Add _values_for_factorize in period.py

Author: makbigc

pandas/core/arrays/period.py

@@ -814,6 +814,9 @@ def _check_timedeltalike_freq_compat(self, other):
     def _values_for_argsort(self):
         return self._data
 
+    def _values_for_factorize(self):
+        return np.asarray(self), np.nan
+
 
 PeriodArray._add_comparison_ops()