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doc/source/whatsnew/v0.20.0.txt

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@@ -291,6 +291,7 @@ Bug Fixes
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- Bug in ``describe()`` when passing a numpy array which does not contain the median to the ``percentiles`` keyword argument (:issue:`14908`)
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- Bug in ``DataFrame.sort_values()`` when sorting by multiple columns where one column is of type ``int64`` and contains ``NaT`` (:issue:`14922`)
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- Bug in ``DataFrame.reindex()`` in which ``method`` was ignored when passing ``columns`` (:issue:`14992`)
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- Cleaned up ``PeriodIndex`` constructor, including raising on floats more consistently (:issue:`13277`)
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- Bug in ``pd.read_msgpack()`` in which ``Series`` categoricals were being improperly processed (:issue:`14901`)

pandas/indexes/base.py

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@@ -86,7 +86,8 @@ def _new_Index(cls, d):
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""" This is called upon unpickling, rather than the default which doesn't
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have arguments and breaks __new__
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"""
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from pandas.types.generic import ABCPeriodIndex
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# required for backward compat, because PI can't be instantiated with
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# ordinals through __new__ GH #13277
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if issubclass(cls, ABCPeriodIndex):
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if d['data'].dtype == 'int64':
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values = d.pop('data')

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