BUG: Allow unions of TZ and non-TZ aware indices

Author: gfyoung

pandas/core/indexes/datetimes.py

@@ -1094,37 +1094,56 @@ def unique(self, level=None):
 
     def union(self, other):
         """
-        Specialized union for DatetimeIndex objects. If combine
-        overlapping ranges with the same DateOffset, will be much
-        faster than Index.union
+        Specialized union for `DatetimeIndex` objects.
+
+        If overlapping ranges with the same `DateOffset` are combined, this
+        will be much faster than `Index.union`.
 
         Parameters
         ----------
         other : DatetimeIndex or array-like
 
         Returns
         -------
-        y : Index or DatetimeIndex
+        index_union : Index or DatetimeIndex
         """
+
         self._assert_can_do_setop(other)
+
         if not isinstance(other, DatetimeIndex):
             try:
                 other = DatetimeIndex(other)
             except TypeError:
                 pass
 
-        this, other = self._maybe_utc_convert(other)
+        this = self
 
-        if this._can_fast_union(other):
-            return this._fast_union(other)
-        else:
-            result = Index.union(this, other)
-            if isinstance(result, DatetimeIndex):
-                result._tz = timezones.tz_standardize(this.tz)
-                if (result.freq is None and
-                        (this.freq is not None or other.freq is not None)):
-                    result.freq = to_offset(result.inferred_freq)
-            return result
+        try:
+            this, other = this._maybe_utc_convert(other)
+
+            if this._can_fast_union(other):
+                return this._fast_union(other)
+        except TypeError as e:
+            if "join tz-naive with tz-aware" in str(e):
+                # see gh-21671
+                #
+                # If one Index is TZ-aware, and the other
+                # is not, we just return an Index object.
+                this = this.astype(object)
+                other = other.astype(object)
+            else:
+                raise
+
+        result = Index.union(this, other)
+
+        if isinstance(result, DatetimeIndex):
+            result._tz = timezones.tz_standardize(this.tz)
+
+            if (result.freq is None and
+                    (this.freq is not None or other.freq is not None)):
+                result.freq = to_offset(result.inferred_freq)
+
+        return result
 
     def to_perioddelta(self, freq):
         """
@@ -1193,18 +1212,18 @@ def join(self, other, how='left', level=None, return_indexers=False,
 
     def _maybe_utc_convert(self, other):
         this = self
+
         if isinstance(other, DatetimeIndex):
-            if self.tz is not None:
-                if other.tz is None:
-                    raise TypeError('Cannot join tz-naive with tz-aware '
-                                    'DatetimeIndex')
-            elif other.tz is not None:
-                raise TypeError('Cannot join tz-naive with tz-aware '
-                                'DatetimeIndex')
+            if ((self.tz is not None and other.tz is None) or
+                    (self.tz is None and other.tz is not None)):
+                raise TypeError("Cannot join tz-naive with "
+                                "tz-aware DatetimeIndex")
 
             if not timezones.tz_compare(self.tz, other.tz):
-                this = self.tz_convert('UTC')
-                other = other.tz_convert('UTC')
+                utc_tz = "UTC"
+                this = self.tz_convert(utc_tz)
+                other = other.tz_convert(utc_tz)
+
         return this, other
 
     def _wrap_joined_index(self, joined, other):