Handle unsortable Periods correctly in set_index, MultiIndex

pandas/core/sorting.py

@@ -431,21 +431,32 @@ def safe_sort(values, labels=None, na_sentinel=-1, assume_unique=False):
 
     def sort_mixed(values):
         # order ints before strings, safe in py3
+        from pandas import Period
+        per_pos = np.array([isinstance(x, Period) for x in values],
+                           dtype=bool)
         str_pos = np.array([isinstance(x, string_types) for x in values],
                            dtype=bool)
-        nums = np.sort(values[~str_pos])
+        nums = np.sort(values[~(str_pos | per_pos)])
         strs = np.sort(values[str_pos])
-        return np.concatenate([nums, np.asarray(strs, dtype=object)])
+        try:
+            pers = np.sort(values[per_pos])
+        except (TypeError, ValueError):
+            # period.IncompatibleFrequency subclasses ValueError, leads
+            # to inconsistent behavior in py2/py3
+            pers = sorted(values[per_pos], key=lambda x: x.start_time)
+            pers = np.array(pers, dtype=object)
+        return np.concatenate([nums, np.asarray(strs, dtype=object), pers])
 
     sorter = None
     if PY3 and lib.infer_dtype(values) == 'mixed-integer':
         # unorderable in py3 if mixed str/int
         ordered = sort_mixed(values)
     else:
+        from pandas._libs.period import IncompatibleFrequency
         try:
             sorter = values.argsort()
             ordered = values.take(sorter)
-        except TypeError:
+        except (TypeError, IncompatibleFrequency):
             # try this anyway
             ordered = sort_mixed(values)
 

pandas/tests/indexes/period/test_period.py

@@ -11,6 +11,51 @@
 from ..datetimelike import DatetimeLike
 
 
+class TestPeriodLevelMultiIndex(object):
+    # TODO: Is there a more appropriate place for these?
+    def test_set_index(self):
+        # GH#17112
+        index = Index(['PCE'] * 4, name='Variable')
+        data = [Period('2018Q2'),
+                Period('2021', freq='5A-Dec'),
+                Period('2026', freq='10A-Dec'),
+                Period('2017Q2')]
+        ser = Series(data, index=index, name='Period')
+        df = ser.to_frame()
+
+        res = df.set_index('Period', append=True)
+        # If the doesn't raise then that's a good start
+        assert res.index.names == ['Variable', 'Period']
+
+    def test_from_arrays_period_level(self):
+        # GH#17112
+        index = Index(['PCE'] * 4, name='Variable')
+        data = [Period('2018Q2'),
+                Period('2021', freq='5A-Dec'),
+                Period('2026', freq='10A-Dec'),
+                Period('2017Q2')]
+        ser = Series(data, index=index, name='Period')
+
+        mi = pd.MultiIndex.from_arrays([ser.index, ser])
+        assert mi.names == ['Variable', 'Period']
+        assert mi.get_level_values('Variable').equals(index)
+
+    def test_from_arrays_dataframe_level_invalid(self):
+        # GH#17112
+        index = pd.Index(['CPROF', 'HOUSING', 'INDPROD', 'NGDP', 'PGDP'],
+                         name='Variable')
+        data = [pd.Period('1968Q4')] * 5
+        df = pd.DataFrame(data, index=index, columns=['Period'])
+        with pytest.raises(TypeError):
+            # user should not pass a DataFrame as an index level.
+            # In this single-column case the user needs to specifically pass
+            # df['Period'].
+            # Check that this raises at construction time instead of later
+            # when accessing `mi.shape`, which used to raise
+            # "ValueError: all arrays must be the same length",
+            pd.MultiIndex.from_arrays([df.index, df])
+
+
 class TestPeriodIndex(DatetimeLike):
     _holder = PeriodIndex
     _multiprocess_can_split_ = True