Converting series of dates to Periods

Code Sample, a copy-pastable example if possible

import pandas as pd

dates = pd.Series(pd.date_range('2014-01-01', '2017-01-01', freq='MS'))

# This fails...
pd.PeriodIndex(dates, freq='M')
---------------------------------------------------------------------------
AttributeError                            Traceback (most recent call last)
<ipython-input-3-687a0b3d3b9a> in <module>
----> 1 pd.PeriodIndex(dates, freq='M')

~/git/pandas/pandas/core/indexes/period.py in __new__(cls, data, ordinal, freq, start, end, periods, tz, dtype, copy, name, **fields)
    221             else:
    222                 # don't pass copy here, since we copy later.
--> 223                 data = period_array(data=data, freq=freq)
    224 
    225         if copy:

~/git/pandas/pandas/core/arrays/period.py in period_array(data, freq, copy)
    920     """
    921     if is_datetime64_dtype(data):
--> 922         return PeriodArray._from_datetime64(data, freq)
    923     if isinstance(data, (ABCPeriodIndex, ABCSeries, PeriodArray)):
    924         return PeriodArray(data, freq)

~/git/pandas/pandas/core/arrays/period.py in _from_datetime64(cls, data, freq, tz)
    234         PeriodArray[freq]
    235         """
--> 236         data, freq = dt64arr_to_periodarr(data, freq, tz)
    237         return cls(data, freq=freq)
    238 

~/git/pandas/pandas/core/arrays/period.py in dt64arr_to_periodarr(data, freq, tz)
    983         elif freq != data.dt.freq:
    984             msg = DIFFERENT_FREQ_INDEX.format(freq.freqstr,
--> 985                                               data.dt.freq.freqstr)
    986             raise IncompatibleFrequency(msg)
    987         data = data._values

AttributeError: 'str' object has no attribute 'freqstr'

# As does this
dates.to_period('M')

---------------------------------------------------------------------------
AttributeError                            Traceback (most recent call last)
<ipython-input-5-944b687ce2da> in <module>
----> 1 dates.to_period('M')

~/git/pandas/pandas/core/series.py in to_period(self, freq, copy)
   4108             new_values = new_values.copy()
   4109 
-> 4110         new_index = self.index.to_period(freq=freq)
   4111         return self._constructor(new_values,
   4112                                  index=new_index).__finalize__(self)

AttributeError: 'RangeIndex' object has no attribute 'to_period'

Problem description

A pandas series of datetimes can’t be easily converted to PeriodIndexes anymore. These work under older versions of pandas, but fail now on GitHub’s master.

Expected Output

Just don’t fail…

Output of pd.show_versions()

INSTALLED VERSIONS

commit: None python: 3.6.6.final.0 python-bits: 64 OS: Darwin OS-release: 18.0.0 machine: x86_64 processor: i386 byteorder: little LC_ALL: None LANG: en_US.UTF-8 LOCALE: en_US.UTF-8

pandas: 0.24.0.dev0+850.g62a15fa40 pytest: 3.9.3 pip: 18.1 setuptools: 40.5.0 Cython: 3.0a0 numpy: 1.16.0.dev0+45718fd scipy: 1.2.0.dev0+016a6ef pyarrow: None xarray: None IPython: 7.1.1 sphinx: None patsy: 0.5.1 dateutil: 2.7.5 pytz: 2018.6 blosc: None bottleneck: None tables: None numexpr: None feather: None matplotlib: None openpyxl: None xlrd: None xlwt: None xlsxwriter: None lxml: None bs4: None html5lib: None sqlalchemy: None pymysql: None psycopg2: None jinja2: 2.10 s3fs: None fastparquet: None pandas_gbq: None pandas_datareader: None gcsfs: None

[mroeschke]

Your to_period example doesn’t work for me in 0.23.4 (and don’t think should have ever worked?)

In [6]: pd.__version__
Out[6]: '0.23.4'

In [7]: dates = pd.Series(pd.date_range('2014-01-01', '2017-01-01', freq='MS'))

In [8]: dates.to_period('M')
AttributeError: 'RangeIndex' object has no attribute 'to_period'

# Did you mean this?
In [11]: dates.dt.to_period('M').head()
Out[11]:
0   2014-01
1   2014-02
2   2014-03
3   2014-04
4   2014-05
dtype: object

[jschendel]

I think pd.PeriodIndex(dates, freq='M') should work; note that pd.PeriodIndex(list(dates), freq='M') works for me on both 0.23.4 and master. I don’t see a reason why it shouldn’t work for a Series if it works for a list.