REGR: DatetimeIndex.intersection pandas-dev#42104

Author: jbrockmendel

pandas/core/indexes/datetimelike.py

@@ -693,7 +693,8 @@ def _can_fast_intersect(self: _T, other: _T) -> bool:
         elif self.freq.is_anchored():
             # this along with matching freqs ensure that we "line up",
             #  so intersection will preserve freq
-            return True
+            # GH#42104
+            return self.freq.n == 1
 
         elif isinstance(self.freq, Tick):
             # We "line up" if and only if the difference between two of our points
@@ -702,7 +703,8 @@ def _can_fast_intersect(self: _T, other: _T) -> bool:
             remainder = diff % self.freq.delta
             return remainder == Timedelta(0)
 
-        return True
+        # GH#42104
+        return self.freq.n == 1
 
     def _can_fast_union(self: _T, other: _T) -> bool:
         # Assumes that type(self) == type(other), as per the annotation

pandas/tests/indexes/datetimes/test_setops.py

@@ -391,6 +391,23 @@ def test_setops_preserve_freq(self, tz):
         assert result.freq == rng.freq
         assert result.tz == rng.tz
 
+    def test_intersection_non_tick_no_fastpath(self):
+        # GH#42104
+        dti = DatetimeIndex(
+            [
+                "2018-12-31",
+                "2019-03-31",
+                "2019-06-30",
+                "2019-09-30",
+                "2019-12-31",
+                "2020-03-31",
+            ],
+            freq="Q-DEC",
+        )
+        result = dti[::2].intersection(dti[1::2])
+        expected = dti[:0]
+        tm.assert_index_equal(result, expected)
+
 
 class TestBusinessDatetimeIndex:
     def setup_method(self, method):