BUG: do freq validation in DTA.__init__ (pandas-dev#24686)

* do freq validation in DTA.__init__

* troubleshoot parquet fail

* troubleshoot feather

* troubleshoot pyarrow fail

pandas/core/arrays/datetimelike.py

@@ -606,7 +606,7 @@ def _concat_same_type(cls, to_concat):
 
     def copy(self, deep=False):
         values = self.asi8.copy()
-        return type(self)(values, dtype=self.dtype, freq=self.freq)
+        return type(self)._simple_new(values, dtype=self.dtype, freq=self.freq)
 
     def _values_for_factorize(self):
         return self.asi8, iNaT

pandas/core/arrays/datetimes.py

@@ -258,6 +258,8 @@ def __init__(self, values, dtype=_NS_DTYPE, freq=None, copy=False):
         if isinstance(values, (ABCSeries, ABCIndexClass)):
             values = values._values
 
+        inferred_freq = getattr(values, "_freq", None)
+
         if isinstance(values, type(self)):
             # validation
             dtz = getattr(dtype, 'tz', None)
@@ -322,9 +324,20 @@ def __init__(self, values, dtype=_NS_DTYPE, freq=None, copy=False):
         self._dtype = dtype
         self._freq = freq
 
+        if inferred_freq is None and freq is not None:
+            type(self)._validate_frequency(self, freq)
+
     @classmethod
-    def _simple_new(cls, values, freq=None, dtype=None):
-        return cls(values, freq=freq, dtype=dtype)
+    def _simple_new(cls, values, freq=None, dtype=_NS_DTYPE):
+        assert isinstance(values, np.ndarray)
+        if values.dtype == 'i8':
+            values = values.view(_NS_DTYPE)
+
+        result = object.__new__(cls)
+        result._data = values
+        result._freq = freq
+        result._dtype = dtype
+        return result
 
     @classmethod
     def _from_sequence(cls, data, dtype=None, copy=False,

pandas/core/internals/blocks.py

@@ -3084,7 +3084,7 @@ def make_block(values, placement, klass=None, ndim=None, dtype=None,
     elif klass is DatetimeTZBlock and not is_datetime64tz_dtype(values):
         # TODO: This is no longer hit internally; does it need to be retained
         #  for e.g. pyarrow?
-        values = DatetimeArray(values, dtype)
+        values = DatetimeArray._simple_new(values, dtype=dtype)
 
     return klass(values, ndim=ndim, placement=placement)
 

pandas/tests/arrays/test_datetimes.py

@@ -16,6 +16,16 @@
 
 
 class TestDatetimeArrayConstructor(object):
+    def test_freq_validation(self):
+        # GH#24623 check that invalid instances cannot be created with the
+        #  public constructor
+        arr = np.arange(5, dtype=np.int64) * 3600 * 10**9
+
+        msg = ("Inferred frequency H from passed values does not "
+               "conform to passed frequency W-SUN")
+        with pytest.raises(ValueError, match=msg):
+            DatetimeArray(arr, freq="W")
+
     @pytest.mark.parametrize('meth', [DatetimeArray._from_sequence,
                                       sequence_to_dt64ns,
                                       pd.to_datetime,