DEPR: Series(dt64naive, dtype=dt64tz) -> will match DatetimeIndex (pandas-dev#41662)

Author: jbrockmendel

doc/source/whatsnew/v1.3.0.rst

@@ -697,6 +697,7 @@ Deprecations
 - Deprecated passing arguments (apart from ``value``) as positional in :meth:`DataFrame.fillna` and :meth:`Series.fillna` (:issue:`41485`)
 - Deprecated passing arguments as positional in :meth:`DataFrame.reset_index` (other than ``"level"``) and :meth:`Series.reset_index` (:issue:`41485`)
 - Deprecated construction of :class:`Series` or :class:`DataFrame` with ``DatetimeTZDtype`` data and ``datetime64[ns]`` dtype.  Use ``Series(data).dt.tz_localize(None)`` instead (:issue:`41555`,:issue:`33401`)
+- In a future version, constructing :class:`Series` or :class:`DataFrame` with ``datetime64[ns]`` data and ``DatetimeTZDtype`` will treat the data as wall-times instead of as UTC times (matching DatetimeIndex behavior). To treat the data as UTC times, use ``pd.Series(data).dt.tz_localize("UTC").dt.tz_convert(dtype.tz)`` or ``pd.Series(data.view("int64"), dtype=dtype)`` (:issue:`33401`)
 - Deprecated passing arguments as positional in :meth:`DataFrame.set_axis` and :meth:`Series.set_axis` (other than ``"labels"``) (:issue:`41485`)
 - Deprecated passing arguments as positional in :meth:`DataFrame.where` and :meth:`Series.where` (other than ``"cond"`` and ``"other"``) (:issue:`41485`)
 - Deprecated passing arguments as positional (other than ``filepath_or_buffer``) in :func:`read_csv` (:issue:`41485`)

pandas/core/dtypes/cast.py

@@ -1657,6 +1657,22 @@ def maybe_cast_to_datetime(
                             # Numeric values are UTC at this point,
                             # so localize and convert
                             # equiv: Series(dta).astype(dtype) # though deprecated
+                            if getattr(vdtype, "kind", None) == "M":
+                                # GH#24559, GH#33401 deprecate behavior inconsistent
+                                #  with DatetimeArray/DatetimeIndex
+                                warnings.warn(
+                                    "In a future version, constructing a Series "
+                                    "from datetime64[ns] data and a "
+                                    "DatetimeTZDtype will interpret the data "
+                                    "as wall-times instead of "
+                                    "UTC times, matching the behavior of "
+                                    "DatetimeIndex. To treat the data as UTC "
+                                    "times, use pd.Series(data).dt"
+                                    ".tz_localize('UTC').tz_convert(dtype.tz) "
+                                    "or pd.Series(data.view('int64'), dtype=dtype)",
+                                    FutureWarning,
+                                    stacklevel=5,
+                                )
 
                             value = dta.tz_localize("UTC").tz_convert(dtype.tz)
                 except OutOfBoundsDatetime:

pandas/tests/series/test_constructors.py

@@ -1094,7 +1094,21 @@ def test_construction_consistency(self):
         result = Series(ser.dt.tz_convert("UTC"), dtype=ser.dtype)
         tm.assert_series_equal(result, ser)
 
-        result = Series(ser.values, dtype=ser.dtype)
+        msg = "will interpret the data as wall-times"
+        with tm.assert_produces_warning(FutureWarning, match=msg):
+            # deprecate behavior inconsistent with DatetimeIndex GH#33401
+            result = Series(ser.values, dtype=ser.dtype)
+        tm.assert_series_equal(result, ser)
+
+        with tm.assert_produces_warning(None):
+            # one suggested alternative to the deprecated usage
+            middle = Series(ser.values).dt.tz_localize("UTC")
+            result = middle.dt.tz_convert(ser.dtype.tz)
+        tm.assert_series_equal(result, ser)
+
+        with tm.assert_produces_warning(None):
+            # the other suggested alternative to the deprecated usage
+            result = Series(ser.values.view("int64"), dtype=ser.dtype)
         tm.assert_series_equal(result, ser)
 
     @pytest.mark.parametrize(