ENH/BUG: DatetimeIndex and PeriodIndex in-place ops behaves incorrectly

[sinhrks]

Fixes 2 issues related to DetetimeIndex and PeriodIndex ops.

• Addition / subtraction between PeriodIndex raise TypeError (Closes #3367).

pidx + pidx
# TypeError: unsupported operand type(s) for +: 'PeriodIndex' and 'PeriodIndex'

• In-place addition / subtraction doesn't return the same result as normal addition / subtraction. Specifically, PeriodIndex in-place operation results in Int64Index (Closes #6527)

didx = pd.date_range('2011-01-01', freq='D', periods=5)

# This results shift (expected)
didx + 1
# <class 'pandas.tseries.index.DatetimeIndex'>
# [2011-01-02, ..., 2011-01-06]
# Length: 5, Freq: D, Timezone: None

# This result adding 1 unit (nano second) (NG)
didx += 1
didx 
# <class 'pandas.tseries.index.DatetimeIndex'>
# [2011-01-01 00:00:00.000000001, ..., 2011-01-05 00:00:00.000000001]
# Length: 5, Freq: None, Timezone: None

[sinhrks]

This can solve #3367. Test cases are added.

[jreback]

can you add a couple of tests that have Periods with another freq as well?

[sinhrks]

OK, added few more test both for addition and subtraction. There seems to be a problem for non-monotonic PeriodIndex.union and diff. I'll dig in...

[jreback]

I meant like adding 'M' (higher than day freq). lmk

[sinhrks]

OK. Added tests for 'M' and 'A'.

[jreback]

look good..thanks