BUG/API: Datetime-like Index.order reset freq

[sinhrks]

DatetimeIndex / TimedeltaIndex

import pandas as pd
idx = pd.date_range('2011-01-01', '2011-05-01', freq='M')

# freq must be preserved, because ``DatetimeIndex`` is ordered when it has freq
idx.order()
# DatetimeIndex(['2011-01-31', '2011-02-28', '2011-03-31', '2011-04-30'], dtype='datetime64[ns]', freq=None, tz=None)

# freq must be preserved like idx[::-1]
idx.order(ascending=False)
# DatetimeIndex(['2011-04-30', '2011-03-31', '2011-02-28', '2011-01-31'], dtype='datetime64[ns]', freq=None, tz=None)

idx[::-1]
# DatetimeIndex(['2011-04-30', '2011-03-31', '2011-02-28', '2011-01-31'], dtype='datetime64[ns]', freq='-1M', tz=None)

Internally, order may use take when return_indexer is True and should be fixed also.

PeriodIndex

Results in TypeError because it doesn't pass freq ( PeriodIndex without freq is meaningless ). Required to fix #7832 first to use the same flow as DatetimeIndex, I think.

idx = pd.period_range('2011-01-01', '2011-05-01', freq='M')
idx.order()
# TypeError: expected string or buffer

idx.order().freq is None
# True

[sinhrks]

Found another issue related to this internally.

Index.take raises IndexError if given indices are not in the index.

import pandas as pd

idx = pd.Index([0, 1, 2])
# Int64Index([0, 1, 2], dtype='int64')

idx.take([0, 1, 2, 3])
# IndexError: index 3 is out of bounds for size 3

But DatetimeIndex and TimedeltaIndex don't if given index is looks like a slice.

didx = pd.DatetimeIndex(['2011-01-01', '2011-01-02', '2011-01-03'])

# NG IndexError not raised
dtidx.take([0, 1, 2, 3])
# DatetimeIndex(['2011-01-01', '2011-01-02', '2011-01-03'], dtype='datetime64[ns]', freq=None, tz=None)

dtidx = pd.TimedeltaIndex(['1 day', '2 day', '3 day'])
dtidx.take([0, 1, 2, 3])
# TimedeltaIndex(['1 days', '2 days', '3 days'], dtype='timedelta64[ns]', freq=None)

# normal slicing results in IndexError (OK)
didx[[0, 1, 2, 3]]
# IndexError: index 3 is out of bounds for axis 1 with size 3

[jreback]

these need some wrapping on the return e.g. _shallow_copy.

[sinhrks]

#10305 intends to fix this, passing existing attribtues to _simple_new.