BUG: Don't overflow PeriodIndex in to_csv

Closes pandas-devgh-15982.

Author: gfyoung

doc/source/whatsnew/v0.20.0.txt

@@ -1260,6 +1260,7 @@ I/O
 - Bug in ``pd.read_csv()`` in which invalid values for ``nrows`` and ``chunksize`` were allowed (:issue:`15767`)
 - Bug in ``pd.read_csv()`` for the Python engine in which unhelpful error messages were being raised when parsing errors occurred (:issue:`15910`)
 - Bug in ``pd.read_csv()`` in which the ``skipfooter`` parameter was not being properly validated (:issue:`15925`)
+- Bug in ``pd.to_csv()`` in which there was numeric overflow when a timestamp index was being written (:issue:`15982`)
 - Bug in ``pd.tools.hashing.hash_pandas_object()`` in which hashing of categoricals depended on the ordering of categories, instead of just their values. (:issue:`15143`)
 - Bug in ``.to_json()`` where ``lines=True`` and contents (keys or values) contain escaped characters (:issue:`15096`)
 - Bug in ``.to_json()`` causing single byte ascii characters to be expanded to four byte unicode (:issue:`15344`)

pandas/formats/format.py

@@ -1564,10 +1564,7 @@ def __init__(self, obj, path_or_buf=None, sep=",", na_rep='',
         self.chunksize = int(chunksize)
 
         self.data_index = obj.index
-        if isinstance(obj.index, PeriodIndex):
-            self.data_index = obj.index.to_timestamp()
-
-        if (isinstance(self.data_index, DatetimeIndex) and
+        if (isinstance(self.data_index, (DatetimeIndex, PeriodIndex)) and
                 date_format is not None):
             self.data_index = Index([x.strftime(date_format) if notnull(x) else
                                      '' for x in self.data_index])

pandas/tests/frame/test_to_csv.py

@@ -1143,3 +1143,34 @@ def test_to_csv_quoting(self):
         df = df.set_index(['a', 'b'])
         expected = '"a","b","c"\n"1","3","5"\n"2","4","6"\n'
         self.assertEqual(df.to_csv(quoting=csv.QUOTE_ALL), expected)
+
+    def test_period_index_date_overflow(self):
+        # see gh-15982
+
+        dates = ["1990-01-01", "2000-01-01", "3005-01-01"]
+        index = pd.PeriodIndex(dates, freq="D")
+        df = pd.DataFrame([4, 5, 6], index=index)
+
+        buf = StringIO()
+        df.to_csv(buf)
+
+        expected = ',0\n1990-01-01,4\n2000-01-01,5\n3005-01-01,6\n'
+        self.assertEqual(buf.getvalue(), expected)
+
+        buf = StringIO()
+        date_format = "%m-%d-%Y"
+        df.to_csv(buf, date_format=date_format)
+
+        expected = ',0\n01-01-1990,4\n01-01-2000,5\n01-01-3005,6\n'
+        self.assertEqual(buf.getvalue(), expected)
+
+        # Overflow with pd.NaT
+        dates = ["1990-01-01", pd.NaT, "3005-01-01"]
+        index = pd.PeriodIndex(dates, freq="D")
+        df = pd.DataFrame([4, 5, 6], index=index)
+
+        buf = StringIO()
+        df.to_csv(buf)
+
+        expected = ',0\n1990-01-01,4\n,5\n3005-01-01,6\n'
+        self.assertEqual(buf.getvalue(), expected)