BUG: read_pickle and period data

[scarrucciu]

I can pickle dataframes with periods but after import Period format becomes corrupted. After pickle Period stride appears to be none instead of 'Q' in the following example.

import pandas as pd

df = pd.DataFrame({'period': [pd.Period('2014Q4')] * 5})
msk = df['period'] == pd.Period('2014Q4')
print msk

df.to_pickle('tmp.pkl')
df = pd.read_pickle('tmp.pkl')

msk = df['period'] == pd.Period('2014Q4')

Traceback (most recent call last):
  File "/Users/scarrucciu/Downloads/period_pickle_test.py", line 11, in 
    msk = df['period'] == pd.Period('2014Q4')
  File "/Users/scarrucciu/anaconda/lib/python2.7/site-packages/pandas/core/ops.py", line 614, in wrapper
    res = na_op(values, other)
  File "/Users/scarrucciu/anaconda/lib/python2.7/site-packages/pandas/core/ops.py", line 562, in na_op
    result = lib.scalar_compare(x, y, op)
  File "pandas/lib.pyx", line 696, in pandas.lib.scalar_compare (pandas/lib.c:12434)
  File "das/src/period.pyx", line 743, in pandas._period.Period.__richcmp__ (pandas/src/period.c:11121)
ValueError: Cannot compare non-conforming periods

INSTALLED VERSIONS

commit: None
python: 2.7.6.final.0
python-bits: 64
OS: Darwin
OS-release: 13.4.0
machine: x86_64
processor: i386
byteorder: little
pandas: 0.16.2

[jreback]

ATM, Period doesn't have ANY pickle support so not really sure what it is doing.

pull-requests are welcome! (basically need to add __reduce__/__setstate__), see for example pandas/tslib.pyx/Timestamp on how to do it.

Also not tested. PeriodIndex has support for this, but I don't think tested either.