I think this is a bug:
df1 = pd.DataFrame(data=np.random.rand(5,3), columns = ('a', 'b' ,'c'), index = pd.DatetimeIndex(start='01-01-2015',periods=5, freq='d'))
df2 = df1.copy()
assert df2.equals(df1)
TimeSeries(df2)
assert df2.equals(df1)
results in:
<details class='elided'>
<summary title='Show trimmed content'>···</summary>
---------------------------------------------------------------------------
AssertionError Traceback (most recent call last)
<ipython-input-32-8de7d5ef3815> in <module>()
3 assert df2.equals(df1)
4 TimeSeries(df2)
----> 5 assert df2.equals(df1)
AssertionError:
In [36]: df2.columns
Out [36]: Index(['a', 'b', 'c', 'index'], dtype='object')
...i.e. a columns named `index` has been appended.
-Dave

