When creating the union of an index with itself, the frequency may end up being reset. I would have expected the call to union in the following example to be invariant and return the original index:
In [56]: index = pd.bdate_range('20150101', periods=10)
In [57]: index.freq = None
In [58]: index
Out[58]:
<class 'pandas.tseries.index.DatetimeIndex'>
[2015-01-01, ..., 2015-01-14]
Length: 10, Freq: None, Timezone: None
In [59]: index.union(index)
Out[59]:
<class 'pandas.tseries.index.DatetimeIndex'>
[2015-01-01, ..., 2015-01-14]
Length: 10, Freq: B, Timezone: None
This then propagates through to e.g. combine_first, which is also not invariant. This might be desirable behavior in some cases but definitely surprising imo.
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