DataFrame.__finalize__ not called in pd.concat

[wcbeard]

When I assign metadata to a df

import numpy as np
import pandas as pd
np.random.seed(10)

pd.DataFrame._metadata = ['filename']
df1 = pd.DataFrame(np.random.randint(0, 4, (3, 2)), columns=list('ab'))
df1.filenames = {'a': 'f1', 'b': 'f2'}
df1
       a  b
    0  1  1
    1  0  3
    2  0  1

and define a __finalize__ that prints when it's called

def finalize_df(self, other, method=None, **kwargs):
    print 'finalize called'
    for name in self._metadata:
        object.__setattr__(self, name, getattr(other, name, None))
    return self

pd.DataFrame.__finalize__ = finalize_df

nothing is preserved when pd.concat is called:

stacked = pd.concat([df1, df1])  # Nothing printed
stacked
       a  b
    0  1  1
    1  0  3
    2  0  1
    0  1  1
    1  0  3
    2  0  1
stacked.finalize  # => AttributeError 

For this specific case it seems reasonable that __finalize__ should be used since all of the elements are from the same dataframe, though I'm not sure about the general use since concat can also take types other than a DataFrame. But should we/do we have some method to stack dataframes that preserves metadata?

Similar to #6923.

[jreback]

#6927 wll fix/test this; but this is all up to the user at this point. E.g. the default will do nothing. If their is some reasonable set of rules we can adopt them in the future. The problem is just about everything is arbitrary at this point.

[jreback]

In [1]:         o = Series(range(3),range(3))

In [2]:         o.name = 'foo'

In [3]:         o2 = Series(range(3),range(3))

In [4]:         o2.name = 'bar'

In [5]:         Series._metadata = ['name','filename']

In [6]:         o.filename = 'foo'

In [7]:         o2.filename = 'bar'

:        def finalize(self, other, method=None, **kwargs):
:            for name in self._metadata:
:                if method == 'concat' and name == 'filename':
:                    value = '+'.join([ getattr(o,name) for o in other.objs if getattr(o,name,None) ])
:                    object.__setattr__(self, name, value)
:                else:
:                    object.__setattr__(self, name, getattr(other, name, None))
:
:            return self

In [13]: Series.__finalize__ = finalize

In [14]: result = pd.concat([o, o2])

In [15]: result.name

In [16]: result.filename
Out[16]: 'foo+bar'