ENH: add to_period method to TimeSeries to convert DatetimeIndex -> PeriodIndex

Author: wesm

pandas/core/series.py

@@ -2566,11 +2566,15 @@ def to_timestamp(self, freq='D', how='start', copy=True):
 
         Parameters
         ----------
+        freq : string, default 'D'
+            Desired frequency
         how : {'s', 'e', 'start', 'end'}
+            Convention for converting period to timestamp; start of period
+            vs. end
 
         Returns
         -------
-        DatetimeIndex
+        ts : TimeSeries with DatetimeIndex
         """
         new_values = self.values
         if copy:
@@ -2579,4 +2583,24 @@ def to_timestamp(self, freq='D', how='start', copy=True):
         new_index = self.index.to_timestamp(freq=freq, how=how)
         return Series(new_values, index=new_index, name=self.name)
 
+    def to_period(self, freq=None, copy=True):
+        """
+        Convert TimeSeries from DatetimeIndex to PeriodIndex with desired
+        frequency (inferred from index if not passed)
+
+        Parameters
+        ----------
+        freq : string, default
+
+        Returns
+        -------
+        ts : TimeSeries with PeriodIndex
+        """
+        new_values = self.values
+        if copy:
+            new_values = new_values.copy()
 
+        if freq is None:
+            freq = self.index.freqstr or self.index.inferred_freq
+        new_index = self.index.to_period(freq=freq)
+        return Series(new_values, index=new_index, name=self.name)

pandas/tseries/tests/test_timeseries.py

@@ -511,6 +511,19 @@ def test_normalize(self):
         self.assert_(result.is_normalized)
         self.assert_(not rng.is_normalized)
 
+    def test_to_period(self):
+        from pandas.tseries.period import period_range
+
+        ts = _simple_ts('1/1/2000', '1/1/2001')
+
+        pts = ts.to_period()
+        exp = ts.copy()
+        exp.index = period_range('1/1/2000', '1/1/2001')
+        assert_series_equal(pts, exp)
+
+        pts = ts.to_period('M')
+        self.assert_(pts.index.equals(exp.index.asfreq('M')))
+
 def _simple_ts(start, end, freq='D'):
     rng = date_range(start, end, freq=freq)
     return Series(np.random.randn(len(rng)), index=rng)