BUG: DatetimeIndex cannot parse string ndarray with dayfirst

doc/source/release.rst

@@ -484,6 +484,7 @@ Bug Fixes
   or until the end of the line when ``colspec`` contains a ``None`` (previously raised a ``TypeError``)
 - Bug in cache coherence with chained indexing and slicing; add ``_is_view`` property to ``NDFrame`` to correctly predict
   views; mark ``is_copy`` on ``xs` only if its an actual copy (and not a view) (:issue:`7084`)
+- Bug in DatetimeIndex creation from string ndarray with ``dayfirst=True`` (:issue:`5917`)
 
 pandas 0.13.1
 -------------

pandas/tseries/index.py

@@ -250,20 +250,29 @@ def __new__(cls, data=None,
             else:
                 subarr = data.view(_NS_DTYPE)
         else:
-            try:
-                subarr = tools.to_datetime(data, box=False)
+            if isinstance(data, ABCSeries):
+                values = data.values
+            else:
+                values = data
 
-                # make sure that we have a index/ndarray like (and not a Series)
-                if isinstance(subarr, ABCSeries):
-                    subarr = subarr.values
+            if lib.is_string_array(values):
+                subarr = _str_to_dt_array(values, freq, dayfirst=dayfirst,
+                                        yearfirst=yearfirst)          
+            else:
+                try:
+                    subarr = tools.to_datetime(data, box=False)
 
-            except ValueError:
-                # tz aware
-                subarr = tools.to_datetime(data, box=False, utc=True)
+                    # make sure that we have a index/ndarray like (and not a Series)
+                    if isinstance(subarr, ABCSeries):
+                        subarr = subarr.values
+
+                except ValueError:
+                    # tz aware
+                    subarr = tools.to_datetime(data, box=False, utc=True)
 
-            if not np.issubdtype(subarr.dtype, np.datetime64):
-                raise ValueError('Unable to convert %s to datetime dtype'
-                                 % str(data))
+                if not np.issubdtype(subarr.dtype, np.datetime64):
+                    raise ValueError('Unable to convert %s to datetime dtype'
+                                     % str(data))
 
         if isinstance(subarr, DatetimeIndex):
             if tz is None:

pandas/tseries/tests/test_timeseries.py

@@ -2415,6 +2415,25 @@ def test_datetimeindex_constructor(self):
         self.assertEquals(len(idx1), len(idx2))
         self.assertEquals(idx1.offset, idx2.offset)
 
+    def test_dayfirst(self):
+        # GH 5917
+        arr = ['10/02/2014', '11/02/2014', '12/02/2014']
+        expected = DatetimeIndex([datetime(2014, 2, 10),
+                                  datetime(2014, 2, 11),
+                                  datetime(2014, 2, 12)])
+        idx1 = DatetimeIndex(arr, dayfirst=True)
+        idx2 = DatetimeIndex(np.array(arr), dayfirst=True)
+        idx3 = to_datetime(arr, dayfirst=True)
+        idx4 = to_datetime(np.array(arr), dayfirst=True)
+        idx5 = DatetimeIndex(Index(arr), dayfirst=True)
+        idx6 = DatetimeIndex(Series(arr), dayfirst=True)        
+        self.assert_(expected.equals(idx1))
+        self.assert_(expected.equals(idx2))
+        self.assert_(expected.equals(idx3))
+        self.assert_(expected.equals(idx4))
+        self.assert_(expected.equals(idx5))
+        self.assert_(expected.equals(idx6))
+
     def test_dti_snap(self):
         dti = DatetimeIndex(['1/1/2002', '1/2/2002', '1/3/2002', '1/4/2002',
                              '1/5/2002', '1/6/2002', '1/7/2002'], freq='D')