BUG: Timestamp.to_period() fails for freq="MS"

[aiwalter]

• I have checked that this issue has not already been reported.

• I have confirmed this bug exists on the latest version of pandas.

• (optional) I have confirmed this bug exists on the master branch of pandas.

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Note: Please read this guide detailing how to provide the necessary information for us to reproduce your bug.

Code Sample, a copy-pastable example

idx = pd.date_range(start='1/1/2018', end='12/1/2018', freq="MS")
idx[-1].to_period()

Problem description

This results in the following exception:

---------------------------------------------------------------------------
AttributeError                            Traceback (most recent call last)
pandas\_libs\tslibs\period.pyx in pandas._libs.tslibs.period.freq_to_dtype_code()

AttributeError: 'pandas._libs.tslibs.offsets.MonthBegin' object has no attribute '_period_dtype_code'

The above exception was the direct cause of the following exception:

ValueError                                Traceback (most recent call last)
<ipython-input-9-8bcd22fce921> in <module>
      1 idx = pd.date_range(start='1/1/2018', end='12/1/2018', freq="MS")
----> 2 idx[-1].to_period()

pandas\_libs\tslibs\timestamps.pyx in pandas._libs.tslibs.timestamps._Timestamp.to_period()

pandas\_libs\tslibs\period.pyx in pandas._libs.tslibs.period.Period.__new__()

pandas\_libs\tslibs\period.pyx in pandas._libs.tslibs.period.freq_to_dtype_code()

ValueError: Invalid frequency: {0}

Timestamp.to_period() does not work for freq="MS", other freq values might also not work?

Expected Output

Period('2018-01', 'M')

This can only be achieved by the following workaround:

idx = pd.date_range(start='1/1/2018 00:00:00', end='1/5/2018 00:01:00', freq="MS")
cutoff = idx[-1]
date = pd.DatetimeIndex([cutoff], freq=cutoff.freq)
date.to_period()[0]
>>> Period('2018-01', 'M')

Output of pd.show_versions()

INSTALLED VERSIONS

commit : b5958ee
python : 3.8.5.final.0
python-bits : 64
OS : Windows
OS-release : 10
Version : 10.0.18362
machine : AMD64
processor : AMD64 Family 21 Model 112 Stepping 0, AuthenticAMD
byteorder : little
LC_ALL : None
LANG : None
LOCALE : English_United States.1252

pandas : 1.1.5
numpy : 1.19.4
pytz : 2020.4
dateutil : 2.8.1
pip : 20.2.4
setuptools : 50.3.1.post20201107
Cython : 0.29.21
pytest : 3.6.0
hypothesis : None
sphinx : None
blosc : None
feather : None
xlsxwriter : None
lxml.etree : None
html5lib : None
pymysql : None
psycopg2 : None
jinja2 : 2.11.2
IPython : 7.19.0
pandas_datareader: None
bs4 : None
bottleneck : None
fsspec : 0.8.4
fastparquet : None
gcsfs : None
matplotlib : 3.3.3
numexpr : None
odfpy : None
openpyxl : None
pandas_gbq : None
pyarrow : None
pytables : None
pyxlsb : None
s3fs : None
scipy : 1.5.4
sqlalchemy : None
tables : None
tabulate : None
xarray : None
xlrd : None
xlwt : None
numba : 0.50.1

[MarcoGorelli]

AttributeError: 'pandas._libs.tslibs.offsets.MonthBegin' object has no attribute '_period_dtype_code'

That should be caught and re-raised with a more helpful exception+message. PR would be wlecome.

xref #38885 (comment)