improved slicing with a separte iloc slider

fincal/core.py

@@ -4,7 +4,7 @@ from typing import Iterable, List, Literal, Mapping, Sequence, Tuple, Union
 
 
 @dataclass
-class Options:
+class FincalOptions:
     date_format: str = '%Y-%m-%d'
     closest: str = 'before'  # after
 
@@ -94,6 +94,23 @@ def _preprocess_match_options(as_on_match: str, prior_match: str, closest: str)
     return as_on_delta, prior_delta
 
 
+class IndexSlicer:
+    def __init__(self, parent_obj):
+        self.parent = parent_obj
+
+    def __getitem__(self, n):
+        all_keys = list(self.parent.time_series)
+        if isinstance(n, int):
+            keys = [all_keys[n]]
+        else:
+            keys = all_keys[n]
+        item = [(key, self.parent.time_series[key]) for key in keys]
+        if len(item) == 1:
+            return item[0]
+
+        return item
+
+
 class TimeSeriesCore:
     """Defines the core building blocks of a TimeSeries object"""
 
@@ -132,7 +149,7 @@ class TimeSeriesCore:
         self.end_date = self.dates[-1]
         self.frequency = getattr(AllFrequencies, frequency)
 
-    def _get_slice(self, n: int):
+    def _get_printable_slice(self, n: int):
         """Returns a slice of the dataframe from beginning and end"""
 
         printable = {}
@@ -149,7 +166,7 @@ class TimeSeriesCore:
 
     def __repr__(self):
         if len(self.time_series) > 6:
-            printable = self._get_slice(6)
+            printable = self._get_printable_slice(6)
             printable_str = "{}([{}\n\t    ...\n\t    {}], frequency={})".format(
                                 self.__class__.__name__,
                                 ',\n\t    '.join(printable['start']),
@@ -166,7 +183,7 @@ class TimeSeriesCore:
 
     def __str__(self):
         if len(self.time_series) > 6:
-            printable = self._get_slice(6)
+            printable = self._get_printable_slice(6)
             printable_str = "[{}\n ...\n {}]".format(
                                 ',\n '.join(printable['start']),
                                 ',\n '.join(printable['end']),
@@ -175,29 +192,47 @@ class TimeSeriesCore:
             printable_str = "[{}]".format(',\n '.join([str(i) for i in self.time_series.items()]))
         return printable_str
 
-    def __getitem__(self, n):
-        all_keys = list(self.time_series)
-        if isinstance(n, int):
-            keys = [all_keys[n]]
+    def __getitem__(self, key):
+        if isinstance(key, int):
+            raise KeyError(f"{key}. For index based slicing, use .iloc[{key}]")
+        elif isinstance(key, datetime.datetime):
+            item = (key, self.time_series[key])
+        if isinstance(key, str):
+            try:
+                dt_key = datetime.datetime.strptime(key, FincalOptions.date_format)
+                item = (dt_key, self.time_series[dt_key])
+            except ValueError:
+                raise KeyError(f"{repr(key)}. If you passed a date as a string, "
+                               "try setting the date format using Fincal.Options.date_format")
+            except KeyError:
+                raise KeyError(f"{repr(key)}. This date is not available.")
+        elif isinstance(key, Sequence):
+            item = [(k, self.time_series[k]) for k in key]
         else:
-            keys = all_keys[n]
-        item = [(key, self.time_series[key]) for key in keys]
-        if len(item) == 1:
-            return item[0]
-
+            raise TypeError(f"Invalid type {repr(type(key).__name__)} for slicing.")
         return item
 
     def __len__(self):
         return len(self.time_series)
 
     def head(self, n: int = 6):
+        """Returns the first n items of the TimeSeries object"""
+
         keys = list(self.time_series.keys())
         keys = keys[:n]
         result = [(key, self.time_series[key]) for key in keys]
         return result
 
     def tail(self, n: int = 6):
+        """Returns the last n items of the TimeSeries object"""
+
         keys = list(self.time_series.keys())
         keys = keys[-n:]
         result = [(key, self.time_series[key]) for key in keys]
         return result
+
+    @property
+    def iloc(self):
+        """Returns an item or a set of items based on index"""
+
+        return IndexSlicer(self)

fincal/fincal.py

@@ -77,23 +77,39 @@ class TimeSeries(TimeSeriesCore):
 
         return new_ts
 
-    def bfill(self, inplace=False):
-        num_days = (self.end_date - self.start_date).days + 1
+    def bfill(self, inplace: bool = False, limit: int = None) -> Union[TimeSeries, None]:
+        """Backward fill missing dates in the time series
 
-        new_ts = dict()
-        for i in range(num_days):
-            cur_date = self.end_date - datetime.timedelta(days=i)
+        Parameters
+        ----------
+        inplace : bool
+            Modify the time-series data in place and return None.
+
+        limit : int, optional
+            Maximum number of periods to back fill
+
+        Returns
+        -------
+            Returns a TimeSeries object if inplace is False, otherwise None
+        """
+
+        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.symbol, eomonth)
+        dates_to_fill.append(self.end_date)
+
+        bfill_ts = dict()
+        for cur_date in reversed(dates_to_fill):
             try:
                 cur_val = self.time_series[cur_date]
             except KeyError:
                 pass
-            new_ts.update({cur_date: cur_val})
-
+            bfill_ts.update({cur_date: cur_val})
+        new_ts = {k: bfill_ts[k] for k in reversed(bfill_ts)}
         if inplace:
             self.time_series = new_ts
             return None
 
-        return dict(reversed(new_ts.items()))
+        return new_ts
 
     def calculate_returns(
         self,