year": date.year + 1, "month": 1}
+            date += relativedelta(months=1, day=1, days=-1)
-            date = date.replace(day=1).replace(**replacement) - relativedelta(days=1)
 
-        if date <= end_date:
+        if date > end_date:
-            if frequency.days > 1 or not skip_weekends:
+            if not ensure_coverage:
-                dates.append(date)
+                break
-            elif date.weekday() < 5:
+            elif dates[-1] >= end_date:
-                dates.append(date)
+                break
+
+        counter += 1
+        if frequency.days > 1 or not skip_weekends:
+            dates.append(date)
+        elif date.weekday() < 5:
+            dates.append(date)
+    else:
+        raise ValueError("Cannot generate a series containing more than 100000 dates")
 
     return Series(dates, dtype="date")
 

tests/test_pyfacts.py

@@ -30,7 +30,7 @@ class TestDateSeries:
     def test_monthly(self):
         start_date = datetime.datetime(2020, 1, 1)
         end_date = datetime.datetime(2020, 12, 31)
-        d = create_date_series(start_date, end_date, frequency="M")
+        d = create_date_series(start_date, end_date, frequency="M", ensure_coverage=False)
         assert len(d) == 12
 
         d = create_date_series(start_date, end_date, frequency="M", eomonth=True)
@@ -327,7 +327,7 @@ class TestExpand:
         ts_data = create_test_data(AllFrequencies.M, num=6)
         ts = TimeSeries(ts_data, "M")
         expanded_ts = ts.expand("W", "ffill")
-        assert len(expanded_ts) == 22
+        assert len(expanded_ts) == 23
         assert expanded_ts.frequency.name == "weekly"
         assert expanded_ts.iloc[0][1] == expanded_ts.iloc[1][1]
 
@@ -346,7 +346,7 @@ class TestShrink:
         ts = TimeSeries(ts_data, "D")
         shrunk_ts_w = ts.shrink("W", "ffill")
         shrunk_ts_m = ts.shrink("M", "ffill")
-        assert len(shrunk_ts_w) == 143
+        assert len(shrunk_ts_w) == 144
         assert len(shrunk_ts_m) == 34
 
     def test_weekly_to_smaller(self, create_test_data):
@@ -376,7 +376,7 @@ class TestTransform:
         ts = TimeSeries(ts_data, "D")
         tst = ts.transform("W", "mean")
         assert isinstance(tst, TimeSeries)
-        assert len(tst) == 156
+        assert len(tst) == 157
         assert "2017-01-30" in tst
         assert tst.iloc[4] == (datetime.datetime(2017, 1, 30), 1021.19)