BUG: DatetimeIndex.__iter__ creates a temp array of Timestamp (GH7683)

[yrlihuan]

closes #7683

[jreback]

needs:

• tests
• release note needs to go in v0.15.0.txt
• needs a vbench (in vb_suite)

[sinhrks]

Better to add DatetimeIndexOpsMixin in base.py, and remove __iter__ from DatetimeIndex and PeriodIndex.

[yrlihuan]

DatetimeIndex behaves a bit differently from PeriodIndex when boxing. Instead of passing raw values into _box_func, it firstly reinterprets them as integers (asi8). Could this be made consistent?

[sinhrks]

Believe so like DatetimeIndexOpsMixin.asobject (and _box_values) does. PeriodIndex._box_func should accept asi8 and return correct object representation.

[jreback]

@yrlihuan I see you did a new PR, that's fine, normally you don't need to do that though (just update the existing on), making sure you force push

see here: https://github.com/pydata/pandas/wiki/Using-Git