import pandas as pd
off = pd.offsets.CDay(1, False)
ts = pd.Timestamp("2021-10-13 09")
ts2 = ts + pd.Timedelta("1 hour")
dti = pd.date_range(start=ts, periods=10, freq=off)
dti2 = pd.date_range(start=ts2, periods=10, freq=off)
assert set(dti).intersection(set(dti2)) == set() # yep!
res = dti.intersection(dti2)
assert len(res) == 0 # nope!
_can_fast_intersect is wrong for the non-anchored case, returning self.freq.n == 1 which is not sufficient in this case. It may be that we just need to return False for non-anchored.
Expected Behavior
The intersection should be empty
Comment From: jbrockmendel
Hmm actually CDay is considered anchored, but that doesn't appear to be all that meaningful.
Comment From: jbrockmendel
@arthurlw this might be a good issue for you to tackle