Fix issue pandas-dev#346 (pandas-dev#347)

* Update _pandas_ndarray_store.py

* Update with unit test

* change assertion in unit test to check for frame equality

* Set index names and column names since artic will give them default names

arctic/store/_pandas_ndarray_store.py

@@ -84,7 +84,7 @@ def _index_range(self, version, symbol, date_range=None, **kwargs):
                 if start > dts[-1]:
                     return -1, -1
                 idxstart = min(np.searchsorted(dts, start), len(dts) - 1)
-                idxend = min(np.searchsorted(dts, end), len(dts) - 1)
+                idxend = min(np.searchsorted(dts, end, side='right'), len(dts) - 1)
                 return int(index['index'][idxstart]), int(index['index'][idxend] + 1)
         return super(PandasStore, self)._index_range(version, symbol, **kwargs)
 

tests/integration/store/test_version_store.py

@@ -11,8 +11,10 @@
 from mock import patch
 import time
 import pytest
+import numpy as np
 
 from arctic.exceptions import NoDataFoundException, DuplicateSnapshotException
+from arctic.date import DateRange
 
 from ...util import read_str_as_pandas
 from arctic.date._mktz import mktz
@@ -942,3 +944,14 @@ def test_list_symbols_regex(library):
     assert 'furble' not in library.list_symbols(a=1, regex='asd')
     assert library.list_symbols(a={'$gt': 5}, regex='asd') == []
     assert library.list_symbols(b={'$gt': 5}, regex='asd') == ['asdf']
+
+
+def test_date_range_large(library):
+    index = [dt(2017,1,1)]*20000 + [dt(2017,1,2)]*20000
+    data = np.random.random((40000, 10))
+    df = pd.DataFrame(index=index, data=data)
+    df.index.name = 'index'
+    df.columns = ['a', 'b', 'c', 'd', 'e', 'f', 'g', 'h', 'i', 'j']
+    library.write('test', df)
+    r = library.read('test', date_range=DateRange(dt(2017,1,1), dt(2017,1,2)))
+    assert_frame_equal(df, r.data)