DEPR: remove auto broadcasting with a time-series, xref #2304

Author: jreback

doc/source/whatsnew/v0.17.0.txt

@@ -37,6 +37,7 @@ Highlights include:
 - Support for ``Series.dt.strftime`` to generate formatted strings for datetime-likes, see :ref:`here <whatsnew_0170.strftime>`
 - Development installed versions of pandas will now have ``PEP440`` compliant version strings (:issue:`9518`)
 - Support for reading SAS xport files, see :ref:`here <whatsnew_0170.enhancements.sas_xport>`
+- Removal of the automatic TimeSeries broadcasting, deprecated since 0.8.0, see :ref:`here <whatsnew_0170.prior_deprecations>`
 
 Check the :ref:`API Changes <whatsnew_0170.api>` and :ref:`deprecations <whatsnew_0170.deprecations>` before updating.
 
@@ -673,6 +674,35 @@ Removal of prior version deprecations/changes
 - Removal of ``na_last`` parameters from ``Series.order()`` and ``Series.sort()``, in favor of ``na_position``, xref (:issue:`5231`)
 - Remove of ``percentile_width`` from ``.describe()``, in favor of ``percentiles``. (:issue:`7088`)
 - Removal of ``colSpace`` parameter from ``DataFrame.to_string()``, in favor of ``col_space``, circa 0.8.0 version.
+- Removal of automatic time-series broadcasting (:issue:`2304`)
+
+   .. ipython :: python
+
+      np.random.seed(1234)
+      df = DataFrame(np.random.randn(5,2),columns=list('AB'),index=date_range('20130101',periods=5))
+      df
+
+   Previously
+
+   .. code-block:: python
+
+      In [3]: df + df.A
+      FutureWarning: TimeSeries broadcasting along DataFrame index by default is deprecated.
+      Please use DataFrame.<op> to explicitly broadcast arithmetic operations along the index
+
+      Out[3]:
+                         A         B
+      2013-01-01  0.942870 -0.719541
+      2013-01-02  2.865414  1.120055
+      2013-01-03 -1.441177  0.166574
+      2013-01-04  1.719177  0.223065
+      2013-01-05  0.031393 -2.226989
+
+   Current
+
+   .. ipython :: python
+
+      df.add(df.A,axis='index')
 
 .. _whatsnew_0170.performance:
 

pandas/core/frame.py

@@ -3354,16 +3354,7 @@ def _combine_series_infer(self, other, func, level=None, fill_value=None):
             return self._constructor(data=self._series, index=self.index,
                                      columns=self.columns)
 
-        # teeny hack because one does DataFrame + TimeSeries all the time
-        if self.index.is_all_dates and other.index.is_all_dates:
-            warnings.warn(("TimeSeries broadcasting along DataFrame index "
-                           "by default is deprecated. Please use "
-                           "DataFrame.<op> to explicitly broadcast arithmetic "
-                           "operations along the index"),
-                          FutureWarning)
-            return self._combine_match_index(other, func, level=level, fill_value=fill_value)
-        else:
-            return self._combine_match_columns(other, func, level=level, fill_value=fill_value)
+        return self._combine_match_columns(other, func, level=level, fill_value=fill_value)
 
     def _combine_match_index(self, other, func, level=None, fill_value=None):
         left, right = self.align(other, join='outer', axis=0, level=level, copy=False)

pandas/sparse/tests/test_sparse.py

@@ -1189,14 +1189,19 @@ def _compare_to_dense(a, b, da, db, op):
                   frame['A'].reindex(fidx[::2]),
                   SparseSeries([], index=[])]
 
-        for op in ops:
+        for op in opnames:
             _compare_to_dense(frame, frame[::2], frame.to_dense(),
-                              frame[::2].to_dense(), op)
+                              frame[::2].to_dense(), getattr(operator, op))
+
+            # 2304, no auto-broadcasting
             for i, s in enumerate(series):
+                f = lambda a, b: getattr(a,op)(b,axis='index')
                 _compare_to_dense(frame, s, frame.to_dense(),
-                                  s.to_dense(), op)
-                _compare_to_dense(s, frame, s.to_dense(),
-                                  frame.to_dense(), op)
+                                  s.to_dense(), f)
+
+                # rops are not implemented
+                #_compare_to_dense(s, frame, s.to_dense(),
+                #                  frame.to_dense(), f)
 
