ENH: Arithmetic with Timestamp-based intervals

doc/source/whatsnew/v1.2.0.rst

@@ -49,6 +49,26 @@ For example:
    buffer = io.BytesIO()
    data.to_csv(buffer, mode="w+b", encoding="utf-8", compression="gzip")
 
+Arithmetic with Timestamp and Timedelta-based Intervals
+^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
+
+Arithmetic can now be performed on :class:`Interval` s having their left and right
+ends as :class:`Timestamp` s or :class:`Timedelta` s, like what would be possible
+if the ends were numeric (:issue:`35908`).
+
+Arithmetic can be performed by directly using arithmetic operators (`-` or `+`),
+so something like this will work:
+
+.. ipython:: python
+
+   interval = pd.Interval(pd.Timestamp("1900-01-01"), pd.Timestamp("1900-01-02"))
+   interval - pd.Timestamp("1900-01-01")
+
+This works when endpoints are :class:`Timestamp` s or :class:`Timedelta` s.
+
+However, it should be noted that adding :class:`Timestamp` s , and subtracting :class:`Timestamp`
+from a :class:`Timedelta` is illegal.
+
 .. _whatsnew_120.enhancements.other:
 
 Other enhancements

pandas/_libs/interval.pyx

@@ -395,6 +395,8 @@ cdef class Interval(IntervalMixin):
             isinstance(y, numbers.Number)
             or PyDelta_Check(y)
             or is_timedelta64_object(y)
+            or isinstance(y, _Timestamp)
+            or isinstance(y, _Timedelta)
         ):
             return Interval(self.left + y, self.right + y, closed=self.closed)
         elif (
@@ -413,6 +415,8 @@ cdef class Interval(IntervalMixin):
             isinstance(y, numbers.Number)
             or PyDelta_Check(y)
             or is_timedelta64_object(y)
+            or isinstance(y, _Timestamp)
+            or isinstance(y, _Timedelta)
         ):
             return Interval(self.left - y, self.right - y, closed=self.closed)
         return NotImplemented

pandas/tests/scalar/interval/test_interval.py

@@ -184,6 +184,184 @@ def test_math_sub(self, closed):
         with pytest.raises(TypeError, match=msg):
             interval - "foo"
 
