Work in progress for new test for unordered categoricals

Author: chrish42

pandas/core/reshape/merge.py

@@ -1443,8 +1443,16 @@ def _get_merge_keys(self):
          right_join_keys,
          join_names) = super()._get_merge_keys()
 
-        # validate index types are the same
+        # validate index types are the same & are not unordered categoricals
         for i, (lk, rk) in enumerate(zip(left_join_keys, right_join_keys)):
+            # TODO Wrong place to put this. By the time we get here, the "by"
+            # keys (which *can* be unordered) have been added to the join keys.
+            if any(is_categorical_dtype(dtype) and not dtype.ordered for
+                   dtype in [lk, rk]):
+                raise MergeError("incompatible merge keys [{i}] unordered "
+                                 "category, must be ordered".format(i=i))
+
+
             if not is_dtype_equal(lk.dtype, rk.dtype):
                 if (is_categorical_dtype(lk.dtype) and
                         is_categorical_dtype(rk.dtype)):

pandas/tests/reshape/merge/test_merge_asof.py

@@ -1008,10 +1008,23 @@ def test_merge_datatype_error_raises(self):
     def test_merge_datatype_categorical_error_raises(self):
         msg = r'merge keys \[0\] both sides category, but not equal ones'
 
+        left = pd.DataFrame({'left_val': [1, 5, 10],
+                             'a': pd.Categorical(['a', 'b', 'c'],
+                                                 ordered=True)})
+        right = pd.DataFrame({'right_val': [1, 2, 3, 6, 7],
+                              'a': pd.Categorical(['a', 'X', 'c', 'X', 'b'],
+                                                  ordered=True)})
+
+        with pytest.raises(MergeError, match=msg):
+            merge_asof(left, right, on='a')
+
+    def test_merge_datatype_unordered_categorical_raises(self):
+        msg = r'merge keys \[0\] unordered category, must be ordered'
+
         left = pd.DataFrame({'left_val': [1, 5, 10],
                              'a': pd.Categorical(['a', 'b', 'c'])})
         right = pd.DataFrame({'right_val': [1, 2, 3, 6, 7],
-                              'a': pd.Categorical(['a', 'X', 'c', 'X', 'b'])})
+                              'a': pd.Categorical(['a', 'c', 'b', 'a', 'b'])})
 
         with pytest.raises(MergeError, match=msg):
             merge_asof(left, right, on='a')