BUG: Compat for pre-0.20 TimedeltaIndex and Float64Index pickles #19939
State: closed

- [x] closes #19939 
- [x] tests added / passed
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Added pre-0.20 locations of TimedeltaIndex and Float64Index to pickle_compat.py.

Labels:
name: IO Data
description: IO issues that don't fit into a more specific label
name: Compat
description: pandas objects compatability with Numpy or Python functions

Comments:
can you add 1 or more pickle files from a pre-0.20 version using the instructions here: https://github.com/pandas-dev/pandas/blob/master/pandas/tests/io/generate_legacy_storage_files.py

this is in effect a test, IOW w/o this patch ``pandas/tests/io/test_pickle.py ``should fail, with it they should pass.
Thanks @jreback. I added timedelta, float, uint64, range, and interval indexes to the generate_legacy_storage_files script. I've generated pickles for 0.16.2 and 0.19.2 (which happen to be what I had on hand).

In running the script I realized IntervalIndex doesn't serialize on master for msgpack and neither do the date offsets. I've put these under the not supported section at generate_legacy_storage_files.py:289 so that it's green, but perhaps this is an issue that should be supported?
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19943?src=pr&el=h1) Report
> Merging [#19943](https://codecov.io/gh/pandas-dev/pandas/pull/19943?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/a7a7f8c1101aed1a9d37abbbcd80f77da414f0a8?src=pr&el=desc) will **increase** coverage by `0.02%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/19943/graphs/tree.svg?width=650&height=150&src=pr&token=eZ4WkYLtcO)](https://codecov.io/gh/pandas-dev/pandas/pull/19943?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #19943      +/-   ##
==========================================
+ Coverage   91.65%   91.68%   +0.02%     
==========================================
  Files         150      150              
  Lines       49045    49045              
==========================================
+ Hits        44951    44965      +14     
+ Misses       4094     4080      -14
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.06% <ø> (+0.02%)` | :arrow_up: |
| #single | `41.79% <ø> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/19943?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/compat/pickle\_compat.py](https://codecov.io/gh/pandas-dev/pandas/pull/19943/diff?src=pr&el=tree#diff-cGFuZGFzL2NvbXBhdC9waWNrbGVfY29tcGF0LnB5) | `75.6% <ø> (ø)` | :arrow_up: |
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/19943/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `83.64% <0%> (-0.21%)` | :arrow_down: |
| [pandas/core/indexes/interval.py](https://codecov.io/gh/pandas-dev/pandas/pull/19943/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9pbnRlcnZhbC5weQ==) | `93.08% <0%> (+0.64%)` | :arrow_up: |
| [pandas/plotting/\_converter.py](https://codecov.io/gh/pandas-dev/pandas/pull/19943/diff?src=pr&el=tree#diff-cGFuZGFzL3Bsb3R0aW5nL19jb252ZXJ0ZXIucHk=) | `66.95% <0%> (+1.73%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19943?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19943?src=pr&el=footer). Last update [a7a7f8c...e3b87c1](https://codecov.io/gh/pandas-dev/pandas/pull/19943?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).

thanks!