PeriodIndex pickle roundtrip does not recreate freq GH2891

pandas/tests/test_series.py

@@ -1324,6 +1324,16 @@ def test_timeseries_repr_object_dtype(self):
         ts2 = ts.ix[np.random.randint(0, len(ts) - 1, 400)]
         repr(ts).splitlines()[-1]
 
+    def test_timeseries_periodindex(self):
+        # GH2891
+        import pickle
+        from pandas import period_range
+        prng = period_range('1/1/2011', '1/1/2012', freq='M')
+        ts = Series(np.random.randn(len(prng)), prng)
+        new_ts = pickle.loads(pickle.dumps(ts))
+        self.assertEqual(new_ts.index.freq,'M')
+
+
     def test_iter(self):
         for i, val in enumerate(self.series):
             self.assertEqual(val, self.series[i])

pandas/tseries/period.py

@@ -1115,6 +1115,25 @@ def append(self, other):
                      for x in to_concat]
         return Index(com._concat_compat(to_concat), name=name)
 
+    def __reduce__(self):
+        """Necessary for making this object picklable"""
+        object_state = list(np.ndarray.__reduce__(self))
+        subclass_state = (self.name, self.freq)
+        object_state[2] = (object_state[2], subclass_state)
+        return tuple(object_state)
+
+    def __setstate__(self, state):
+        """Necessary for making this object picklable"""
+        if len(state) == 2:
+            nd_state, own_state = state
+            np.ndarray.__setstate__(self, nd_state)
+            self.name = own_state[0]
+            try: # backcompat
+                self.freq = own_state[1]
+            except:
+                pass
+        else:  # pragma: no cover
+            np.ndarray.__setstate__(self, state)
 
 def _get_ordinal_range(start, end, periods, freq):
     if com._count_not_none(start, end, periods) < 2:

pandas/tseries/tests/test_period.py

@@ -1946,6 +1946,12 @@ def test_append_concat(self):
         self.assert_(isinstance(result.index, PeriodIndex))
         self.assertEquals(result.index[0], s1.index[0])
 
+    def test_pickle_freq(self):
+        # GH2891
+        import pickle
+        prng = period_range('1/1/2011', '1/1/2012', freq='M')
+        new_prng = pickle.loads(pickle.dumps(prng))
+        self.assertEqual(new_prng.freq,'M')
 
 def _permute(obj):
     return obj.take(np.random.permutation(len(obj)))