Missing Periods for some DateOffsets

[cancan101]

There are not corresponding Periods for many DateOffsets.

For example see how the freq changes:

ts = pd.date_range('1/1/2012', periods=4, freq=pd.offsets.BQuarterEnd())
per = ts.to_period()
ts_per = per.to_timestamp()

In [210]: ts
Out[210]: 
<class 'pandas.tseries.index.DatetimeIndex'>
[2012-03-30 00:00:00, ..., 2012-12-31 00:00:00]
Length: 4, Freq: BQ-MAR, Timezone: None

In [211]: per
Out[211]: 
<class 'pandas.tseries.period.PeriodIndex'>
freq: Q-DEC
[2012Q1, ..., 2012Q4]
length: 4

In [212]: ts_per
Out[212]: 
<class 'pandas.tseries.index.DatetimeIndex'>
[2012-01-01 00:00:00, ..., 2012-10-01 00:00:00]
Length: 4, Freq: QS-OCT, Timezone: None

This issue is alluded to in comment: https://github.com/pydata/pandas/blob/master/pandas/tseries/frequencies.py#L329

[jbrockmendel]

Running into this while testing out offsets. It looks like the frequencies that Period plays nicely with are hard-coded into period_helper.c. Implementing more of the standard-but-less-common offsets (much less custom offsets) would be a pretty big task, merits discussion as to whether its worth the effort.

[simonjayhawkins]

ts = pd.date_range("1/1/2012", periods=4, freq=pd.offsets.QuarterEnd())
print(ts)
per = ts.to_period()
print(per)
ts_per = per.to_timestamp()
print(ts_per)

DatetimeIndex(['2012-03-31', '2012-06-30', '2012-09-30', '2012-12-31'], dtype='datetime64[ns]', freq='Q-MAR')
PeriodIndex(['2012Q4', '2013Q1', '2013Q2', '2013Q3'], dtype='period[Q-MAR]')
DatetimeIndex(['2012-01-01', '2012-04-01', '2012-07-01', '2012-10-01'], dtype='datetime64[ns]', freq='QS-OCT')

with freq=pd.offsets.QuarterEnd() the conversion from DatetimeIndex to PeriodIndex seems fine, but does not roundtrip.

with freq=pd.offsets.BQuarterEnd() as in the OP in the code sample, the output now looks like (just cosmetic changes from when the issue was raised)

DatetimeIndex(['2012-03-30', '2012-06-29', '2012-09-28', '2012-12-31'], dtype='datetime64[ns]', freq='BQ-MAR')
PeriodIndex(['2012Q1', '2012Q2', '2012Q3', '2012Q4'], dtype='period[Q-DEC]')
DatetimeIndex(['2012-01-01', '2012-04-01', '2012-07-01', '2012-10-01'], dtype='datetime64[ns]', freq='QS-OCT')

This maybe related to #13871, that if these offsets are not accepted in the Period/PeriodIndex constructors, then maybe they should raise also in to_period() for consistency.

[jbrockmendel]

@natmokval did one of your recent DOC PRs address this?

[natmokval]

@natmokval did one of your recent DOC PRs address this?

I think my PR #53477 might be related to this issue.