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Comment on lines +356 to +358
pd.date_range("2016-01-01", periods=5, freq="D").insert(
1, pd.date_range("2016-01-01", periods=5, freq="D")[1]
),
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Instead of using .insert, .delete, etc, Could you using the DatetimeIndex or TimedeltaIndex constructor with a list of Timestamp/ Timedeltas?

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