BUG: PeriodIndex.get_loc with mismatched freq (#41670)

Author: jbrockmendel

Diff for: doc/source/whatsnew/v1.3.0.rst

@@ -937,6 +937,7 @@ Indexing
 - Bug in :meth:`Series.__delitem__` with ``ExtensionDtype`` incorrectly casting to ``ndarray`` (:issue:`40386`)
 - Bug in :meth:`DataFrame.loc` returning :class:`MultiIndex` in wrong order if indexer has duplicates (:issue:`40978`)
 - Bug in :meth:`DataFrame.__setitem__` raising ``TypeError`` when using a str subclass as the column name with a :class:`DatetimeIndex` (:issue:`37366`)
+- Bug in :meth:`PeriodIndex.get_loc` failing to raise ``KeyError`` when given a :class:`Period` with a mismatched ``freq`` (:issue:`41670`)
 
 Missing
 ^^^^^^^

Diff for: pandas/core/indexes/period.py

@@ -4,10 +4,7 @@
     datetime,
     timedelta,
 )
-from typing import (
-    Any,
-    Hashable,
-)
+from typing import Hashable
 import warnings
 
 import numpy as np
@@ -318,24 +315,6 @@ def _is_comparable_dtype(self, dtype: DtypeObj) -> bool:
             return False
         return dtype.freq == self.freq
 
-    # ------------------------------------------------------------------------
-    # Indexing
-
-    @doc(Index.__contains__)
-    def __contains__(self, key: Any) -> bool:
-        if isinstance(key, Period):
-            if key.freq != self.freq:
-                return False
-            else:
-                return key.ordinal in self._engine
-        else:
-            hash(key)
-            try:
-                self.get_loc(key)
-                return True
-            except KeyError:
-                return False
-
     # ------------------------------------------------------------------------
     # Index Methods
 
@@ -472,6 +451,8 @@ def get_loc(self, key, method=None, tolerance=None):
         elif is_integer(key):
             # Period constructor will cast to string, which we dont want
             raise KeyError(key)
+        elif isinstance(key, Period) and key.freq != self.freq:
+            raise KeyError(key)
 
         try:
             key = Period(key, freq=self.freq)

Diff for: pandas/tests/indexes/period/test_indexing.py

@@ -338,15 +338,21 @@ def test_get_loc_integer(self):
             pi2.get_loc(46)
 
     # TODO: This method came from test_period; de-dup with version above
-    def test_get_loc2(self):
+    @pytest.mark.parametrize("method", [None, "pad", "backfill", "nearest"])
+    def test_get_loc_method(self, method):
         idx = period_range("2000-01-01", periods=3)
 
-        for method in [None, "pad", "backfill", "nearest"]:
-            assert idx.get_loc(idx[1], method) == 1
-            assert idx.get_loc(idx[1].asfreq("H", how="start"), method) == 1
-            assert idx.get_loc(idx[1].to_timestamp(), method) == 1
-            assert idx.get_loc(idx[1].to_timestamp().to_pydatetime(), method) == 1
-            assert idx.get_loc(str(idx[1]), method) == 1
+        assert idx.get_loc(idx[1], method) == 1
+        assert idx.get_loc(idx[1].to_timestamp(), method) == 1
+        assert idx.get_loc(idx[1].to_timestamp().to_pydatetime(), method) == 1
+        assert idx.get_loc(str(idx[1]), method) == 1
+
+        key = idx[1].asfreq("H", how="start")
+        with pytest.raises(KeyError, match=str(key)):
+            idx.get_loc(key, method=method)
+
+    # TODO: This method came from test_period; de-dup with version above
+    def test_get_loc3(self):
 
         idx = period_range("2000-01-01", periods=5)[::2]
         assert idx.get_loc("2000-01-02T12", method="nearest", tolerance="1 day") == 1
@@ -401,6 +407,21 @@ def test_get_loc_invalid_string_raises_keyerror(self):
         assert "A" not in ser
         assert "A" not in pi
 
+    def test_get_loc_mismatched_freq(self):
+        # see also test_get_indexer_mismatched_dtype testing we get analogous
+        # behavior for get_loc
+        dti = date_range("2016-01-01", periods=3)
+        pi = dti.to_period("D")
+        pi2 = dti.to_period("W")
+        pi3 = pi.view(pi2.dtype)  # i.e. matching i8 representations
+
+        with pytest.raises(KeyError, match="W-SUN"):
+            pi.get_loc(pi2[0])
+
+        with pytest.raises(KeyError, match="W-SUN"):
+            # even though we have matching i8 values
+            pi.get_loc(pi3[0])
+
 
 class TestGetIndexer:
     def test_get_indexer(self):