BUG:: Series of timedelta + TimedeltaIndex gets casted to int64

[azjps]

Code Sample, a copy-pastable example if possible

In [1]: import pandas as pd, numpy as np

In [2]: df = pd.DataFrame({'td': [np.timedelta64(0, 'ns')]})

In [3]: tds = pd.TimedeltaIndex(['0 days'], dtype='timedelta64[ns]')

In [4]: df.td + tds  # unexpected, returns dtype=int64!
Out[4]: 
0    0
Name: td, dtype: int64

In [5]: df.td + tds._data  # expected, returns dtype=timedelta64
Out[5]: 
0   0 days
Name: td, dtype: timedelta64[ns]

In [6]: df.td + tds.values
Out[6]: 
0   0 days
Name: td, dtype: timedelta64[ns]

In [7]: df["td"].dt.values + tds
Out[7]: TimedeltaIndex(['0 days'], dtype='timedelta64[ns]', freq=None)

Problem description

When adding a TimedeltaIndex and a Series with dtype=timedelta64, one would expect the output to have dtype=timedelta64, but instead it gets promoted to dtype=int64. This is easy to work around by calling .astype("timedelta64[ns]") or using the underlying numpy TimedeltaIndex.values and hence pretty minor, but I figured I'd report it. I believe this regression was introduced around 0.18; the above code works as expected in 0.15.2.

Output of pd.show_versions()

```python In [14]: pd.show_versions()

INSTALLED VERSIONS

commit: None
python: 2.7.6.final.0
python-bits: 64
OS: Linux
OS-release: 4.4.75-el6.x86_64.lime.1
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: en_US.utf8
LOCALE: None.None

pandas: 0.20.3
pytest: None
pip: 7.1.0
setuptools: 19.4
Cython: None
numpy: 1.13.1
scipy: None
xarray: None
IPython: 5.1.0
sphinx: None
patsy: None
dateutil: 2.6.1
pytz: 2017.2
blosc: None
bottleneck: None
tables: None
numexpr: None
feather: None
matplotlib: None
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: None
sqlalchemy: None
pymysql: None
psycopg2: None
jinja2: None
s3fs: None
pandas_gbq: None
pandas_datareader: None

</details>

[jreback]

hmm, this works when wrapped with a Series. must not be converting somewhere. welcome for you to have a look. Note the current version of pandas is 0.20.3.

[jreback]

simple repro

In [9]: pd.Series(pd.to_timedelta(['1 day'])) + pd.to_timedelta(['1 day'])
Out[9]: 
0    172800000000000
dtype: int64

In [10]: pd.Series(pd.to_timedelta(['1 day'])) + pd.Series(pd.to_timedelta(['1 day']))
Out[10]: 
0   2 days
dtype: timedelta64[ns]

[sinhrks]

It is caused by Series constructor which ignores dtype keyword if input is Index. Is it OK to prioritize dtype kwd always?

# NG, should be timedelta64
pd.Series(pd.Int64Index([1, 2, 3]), dtype=np.timedelta64)
# 0    1
# 1    2
# 2    3
# dtype: int64

# OK
pd.Series(np.array([1, 2, 3], dtype=np.int64), dtype=np.timedelta64)
# 0   00:00:00.000000
# 1   00:00:00.000000
# 2   00:00:00.000000
# dtype: timedelta64[ns]

[jreback]

actually both of these examples should raise
as np.timedelta64 is not specific enough (iirc we raise in np.datetime64);

of course if ns precision then these should both work

[jreback]

So first here is wrong as well (but showing deprecation warning, which is good), should do the same for timedelta64

In [15]: pd.Series(pd.Int64Index([1, 2, 3]), dtype=np.datetime64)
    ...: 
    ...: 
/Users/jreback/miniconda3/envs/pandas/bin/ipython:1: FutureWarning: Passing in 'datetime64' dtype with no frequency is deprecated and will raise in a future version. Please pass in 'datetime64[ns]' instead.
  #!/Users/jreback/miniconda3/envs/pandas/bin/python
Out[15]: 
0    1
1    2
2    3
dtype: int64

In [16]: pd.Series(np.array([1, 2, 3], dtype=np.int64), dtype=np.datetime64)
/Users/jreback/miniconda3/envs/pandas/bin/ipython:1: FutureWarning: Passing in 'datetime64' dtype with no frequency is deprecated and will raise in a future version. Please pass in 'datetime64[ns]' instead.
  #!/Users/jreback/miniconda3/envs/pandas/bin/python
Out[16]: 
0   1970-01-01 00:00:00.000000001
1   1970-01-01 00:00:00.000000002
2   1970-01-01 00:00:00.000000003
dtype: datetime64[ns]

[jbrockmendel]

All the examples listed here now work on master.

[jreback]

can u do a PR which adds this to the appropriate whatsnew note

and add this example as a test (or point to a similiar test)

[jbrockmendel]

can u do a PR which adds this to the appropriate whatsnew note

Moratorium on new PRs for a little while. This is listed in #18824, so it'll happen eventually.