BUG: groupby first/last datetime64 for Series #2133

Author: Chang She

pandas/core/series.py

@@ -687,6 +687,19 @@ def astype(self, dtype):
         casted = com._astype_nansafe(self.values, dtype)
         return self._constructor(casted, index=self.index, name=self.name)
 
+    def convert_objects(self):
+        """
+        Attempt to infer better dtype
+
+        Returns
+        -------
+        converted : Series
+        """
+        if self.dtype == np.object_:
+            return Series(lib.maybe_convert_objects(self, convert_datetime=1),
+                          self.index)
+        return self
+
     def repeat(self, reps):
         """
         See ndarray.repeat

pandas/tests/test_groupby.py

@@ -2094,6 +2094,9 @@ def test_groupby_first_datetime64(self):
         got_dt = result[1].dtype
         self.assert_(issubclass(got_dt.type, np.datetime64))
 
+        result = df[1].groupby(level=0).first()
+        got_dt = result.dtype
+        self.assert_(issubclass(got_dt.type, np.datetime64))
 
 
 def assert_fp_equal(a, b):