BUG: critical DatetimeIndex.union bug with different frequency indexes close #1730

Author: wesm

RELEASE.rst

@@ -38,6 +38,7 @@ pandas 0.8.2
 
 **Bug fixes**
 
+  - Fix critical DatetimeIndex.union bug (#1730)
   - Fix MM-YYYY time series indexing case (#1672)
   - Fix case where Categorical group key was not being passed into index in
     GroupBy result (#1701)

pandas/tseries/index.py

@@ -750,7 +750,7 @@ def _can_fast_union(self, other):
 
         offset = self.offset
 
-        if offset is None:
+        if offset is None or offset != other.offset:
             return False
 
         if not self.is_monotonic or not other.is_monotonic:

pandas/tseries/tests/test_timeseries.py

@@ -1153,6 +1153,14 @@ def test_union_coverage(self):
         self.assert_(result.equals(ordered))
         self.assert_(result.freq == ordered.freq)
 
+    def test_union_bug_1730(self):
+        rng_a = date_range('1/1/2012', periods=4, freq='3H')
+        rng_b = date_range('1/1/2012', periods=4, freq='4H')
+
+        result = rng_a.union(rng_b)
+        exp = DatetimeIndex(sorted(set(list(rng_a)) | set(list(rng_b))))
+        self.assert_(result.equals(exp))
+
     # def test_add_timedelta64(self):
     #     rng = date_range('1/1/2000', periods=5)
     #     delta = rng.values[3] - rng.values[1]