ENH: PeriodIndex setops with incompatible freq cast instead of raise

doc/source/whatsnew/v1.3.0.rst

@@ -271,6 +271,7 @@ Interval
 - Bug in :meth:`IntervalIndex.intersection` and :meth:`IntervalIndex.symmetric_difference` always returning object-dtype when operating with :class:`CategoricalIndex` (:issue:`38653`, :issue:`38741`)
 - Bug in :meth:`IntervalIndex.intersection` returning duplicates when at least one of both Indexes has duplicates which are present in the other (:issue:`38743`)
 - :meth:`IntervalIndex.union`, :meth:`IntervalIndex.intersection`, :meth:`IntervalIndex.difference`, and :meth:`IntervalIndex.symmetric_difference` now cast to the appropriate dtype instead of raising ``TypeError`` when operating with another :class:`IntervalIndex` with incompatible dtype (:issue:`39267`)
+- :meth:`PeriodIndex.union`, :meth:`PeriodIndex.intersection`, :meth:`PeriodIndex.symmetric_difference`, :meth:`PeriodIndex.difference` now cast to object dtype instead of raising ``IncompatibleFrequency`` when opearting with another :class:`PeriodIndex` with incompatible dtype (:issue:`??`)
 
 Indexing
 ^^^^^^^^

pandas/core/indexes/base.py

@@ -2859,7 +2859,7 @@ def _union(self, other, sort):
         if sort is None and self.is_monotonic and other.is_monotonic:
             try:
                 result = self._outer_indexer(lvals, rvals)[0]
-            except TypeError:
+            except (TypeError, IncompatibleFrequency):
                 # incomparable objects
                 result = list(lvals)
 
@@ -3163,6 +3163,7 @@ def symmetric_difference(self, other, result_name=None, sort=None):
 
         return Index(the_diff, name=result_name)
 
+    @final
     def _assert_can_do_setop(self, other):
         if not is_list_like(other):
             raise TypeError("Input must be Index or array-like")

pandas/core/indexes/period.py

@@ -428,27 +428,6 @@ def insert(self, loc: int, item):
 
         return DatetimeIndexOpsMixin.insert(self, loc, item)
 
-    def join(self, other, how="left", level=None, return_indexers=False, sort=False):
-        """
-        See Index.join
-        """
-        self._assert_can_do_setop(other)
-
-        if not isinstance(other, PeriodIndex):
-            return self.astype(object).join(
-                other, how=how, level=level, return_indexers=return_indexers, sort=sort
-            )
-
-        # _assert_can_do_setop ensures we have matching dtype
-        result = super().join(
-            other,
-            how=how,
-            level=level,
-            return_indexers=return_indexers,
-            sort=sort,
-        )
-        return result
-
     # ------------------------------------------------------------------------
     # Indexing Methods
 
@@ -610,14 +589,6 @@ def _get_string_slice(self, key: str):
     # ------------------------------------------------------------------------
     # Set Operation Methods
 
-    def _assert_can_do_setop(self, other):
-        super()._assert_can_do_setop(other)
-
-        # *Can't* use PeriodIndexes of different freqs
-        # *Can* use PeriodIndex/DatetimeIndex
-        if isinstance(other, PeriodIndex) and self.freq != other.freq:
-            raise raise_on_incompatible(self, other)
-
     def _setop(self, other, sort, opname: str):
         """
         Perform a set operation by dispatching to the Int64Index implementation.

pandas/tests/indexes/period/test_join.py

@@ -39,6 +39,6 @@ def test_join_does_not_recur(self):
     def test_join_mismatched_freq_raises(self):
         index = period_range("1/1/2000", "1/20/2000", freq="D")
         index3 = period_range("1/1/2000", "1/20/2000", freq="2D")
-        msg = r".*Input has different freq=2D from PeriodIndex\(freq=D\)"
+        msg = r".*Input has different freq=2D from Period\(freq=D\)"
         with pytest.raises(IncompatibleFrequency, match=msg):
             index.join(index3)

pandas/tests/indexes/period/test_setops.py

@@ -1,7 +1,4 @@
 import numpy as np
-import pytest
-
-from pandas._libs.tslibs import IncompatibleFrequency
 
 import pandas as pd
 from pandas import PeriodIndex, date_range, period_range
@@ -145,12 +142,12 @@ def test_union_misc(self, sort):
             tm.assert_index_equal(result, index)
         assert tm.equalContents(result, index)
 
-        # raise if different frequencies
+        # cast if different frequencies
         index = period_range("1/1/2000", "1/20/2000", freq="D")
         index2 = period_range("1/1/2000", "1/20/2000", freq="W-WED")
-        msg = r"Input has different freq=W-WED from PeriodIndex\(freq=D\)"
-        with pytest.raises(IncompatibleFrequency, match=msg):
-            index.union(index2, sort=sort)
+        result = index.union(index2, sort=sort)
+        expected = index.astype(object).union(index2.astype(object), sort=sort)
+        tm.assert_index_equal(result, expected)
 
     # TODO: belongs elsewhere
     def test_union_dataframe_index(self):
@@ -178,17 +175,17 @@ def test_intersection(self, sort):
             tm.assert_index_equal(result, index[10:-5])
         assert tm.equalContents(result, index[10:-5])
 
-        # raise if different frequencies
+        # cast if different frequencies
         index = period_range("1/1/2000", "1/20/2000", freq="D")
         index2 = period_range("1/1/2000", "1/20/2000", freq="W-WED")
-        msg = r"Input has different freq=W-WED from PeriodIndex\(freq=D\)"
-        with pytest.raises(IncompatibleFrequency, match=msg):
-            index.intersection(index2, sort=sort)
+
+        result = index.intersection(index2, sort=sort)
+        expected = pd.Index([], dtype=object)
+        tm.assert_index_equal(result, expected)
 
         index3 = period_range("1/1/2000", "1/20/2000", freq="2D")
-        msg = r"Input has different freq=2D from PeriodIndex\(freq=D\)"
-        with pytest.raises(IncompatibleFrequency, match=msg):
-            index.intersection(index3, sort=sort)
+        result = index.intersection(index3, sort=sort)
+        tm.assert_index_equal(result, expected)
 
     def test_intersection_cases(self, sort):
         base = period_range("6/1/2000", "6/30/2000", freq="D", name="idx")

pandas/tests/series/test_arithmetic.py

@@ -152,7 +152,7 @@ def test_add_series_with_period_index(self):
         result = ts + _permute(ts[::2])
         tm.assert_series_equal(result, expected)
 
-        msg = "Input has different freq=D from PeriodIndex\\(freq=A-DEC\\)"
+        msg = "Input has different freq=D from Period\\(freq=A-DEC\\)"
         with pytest.raises(IncompatibleFrequency, match=msg):
             ts + ts.asfreq("D", how="end")