BUG: DatetimeIndex.asof matches partial dates

doc/source/v0.15.0.txt

@@ -770,3 +770,8 @@ Bug Fixes
 needed interpolating (:issue:`7173`).
 - Bug where ``col_space`` was ignored in ``DataFrame.to_string()`` when ``header=False``
   (:issue:`8230`).
+- Bug with ``DatetimeIndex.asof`` incorrectly matching partial strings and
+returning the wrong date (:issue:`8245`).
+
+
+

pandas/core/index.py

@@ -1052,15 +1052,16 @@ def asof(self, label):
         if isinstance(label, (Index, ABCSeries, np.ndarray)):
             raise TypeError('%s' % type(label))
 
+        if not isinstance(label, Timestamp):
+            label = Timestamp(label)
+
         if label not in self:
             loc = self.searchsorted(label, side='left')
             if loc > 0:
                 return self[loc - 1]
             else:
                 return np.nan
 
-        if not isinstance(label, Timestamp):
-            label = Timestamp(label)
         return label
 
     def asof_locs(self, where, mask):

pandas/tests/test_index.py

@@ -390,6 +390,12 @@ def test_asof(self):
         d = self.dateIndex[0].to_datetime()
         tm.assert_isinstance(self.dateIndex.asof(d), Timestamp)
 
+    def test_asof_datetime_partial(self):
+        idx = pd.date_range('2010-01-01', periods=2, freq='m')
+        expected = Timestamp('2010-01-31')
+        result = idx.asof('2010-02')
+        self.assertEqual(result, expected)
+
     def test_nanosecond_index_access(self):
         s = Series([Timestamp('20130101')]).values.view('i8')[0]
         r = DatetimeIndex([s + 50 + i for i in range(100)])