BUG: DataFrame._slice doesnt retain metadata

doc/source/whatsnew/v0.16.1.txt

@@ -69,7 +69,7 @@ Bug Fixes
 - Bug in ``transform`` causing length mismatch when null entries were present and a fast aggregator was being used (:issue:`9697`)
 
 
-
+- Bug in ``DataFrame`` slicing may not retain metadata (:issue:`9776`)
 
 
 

pandas/core/generic.py

@@ -1179,6 +1179,7 @@ def _slice(self, slobj, axis=0, kind=None):
         """
         axis = self._get_block_manager_axis(axis)
         result = self._constructor(self._data.get_slice(slobj, axis=axis))
+        result = result.__finalize__(self)
 
         # this could be a view
         # but only in a single-dtyped view slicable case

pandas/tests/test_frame.py

@@ -14057,6 +14057,28 @@ def test_assign_bad(self):
         with tm.assertRaises(KeyError):
             df.assign(C=df.A, D=lambda x: x['A'] + x['C'])
 
+    def test_dataframe_metadata(self):
+
+        class TestDataFrame(DataFrame):
+            _metadata = ['testattr']
+
+            @property
+            def _constructor(self):
+                return TestDataFrame
+
+
+        df = TestDataFrame({'X': [1, 2, 3], 'Y': [1, 2, 3]},
+                           index=['a', 'b', 'c'])
+        df.testattr = 'XXX'
+
+        self.assertEqual(df.testattr, 'XXX')
+        self.assertEqual(df[['X']].testattr, 'XXX')
+        self.assertEqual(df.loc[['a', 'b'], :].testattr, 'XXX')
+        self.assertEqual(df.iloc[[0, 1], :].testattr, 'XXX')
+        # GH9776
+        self.assertEqual(df.iloc[0:1, :].testattr, 'XXX')
+
+
 def skip_if_no_ne(engine='numexpr'):
     if engine == 'numexpr':
         try: