[ENH] Move intersection functions for DatetimeIndex and TimedeltaIndex to Datetimelike and added new tests

doc/source/whatsnew/v0.25.0.rst

@@ -33,6 +33,7 @@ Other Enhancements
 - :meth:`DataFrame.set_index` now works for instances of ``abc.Iterator``, provided their output is of the same length as the calling frame (:issue:`22484`, :issue:`24984`)
 - :meth:`DatetimeIndex.union` now supports the ``sort`` argument. The behaviour of the sort parameter matches that of :meth:`Index.union` (:issue:`24994`)
 - :meth:`RangeIndex.union` now supports the ``sort`` argument. If ``sort=False`` an unsorted ``Int64Index`` is always returned. ``sort=None`` is the default and returns a mononotically increasing ``RangeIndex`` if possible or a sorted ``Int64Index`` if not (:issue:`24471`)
+- :meth:`TimedeltaIndex.intersection` now also supports the ``sort`` keyword (:issue:`24471`)
 - :meth:`DataFrame.rename` now supports the ``errors`` argument to raise errors when attempting to rename nonexistent keys (:issue:`13473`)
 - :class:`RangeIndex` has gained :attr:`~RangeIndex.start`, :attr:`~RangeIndex.stop`, and :attr:`~RangeIndex.step` attributes (:issue:`25710`)
 - :class:`datetime.timezone` objects are now supported as arguments to timezone methods and constructors (:issue:`25065`)
@@ -275,9 +276,9 @@ Datetimelike
 Timedelta
 ^^^^^^^^^
 
+- Bug in :func:`TimedeltaIndex.intersection` where for non-monotonic indices in some cases an empty ``Index`` was returned when in fact an intersection existed (:issue:`25913`)
 - Bug with comparisons between :class:`Timedelta` and ``NaT`` raising ``TypeError`` (:issue:`26039`)
 -
--
 
 Timezones
 ^^^^^^^^^

pandas/core/indexes/datetimelike.py

@@ -27,6 +27,7 @@
 from pandas.core.tools.timedeltas import to_timedelta
 
 import pandas.io.formats.printing as printing
+from pandas.tseries.frequencies import to_offset
 
 _index_doc_kwargs = dict(ibase._index_doc_kwargs)
 
@@ -529,6 +530,62 @@ def isin(self, values):
 
         return algorithms.isin(self.asi8, values.asi8)
 
+    def intersection(self, other, sort=False):
+        self._validate_sort_keyword(sort)
+        self._assert_can_do_setop(other)
+
+        if self.equals(other):
+            return self._get_reconciled_name_object(other)
+
+        if len(self) == 0:
+            return self.copy()
+        if len(other) == 0:
+            return other.copy()
+
+        if not isinstance(other, type(self)):
+            result = Index.intersection(self, other, sort=sort)
+            if isinstance(result, type(self)):
+                if result.freq is None:
+                    result.freq = to_offset(result.inferred_freq)
+            return result
+
+        elif (other.freq is None or self.freq is None or
+              other.freq != self.freq or
+              not other.freq.isAnchored() or
+              (not self.is_monotonic or not other.is_monotonic)):
+            result = Index.intersection(self, other, sort=sort)
+
+            # Invalidate the freq of `result`, which may not be correct at
+            # this point, depending on the values.
+            result.freq = None
+            if hasattr(self, 'tz'):
+                result = self._shallow_copy(result._values, name=result.name,
+                                            tz=result.tz, freq=None)
+            else:
+                result = self._shallow_copy(result._values, name=result.name,
+                                            freq=None)
+            if result.freq is None:
+                result.freq = to_offset(result.inferred_freq)
+            return result
+
+        # to make our life easier, "sort" the two ranges
+        if self[0] <= other[0]:
+            left, right = self, other
+        else:
+            left, right = other, self
+
+        # after sorting, the intersection always starts with the right index
+        # and ends with the index of which the last elements is smallest
+        end = min(left[-1], right[-1])
+        start = right[0]
+
+        if end < start:
+            return type(self)(data=[])
+        else:
+            lslice = slice(*left.slice_locs(start, end))
+            left_chunk = left.values[lslice]
+            return self._shallow_copy(left_chunk)
+
     @Appender(_index_shared_docs['repeat'] % _index_doc_kwargs)
     def repeat(self, repeats, axis=None):
         nv.validate_repeat(tuple(), dict(axis=axis))

pandas/core/indexes/datetimes.py

@@ -607,14 +607,10 @@ def _fast_union(self, other, sort=None):
         else:
             return left
 
-    def _wrap_setop_result(self, other, result):
-        name = get_op_result_name(self, other)
-        return self._shallow_copy(result, name=name, freq=None, tz=self.tz)
-
     def intersection(self, other, sort=False):
         """
-        Specialized intersection for DatetimeIndex objects. May be much faster
-        than Index.intersection
+        Specialized intersection for DatetimeIndex objects.
+        May be much faster than Index.intersection
 
         Parameters
         ----------
@@ -631,58 +627,13 @@ def intersection(self, other, sort=False):
 
         Returns
         -------
-        y : Index or DatetimeIndex
+        y : Index or DatetimeIndex or TimedeltaIndex
         """
-        self._validate_sort_keyword(sort)
-        self._assert_can_do_setop(other)
-
-        if self.equals(other):
-            return self._get_reconciled_name_object(other)
-
-        if not isinstance(other, DatetimeIndex):
-            try:
-                other = DatetimeIndex(other)
-            except (TypeError, ValueError):
-                pass
-            result = Index.intersection(self, other, sort=sort)
-            if isinstance(result, DatetimeIndex):
-                if result.freq is None:
-                    result.freq = to_offset(result.inferred_freq)
-            return result
-
-        elif (other.freq is None or self.freq is None or
-              other.freq != self.freq or
-              not other.freq.isAnchored() or
-              (not self.is_monotonic or not other.is_monotonic)):
-            result = Index.intersection(self, other, sort=sort)
-            # Invalidate the freq of `result`, which may not be correct at
-            # this point, depending on the values.
-            result.freq = None
-            result = self._shallow_copy(result._values, name=result.name,
-                                        tz=result.tz, freq=None)
-            if result.freq is None:
-                result.freq = to_offset(result.inferred_freq)
-            return result
-
-        if len(self) == 0:
-            return self
-        if len(other) == 0:
-            return other
-        # to make our life easier, "sort" the two ranges
-        if self[0] <= other[0]:
-            left, right = self, other
-        else:
-            left, right = other, self
-
-        end = min(left[-1], right[-1])
-        start = right[0]
+        return super(DatetimeIndex, self).intersection(other, sort=sort)
 
-        if end < start:
-            return type(self)(data=[])
-        else:
-            lslice = slice(*left.slice_locs(start, end))
-            left_chunk = left.values[lslice]
-            return self._shallow_copy(left_chunk)
+    def _wrap_setop_result(self, other, result):
+        name = get_op_result_name(self, other)
+        return self._shallow_copy(result, name=name, freq=None, tz=self.tz)
 
     # --------------------------------------------------------------------
 

pandas/core/indexes/period.py

@@ -800,6 +800,10 @@ def join(self, other, how='left', level=None, return_indexers=False,
             return self._apply_meta(result), lidx, ridx
         return self._apply_meta(result)
 
+    @Appender(Index.intersection.__doc__)
+    def intersection(self, other, sort=False):
+        return Index.intersection(self, other, sort=sort)
+
     def _assert_can_do_setop(self, other):
         super()._assert_can_do_setop(other)
 

pandas/core/indexes/timedeltas.py

@@ -379,6 +379,34 @@ def join(self, other, how='left', level=None, return_indexers=False,
                           return_indexers=return_indexers,
                           sort=sort)
 
+    def intersection(self, other, sort=False):
+        """
+        Specialized intersection for TimedeltaIndex objects.
+        May be much faster than Index.intersection
+
+        Parameters
+        ----------
+        other : TimedeltaIndex or array-like
+        sort : False or None, default False
+            Sort the resulting index if possible.
+
+            .. versionadded:: 0.24.0
+
+            .. versionchanged:: 0.24.1
+
+               Changed the default to ``False`` to match the behaviour
+               from before 0.24.0.
+
+            .. versionchanged:: 0.25.0
+
+               The `sort` keyword is added
+
+        Returns
+        -------
+        y : Index or  TimedeltaIndex
+        """
+        return super(TimedeltaIndex, self).intersection(other, sort=sort)
+
     def _wrap_joined_index(self, joined, other):
         name = get_op_result_name(self, other)
         if (isinstance(other, TimedeltaIndex) and self.freq == other.freq and
@@ -440,52 +468,6 @@ def _fast_union(self, other):
         else:
             return left
 
-    def intersection(self, other):
-        """
-        Specialized intersection for TimedeltaIndex objects. May be much faster
-        than Index.intersection
-
-        Parameters
-        ----------
-        other : TimedeltaIndex or array-like
-
-        Returns
-        -------
-        y : Index or TimedeltaIndex
-        """
-        self._assert_can_do_setop(other)
-
-        if self.equals(other):
-            return self._get_reconciled_name_object(other)
-
-        if not isinstance(other, TimedeltaIndex):
-            try:
-                other = TimedeltaIndex(other)
-            except (TypeError, ValueError):
-                pass
-            result = Index.intersection(self, other)
-            return result
-
-        if len(self) == 0:
-            return self
-        if len(other) == 0:
-            return other
-        # to make our life easier, "sort" the two ranges
-        if self[0] <= other[0]:
-            left, right = self, other
-        else:
-            left, right = other, self
-
-        end = min(left[-1], right[-1])
-        start = right[0]
-
-        if end < start:
-            return type(self)(data=[])
-        else:
-            lslice = slice(*left.slice_locs(start, end))
-            left_chunk = left.values[lslice]
-            return self._shallow_copy(left_chunk)
-
     def _maybe_promote(self, other):
         if other.inferred_type == 'timedelta':
             other = TimedeltaIndex(other)

pandas/tests/indexes/timedeltas/test_setops.py

@@ -1,9 +1,12 @@
 import numpy as np
+import pytest
 
 import pandas as pd
 from pandas import Int64Index, TimedeltaIndex, timedelta_range
 import pandas.util.testing as tm
 
+from pandas.tseries.offsets import Hour
+
 
 class TestTimedeltaIndex:
 
@@ -73,3 +76,94 @@ def test_intersection_bug_1708(self):
         result = index_1 & index_2
         expected = timedelta_range('1 day 01:00:00', periods=3, freq='h')
         tm.assert_index_equal(result, expected)
+
+    @pytest.mark.parametrize("sort", [None, False])
+    def test_intersection_equal(self, sort):
+        # GH 24471 Test intersection outcome given the sort keyword
+        # for equal indicies intersection should return the original index
+        first = timedelta_range('1 day', periods=4, freq='h')
+        second = timedelta_range('1 day', periods=4, freq='h')
+        intersect = first.intersection(second, sort=sort)
+        if sort is None:
+            tm.assert_index_equal(intersect, second.sort_values())
+        assert tm.equalContents(intersect, second)
+
+        # Corner cases
+        inter = first.intersection(first, sort=sort)
+        assert inter is first
+
+    @pytest.mark.parametrize("period_1, period_2", [(0, 4), (4, 0)])
+    @pytest.mark.parametrize("sort", [None, False])
+    def test_intersection_zero_length(self, period_1, period_2, sort):
+        # GH 24471 test for non overlap the intersection should be zero length
+        index_1 = timedelta_range('1 day', periods=period_1, freq='h')
+        index_2 = timedelta_range('1 day', periods=period_2, freq='h')
+        expected = timedelta_range('1 day', periods=0, freq='h')
+        result = index_1.intersection(index_2, sort=sort)
+        tm.assert_index_equal(result, expected)
+
+    @pytest.mark.parametrize('sort', [None, False])
+    def test_zero_length_input_index(self, sort):
+        # GH 24966 test for 0-len intersections are copied
+        index_1 = timedelta_range('1 day', periods=0, freq='h')
+        index_2 = timedelta_range('1 day', periods=3, freq='h')
+        result = index_1.intersection(index_2, sort=sort)
+        assert index_1 is not result
+        assert index_2 is not result
+        tm.assert_copy(result, index_1)
+
+    @pytest.mark.parametrize(
+        "rng, expected",
+        # if target has the same name, it is preserved
+        [
+            (timedelta_range('1 day', periods=5, freq='h', name='idx'),
+             timedelta_range('1 day', periods=4, freq='h', name='idx')),
+            # if target name is different, it will be reset
+            (timedelta_range('1 day', periods=5, freq='h', name='other'),
+             timedelta_range('1 day', periods=4, freq='h', name=None)),
+            # if no overlap exists return empty index
+            (timedelta_range('1 day', periods=10, freq='h', name='idx')[5:],
+             TimedeltaIndex([], name='idx'))])
+    @pytest.mark.parametrize("sort", [None, False])
+    def test_intersection(self, rng, expected, sort):
+        # GH 4690 (with tz)
+        base = timedelta_range('1 day', periods=4, freq='h', name='idx')
+        result = base.intersection(rng, sort=sort)
+        if sort is None:
+            expected = expected.sort_values()
+        tm.assert_index_equal(result, expected)
+        assert result.name == expected.name
+        assert result.freq == expected.freq
+
+    @pytest.mark.parametrize(
+        "rng, expected",
+        # part intersection works
+        [
+            (TimedeltaIndex(['5 hour', '2 hour', '4 hour', '9 hour'],
+                            name='idx'),
+             TimedeltaIndex(['2 hour', '4 hour'], name='idx')),
+            # reordered part intersection
+            (TimedeltaIndex(['2 hour', '5 hour', '5 hour', '1 hour'],
+                            name='other'),
+             TimedeltaIndex(['1 hour', '2 hour'], name=None)),
+            # reveresed index
+            (TimedeltaIndex(['1 hour', '2 hour', '4 hour', '3 hour'],
+                            name='idx')[::-1],
+             TimedeltaIndex(['1 hour', '2 hour', '4 hour', '3 hour'],
+                            name='idx'))])
+    @pytest.mark.parametrize("sort", [None, False])
+    def test_intersection_non_monotonic(self, rng, expected, sort):
+        # 24471 non-monotonic
+        base = TimedeltaIndex(['1 hour', '2 hour', '4 hour', '3 hour'],
+                              name='idx')
+        result = base.intersection(rng, sort=sort)
+        if sort is None:
+            expected = expected.sort_values()
+        tm.assert_index_equal(result, expected)
+        assert result.name == expected.name
+
+        # if reveresed order, frequency is still the same
+        if all(base == rng[::-1]) and sort is None:
+            assert isinstance(result.freq, Hour)
+        else:
+            assert result.freq is None