feat: pad missing periods until today if it's within first_date and last_date

Author: chilango74

cbrapi/currency.py

@@ -149,7 +149,7 @@ def get_time_series(
 
     if re.match("RUB", symbol):
         foreign_ccy = re.search(r"^RUB(.*)$", symbol)[1]
-        query_symbol = foreign_ccy + "RUB"
+        query_symbol = foreign_ccy
         method = "inverse"
     else:
         query_symbol = symbol
@@ -164,7 +164,7 @@ def get_time_series(
     try:
         df = pd.read_xml(rate_xml, xpath="//ValuteCursDynamic")
     except ValueError:
-        return pd.Series()
+        return pd.Series(dtype=float)
     cbr_cols1 = {"rowOrder", "id", "Vnom", "Vcode", "CursDate", "Vcurs"}
     cbr_cols2 = cbr_cols1.union({"VunitRate"})
     if set(df.columns) not in [cbr_cols1, cbr_cols2]:
@@ -181,7 +181,10 @@ def get_time_series(
     df.set_index("CursDate", inplace=True, verify_integrity=True)
     df.sort_index(ascending=True, inplace=True)
     s = df.squeeze(axis=1)  # all outputs must be pd.Series
-    s = pad_missing_periods(s, freq="D")
+    pad_end_date = data2.date()
+    if data1.date() < today < data2.date():
+        pad_end_date = today
+    s = pad_missing_periods(s, freq="D", end_date=pad_end_date)
     s.index.rename("date", inplace=True)
     if period.upper() == "M":
         s = s.to_timestamp().resample("ME").last()

cbrapi/helpers.py

@@ -1,21 +1,28 @@
-from typing import Union
+from typing import Union, Optional
 from datetime import datetime, date
 import pandas as pd
 
 
 def pad_missing_periods(
-    ts: Union[pd.Series, pd.DataFrame], freq: str = "D"
+    ts: Union[pd.Series, pd.DataFrame], freq: str = "D", end_date: Optional[date] = None
 ) -> Union[pd.Series, pd.DataFrame]:
     """
     Pad missing dates and values in the time series.
     """
+    if ts.empty:
+        return ts
     name = ts.index.name
     if not isinstance(ts.index, pd.PeriodIndex):
         ts.index = ts.index.to_period(freq)
     ts.sort_index(
         ascending=True, inplace=True
     )  # The order should be ascending to make new Period index
-    idx = pd.period_range(start=ts.index[0], end=ts.index[-1], freq=freq)
+    end = ts.index[-1]
+    if end_date:
+        end_period = pd.Period(end_date, freq=freq)
+        if end_period > end:
+            end = end_period
+    idx = pd.period_range(start=ts.index[0], end=end, freq=freq)
     ts = ts.reindex(idx, method="pad")
     ts.index.rename(name, inplace=True)
     return ts

main.py

@@ -12,7 +12,7 @@
 
 print(
     cbr.currency.get_time_series(
-        symbol="USDRUB", first_date="2019-01-01", last_date="2020-12-31", period="M"
+        symbol="USDRUB", first_date="2025-12-01", last_date="2026-01-31", period="D"
     )
 )
 
@@ -30,4 +30,4 @@
 
 print(cbr.get_currencies_list())
 
-print(cbr.get_currency_code("USDRUB.CBR"))
+print(cbr.get_currency_code("USDRUB"))