+    def test_math_sub_interval_timestamp_timestamp(self, closed):
+        # Tests for interval of timestamp - timestamp
+        interval = Interval(
+            Timestamp("1900-01-01"), Timestamp("1900-01-02"), closed=closed
+        )
+        expected = Interval(
+            Timedelta("0 days 00:00:00"), Timedelta("1 days 00:00:00"), closed=closed
+        )
+
+        result = interval - Timestamp("1900-01-01")
+        assert result == expected
+
+        expected = Interval(
+            interval.left - Timestamp("1900-01-01"),
+            interval.right - Timestamp("1900-01-01"),
+            closed=closed,
+        )
+        assert result == expected
+
+        result = interval
+        result -= Timestamp("1900-01-01")
+
+        expected = Interval(
+            Timedelta("0 days 00:00:00"), Timedelta("1 days 00:00:00"), closed=closed
+        )
+        assert result == expected
+
+        expected = Interval(
+            interval.left - Timestamp("1900-01-01"),
+            interval.right - Timestamp("1900-01-01"),
+            closed=closed,
+        )
+        assert result == expected
+
+    def test_math_sub_interval_timestamp_timedelta(self, closed):
+        # Tests for interval of timestamps - timedelta
+        interval = Interval(
+            Timestamp("1900-01-01"), Timestamp("1900-01-02"), closed=closed
+        )
+        expected = Interval(
+            Timestamp("1899-12-31"), Timestamp("1900-01-01"), closed=closed
+        )
+
+        result = interval - Timedelta("1 days 00:00:00")
+        assert result == expected
+
+        expected = Interval(
+            interval.left - Timedelta("1 days 00:00:00"),
+            interval.right - Timedelta("1 days 00:00:00"),
+            closed=closed,
+        )
+        assert result == expected
+
+        result = interval
+        result -= Timedelta("1 days 00:00:00")
+
+        expected = Interval(
+            Timestamp("1899-12-31"), Timestamp("1900-01-01"), closed=closed
+        )
+        assert result == expected
+
+        expected = Interval(
+            interval.left - Timedelta("1 days 00:00:00"),
+            interval.right - Timedelta("1 days 00:00:00"),
+            closed=closed,
+        )
+        assert result == expected
+
+    def test_math_add_interval_timestamp_timedelta(self, closed):
+        interval = Interval(
+            Timestamp("1900-01-01"), Timestamp("1900-01-02"), closed=closed
+        )
+        expected = Interval(
+            Timestamp("1900-01-02"), Timestamp("1900-01-03"), closed=closed
+        )
+
+        result = interval + Timedelta("1 days 00:00:00")
+        assert result == expected
+
+        result = interval
+        result += Timedelta("1 days 00:00:00")
+        assert result == expected
+
+        expected = Interval(
+            interval.left + Timedelta("1 days 00:00:00"),
+            interval.right + Timedelta("1 days 00:00:00"),
+            closed=closed,
+        )
+
+        result = interval + Timedelta("1 days 00:00:00")
+        assert result == expected
+
+        result = interval
+        result += Timedelta("1 days 00:00:00")
+        assert result == expected
+
+    def test_math_add_interval_timedelta_timedelta(self, closed):
+        interval = Interval(
+            Timedelta("1 days 00:00:00"), Timedelta("2 days 00:00:00"), closed=closed
+        )
+        expected = Interval(
+            Timedelta("4 days 01:00:00"), Timedelta("5 days 01:00:00"), closed=closed
+        )
+
+        result = interval + Timedelta("3 days 01:00:00")
+        assert result == expected
+
+        result = interval
+        result += Timedelta("3 days 01:00:00")
+        assert result == expected
+
+        expected = Interval(
+            interval.left + Timedelta("3 days 01:00:00"),
+            interval.right + Timedelta("3 days 01:00:00"),
+            closed=closed,
+        )
+
+        result = interval + Timedelta("3 days 01:00:00")
+        assert result == expected
+
+        result = interval
+        result += Timedelta("3 days 01:00:00")
+        assert result == expected
+
+    def test_sub_interval_imedelta_timedelta(self, closed):
+        interval = Interval(
+            Timedelta("1 days 00:00:00"), Timedelta("2 days 00:00:00"), closed=closed
+        )
+        expected = Interval(
+            Timedelta("-3 days +23:00:00"),
+            Timedelta("-2 days +23:00:00"),
+            closed=closed,
+        )
+
+        result = interval - Timedelta("3 days 01:00:00")
+        assert result == expected
+
+        result = interval
+        result -= Timedelta("3 days 01:00:00")
+        assert result == expected
+
+        expected = Interval(
+            interval.left - Timedelta("3 days 01:00:00"),
+            interval.right - Timedelta("3 days 01:00:00"),
+            closed=closed,
+        )
+
+        result = interval - Timedelta("3 days 01:00:00")
+        assert result == expected
+
+        result = interval
+        result -= Timedelta("3 days 01:00:00")
+        assert result == expected
+
+    def test_math_add_interval_timestamp_timestamp(self, closed):
+        interval = Interval(
+            Timestamp("1900-01-01"), Timestamp("1900-01-02"), closed=closed
+        )
+
+        msg = r"unsupported operand type\(s\) for \+"
+        with pytest.raises(TypeError, match=msg):
+            interval = interval + Timestamp("2002-01-08")
+
+        with pytest.raises(TypeError, match=msg):
+            interval += Timestamp("2002-01-08")
+
+    def test_math_sub_interval_timedelta_timestamp(self, closed):
+        interval = Interval(
+            Timedelta("1 days 00:00:00"), Timedelta("3 days 00:00:00"), closed=closed
+        )
+
+        msg = r"unsupported operand type\(s\) for \-"
+        with pytest.raises(TypeError, match=msg):
+            interval = interval - Timestamp("1900-01-01")
+
+        with pytest.raises(TypeError, match=msg):
+            interval -= Timestamp("1900-01-01")
+
     def test_math_mult(self, closed):
         interval = Interval(0, 1, closed=closed)
         expected = Interval(0, 2, closed=closed)