DataFrame align() on a subclassed DataFrame does not invoke _constructor() for the subclassed DataFrame

[amanhanda]

# my_dataframe.py
import pandas as pd


class MySeries(pd.Series):
    @property
    def _constructor(self):
        return MySeries

    @property
    def _constructor_expanddim(self):
        return MyDataFrame


class MyDataFrame(pd.DataFrame):
    def __init__(self, data=None, index=None, columns=None, dtype=None, copy=False, **kwargs):
        super(MyDataFrame, self).__init__(data=data, index=index, columns=columns, dtype=dtype, copy=copy, **kwargs)

    @property
    def _constructor(self):
        return MyDataFrame

    @property
    def _constructor_sliced(self):
        return MySeries

    @property
    def _constructor_expanddim(self):
        return MyPanel


class MyPanel(pd.Panel):
    def __init__(self, data=None, items=None, major_axis=None, minor_axis=None, copy=False, dtype=None, **kwargs):
        super(MyPanel, self).__init__(data=data, items=items, major_axis=major_axis, minor_axis=minor_axis, copy=copy,
                                      dtype=dtype, **kwargs)

    @property
    def _constructor(self):
        return MyPanel

    @property
    def _constructor_sliced(self):
        return MyDataFrame

def f():
    df1 = MyDataFrame(pd.DataFrame([1, 2, 3, 4, 5], columns=['A']))
    df2 = MyDataFrame(pd.DataFrame([1, 2, 3, 4, 5], columns=['A']))
    print type(df1.align(df2, axis=0)[0])  # Note, if aligning with frame, it works fine, returns MyDataFrame
    print type(df1.align(df2.A, axis=0)[0])  # But if aligning with series, it does not, returns DataFrame

# import my_dataframe
 my_dataframe.f()
<class 'com.utils.my_dataframe.MyDataFrame'> # Correct 
<class 'pandas.core.frame.DataFrame'> # Does not invoke _constructor()

When aligning with a series, the code seems to explicitly create the DataFrame using DataFrame() constructor.

[jreback]

is this not covered in: #12308 (or several recently merged issues)?

[jreback]

@sinhrks