- TICKS data download in some cases might miss some days (#16)

CHANGELOG.md

@@ -4,6 +4,10 @@ All notable changes to this project will be documented in this file.
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
+## [4.0.2]
+### Fixed
+- TICKS data download in some cases might miss some days (https://github.com/ffeast/finam-export/issues/16)
+
 ## [4.0.1]
 ### Fixed
 - version in setup.py

finam/interval.py

@@ -21,19 +21,19 @@ def split_interval(start_date, end_date, timeframe):
     if end_date < start_date:
         raise ValueError('start_date must be >= end_date, but got {} and {}'
                          .format(start_date, end_date))
-    delta_days = (end_date - start_date).days
+    delta_days = (end_date - start_date).days + 1
     max_days = _MAX_DAYS_PER_TIMEFRAME[timeframe]
     chunks_count, remainder = divmod(delta_days, max_days)
     if remainder != 0:
         chunks_count += 1
     if chunks_count <= 1:
         return ((start_date, end_date),)
     chunks = []
-    delta = 0
+    offset_start = timedelta(0)
+    offset_end = timedelta(max_days)
     for chunk_i in range(chunks_count):
-        offset_start = timedelta(chunk_i * max_days + delta)
-        offset_end = timedelta((chunk_i + 1) * max_days)
         chunks.append((start_date + offset_start,
-                      min(start_date + offset_end, end_date)))
-        delta = 1
+                      min(start_date + offset_end - timedelta(1), end_date)))
+        offset_start += timedelta(max_days)
+        offset_end += timedelta(max_days)
     return tuple(chunks)

setup.py

@@ -2,7 +2,7 @@
 # coding: utf8
 from setuptools import setup
 
-VERSION = '4.0.1'
+VERSION = '4.0.2'
 
 long_description = open('README.md').read()
 

tests/tests_unit.py

@@ -127,16 +127,27 @@ def test_lookup_by_market_and_codes(self):
     (date(2016, 1, 1), date(2016, 1, 2), Timeframe.MINUTES1,
      ((date(2016, 1, 1), date(2016, 1, 2)),)),
     (date(2018, 1, 1), date(2020, 9, 15), Timeframe.MINUTES1,
-     ((date(2018, 1, 1), date(2019, 1, 1)),
-      (date(2019, 1, 2), date(2020, 1, 1)),
-      (date(2020, 1, 2), date(2020, 9, 15)),)),
+     ((date(2018, 1, 1), date(2018, 12, 31)),
+      (date(2019, 1, 1), date(2019, 12, 31)),
+      (date(2020, 1, 1), date(2020, 9, 15)),)),
     (date(2019, 3, 1), date(2020, 3, 1), Timeframe.MINUTES1,
-     ((date(2019, 3, 1), date(2020, 2, 29)),
-      (date(2020, 3, 1), date(2020, 3, 1)),)),
+     ((date(2019, 3, 1), date(2020, 2, 28)),
+      (date(2020, 2, 29), date(2020, 3, 1)),)),
     (date(2018, 3, 1), date(2019, 3, 1), Timeframe.MINUTES1,
-     ((date(2018, 3, 1), date(2019, 3, 1)),)),
+     ((date(2018, 3, 1), date(2019, 2, 28)),
+      (date(2019, 3, 1), date(2019, 3, 1)),)),
     (date(2019, 3, 1), date(2020, 2, 29), Timeframe.MINUTES1,
-     ((date(2019, 3, 1), date(2020, 2, 29)),))
+     ((date(2019, 3, 1), date(2020, 2, 28)),
+      (date(2020, 2, 29), date(2020, 2, 29)),)),
+    (date(2016, 1, 1), date(2016, 1, 1), Timeframe.TICKS,
+     ((date(2016, 1, 1), date(2016, 1, 1)),)),
+    (date(2020, 2, 29), date(2020, 3, 1), Timeframe.TICKS,
+     ((date(2020, 2, 29), date(2020, 2, 29)),
+      (date(2020, 3, 1), date(2020, 3, 1)),)),
+    (date(2020, 1, 30), date(2020, 2, 1), Timeframe.TICKS,
+     ((date(2020, 1, 30), date(2020, 1, 30)),
+      (date(2020, 1, 31), date(2020, 1, 31)),
+      (date(2020, 2, 1), date(2020, 2, 1)),)),
 ])
 def test_split_interval(start_date, end_date, interval, expected):
     actual = split_interval(start_date, end_date, interval)