Index.intersection changed behavior to sort by default in pandas 0.24

[shoyer]

Prior to #24521 (i.e., for pandas 0.23 and earlier), pandas.Index.intersection would not sort values:

# pandas 0.23.3
In [21]: pd.Index(['c', 'b', 'a']).intersection(['b', 'a'])
Out[21]: Index(['b', 'a'], dtype='object')

Now it does:

In [28]: pd.Index(['c', 'b', 'a']).intersection(['b', 'a'])
Out[28]: Index(['a', 'b'], dtype='object')

This turned up in a failure in xarray's test suite (not a real bug): pydata/xarray#2717

It's fine to change this for consistency, but a deprecation cycle would probably make sense so users aren't surprised by the behavior of their code changing, e.g., we could default to sort=None and issue a FutureWarning for now.

[jreback]

union and difference do sort by default; i suppose intersection was just not clear; in any event the option is now there to control this

[shoyer]

The documented behavior of Index.section was not to sort. To quote the pandas 0.23.x docs:
"This returns a new Index with elements common to the index and other, preserving the order of the calling index."
http://pandas.pydata.org/pandas-docs/version/0.23/generated/pandas.Index.intersection.html

This language has been there since at last pandas 0.20.x, July 2017:
http://pandas.pydata.org/pandas-docs/version/0.20/generated/pandas.Index.intersection.html

[jorisvandenbossche]

We also failed to actually mention this change in the whatsnew or docstring.

I agree that ideally we should have done it with a FutureWarning. Still adding one for 0.24.1 of course changes the behaviour again ..

[TomAugspurger]

I think doing a quick 0.24.1 (within a few days) switching this is the best option. Will put up a PR for discussion.

[TomAugspurger]

But just to be clear, not sorting is better right? Preserving the original order should be the default?