BUG: ensure return DateRange index from asfreq, GH #390

Author: wesm

bench/zoo_bench.R

@@ -37,7 +37,7 @@ xts.bench <- function(){
 
 fts.bench <- function(){
     x <- fts(rnorm(sz), sort(sample(indices, sz)))
-    y <- fts(rnorm(sz), sort(sample(indices, sz)))
+    y <- fts(rnorm(sz), sort(sample(indices, sz))
     timeit(function() {x + y})
 }
 

pandas/core/frame.py

@@ -1247,7 +1247,9 @@ def reindex(self, index=None, columns=None, method=None, copy=True):
     def _reindex_index(self, new_index, method, copy):
         if new_index.equals(self.index):
             if copy:
-                return self.copy()
+                result = self.copy()
+                result.index = new_index
+                return result
             else:
                 return self
         new_data = self._data.reindex_axis(new_index, method, axis=1)

pandas/tests/test_frame.py

@@ -1935,10 +1935,20 @@ def test_asfreq(self):
         result = zero_length.asfreq('EOM')
         self.assert_(result is not zero_length)
 
+    def test_asfreq_DateRange(self):
+        from pandas.core.daterange import DateRange
+        df = DataFrame({'A': [1,2,3]},
+                       index=[datetime(2011,11,01), datetime(2011,11,2),
+                              datetime(2011,11,3)])
+        df = df.asfreq('WEEKDAY')
+        self.assert_(isinstance(df.index, DateRange))
+
+        ts = df['A'].asfreq('WEEKDAY')
+        self.assert_(isinstance(ts.index, DateRange))
+
     def test_as_matrix(self):
         frame = self.frame
         mat = frame.as_matrix()
-        smallerCols = ['C', 'A']
 
         frameCols = frame.columns
         for i, row in enumerate(mat):