BUG: DataFrame.diff(axis=0) with DatetimeTZ data

add whatsnew

clarify comment

Add addtional tests

Author: mroeschke

doc/source/whatsnew/v0.23.0.txt

@@ -732,6 +732,7 @@ Timezones
 - Bug in the :class:`DataFrame` constructor, where tz-aware Datetimeindex and a given column name will result in an empty ``DataFrame`` (:issue:`19157`)
 - Bug in :func:`Timestamp.tz_localize` where localizing a timestamp near the minimum or maximum valid values could overflow and return a timestamp with an incorrect nanosecond value (:issue:`12677`)
 - Bug when iterating over :class:`DatetimeIndex` that was localized with fixed timezone offset that rounded nanosecond precision to microseconds (:issue:`19603`)
+- Bug in :func:`DataFrame.diff` that raised an ``IndexError`` with tz-aware values (:issue:`18578`)
 
 Offsets
 ^^^^^^^

pandas/core/algorithms.py

@@ -1499,7 +1499,12 @@ def diff(arr, n, axis=0):
     is_timedelta = False
     if needs_i8_conversion(arr):
         dtype = np.float64
-        arr = arr.view('i8')
+        if is_datetime64tz_dtype(arr):
+            # Block data is usually a 2D array
+            # except DatetimeTZBlock which is a 1D array (DatetimeIndex)
+            arr = arr.view('i8').reshape(1, arr.shape[0])
+        else:
+            arr = arr.view('i8')
         na = iNaT
         is_timedelta = True
 

pandas/core/internals.py

@@ -1269,6 +1269,11 @@ def take_nd(self, indexer, axis, new_mgr_locs=None, fill_tuple=None):
 
     def diff(self, n, axis=1, mgr=None):
         """ return block for the diff of the values """
+        if isinstance(self, DatetimeTZBlock) and axis == 0:
+            # This method will iterate (self.apply) over each DateTimeTZBlock
+            # but axis=0 will need to gather data from all DateTimeTZBlocks
+            # in the manager in order for diff to work correctly.
+            raise NotImplementedError
         new_values = algos.diff(self.values, n, axis=axis)
         return [self.make_block(values=new_values)]
 

pandas/tests/frame/test_timeseries.py

@@ -57,6 +57,22 @@ def test_diff(self):
             1), 'z': pd.Series(1)}).astype('float64')
         assert_frame_equal(result, expected)
 
+    @pytest.mark.parametrize('axis', [0, 1])
+    @pytest.mark.parametrize('tz', [None, 'UTC'])
+    @pytest.mark.xfail(raises=NotImplementedError)
+    def test_diff_datetime(self, axis, tz):
+        # GH 18578
+        df = DataFrame({0: date_range('2010', freq='D', periods=2, tz=tz),
+                        1: date_range('2010', freq='D', periods=2, tz=tz)})
+        result = df.diff(axis=axis)  # xfails for axis=1 and tz='UTC'
+        if axis == 1:
+            expected = DataFrame({0: pd.TimedeltaIndex(['NaT', 'NaT']),
+                                  1: pd.TimedeltaIndex(['0 days', '0 days'])})
+        else:
+            expected = DataFrame({0: pd.TimedeltaIndex(['NaT', '1 days']),
+                                  1: pd.TimedeltaIndex(['NaT', '1 days'])})
+        assert_frame_equal(result, expected)
+
     def test_diff_timedelta(self):
         # GH 4533
         df = DataFrame(dict(time=[Timestamp('20130101 9:01'),