BUG: fix TypeError when looking up a str subclass on a DataFrame with DatetimeIndex (pandas-dev#37366)

Author: mortada

doc/source/whatsnew/v1.3.0.rst

@@ -790,6 +790,7 @@ Indexing
 - Bug in :meth:`DataFrame.loc.__setitem__` when setting-with-expansion incorrectly raising when the index in the expanding axis contains duplicates (:issue:`40096`)
 - Bug in :meth:`DataFrame.loc` incorrectly matching non-boolean index elements (:issue:`20432`)
 - Bug in :meth:`Series.__delitem__` with ``ExtensionDtype`` incorrectly casting to ``ndarray`` (:issue:`40386`)
+- Bug in :meth:`DataFrame.__setitem__` raising ``TypeError`` when using a str subclass as the column name with a :class:`DatetimeIndex` (:issue:`37366`)
 
 Missing
 ^^^^^^^

pandas/core/indexes/datetimes.py

@@ -771,7 +771,7 @@ def _maybe_cast_slice_bound(self, label, side: str, kind):
 
     def _get_string_slice(self, key: str):
         freq = getattr(self, "freqstr", getattr(self, "inferred_freq", None))
-        parsed, reso_str = parsing.parse_time_string(key, freq)
+        parsed, reso_str = parsing.parse_time_string(str(key), freq)
         reso = Resolution.from_attrname(reso_str)
         return self._partial_date_slice(reso, parsed)
 

pandas/tests/indexing/test_datetime.py

@@ -152,3 +152,16 @@ def test_getitem_millisecond_resolution(self, frame_or_series):
             ],
         )
         tm.assert_equal(result, expected)
+
+    def test_str_subclass(self):
+        # GH 37366
+        class mystring(str):
+            pass
+
+        data = ["2020-10-22 01:21:00+00:00"]
+        index = pd.DatetimeIndex(data)
+        df = DataFrame({"a": [1]}, index=index)
+        df["b"] = 2
+        df[mystring("c")] = 3
+        expected = DataFrame({"a": [1], "b": [2], mystring("c"): [3]}, index=index)
+        tm.assert_equal(df, expected)