Handle weekly frequency

convert.py

@@ -92,7 +92,8 @@ def norm_period(period_str, freq):
     '2015-05'
     """
 
-    assert freq in ("A", "D", "M", "Q", "H"), "Unknown freq = {}".format(freq)
+    if freq not in ("A", "D", "M", "Q", "H", "W"):
+        raise ValueError(f"Unknown freq = {freq!r} for {period_str!r})
 
     # Annual
     if freq == "A":
@@ -120,6 +121,13 @@ def norm_period(period_str, freq):
         assert m, "Incorrect monthly period [{}]".format(period_str)
         return period_str
 
+    # Weekly
+    if freq == "W":
+        m = WEEK_RE.match(period_str)
+        if not m:
+            raise ValueError(f"Incorrect weekly period {period_str!r}")
+        return f"{m.group(1)}-W{m.group(2).zfill(2)}"
+
     # Daily
     if freq == "D":
         m = DAY_RE.match(period_str)