BUG: Fixes to msgpack support.

Adds support for IntervalIndex and Interval; fixes Period and
TimedeltaIndex. Closes pandas-dev#19967 and pandas-dev#13463.

pandas/io/packers.py

@@ -55,7 +55,8 @@
 from pandas import (Timestamp, Period, Series, DataFrame,  # noqa
                     Index, MultiIndex, Float64Index, Int64Index,
                     Panel, RangeIndex, PeriodIndex, DatetimeIndex, NaT,
-                    Categorical, CategoricalIndex)
+                    Categorical, CategoricalIndex, IntervalIndex, Interval,
+                    TimedeltaIndex)
 from pandas.core.sparse.api import SparseSeries, SparseDataFrame
 from pandas.core.sparse.array import BlockIndex, IntIndex
 from pandas.core.generic import NDFrame
@@ -401,6 +402,13 @@ def encode(obj):
                     u'freq': u_safe(getattr(obj, 'freqstr', None)),
                     u'tz': tz,
                     u'compress': compressor}
+        elif isinstance(obj, IntervalIndex):
+            return {u'typ': u'interval_index',
+                    u'klass': u(obj.__class__.__name__),
+                    u'name': getattr(obj, 'name', None),
+                    u'left': getattr(obj, '_left', None),
+                    u'right': getattr(obj, '_right', None),
+                    u'closed': getattr(obj, '_closed', None)}
         elif isinstance(obj, MultiIndex):
             return {u'typ': u'multi_index',
                     u'klass': u(obj.__class__.__name__),
@@ -513,7 +521,12 @@ def encode(obj):
     elif isinstance(obj, Period):
         return {u'typ': u'period',
                 u'ordinal': obj.ordinal,
-                u'freq': u(obj.freq)}
+                u'freq': u_safe(obj.freqstr)}
+    elif isinstance(obj, Interval):
+        return {u'typ': u'interval',
+                u'left':obj.left,
+                u'right':obj.right,
+                u'closed':obj.closed}
     elif isinstance(obj, BlockIndex):
         return {u'typ': u'block_index',
                 u'klass': u(obj.__class__.__name__),
@@ -597,12 +610,19 @@ def decode(obj):
             result = result.tz_localize('UTC').tz_convert(tz)
         return result
 
+    elif typ == u'interval_index':
+        return globals()[obj[u'klass']].from_arrays(obj[u'left'],
+                                                    obj[u'right'],
+                                                    obj[u'closed'],
+                                                    name=obj[u'name'])
     elif typ == u'category':
         from_codes = globals()[obj[u'klass']].from_codes
         return from_codes(codes=obj[u'codes'],
                           categories=obj[u'categories'],
                           ordered=obj[u'ordered'])
 
+    elif typ == u'interval':
+        return Interval(obj[u'left'], obj[u'right'], obj[u'closed'])
     elif typ == u'series':
         dtype = dtype_for(obj[u'dtype'])
         pd_dtype = pandas_dtype(dtype)

pandas/tests/io/test_packers.py

@@ -10,7 +10,8 @@
 from pandas import compat
 from pandas.compat import u, PY3
 from pandas import (Series, DataFrame, Panel, MultiIndex, bdate_range,
-                    date_range, period_range, Index, Categorical)
+                    date_range, period_range, Index, Categorical,
+                    Period, Interval)
 from pandas.errors import PerformanceWarning
 from pandas.io.packers import to_msgpack, read_msgpack
 import pandas.util.testing as tm
@@ -317,6 +318,19 @@ def test_timedeltas(self):
             i_rec = self.encode_decode(i)
             assert i == i_rec
 
+    def test_periods(self):
+        # 13463
+        for i in [Period('2010-09', 'M'), Period('2014-Q1', 'Q')]: 
+            i_rec = self.encode_decode(i)
+            assert i == i_rec
+
+    def test_intervals(self):
+        # 19967
+        for i in [Interval(0, 1), Interval(0, 1, 'left'),
+                  Interval(10, 25., 'right')]: 
+            i_rec = self.encode_decode(i)
+            assert i == i_rec
+
 
 class TestIndex(TestPackers):
 
@@ -334,7 +348,9 @@ def setup_method(self, method):
             'period': Index(period_range('2012-1-1', freq='M', periods=3)),
             'date2': Index(date_range('2013-01-1', periods=10)),
             'bdate': Index(bdate_range('2013-01-02', periods=10)),
-            'cat': tm.makeCategoricalIndex(100)
+            'cat': tm.makeCategoricalIndex(100),
+            'interval':tm.makeIntervalIndex(100),
+            'timedelta':tm.makeTimedeltaIndex(100, 'H')
         }
 
         self.mi = {