Return slices when possible from CFTimeIndex.get_loc() (#2569)

This makes string indexing usable in a pandas.MultiIndex.

doc/whats-new.rst

@@ -36,6 +36,10 @@ Breaking changes
 Enhancements
 ~~~~~~~~~~~~
 
+- :py:class:`CFTimeIndex` uses slicing for string indexing when possible (like
+  :py:class:`pandas.DatetimeIndex`), which avoids unnecessary copies.
+  By `Stephan Hoyer <https://github.com/shoyer>`_
+
 Bug fixes
 ~~~~~~~~~
 

xarray/coding/cftimeindex.py

@@ -263,14 +263,31 @@ def _partial_date_slice(self, resolution, parsed):
         """
         start, end = _parsed_string_to_bounds(self.date_type, resolution,
                                               parsed)
-        lhs_mask = (self._data >= start)
-        rhs_mask = (self._data <= end)
-        return (lhs_mask & rhs_mask).nonzero()[0]
+
+        times = self._data
+
+        if self.is_monotonic:
+            if (len(times) and ((start < times[0] and end < times[0]) or
+                                (start > times[-1] and end > times[-1]))):
+                # we are out of range
+                raise KeyError
+
+            # a monotonic (sorted) series can be sliced
+            left = times.searchsorted(start, side='left')
+            right = times.searchsorted(end, side='right')
+            return slice(left, right)
+
+        lhs_mask = times >= start
+        rhs_mask = times <= end
+        return np.flatnonzero(lhs_mask & rhs_mask)
 
     def _get_string_slice(self, key):
         """Adapted from pandas.tseries.index.DatetimeIndex._get_string_slice"""
         parsed, resolution = _parse_iso8601_with_reso(self.date_type, key)
-        loc = self._partial_date_slice(resolution, parsed)
+        try:
+            loc = self._partial_date_slice(resolution, parsed)
+        except KeyError:
+            raise KeyError(key)
         return loc
 
     def get_loc(self, key, method=None, tolerance=None):
@@ -431,7 +448,7 @@ def to_datetimeindex(self, unsafe=False):
                 'calendar, {!r}, to a pandas.DatetimeIndex, which uses dates '
                 'from the standard calendar.  This may lead to subtle errors '
                 'in operations that depend on the length of time between '
-                'dates.'.format(calendar), RuntimeWarning)
+                'dates.'.format(calendar), RuntimeWarning, stacklevel=2)
         return pd.DatetimeIndex(nptimes)
 
 

xarray/tests/test_cftimeindex.py

@@ -12,7 +12,7 @@
     _parsed_string_to_bounds, assert_all_valid_date_type, parse_iso8601)
 from xarray.tests import assert_array_equal, assert_identical
 
-from . import has_cftime, has_cftime_or_netCDF4, requires_cftime
+from . import has_cftime, has_cftime_or_netCDF4, requires_cftime, raises_regex
 from .test_coding_times import (_all_cftime_date_types, _ALL_CALENDARS,
                                 _NON_STANDARD_CALENDARS)
 
@@ -251,16 +251,16 @@ def test_parsed_string_to_bounds_raises(date_type):
 @pytest.mark.skipif(not has_cftime, reason='cftime not installed')
 def test_get_loc(date_type, index):
     result = index.get_loc('0001')
-    expected = [0, 1]
-    assert_array_equal(result, expected)
+    assert result == slice(0, 2)
 
     result = index.get_loc(date_type(1, 2, 1))
-    expected = 1
-    assert result == expected
+    assert result == 1
 
     result = index.get_loc('0001-02-01')
-    expected = 1
-    assert result == expected
+    assert result == slice(1, 2)
+
+    with raises_regex(KeyError, '1234'):
+        index.get_loc('1234')
 
 
 @pytest.mark.skipif(not has_cftime, reason='cftime not installed')
@@ -758,7 +758,7 @@ def test_to_datetimeindex(calendar, unsafe):
         with pytest.warns(RuntimeWarning, match='non-standard'):
             result = index.to_datetimeindex()
     else:
-        result = index.to_datetimeindex()
+        result = index.to_datetimeindex(unsafe=unsafe)
 
     assert result.equals(expected)
     np.testing.assert_array_equal(result, expected)
@@ -779,3 +779,10 @@ def test_to_datetimeindex_feb_29(calendar):
     index = xr.cftime_range('2001-02-28', periods=2, calendar=calendar)
     with pytest.raises(ValueError, match='29'):
         index.to_datetimeindex()
+
+
+@pytest.mark.skipif(not has_cftime, reason='cftime not installed')
+def test_multiindex():
+    index = xr.cftime_range('2001-01-01', periods=100, calendar='360_day')
+    mindex = pd.MultiIndex.from_arrays([index])
+    assert mindex.get_loc('2001-01') == slice(0, 30)