Fix incorrect DTI/TDI indexing; warn before dropping tzinfo (#22549)

Author: jbrockmendel

doc/source/whatsnew/v0.24.0.txt

@@ -525,6 +525,7 @@ Datetimelike API Changes
 - :class:`DateOffset` objects are now immutable. Attempting to alter one of these will now raise ``AttributeError`` (:issue:`21341`)
 - :class:`PeriodIndex` subtraction of another ``PeriodIndex`` will now return an object-dtype :class:`Index` of :class:`DateOffset` objects instead of raising a ``TypeError`` (:issue:`20049`)
 - :func:`cut` and :func:`qcut` now returns a :class:`DatetimeIndex` or :class:`TimedeltaIndex` bins when the input is datetime or timedelta dtype respectively and ``retbins=True`` (:issue:`19891`)
+- :meth:`DatetimeIndex.to_period` and :meth:`Timestamp.to_period` will issue a warning when timezone information will be lost (:issue:`21333`)
 
 .. _whatsnew_0240.api.other:
 
@@ -626,6 +627,8 @@ Datetimelike
 - Bug in :class:`DataFrame` with mixed dtypes including ``datetime64[ns]`` incorrectly raising ``TypeError`` on equality comparisons (:issue:`13128`,:issue:`22163`)
 - Bug in :meth:`DataFrame.eq` comparison against ``NaT`` incorrectly returning ``True`` or ``NaN`` (:issue:`15697`,:issue:`22163`)
 - Bug in :class:`DatetimeIndex` subtraction that incorrectly failed to raise `OverflowError` (:issue:`22492`, :issue:`22508`)
+- Bug in :class:`DatetimeIndex` incorrectly allowing indexing with ``Timedelta`` object (:issue:`20464`)
+-
 
 Timedelta
 ^^^^^^^^^
@@ -634,7 +637,7 @@ Timedelta
 - Bug in multiplying a :class:`Series` with numeric dtype against a ``timedelta`` object (:issue:`22390`)
 - Bug in :class:`Series` with numeric dtype when adding or subtracting an an array or ``Series`` with ``timedelta64`` dtype (:issue:`22390`)
 - Bug in :class:`Index` with numeric dtype when multiplying or dividing an array with dtype ``timedelta64`` (:issue:`22390`)
--
+- Bug in :class:`TimedeltaIndex` incorrectly allowing indexing with ``Timestamp`` object (:issue:`20464`)
 -
 -
 

pandas/_libs/tslibs/timestamps.pyx

@@ -737,6 +737,12 @@ class Timestamp(_Timestamp):
         """
         from pandas import Period
 
+        if self.tz is not None:
+            # GH#21333
+            warnings.warn("Converting to Period representation will "
+                          "drop timezone information.",
+                          UserWarning)
+
         if freq is None:
             freq = self.freq
 

pandas/core/indexes/datetimes.py

@@ -2,7 +2,7 @@
 from __future__ import division
 import operator
 import warnings
-from datetime import time, datetime
+from datetime import time, datetime, timedelta
 
 import numpy as np
 from pytz import utc
@@ -730,6 +730,10 @@ def to_period(self, freq=None):
         """
         from pandas.core.indexes.period import PeriodIndex
 
+        if self.tz is not None:
+            warnings.warn("Converting to PeriodIndex representation will "
+                          "drop timezone information.", UserWarning)
+
         if freq is None:
             freq = self.freqstr or self.inferred_freq
 
@@ -740,7 +744,7 @@ def to_period(self, freq=None):
 
             freq = get_period_alias(freq)
 
-        return PeriodIndex(self.values, name=self.name, freq=freq, tz=self.tz)
+        return PeriodIndex(self.values, name=self.name, freq=freq)
 
     def snap(self, freq='S'):
         """
@@ -1204,6 +1208,12 @@ def get_loc(self, key, method=None, tolerance=None):
             key = Timestamp(key, tz=self.tz)
             return Index.get_loc(self, key, method, tolerance)
 
+        elif isinstance(key, timedelta):
+            # GH#20464
+            raise TypeError("Cannot index {cls} with {other}"
+                            .format(cls=type(self).__name__,
+                                    other=type(key).__name__))
+
         if isinstance(key, time):
             if method is not None:
                 raise NotImplementedError('cannot yet lookup inexact labels '

pandas/core/indexes/timedeltas.py

@@ -1,5 +1,6 @@
 """ implement the TimedeltaIndex """
 import operator
+from datetime import datetime
 
 import numpy as np
 from pandas.core.dtypes.common import (
@@ -487,7 +488,11 @@ def get_loc(self, key, method=None, tolerance=None):
         -------
         loc : int
         """
-        if is_list_like(key):
+        if is_list_like(key) or (isinstance(key, datetime) and key is not NaT):
+            # GH#20464 datetime check here is to ensure we don't allow
+            #   datetime objects to be incorrectly treated as timedelta
+            #   objects; NaT is a special case because it plays a double role
+            #   as Not-A-Timedelta
             raise TypeError
 
         if isna(key):

pandas/tests/indexes/datetimes/test_astype.py

@@ -246,15 +246,19 @@ def setup_method(self, method):
     def test_to_period_millisecond(self):
         index = self.index
 
