DatetimeIndex(DatetimeIndex) loses frequency information
In [18]: a = DatetimeIndex(start=datetime(2000, 1, 1), freq='D', periods=3)

In [19]: a
Out[19]: 
<class 'pandas.tseries.index.DatetimeIndex'>
freq: D, timezone: None
[2000-01-01 00:00:00, ..., 2000-01-03 00:00:00]
length: 3

In [20]: DatetimeIndex(a)
Out[20]: DatetimeIndex([2000-01-01 00:00:00, 2000-01-02 00:00:00, 2000-01-03 00:00:00], dtype=datetime64[us])
