BUG: PeriodIndex.get_loc KeyError now reports Period instead of ordinal

#3179

RELEASE.rst

@@ -229,6 +229,7 @@ pandas 0.11.0
   - fixed handling of rolling_corr with center=True which could produce corr>1 (GH3155_)
   - Fixed issues where indices can be passed as 'index/column' in addition to 0/1 for the axis parameter
   - PeriodIndex.tolist now boxes to Period (GH3178_)
+  - PeriodIndex.get_loc KeyError now reports Period instead of ordinal (GH3179_)
 
 .. _GH622: https://github.com/pydata/pandas/issues/622
 .. _GH797: https://github.com/pydata/pandas/issues/797
@@ -303,6 +304,7 @@ pandas 0.11.0
 .. _GH3094: https://github.com/pydata/pandas/issues/3094
 .. _GH3130: https://github.com/pydata/pandas/issues/3130
 .. _GH3178: https://github.com/pydata/pandas/issues/3178
+.. _GH3179: https://github.com/pydata/pandas/issues/3179
 
 pandas 0.10.1
 =============

pandas/tseries/period.py

@@ -887,8 +887,11 @@ def get_loc(self, key):
             except TypeError:
                 pass
 
-            key = Period(key, self.freq).ordinal
-            return self._engine.get_loc(key)
+            key = Period(key, self.freq)
+            try:
+                return self._engine.get_loc(key.ordinal)
+            except KeyError as inst:
+                raise KeyError(repr(key))
 
     def slice_locs(self, start=None, end=None):
         """

pandas/tseries/tests/test_period.py

@@ -1926,6 +1926,14 @@ def test_to_datetime_1703(self):
         result = index.to_datetime()
         self.assertEquals(result[0], Timestamp('1/1/2012'))
 
+    def test_get_loc_msg(self):
+        idx = period_range('2000-1-1', freq='A', periods=10)
+        bad_period = Period('2012', 'A')
+        try:
+            idx.get_loc(bad_period)
+        except KeyError as inst:
+            self.assert_(inst.message == repr(bad_period))
+
     def test_append_concat(self):
         # #1815
         d1 = date_range('12/31/1990', '12/31/1999', freq='A-DEC')