🚨 add warning about dayfirst

Author: MarcoGorelli

pandas/_libs/tslibs/parsing.pyx

@@ -1088,6 +1088,7 @@ def guess_datetime_format(dt_str: str, bint dayfirst=False) -> str | None:
     # rebuild string, capturing any inferred padding
     dt_str = ''.join(tokens)
     if parsed_datetime.strftime(guessed_format) == dt_str:
+        _maybe_warn_about_dayfirst(guessed_format, dayfirst)
         return guessed_format
     else:
         return None
@@ -1106,6 +1107,26 @@ cdef str _fill_token(token: str, padding: int):
         token_filled = f'{seconds}.{nanoseconds}'
     return token_filled
 
+cdef void _maybe_warn_about_dayfirst(format: str, bint dayfirst):
+    """Warn if guessed datetime format doesn't respect dayfirst argument."""
+    cdef:
+        int day_index = format.find('%d')
+        int month_index = format.find('%m')
+
+    if (day_index != -1) and (month_index != -1):
+        if (day_index > month_index) and dayfirst:
+            warnings.warn(
+                f"Parsing dates in {format} format when dayfirst=True was specified. "
+                f"Pass `dayfirst=False` or specify a format to silence this warning.",
+                stacklevel=find_stack_level(),
+            )
+        if (day_index < month_index) and not dayfirst:
+            warnings.warn(
+                f"Parsing dates in {format} format when dayfirst=False was specified. "
+                f"Pass `dayfirst=True` or specify a format to silence this warning.",
+                stacklevel=find_stack_level(),
+            )
+
 @cython.wraparound(False)
 @cython.boundscheck(False)
 cdef inline object convert_to_unicode(object item, bint keep_trivial_numbers):