pandas.DataFrame.to_period

DataFrame.to_period(freq=None, axis=0, copy=True)

Convert DataFrame from DatetimeIndex to PeriodIndex with desired frequency (inferred from index if not passed)

freq : string, default axis : {0, 1}, default 0

The axis to convert (the index by default)
copy : boolean, default True
If False then underlying input data is not copied

ts : TimeSeries with PeriodIndex