ERR: fix error message in Period for invalid frequency (#37602)

Author: jorisvandenbossche

pandas/_libs/tslibs/period.pyx

@@ -2438,7 +2438,7 @@ cpdef int freq_to_dtype_code(BaseOffset freq) except? -1:
     try:
         return freq._period_dtype_code
     except AttributeError as err:
-        raise ValueError(INVALID_FREQ_ERR_MSG) from err
+        raise ValueError(INVALID_FREQ_ERR_MSG.format(freq)) from err
 
 
 cdef int64_t _ordinal_from_fields(int year, int month, quarter, int day,

pandas/tests/scalar/period/test_period.py

@@ -1554,3 +1554,9 @@ def test_negone_ordinals():
     repr(period)
     period = Period(ordinal=-1, freq="W")
     repr(period)
+
+
+def test_invalid_frequency_error_message():
+    msg = "Invalid frequency: <WeekOfMonth: week=0, weekday=0>"
+    with pytest.raises(ValueError, match=msg):
+        Period("2012-01-02", freq="WOM-1MON")