Refactor get_bdates_from_col to enhance business day identification and bucket dates by period

src/utils/misc.rs

@@ -43,53 +43,65 @@ pub fn get_min_max_real_dates(
         )))
     }
 }
-
 /// Get the business dates from a date column in a DataFrame.
+/// Identify business days, bucket them by period, and pick the first available date from each period.
 pub fn get_bdates_from_col(date_col: &Series, freq: &str) -> Result<Series, Box<dyn Error>> {
-    let dates = date_col
-        .date()?
-        .into_iter()
-        .filter_map(|opt| opt.map(|d| NaiveDate::from_num_days_from_ce_opt(d as i32)))
-        .filter(|d| {
-            if let Some(date) = d {
-                let wd = date.weekday();
-                wd != Weekday::Sat && wd != Weekday::Sun
-            } else {
-                false
+    // Ensure the column is of Date type
+    if date_col.dtype() != &DataType::Date {
+        return Err("The column is not of Date type".into());
     }
-        })
-        .filter_map(|opt| opt) // Filter out None and unwrap Some
-        .collect::<Vec<_>>();
 
-    let aligned_dates: Vec<NaiveDate> = dates
-        .iter()
-        .map(|date| match freq {
-            "D" => *date,
-            "W" => {
-                let weekday = date.weekday().num_days_from_monday(); // Get the weekday directly
-                *date - chrono::Duration::days(weekday as i64)
-            }
-            "M" => NaiveDate::from_ymd_opt(date.year(), date.month(), 1)
-                .unwrap_or_else(|| NaiveDate::from_ymd_opt(1970, 1, 1).unwrap()),
-            "Q" => {
-                let quarter = (date.month0() / 3) + 1;
-                let month = match quarter {
-                    1 => 1,
-                    2 => 4,
-                    3 => 7,
-                    4 => 10,
-                    _ => unreachable!(),
-                };
-                NaiveDate::from_ymd_opt(date.year(), month, 1)
-                    .unwrap_or_else(|| NaiveDate::from_ymd_opt(1970, 1, 1).unwrap())
-            }
-            "A" => NaiveDate::from_ymd_opt(date.year(), 1, 1)
-                .unwrap_or_else(|| NaiveDate::from_ymd_opt(1970, 1, 1).unwrap()),
-            _ => *date, // fallback
+    // Step 1: Identify business days (exclude weekends)
+    let date_as_days = date_col.cast(&DataType::Int32)?;
+    let business_days: Vec<NaiveDate> = date_as_days
+        .i32()?
+        .into_iter()
+        .filter_map(|opt_days| {
+            opt_days.map(|days| {
+                NaiveDate::from_ymd_opt(1970, 1, 1).unwrap() + chrono::Duration::days(days as i64)
+            })
+        })
+        .filter(|date| {
+            // Exclude weekends (Saturday and Sunday)
+            let weekday = date.weekday();
+            weekday != Weekday::Sat && weekday != Weekday::Sun
         })
         .collect();
 
-    Ok(DateChunked::from_naive_date(date_col.name().clone(), aligned_dates).into_series())
+    // Step 2: Bucket dates by period
+    let mut buckets: HashMap<String, Vec<NaiveDate>> = HashMap::new();
+    for date in &business_days {
+        let bucket_key = match freq {
+            "D" => date.format("%Y-%m-%d").to_string(),
+            "W" => format!("{}-W{:02}", date.year(), date.iso_week().week()),
+            "M" => date.format("%Y-%m").to_string(),
+            "Q" => format!("{}-Q{}", date.year(), (date.month() - 1) / 3 + 1),
+            "A" => date.year().to_string(),
+            _ => return Err("Invalid frequency specified".into()),
+        };
+        buckets.entry(bucket_key).or_default().push(*date);
+    }
+
+    // Step 3: Pick the first available date from each bucket
+    let mut selected_dates: Vec<NaiveDate> = Vec::new();
+    for (_, mut dates) in buckets {
+        dates.sort(); // Ensure dates are sorted within the bucket
+        if let Some(first_date) = dates.first() {
+            selected_dates.push(*first_date);
+        }
+    }
+
+    // Step 4: Convert selected dates back to a Series of Date type
+    let bdates_series = Series::new(
+        "bdates".into(),
+        selected_dates
+            .into_iter()
+            .map(|date| date.format("%Y-%m-%d").to_string()) // Format as strings
+            .collect::<Vec<String>>(),
+    )
+    .cast(&DataType::Date)?; // Cast to Date type
+
+    Ok(bdates_series)
 }
 
 /// Get the `cid` from a ticker string.