         # cross-sectional operations
         series = [frame.xs(fidx[0]),

pandas/tests/test_frame.py

@@ -6039,46 +6039,47 @@ def test_combineSeries(self):
         #added = self.mixed_int + (100*series).astype('int32')
         #_check_mixed_int(added, dtype = dict(A = 'int32', B = 'float64', C = 'int32', D = 'int64'))
 
-        # TimeSeries
-        buf = StringIO()
-        tmp = sys.stderr
-        sys.stderr = buf
 
-        try:
-            ts = self.tsframe['A']
-            added = self.tsframe + ts
-
-            for key, col in compat.iteritems(self.tsframe):
-                result = col + ts
-                assert_series_equal(added[key], result, check_names=False)
-                self.assertEqual(added[key].name, key)
-                if col.name == ts.name:
-                    self.assertEqual(result.name, 'A')
-                else:
-                    self.assertTrue(result.name is None)
+        # TimeSeries
+        ts = self.tsframe['A']
+
+        # 10890
+        # we no longer allow auto timeseries broadcasting
+        # and require explict broadcasting
+        added = self.tsframe.add(ts, axis='index')
+
+        for key, col in compat.iteritems(self.tsframe):
+            result = col + ts
+            assert_series_equal(added[key], result, check_names=False)
+            self.assertEqual(added[key].name, key)
+            if col.name == ts.name:
+                self.assertEqual(result.name, 'A')
+            else:
+                self.assertTrue(result.name is None)
 
-            smaller_frame = self.tsframe[:-5]
-            smaller_added = smaller_frame + ts
+        smaller_frame = self.tsframe[:-5]
+        smaller_added = smaller_frame.add(ts, axis='index')
 
-            self.assertTrue(smaller_added.index.equals(self.tsframe.index))
+        self.assertTrue(smaller_added.index.equals(self.tsframe.index))
 
-            smaller_ts = ts[:-5]
-            smaller_added2 = self.tsframe + smaller_ts
-            assert_frame_equal(smaller_added, smaller_added2)
+        smaller_ts = ts[:-5]
+        smaller_added2 = self.tsframe.add(smaller_ts, axis='index')
+        assert_frame_equal(smaller_added, smaller_added2)
 
-            # length 0
-            result = self.tsframe + ts[:0]
+        # length 0, result is all-nan
+        result = self.tsframe.add(ts[:0], axis='index')
+        expected = DataFrame(np.nan,index=self.tsframe.index,columns=self.tsframe.columns)
+        assert_frame_equal(result, expected)
 
-            # Frame is length 0
-            result = self.tsframe[:0] + ts
-            self.assertEqual(len(result), 0)
+        # Frame is all-nan
+        result = self.tsframe[:0].add(ts, axis='index')
+        expected = DataFrame(np.nan,index=self.tsframe.index,columns=self.tsframe.columns)
+        assert_frame_equal(result, expected)
 
-            # empty but with non-empty index
-            frame = self.tsframe[:1].reindex(columns=[])
-            result = frame * ts
-            self.assertEqual(len(result), len(ts))
-        finally:
-            sys.stderr = tmp
+        # empty but with non-empty index
+        frame = self.tsframe[:1].reindex(columns=[])
+        result = frame.mul(ts,axis='index')
+        self.assertEqual(len(result), len(ts))
 
     def test_combineFunc(self):
         result = self.frame * 2

pandas/tests/test_series.py

@@ -4515,10 +4515,10 @@ def test_operators_frame(self):
         # rpow does not work with DataFrame
         df = DataFrame({'A': self.ts})
 
-        tm.assert_almost_equal(self.ts + self.ts, (self.ts + df)['A'])
-        tm.assert_almost_equal(self.ts ** self.ts, (self.ts ** df)['A'])
-        tm.assert_almost_equal(self.ts < self.ts, (self.ts < df)['A'])
-        tm.assert_almost_equal(self.ts / self.ts, (self.ts / df)['A'])
+        tm.assert_almost_equal(self.ts + self.ts, self.ts + df['A'])
+        tm.assert_almost_equal(self.ts ** self.ts, self.ts ** df['A'])
+        tm.assert_almost_equal(self.ts < self.ts, self.ts < df['A'])
+        tm.assert_almost_equal(self.ts / self.ts, self.ts / df['A'])
 
     def test_operators_combine(self):
         def _check_fill(meth, op, a, b, fill_value=0):