How to use Pandas.DataFrame query method for index of datetime or period type?

Question

Pandas has a fast query method that works very well but I could not use it to work with period indexes? It works with datetime index but not with Period index!

Answer 1

Demo:

In [42]: df = pd.DataFrame({'val':np.random.rand(13)}, 
                           pd.period_range('1/1/2011', '1/1/2012', freq='M'))

In [43]: df
Out[43]:
              val
2011-01  0.243320
2011-02  0.123101
2011-03  0.240437
2011-04  0.883524
2011-05  0.428512
2011-06  0.949718
2011-07  0.240610
2011-08  0.436306
2011-09  0.290508
2011-10  0.800408
2011-11  0.594732
2011-12  0.401684
2012-01  0.590237

In [44]: p1 = pd.Period('2011-03', freq='M')

In [45]: p2 = pd.Period('2011-08', freq='M')

In [46]: df.query("@p1 < index < @p2")
Out[46]:
              val
2011-04  0.883524
2011-05  0.428512
2011-06  0.949718
2011-07  0.240610