DatetimeIndex constructor is inconsistent

[mcobzarenco]

It would be really neat if the DatetimeIndex constructor took an argument "dayfirst" which would force it to interpret a date as DD-MM-YYYY or similar when presented with a sequence of strings.

What it should never do is assume different formats for different strings in the same sequence (the current behaviour):

• If the string can be interpreted as a "month first" date, i.e. <= 12 it's parsed this way
• Otherwise it's parse as a day first string

I.e. all strings in the sequence for which the day happens to be <= 12 are parsed as "month first" and the rest as "day first".

pandas.DatetimeIndex(['12/05/2007', '25/01/2008'])

<class 'pandas.tseries.index.DatetimeIndex'>
[2007-12-05 00:00:00, 2008-01-25 00:00:00]
Length: 2, Freq: None, Timezone: None