BUG: Bug in pd.read_msgpack with inferring a DateTimeIndex frequencey

     incorrectly (GH5947)

Author: jreback

doc/source/release.rst

@@ -107,6 +107,8 @@ Bug Fixes
   - ``pd.match`` not returning passed sentinel
   - ``Panel.to_frame()`` no longer fails when ``major_axis`` is a
     ``MultiIndex`` (:issue:`5402`).
+  - Bug in ``pd.read_msgpack`` with inferring a ``DateTimeIndex`` frequencey
+    incorrectly (:issue:`5947`)
 
 pandas 0.13.0
 -------------

pandas/io/packers.py

@@ -458,18 +458,19 @@ def decode(obj):
         return globals()[obj['klass']].from_tuples(data, names=obj['names'])
     elif typ == 'period_index':
         data = unconvert(obj['data'], np.int64, obj.get('compress'))
-        return globals()[obj['klass']](data, name=obj['name'],
-                                       freq=obj['freq'])
+        d = dict(name=obj['name'], freq=obj['freq'])
+        return globals()[obj['klass']](data, **d)
     elif typ == 'datetime_index':
         data = unconvert(obj['data'], np.int64, obj.get('compress'))
-        result = globals()[obj['klass']](data, freq=obj['freq'],
-                                         name=obj['name'])
+        d = dict(name=obj['name'], freq=obj['freq'], verify_integrity=False)
+        result = globals()[obj['klass']](data, **d)
         tz = obj['tz']
 
         # reverse tz conversion
         if tz is not None:
             result = result.tz_localize('UTC').tz_convert(tz)
         return result
+
     elif typ == 'series':
         dtype = dtype_for(obj['dtype'])
         index = obj['index']

pandas/io/tests/test_packers.py

@@ -372,6 +372,17 @@ def test_iterator(self):
             for i, packed in enumerate(read_msgpack(path, iterator=True)):
                 check_arbitrary(packed, l[i])
 
+    def tests_datetimeindex_freq_issue(self):
+
+        # GH 5947
+        # inferring freq on the datetimeindex
+        df = DataFrame([1, 2, 3], index=date_range('1/1/2013', '1/3/2013'))
+        result = self.encode_decode(df)
+        assert_frame_equal(result, df)
+
+        df = DataFrame([1, 2], index=date_range('1/1/2013', '1/2/2013'))
+        result = self.encode_decode(df)
+        assert_frame_equal(result, df)
 
 class TestSparse(TestPackers):