BUG: Iteration over DatetimeIndex stops at chunksize (GH21012) (#21027)

Author: kittoku

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

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)