API/DEPR: Remove +/- as setops for DatetimeIndex/PeriodIndex (GH9630) (#14164)

API/DEPR: Remove +/- as setops for DatetimeIndex/PeriodIndex (GH9630)

xref #13777, deprecations put in place in #9630

Author: jorisvandenbossche

Diff for: doc/source/whatsnew/v0.19.0.txt

@@ -932,14 +932,16 @@ New Behavior:
 Index ``+`` / ``-`` no longer used for set operations
 ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
 
-Addition and subtraction of the base Index type (not the numeric subclasses)
+Addition and subtraction of the base Index type and of DatetimeIndex
+(not the numeric index types)
 previously performed set operations (set union and difference). This
 behaviour was already deprecated since 0.15.0 (in favor using the specific
 ``.union()`` and ``.difference()`` methods), and is now disabled. When
 possible, ``+`` and ``-`` are now used for element-wise operations, for
-example for concatenating strings  (:issue:`8227`, :issue:`14127`).
+example for concatenating strings or subtracting datetimes
+(:issue:`8227`, :issue:`14127`).
 
-Previous Behavior:
+Previous behavior:
 
 .. code-block:: ipython
 
@@ -962,6 +964,23 @@ For example, the behaviour of adding two integer Indexes:
 
 is unchanged. The base ``Index`` is now made consistent with this behaviour.
 
+Further, because of this change, it is now possible to subtract two
+DatetimeIndex objects resulting in a TimedeltaIndex:
+
+Previous behavior:
+
+.. code-block:: ipython
+
+    In [1]: pd.DatetimeIndex(['2016-01-01', '2016-01-02']) - pd.DatetimeIndex(['2016-01-02', '2016-01-03'])
+    FutureWarning: using '-' to provide set differences with datetimelike Indexes is deprecated, use .difference()
+    Out[1]: DatetimeIndex(['2016-01-01'], dtype='datetime64[ns]', freq=None)
+
+New behavior:
+
+.. ipython:: python
+
+    pd.DatetimeIndex(['2016-01-01', '2016-01-02']) - pd.DatetimeIndex(['2016-01-02', '2016-01-03'])
+
 
 .. _whatsnew_0190.api.difference:
 

Diff for: pandas/tseries/base.py

@@ -2,7 +2,6 @@
 Base and utility classes for tseries type pandas objects.
 """
 
-import warnings
 from datetime import datetime, timedelta
 
 from pandas import compat
@@ -628,10 +627,9 @@ def __add__(self, other):
                 raise TypeError("cannot add TimedeltaIndex and {typ}"
                                 .format(typ=type(other)))
             elif isinstance(other, Index):
-                warnings.warn("using '+' to provide set union with "
-                              "datetimelike Indexes is deprecated, "
-                              "use .union()", FutureWarning, stacklevel=2)
-                return self.union(other)
+                raise TypeError("cannot add {typ1} and {typ2}"
+                                .format(typ1=type(self).__name__,
+                                        typ2=type(other).__name__))
             elif isinstance(other, (DateOffset, timedelta, np.timedelta64,
                                     tslib.Timedelta)):
                 return self._add_delta(other)
@@ -646,20 +644,22 @@ def __add__(self, other):
 
         def __sub__(self, other):
             from pandas.core.index import Index
+            from pandas.tseries.index import DatetimeIndex
             from pandas.tseries.tdi import TimedeltaIndex
             from pandas.tseries.offsets import DateOffset
             if isinstance(other, TimedeltaIndex):
                 return self._add_delta(-other)
             elif isinstance(self, TimedeltaIndex) and isinstance(other, Index):
                 if not isinstance(other, TimedeltaIndex):
                     raise TypeError("cannot subtract TimedeltaIndex and {typ}"
-                                    .format(typ=type(other)))
+                                    .format(typ=type(other).__name__))
                 return self._add_delta(-other)
+            elif isinstance(other, DatetimeIndex):
+                return self._sub_datelike(other)
             elif isinstance(other, Index):
-                warnings.warn("using '-' to provide set differences with "
-                              "datetimelike Indexes is deprecated, "
-                              "use .difference()", FutureWarning, stacklevel=2)
-                return self.difference(other)
+                raise TypeError("cannot subtract {typ1} and {typ2}"
+                                .format(typ1=type(self).__name__,
+                                        typ2=type(other).__name__))
             elif isinstance(other, (DateOffset, timedelta, np.timedelta64,
                                     tslib.Timedelta)):
                 return self._add_delta(-other)

Diff for: pandas/tseries/index.py

@@ -731,19 +731,43 @@ def _add_datelike(self, other):
     def _sub_datelike(self, other):
         # subtract a datetime from myself, yielding a TimedeltaIndex
         from pandas import TimedeltaIndex
-        other = Timestamp(other)
-        if other is tslib.NaT:
-            result = self._nat_new(box=False)
-        # require tz compat
-        elif not self._has_same_tz(other):
-            raise TypeError("Timestamp subtraction must have the same "
-                            "timezones or no timezones")
+        if isinstance(other, DatetimeIndex):
+            # require tz compat
+            if not self._has_same_tz(other):
+                raise TypeError("DatetimeIndex subtraction must have the same "
+                                "timezones or no timezones")
+            result = self._sub_datelike_dti(other)
+        elif isinstance(other, (tslib.Timestamp, datetime)):
+            other = Timestamp(other)
+            if other is tslib.NaT:
+                result = self._nat_new(box=False)
+            # require tz compat
+            elif not self._has_same_tz(other):
+                raise TypeError("Timestamp subtraction must have the same "
+                                "timezones or no timezones")
+            else:
+                i8 = self.asi8
+                result = i8 - other.value
+                result = self._maybe_mask_results(result,
+                                                  fill_value=tslib.iNaT)
         else:
-            i8 = self.asi8
-            result = i8 - other.value
-            result = self._maybe_mask_results(result, fill_value=tslib.iNaT)
+            raise TypeError("cannot subtract DatetimeIndex and {typ}"
+                            .format(typ=type(other).__name__))
         return TimedeltaIndex(result, name=self.name, copy=False)
 
+    def _sub_datelike_dti(self, other):
+        """subtraction of two DatetimeIndexes"""
+        if not len(self) == len(other):
+            raise ValueError("cannot add indices of unequal length")
+
+        self_i8 = self.asi8
+        other_i8 = other.asi8
+        new_values = self_i8 - other_i8
+        if self.hasnans or other.hasnans:
+            mask = (self._isnan) | (other._isnan)
+            new_values[mask] = tslib.iNaT
+        return new_values.view('i8')
+
     def _maybe_update_attributes(self, attrs):
         """ Update Index attributes (e.g. freq) depending on op """
         freq = attrs.get('freq', None)