BUG: Bug in to_datetime when format='%Y%m%d and coerce=True are specified (GH7930)

doc/source/v0.15.0.txt

@@ -303,7 +303,8 @@ Bug Fixes
 - Bug in ``Series.astype("unicode")`` not calling ``unicode`` on the values correctly (:issue:`7758`)
 - Bug in ``DataFrame.as_matrix()`` with mixed ``datetime64[ns]`` and ``timedelta64[ns]`` dtypes (:issue:`7778`)
 - Bug in ``HDFStore.select_column()`` not preserving UTC timezone info when selecting a DatetimeIndex (:issue:`7777`)
-
+- Bug in ``to_datetime`` when ``format='%Y%m%d'`` and ``coerce=True`` are specified, where previously an object array was returned (rather than
+  a coerced time-series with ``NaT``), (:issue:`7930`)
 - Bug in ``DatetimeIndex`` and ``PeriodIndex`` in-place addition and subtraction cause different result from normal one (:issue:`6527`)
 - Bug in adding and subtracting ``PeriodIndex`` with ``PeriodIndex`` raise ``TypeError`` (:issue:`7741`)
 - Bug in ``combine_first`` with ``PeriodIndex`` data raises ``TypeError`` (:issue:`3367`)

pandas/tseries/tests/test_timeseries.py

@@ -3934,6 +3934,16 @@ def test_to_datetime_format_YYYYMMDD(self):
         result = to_datetime(s,format='%Y%m%d')
         assert_series_equal(result, expected)
 
+        # coercion
+        # GH 7930
+        s = Series([20121231, 20141231, 99991231])
+        result = pd.to_datetime(s,format='%Y%m%d')
+        expected = np.array([ datetime(2012,12,31), datetime(2014,12,31), datetime(9999,12,31) ], dtype=object)
+        self.assert_numpy_array_equal(result, expected)
+
+        result = pd.to_datetime(s,format='%Y%m%d', coerce=True)
+        expected = Series(['20121231','20141231','NaT'],dtype='M8[ns]')
+        assert_series_equal(result, expected)
 
     def test_to_datetime_format_microsecond(self):
         val = '01-Apr-2011 00:00:01.978'

pandas/tseries/tools.py

@@ -262,7 +262,7 @@ def _convert_listlike(arg, box, format):
                 # shortcut formatting here
                 if format == '%Y%m%d':
                     try:
-                        result = _attempt_YYYYMMDD(arg)
+                        result = _attempt_YYYYMMDD(arg, coerce=coerce)
                     except:
                         raise ValueError("cannot convert the input to '%Y%m%d' date format")
 
@@ -313,14 +313,14 @@ def _convert_listlike(arg, box, format):
 class DateParseError(ValueError):
     pass
 
-def _attempt_YYYYMMDD(arg):
+def _attempt_YYYYMMDD(arg, coerce):
     """ try to parse the YYYYMMDD/%Y%m%d format, try to deal with NaT-like,
         arg is a passed in as an object dtype, but could really be ints/strings with nan-like/or floats (e.g. with nan) """
 
     def calc(carg):
         # calculate the actual result
         carg = carg.astype(object)
-        return lib.try_parse_year_month_day(carg/10000,carg/100 % 100, carg % 100)
+        return tslib.array_to_datetime(lib.try_parse_year_month_day(carg/10000,carg/100 % 100, carg % 100), coerce=coerce)
 
     def calc_with_mask(carg,mask):
         result = np.empty(carg.shape, dtype='M8[ns]')