BUG: avoid overflow in Bday generate_range, closes pandas-dev#24252

Author: jbrockmendel

pandas/tests/indexes/datetimes/test_date_range.py

@@ -740,6 +740,13 @@ def test_bdays_and_open_boundaries(self, closed):
         expected = pd.date_range(bday_start, bday_end, freq='D')
         tm.assert_index_equal(result, expected)
 
+    def test_bday_near_overflow(self):
+        # GH#24252 avoid doing unnecessary addition that _would_ overflow
+        start = pd.Timestamp.max.floor("D").to_pydatetime()
+        rng = pd.date_range(start, end=None, periods=1, freq='B')
+        expected = pd.DatetimeIndex([start], freq='B')
+        tm.assert_index_equal(rng, expected)
+
 
 class TestCustomDateRange:
 

pandas/tseries/offsets.py

@@ -2467,6 +2467,11 @@ def generate_range(start=None, end=None, periods=None, offset=BDay()):
         while cur <= end:
             yield cur
 
+            if cur == end:
+                # GH#24252 avoid overflows by not performing the addition
+                # in offset.apply unless we have to
+                break
+
             # faster than cur + offset
             next_date = offset.apply(cur)
             if next_date <= cur:
@@ -2477,6 +2482,11 @@ def generate_range(start=None, end=None, periods=None, offset=BDay()):
         while cur >= end:
             yield cur
 
+            if cur == end:
+                # GH#24252 avoid overflows by not performing the addition
+                # in offset.apply unless we have to
+                break
+
             # faster than cur + offset
             next_date = offset.apply(cur)
             if next_date >= cur: