From ec651d74df07f48437519a7ff28d926566f9f6d4 Mon Sep 17 00:00:00 2001
From: KOBAYASHI Ittoku <38392245+kittoku@users.noreply.github.com>
Date: Mon, 14 May 2018 09:25:12 +0900
Subject: [PATCH] BUG: Iteration over DatetimeIndex stops at chunksize
 (GH21012)

---
 pandas/core/indexes/datetimes.py                |  3 ++-
 pandas/tests/indexes/datetimes/test_datetime.py | 11 +++++++++++
 2 files changed, 13 insertions(+), 1 deletion(-)

diff --git a/pandas/core/indexes/datetimes.py b/pandas/core/indexes/datetimes.py
index 9761974d77d4b..83950f1d71633 100644
--- a/pandas/core/indexes/datetimes.py
+++ b/pandas/core/indexes/datetimes.py
@@ -1365,7 +1365,8 @@ def __iter__(self):
             converted = libts.ints_to_pydatetime(data[start_i:end_i],
                                                  tz=self.tz, freq=self.freq,
                                                  box="timestamp")
-            return iter(converted)
+            for v in converted:
+                yield v
 
     def _wrap_union_result(self, other, result):
         name = self.name if self.name == other.name else None
diff --git a/pandas/tests/indexes/datetimes/test_datetime.py b/pandas/tests/indexes/datetimes/test_datetime.py
index 0722b9175c0c6..1a5f12103595c 100644
--- a/pandas/tests/indexes/datetimes/test_datetime.py
+++ b/pandas/tests/indexes/datetimes/test_datetime.py
@@ -153,6 +153,17 @@ def test_iteration_preserves_tz(self):
             assert result._repr_base == expected._repr_base
             assert result == expected
 
+    @pytest.mark.parametrize('periods', [0, 9999, 10000, 10001])
+    def test_iteration_over_chunksize(self, periods):
+        # GH21012
+
+        index = date_range('2000-01-01 00:00:00', periods=periods, freq='min')
+        num = 0
+        for stamp in index:
+            assert index[num] == stamp
+            num += 1
+        assert num == len(index)
+
     def test_misc_coverage(self):
         rng = date_range('1/1/2000', periods=5)
         result = rng.groupby(rng.day)