BUG: TimedeltaIndex.union with sort=False

pandas/core/indexes/timedeltas.py

@@ -260,15 +260,15 @@ def _union(self, other, sort):
         this, other = self, other
 
         if this._can_fast_union(other):
-            return this._fast_union(other)
+            return this._fast_union(other, sort=sort)
         else:
             result = Index._union(this, other, sort=sort)
             if isinstance(result, TimedeltaIndex):
                 if result.freq is None:
                     result._set_freq("infer")
             return result
 
-    def _fast_union(self, other):
+    def _fast_union(self, other, sort=None):
         if len(other) == 0:
             return self.view(type(self))
 
@@ -278,6 +278,15 @@ def _fast_union(self, other):
         # to make our life easier, "sort" the two ranges
         if self[0] <= other[0]:
             left, right = self, other
+        elif sort is False:
+            # TDIs are not in the "correct" order and we don't want
+            #  to sort but want to remove overlaps
+            left, right = self, other
+            left_start = left[0]
+            loc = right.searchsorted(left_start, side="left")
+            right_chunk = right.values[:loc]
+            dates = concat_compat((left.values, right_chunk))
+            return self._shallow_copy(dates)
         else:
             left, right = other, self
 

pandas/tests/indexes/timedeltas/test_setops.py

@@ -22,6 +22,22 @@ def test_union(self):
         i1.union(i2)  # Works
         i2.union(i1)  # Fails with "AttributeError: can't set attribute"
 
+    def test_union_sort_false(self):
+        tdi = timedelta_range("1day", periods=5)
+
+        left = tdi[3:]
+        right = tdi[:3]
+
+        # Check that we are testing the desired code path
+        assert left._can_fast_union(right)
+
+        result = left.union(right)
+        tm.assert_index_equal(result, tdi)
+
+        result = left.union(right, sort=False)
+        expected = pd.TimedeltaIndex(["4 Days", "5 Days", "1 Days", "2 Day", "3 Days"])
+        tm.assert_index_equal(result, expected)
+
     def test_union_coverage(self):
 
         idx = TimedeltaIndex(["3d", "1d", "2d"])