ENH: sort=bool keyword argument for index.difference

[mcocdawc]

I often want to remove certain elements from an index while retaining the original ordering of the index. For this reason a sort keyword in the index.difference method would be required:

In: index = pd.Index([0, 1, 2, 4, 3])
In: index.difference({1, 2})
Out: Int64Index([0, 3, 4], dtype='int64')
# It would be cool to have instead
In: index.difference({1, 2}, sort=False)
Out: Int64Index([0, 4, 3], dtype='int64')

I think that this usecase appears frequently and setting the default to sort=True doesn't affect existing code.

[TomAugspurger]

+1 for this (and all the other set-ops).

@mcocdawc are you interested in submitting a pull request?

[mcocdawc]

Interested definetely, but I don't have time for it now. :(

[Giftlin]

I am interested in submitting a pull request. Can I?

[jreback]

sure

[jreback]

this needs to be done for all Index set methods (union, difference, intersect) and tested systematically. Further there are several related issues here:

xref #17010, #17378, #17376

[Licht-T]

Oops, I am almost done patching in all Index classes.
difference and intersection are okay, but I have a question do we really need sort option in union?