API: datetimeindex subtraction

[jreback]

from SO and previous discussions

currently you cannot subtract 2 datetimeindexes ('-' is actually a set op). This is the ONLY valid numerical type of operation (e.g. you cannot add dti).

We current support pretty much the fully gamut of obvious ops, with dti-dti being the exception.

full list of tests are here: https://github.com/pydata/pandas/blob/master/pandas/tseries/tests/test_base.py#L434

I will propose

dti.sub(dti) to rectify this

thoughts

[jorisvandenbossche]

We have deprecated the set ops on the index using - and + (#8227, #8226), so in the future, when this deprecation has been put in practice, we can use - for subtraction.
But for now, as long using - is not possible, adding dti.sub(dti) seems like a good idea to me.

Are there actually other reasons one would want to use a sub method instead of -? (because that would be a reason to also add add/multiply/... as for Series)

Then on the naming, is there a reason you have for Sereis both sub and subtract? (and also both mult/multiply, div/divide, ..)

[jreback]

@jorisvandenbossche the deprecations don't apply to either Numeric, Datetime, Period, or Timedelta index (IOW, ONLY to Index itself).

So dti-dti is a set op. This is NOT deprecated. It could be changed (and maybe should be?)

[jreback]

hmm, maybe we should deprecate and do the subtraction.

In [1]: dti = pd.date_range('20130101',periods=3)

In [2]: dti-dti
Out[2]: Index([], dtype='object')

In [3]: dti.difference(dti)
Out[3]: Index([], dtype='object')

[jorisvandenbossche]

@jreback Ah, yes, if we agree on the deprecation of -/+ as index ops, then that should be for all Index subclasses, not only for Index itself, otherwise it is not really usefull

[jreback]

ok then i will change DatetimeIndex in 0.16 then to do direct subtraction - makes more sense
(actually pretty easy to 'warn' on the older operation as the index have to be the same length)

[jorisvandenbossche]

@jreback I think that is too early for such an api change IMO. But see also #9095 I just opened

[shoyer]

I really thought we had deprecated -/+ as index ops on all Index types, though I guess we are not currently issuing a warning for these operations (the docs are more ambiguous).

[jreback]

as I commented on the other issue. This is an anomaly and should be fixed (for PeriodIndex) as well. I don't think waiting ANOTHER big release cycle is warranted.

[jorisvandenbossche]

This is with the latest release 0.15.2:

In [1]: dti = pd.date_range('2012-01-01', periods=2)

In [2]: dti - dti
Out[2]: Index([], dtype='object')

In [3]: pd.__version__
Out[3]: '0.15.2'

This is doing a set operation, without a deprecation warning.
So IMO we should not change the behaviour straight away, but first raise a deprecation warning.

[jreback]

the warning prob should have been there in 0.15

so we'll call this an api change then