fincal.expand now works by using .get and closest=previous

fincal/core.py

@@ -5,7 +5,7 @@ from dataclasses import dataclass
 from numbers import Number
 from typing import Iterable, List, Literal, Mapping, Sequence, Union
 
-from .utils import _parse_date, _preprocess_timeseries
+from .utils import FincalOptions, _parse_date, _preprocess_timeseries
 
 
 @dataclass(frozen=True)
@@ -376,6 +376,33 @@ class TimeSeriesCore(UserDict):
     def __contains__(self, key: object) -> bool:
         return super().__contains__(key)
 
+    @date_parser(1)
+    def get(self, date: Union[str, datetime.datetime], default=None, closest=None):
+
+        if closest is None:
+            closest = FincalOptions.get_closest
+
+        if closest == "exact":
+            try:
+                item = self._get_item_from_date(date)
+                return item
+            except KeyError:
+                return default
+
+        if closest == "previous":
+            delta = datetime.timedelta(-1)
+        elif closest == "next":
+            delta = datetime.timedelta(1)
+        else:
+            raise ValueError(f"Invalid argument from closest {closest!r}")
+
+        while True:
+            try:
+                item = self._get_item_from_date(date)
+                return item
+            except KeyError:
+                date += delta
+
     @property
     def iloc(self) -> Mapping:
         """Returns an item or a set of items based on index

fincal/fincal.py

@@ -552,7 +552,10 @@ class TimeSeries(TimeSeriesCore):
         return max_drawdown
 
     def expand(
-        self, to_frequency: Literal["D", "W", "M", "Q", "H"], method: Literal["ffill", "bfill", "interpolate"]
+        self,
+        to_frequency: Literal["D", "W", "M", "Q", "H"],
+        method: Literal["ffill", "bfill", "interpolate"],
+        skip_weekends: bool = False,
     ) -> TimeSeries:
         try:
             to_frequency: Frequency = getattr(AllFrequencies, to_frequency)
@@ -562,8 +565,10 @@ class TimeSeries(TimeSeriesCore):
         if to_frequency.days >= self.frequency.days:
             raise ValueError("TimeSeries can be only expanded to a higher frequency")
 
-        new_dates = create_date_series(self.start_date, self.end_date, frequency=to_frequency.symbol)
-        new_ts: dict = {dt: self.data.get(dt, None) for dt in new_dates}
+        new_dates = create_date_series(
+            self.start_date, self.end_date, frequency=to_frequency.symbol, skip_weekends=skip_weekends
+        )
+        new_ts: dict = {dt: self.get(dt, closest="previous")[1] for dt in new_dates}
         output_ts: TimeSeries = TimeSeries(new_ts, frequency=to_frequency.symbol)
 
         if method == "ffill":

fincal/utils.py

@@ -10,6 +10,7 @@ class FincalOptions:
     date_format: str = "%Y-%m-%d"
     closest: str = "before"  # after
     traded_days: int = 365
+    get_closest: str = "exact"
 
 
 def _parse_date(date: str, date_format: str = None):