BUG: Joining a DataFrame with a PeriodIndex fails

[max-sixty]

Code Sample

In [19]: dates = pd.period_range('20100101','20100105', freq='D')

In [20]: weights = pd.DataFrame(np.random.randn(5, 5), index=dates, columns = ['g1_%d' % x for x in range(5)])

In [21]: weights.join(pd.DataFrame(np.random.randn(5,5), index=dates, columns = ['g2_%d' % x for x in range(5)]))
---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
<ipython-input-21-2fdb8b02f5a4> in <module>()
      1 weights.join(
----> 2             pd.DataFrame(np.random.randn(5,5), index=dates, columns = ['g2_%d' % x for x in range(5)]))

/usr/local/lib/python2.7/dist-packages/pandas/core/frame.pyc in join(self, other, on, how, lsuffix, rsuffix, sort)
   4765         # For SparseDataFrame's benefit
   4766         return self._join_compat(other, on=on, how=how, lsuffix=lsuffix,
-> 4767                                  rsuffix=rsuffix, sort=sort)
   4768
   4769     def _join_compat(self, other, on=None, how='left', lsuffix='', rsuffix='',

/usr/local/lib/python2.7/dist-packages/pandas/core/frame.pyc in _join_compat(self, other, on, how, lsuffix, rsuffix, sort)
   4780             return merge(self, other, left_on=on, how=how,
   4781                          left_index=on is None, right_index=True,
-> 4782                          suffixes=(lsuffix, rsuffix), sort=sort)
   4783         else:
   4784             if on is not None:

/usr/local/lib/python2.7/dist-packages/pandas/core/reshape/merge.pyc in merge(left, right, how, on, left_on, right_on, left_index, right_index, sort, suffixes, copy, indicator)
     52                          right_index=right_index, sort=sort, suffixes=suffixes,
     53                          copy=copy, indicator=indicator)
---> 54     return op.get_result()
     55
     56

/usr/local/lib/python2.7/dist-packages/pandas/core/reshape/merge.pyc in get_result(self)
    567                 self.left, self.right)
    568
--> 569         join_index, left_indexer, right_indexer = self._get_join_info()
    570
    571         ldata, rdata = self.left._data, self.right._data

/usr/local/lib/python2.7/dist-packages/pandas/core/reshape/merge.pyc in _get_join_info(self)
    720             join_index, left_indexer, right_indexer = \
    721                 left_ax.join(right_ax, how=self.how, return_indexers=True,
--> 722                              sort=self.sort)
    723         elif self.right_index and self.how == 'left':
    724             join_index, left_indexer, right_indexer = \

TypeError: join() got an unexpected keyword argument 'sort'

It seems the sort kwarg is invalid, but the internals are passing it in regardless

Output of pd.show_versions()

In [22]: pd.show_versions() /usr/local/lib/python2.7/dist-packages/xarray/core/formatting.py:16: FutureWarning: The pandas.tslib module is deprecated and will be removed in a future version. from pandas.tslib import OutOfBoundsDatetime

INSTALLED VERSIONS

commit: None
python: 2.7.12.final.0
python-bits: 64
OS: Linux
OS-release: 4.9.13-moby
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: None
LOCALE: None.None

pandas: 0.20.1
pytest: 3.0.7
pip: 9.0.1
setuptools: 35.0.2
Cython: 0.25.2
numpy: 1.12.1
scipy: 0.19.0
xarray: 0.9.2
IPython: 5.3.0
sphinx: None
patsy: 0.4.1
dateutil: 2.6.0
pytz: 2017.2
blosc: None
bottleneck: 1.2.0
tables: None
numexpr: 2.6.2
feather: None
matplotlib: 2.0.1
openpyxl: None
xlrd: None
xlwt: 1.2.0
xlsxwriter: None
lxml: None
bs4: None
html5lib: 0.999999999
sqlalchemy: 1.1.9
pymysql: None
psycopg2: None
jinja2: 2.9.6
s3fs: None
pandas_gbq: 0.1.6
pandas_datareader: None

[jreback]

this fixes if you can do a PR

diff --git a/pandas/core/indexes/period.py b/pandas/core/indexes/period.py
index 15fd9b7..50d5958 100644
--- a/pandas/core/indexes/period.py
+++ b/pandas/core/indexes/period.py
@@ -919,14 +919,16 @@ class PeriodIndex(DatelikeOps, DatetimeIndexOpsMixin, Int64Index):
                               self[loc:].asi8))
         return self._shallow_copy(idx)
 
-    def join(self, other, how='left', level=None, return_indexers=False):
+    def join(self, other, how='left', level=None, return_indexers=False,
+             sort=False):
         """
         See Index.join
         """
         self._assert_can_do_setop(other)
 
         result = Int64Index.join(self, other, how=how, level=level,
-                                 return_indexers=return_indexers)
+                                 return_indexers=return_indexers,
+                                 sort=sort)
 
         if return_indexers:
             result, lidx, ridx = result

obviously need some more tests on the index join methods as well :>

Here is the tests for datetimes in pandas/tests/indexes/datetimes/test_datetimes.py
need to do something like this in periods/test_period.py

    def test_join_self(self):
        index = date_range('1/1/2000', periods=10)
        kinds = 'outer', 'inner', 'left', 'right'
        for kind in kinds:
            joined = index.join(index, how=kind)
            assert index is joined

[jreback]

if you can do this in next day or 2 can get into 0.20.2 (end of week)

[rosygupta]

@jreback Is this issue still open?

[max-sixty]

PR waiting here: #16586