DEPR: DatetimeIndex/PeriodsIndex +/- ops (GH9094)

[jreback]

closes #9094
closes #9095

deprecate DatetimeIndex/PeriodIndex +/- ops which are set ops. In a future version - will produce a TimeDeltaIndex and + a TypeError

[jreback]

surprise surprise, this was not actually tested anywhere AT ALL.

[jorisvandenbossche]

Should the same be done for the other operations?

Eg addition also still does a set operation:

In [12]: dti + dti
Out[12]:
<class 'pandas.tseries.index.DatetimeIndex'>
[2012-01-01, 2012-01-02]
Length: 2, Freq: D, Timezone: None

Addition is not a usefull operation for datetimes as a numeric operation, but better to be consistent in the fact it will not be a set operation in the future I think.

[jreback]

@jorisvandenbossche yes, dti + dti should be a TypeError (in 0.17.0) to be consistent. (as is dti + dt now). will update.

[jorisvandenbossche]

This should then also close #9095 I think.

[jreback]

hmm, I guess we changed these all to NotImplementedError (which is actually more correct). but most are still TypeErrors...hmm

In [3]: pd.date_range('20130101',periods=5)+Timestamp('20140101')
NotImplementedError: 

In [4]: pd.date_range('20130101',periods=5)+Timestamp('20140101').to_datetime64()

TypeError: ufunc add cannot use operands with types dtype('<M8[ns]') and dtype('<M8[ns]')

@shoyer IIRC did you change these? (I know you suggested we did....)

[shoyer]

NotImplementedError is wrong -- pd.date_range('20130101',periods=5)+Timestamp('20140101') should be a TypeError.

I believe I suggested changing some operations like __add__ to return NotImplemented, but that's not NotImplementedError and it's something that the user should never see -- Python should translate it into a TypeError before it reaches the user.

[jreback]

@shoyer yeh I just looked at the code and everything is tested as a TypeError, so maybe this odd that it is showing up like this.

[jorisvandenbossche]

I think this is implemented as an NotImplementedError, because this is within DatetimeIndexOpsMixin its method _add_datelike, and this method should be overwritten in DatetimeIndex? (because this should work for TimedeltaIndex)?

And indeed, in TimedeltaIndex it is overwritten (https://github.com/pydata/pandas/blob/899212982af5978a5991dfd9517f3a0212bcdaa8/pandas/tseries/tdi.py#L316), but not in DatetimeIndex