Bug in indexing time series with datetime object?
Hi I have encountered a very strange issue in one of my programs. 

I have a dataframe with a 

```
<class 'pandas.tseries.index.DatetimeIndex'>
[2007-01-02, ..., 2014-12-15]
Length: 2914, Freq: None, Timezone: None
```

When I try to slice the DataFrame then this does not work:

```
df2[dt.date(2007,1,1):]
```

while this works:

```
df2["2007-01-01":]
```

I tried to reproduce this issue with a newly constructed DataFrame but was not able to do so but I can also not find any differences in Index type etc. between the new DataFrame and the problematic one.

You can find the pickled dataframe [here](http://s000.tinyupload.com/index.php?file_id=00026126527367673509)

Please see the following example for more detail:

```
In [1]:
import pandas as pd
import numpy as np
import datetime as dt
from pandas.util.print_versions import show_versions
show_versions()
```

```
INSTALLED VERSIONS
------------------
commit: None
python: 2.7.6.final.0
python-bits: 64
OS: Linux
OS-release: 3.13.0-24-generic
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8

pandas: 0.15.2
nose: None
Cython: None
numpy: 1.9.1
scipy: None
statsmodels: None
IPython: 2.3.1
sphinx: None
patsy: None
dateutil: 2.2
pytz: 2014.10
bottleneck: None
tables: None
numexpr: None
matplotlib: None
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: 0.6.4
lxml: None
bs4: None
html5lib: None
httplib2: None
apiclient: None
rpy2: None
sqlalchemy: 0.9.8
pymysql: None
psycopg2: None
```

```
In [2]:

dates=[dt.datetime(2013,1,2), dt.datetime(2013,1,3), dt.datetime(2013,1,4), dt.datetime(2013,1,5)]
dft = pd.DataFrame(np.random.randn(4),dates)
print dft.index
dft[dt.date(2013,1,1):]
```

```
<class 'pandas.tseries.index.DatetimeIndex'>
[2013-01-02, ..., 2013-01-05]
Length: 4, Freq: None, Timezone: None

    0
2013-01-02  0.930665
2013-01-03  1.829505
2013-01-04  0.313932
2013-01-05  -0.769223
```

```
In [3]:

import pandas.io.pickle as pickle
df2 = pickle.read_pickle("test_df.pic")['SWI_001']
print df2.index
print df2["2007-01-01":]
df2[dt.date(2007,1,1):]
```

```
<class 'pandas.tseries.index.DatetimeIndex'>
[2007-01-02, ..., 2014-12-15]
Length: 2914, Freq: None, Timezone: None
2007-01-02    36
2007-01-03    24
2007-01-04    27
2007-01-05    27
2007-01-06    27
2007-01-07    25
2007-01-08    27
2007-01-09    48
2007-01-10    48
2007-01-11    48
2007-01-12    17
2007-01-13    21
2007-01-14     9
2007-01-15     9
2007-01-16    37
...
2014-12-01    127
2014-12-02    127
2014-12-03    127
2014-12-04    127
2014-12-05    127
2014-12-06    127
2014-12-07    127
2014-12-08    127
2014-12-09    127
2014-12-10    127
2014-12-11    127
2014-12-12    127
2014-12-13    127
2014-12-14    127
2014-12-15    127
Name: SWI_001, Length: 2914

---------------------------------------------------------------------------
KeyError                                  Traceback (most recent call last)
<ipython-input-3-440ba88bb691> in <module>()
      3 print df2.index
      4 print df2["2007-01-01":]
----> 5 df2[dt.date(2007,1,1):]

/home/pydev/.virtualenvs/pytimesheets/local/lib/python2.7/site-packages/pandas/core/series.pyc in __getitem__(self, key)
    547             key = _check_bool_indexer(self.index, key)
    548 
--> 549         return self._get_with(key)
    550 
    551     def _get_with(self, key):

/home/pydev/.virtualenvs/pytimesheets/local/lib/python2.7/site-packages/pandas/core/series.pyc in _get_with(self, key)
    552         # other: fancy integer or otherwise
    553         if isinstance(key, slice):
--> 554             indexer = self.index._convert_slice_indexer(key, typ='getitem')
    555             return self._get_values(indexer)
    556         elif isinstance(key, ABCDataFrame):

/home/pydev/.virtualenvs/pytimesheets/local/lib/python2.7/site-packages/pandas/core/index.pyc in _convert_slice_indexer(self, key, typ)
    716         if typ == 'getitem':
    717             return self._convert_slice_indexer_getitem(
--> 718                 key, is_index_slice=is_index_slice)
    719 
    720         # convert the slice to an indexer here

/home/pydev/.virtualenvs/pytimesheets/local/lib/python2.7/site-packages/pandas/core/index.pyc in _convert_slice_indexer_getitem(self, key, is_index_slice)
    664         if self.is_integer() or is_index_slice:
    665             return key
--> 666         return self._convert_slice_indexer(key)
    667 
    668     def _convert_slice_indexer(self, key, typ=None):

/home/pydev/.virtualenvs/pytimesheets/local/lib/python2.7/site-packages/pandas/core/index.pyc in _convert_slice_indexer(self, key, typ)
    738         else:
    739             try:
--> 740                 indexer = self.slice_indexer(start, stop, step)
    741             except Exception:
    742                 if is_index_slice:

/home/pydev/.virtualenvs/pytimesheets/local/lib/python2.7/site-packages/pandas/tseries/index.pyc in slice_indexer(self, start, end, step)
   1335 
   1336         try:
-> 1337             return Index.slice_indexer(self, start, end, step)
   1338         except KeyError:
   1339             # For historical reasons DatetimeIndex by default supports

/home/pydev/.virtualenvs/pytimesheets/local/lib/python2.7/site-packages/pandas/core/index.pyc in slice_indexer(self, start, end, step)
   2025         This function assumes that the data is sorted, so use at your own peril
   2026         """
-> 2027         start_slice, end_slice = self.slice_locs(start, end, step=step)
   2028 
   2029         # return a slice

/home/pydev/.virtualenvs/pytimesheets/local/lib/python2.7/site-packages/pandas/core/index.pyc in slice_locs(self, start, end, step)
   2139         start_slice = None
   2140         if start is not None:
-> 2141             start_slice = self.get_slice_bound(start, 'left')
   2142         if start_slice is None:
   2143             start_slice = 0

/home/pydev/.virtualenvs/pytimesheets/local/lib/python2.7/site-packages/pandas/core/index.pyc in get_slice_bound(self, label, side)
   2077 
   2078         try:
-> 2079             slc = self.get_loc(label)
   2080         except KeyError:
   2081             if self.is_monotonic_increasing:

/home/pydev/.virtualenvs/pytimesheets/local/lib/python2.7/site-packages/pandas/tseries/index.pyc in get_loc(self, key)
   1271                 return self._engine.get_loc(stamp)
   1272             except (KeyError, ValueError):
-> 1273                 raise KeyError(key)
   1274 
   1275     def _maybe_cast_slice_bound(self, label, side):

KeyError: datetime.date(2007, 1, 1)
```
