Weekly timeseries only anchored on Sunday?

[rohrdr]

Hello everybody,
thanks a lot for developing this library. I really think it's a great idea and I'd love to use it.

When playing a bit I found that the weekly timeseries seem to be allowed to be anchored only on Sunday. When anchored on a different day of the week I will get NaN. I was wondering if this is intentional or if this is a bug.

Here are two pieces of code that should clarify what I mean.

Working code (note: 2022-05-01 was a Sunday):

start_date = pd.Timestamp('2022-05-01')
rng = [start_date + pd.Timedelta(days=i*7) for i in range(5)]
segs = 5 * ['A']
try_df = pd.DataFrame({ 'timestamp': rng, 'target' : np.random.randn(len(rng)), 'segment': segs})
df = TSDataset.to_dataset(try_df)
ts = TSDataset(df, freq='W')
print(ts)

output:

segment            A
feature       target
timestamp           
2022-05-01  1.378538
2022-05-08 -0.455961
2022-05-15 -0.031630
2022-05-22 -0.898389
2022-05-29  0.169719

Code producing NaN (note: 2022-05-02 was a Monday):

start_date = pd.Timestamp('2022-05-02')
rng = [start_date + pd.Timedelta(days=i*7) for i in range(5)]
segs = 5 * ['A']
try_df = pd.DataFrame({ 'timestamp': rng, 'target' : np.random.randn(len(rng)), 'segment': segs})
df = TSDataset.to_dataset(try_df)
ts = TSDataset(df, freq='W')
print(ts)

output:

segment         A
feature    target
timestamp        
2022-05-08    NaN
2022-05-15    NaN
2022-05-22    NaN
2022-05-29    NaN