-        period = index.to_period(freq='L')
+        with tm.assert_produces_warning(UserWarning):
+            # warning that timezone info will be lost
+            period = index.to_period(freq='L')
         assert 2 == len(period)
         assert period[0] == Period('2007-01-01 10:11:12.123Z', 'L')
         assert period[1] == Period('2007-01-01 10:11:13.789Z', 'L')
 
     def test_to_period_microsecond(self):
         index = self.index
 
-        period = index.to_period(freq='U')
+        with tm.assert_produces_warning(UserWarning):
+            # warning that timezone info will be lost
+            period = index.to_period(freq='U')
         assert 2 == len(period)
         assert period[0] == Period('2007-01-01 10:11:12.123456Z', 'U')
         assert period[1] == Period('2007-01-01 10:11:13.789123Z', 'U')
@@ -264,12 +268,20 @@ def test_to_period_microsecond(self):
         dateutil.tz.tzutc()])
     def test_to_period_tz(self, tz):
         ts = date_range('1/1/2000', '2/1/2000', tz=tz)
-        result = ts.to_period()[0]
-        expected = ts[0].to_period()
+
+        with tm.assert_produces_warning(UserWarning):
+            # GH#21333 warning that timezone info will be lost
+            result = ts.to_period()[0]
+            expected = ts[0].to_period()
+
         assert result == expected
 
         expected = date_range('1/1/2000', '2/1/2000').to_period()
-        result = ts.to_period()
+
+        with tm.assert_produces_warning(UserWarning):
+            # GH#21333 warning that timezone info will be lost
+            result = ts.to_period()
+
         tm.assert_index_equal(result, expected)
 
     def test_to_period_nofreq(self):

pandas/tests/indexes/datetimes/test_indexing.py

@@ -586,3 +586,17 @@ def test_reasonable_keyerror(self):
         with pytest.raises(KeyError) as excinfo:
             index.get_loc('1/1/2000')
         assert '2000' in str(excinfo.value)
+
+    @pytest.mark.parametrize('key', [pd.Timedelta(0),
+                                     pd.Timedelta(1),
+                                     timedelta(0)])
+    def test_timedelta_invalid_key(self, key):
+        # GH#20464
+        dti = pd.date_range('1970-01-01', periods=10)
+        with pytest.raises(TypeError):
+            dti.get_loc(key)
+
+    def test_get_loc_nat(self):
+        # GH#20464
+        index = DatetimeIndex(['1/3/2000', 'NaT'])
+        assert index.get_loc(pd.NaT) == 1

pandas/tests/indexes/timedeltas/test_indexing.py

@@ -1,4 +1,4 @@
-from datetime import timedelta
+from datetime import datetime, timedelta
 
 import pytest
 import numpy as np
@@ -41,6 +41,15 @@ def test_getitem(self):
             tm.assert_index_equal(result, expected)
             assert result.freq == expected.freq
 
+    @pytest.mark.parametrize('key', [pd.Timestamp('1970-01-01'),
+                                     pd.Timestamp('1970-01-02'),
+                                     datetime(1970, 1, 1)])
+    def test_timestamp_invalid_key(self, key):
+        # GH#20464
+        tdi = pd.timedelta_range(0, periods=10)
+        with pytest.raises(TypeError):
+            tdi.get_loc(key)
+
 
 class TestWhere(object):
     # placeholder for symmetry with DatetimeIndex and PeriodIndex tests

pandas/tests/scalar/timestamp/test_timestamp.py

@@ -929,3 +929,11 @@ def test_to_datetime_bijective(self):
         with tm.assert_produces_warning(exp_warning, check_stacklevel=False):
             assert (Timestamp(Timestamp.min.to_pydatetime()).value / 1000 ==
                     Timestamp.min.value / 1000)
+
+    def test_to_period_tz_warning(self):
+        # GH#21333 make sure a warning is issued when timezone
+        # info is lost
+        ts = Timestamp('2009-04-15 16:17:18', tz='US/Eastern')
+        with tm.assert_produces_warning(UserWarning):
+            # warning that timezone info will be lost
+            ts.to_period('D')