DEPR: disallow tznaive datetimes when indexing tzaware datetimeindex (#36148)

* BUG: allowing tznaive datetimes when indexing tzaware datetimeindex

* isort fixup

* deprecate wrong behavior

* whatsnew

Co-authored-by: Jeff Reback <[email protected]>

Author: jbrockmendel

doc/source/whatsnew/v1.2.0.rst

@@ -289,6 +289,7 @@ Deprecations
 - Deprecated :meth:`Index.is_all_dates` (:issue:`27744`)
 - Deprecated automatic alignment on comparison operations between :class:`DataFrame` and :class:`Series`, do ``frame, ser = frame.align(ser, axis=1, copy=False)`` before e.g. ``frame == ser`` (:issue:`28759`)
 - :meth:`Rolling.count` with ``min_periods=None`` will default to the size of the window in a future version (:issue:`31302`)
+- Deprecated slice-indexing on timezone-aware :class:`DatetimeIndex` with naive ``datetime`` objects, to match scalar indexing behavior (:issue:`36148`)
 - :meth:`Index.ravel` returning a ``np.ndarray`` is deprecated, in the future this will return a view on the same index (:issue:`19956`)
 
 .. ---------------------------------------------------------------------------

pandas/core/indexes/datetimes.py

@@ -604,6 +604,28 @@ def _validate_partial_date_slice(self, reso: Resolution):
             # _parsed_string_to_bounds allows it.
             raise KeyError
 
+    def _deprecate_mismatched_indexing(self, key):
+        # GH#36148
+        # we get here with isinstance(key, self._data._recognized_scalars)
+        try:
+            self._data._assert_tzawareness_compat(key)
+        except TypeError:
+            if self.tz is None:
+                msg = (
+                    "Indexing a timezone-naive DatetimeIndex with a "
+                    "timezone-aware datetime is deprecated and will "
+                    "raise KeyError in a future version.  "
+                    "Use a timezone-naive object instead."
+                )
+            else:
+                msg = (
+                    "Indexing a timezone-aware DatetimeIndex with a "
+                    "timezone-naive datetime is deprecated and will "
+                    "raise KeyError in a future version.  "
+                    "Use a timezone-aware object instead."
+                )
+            warnings.warn(msg, FutureWarning, stacklevel=5)
+
     def get_loc(self, key, method=None, tolerance=None):
         """
         Get integer location for requested label
@@ -621,6 +643,7 @@ def get_loc(self, key, method=None, tolerance=None):
 
         if isinstance(key, self._data._recognized_scalars):
             # needed to localize naive datetimes
+            self._deprecate_mismatched_indexing(key)
             key = self._maybe_cast_for_get_loc(key)
 
         elif isinstance(key, str):
@@ -702,6 +725,8 @@ def _maybe_cast_slice_bound(self, label, side: str, kind):
             if self._is_strictly_monotonic_decreasing and len(self) > 1:
                 return upper if side == "left" else lower
             return lower if side == "left" else upper
+        elif isinstance(label, (self._data._recognized_scalars, date)):
+            self._deprecate_mismatched_indexing(label)
         return self._maybe_cast_for_get_loc(label)
 
     def _get_string_slice(self, key: str, use_lhs: bool = True, use_rhs: bool = True):

pandas/tests/indexes/datetimes/test_indexing.py

@@ -675,10 +675,14 @@ def test_get_slice_bounds_datetime_within(
         self, box, kind, side, expected, tz_aware_fixture
     ):
         # GH 35690
-        index = bdate_range("2000-01-03", "2000-02-11").tz_localize(tz_aware_fixture)
-        result = index.get_slice_bound(
-            box(year=2000, month=1, day=7), kind=kind, side=side
-        )
+        tz = tz_aware_fixture
+        index = bdate_range("2000-01-03", "2000-02-11").tz_localize(tz)
+        key = box(year=2000, month=1, day=7)
+
+        warn = None if tz is None else FutureWarning
+        with tm.assert_produces_warning(warn, check_stacklevel=False):
+            # GH#36148 will require tzawareness-compat
+            result = index.get_slice_bound(key, kind=kind, side=side)
         assert result == expected
 
     @pytest.mark.parametrize("box", [date, datetime, Timestamp])
@@ -689,19 +693,27 @@ def test_get_slice_bounds_datetime_outside(
         self, box, kind, side, year, expected, tz_aware_fixture
     ):
         # GH 35690
-        index = bdate_range("2000-01-03", "2000-02-11").tz_localize(tz_aware_fixture)
-        result = index.get_slice_bound(
-            box(year=year, month=1, day=7), kind=kind, side=side
-        )
+        tz = tz_aware_fixture
+        index = bdate_range("2000-01-03", "2000-02-11").tz_localize(tz)
+        key = box(year=year, month=1, day=7)
+
+        warn = None if tz is None else FutureWarning
+        with tm.assert_produces_warning(warn, check_stacklevel=False):
+            # GH#36148 will require tzawareness-compat
+            result = index.get_slice_bound(key, kind=kind, side=side)
         assert result == expected
 
     @pytest.mark.parametrize("box", [date, datetime, Timestamp])
     @pytest.mark.parametrize("kind", ["getitem", "loc", None])
     def test_slice_datetime_locs(self, box, kind, tz_aware_fixture):
         # GH 34077
-        index = DatetimeIndex(["2010-01-01", "2010-01-03"]).tz_localize(
-            tz_aware_fixture
-        )
-        result = index.slice_locs(box(2010, 1, 1), box(2010, 1, 2))
+        tz = tz_aware_fixture
+        index = DatetimeIndex(["2010-01-01", "2010-01-03"]).tz_localize(tz)
+        key = box(2010, 1, 1)
+
+        warn = None if tz is None else FutureWarning
+        with tm.assert_produces_warning(warn, check_stacklevel=False):
+            # GH#36148 will require tzawareness-compat
+            result = index.slice_locs(key, box(2010, 1, 2))
         expected = (0, 1)
         assert result == expected

pandas/tests/series/indexing/test_datetime.py

@@ -237,23 +237,38 @@ def test_getitem_setitem_datetimeindex():
     expected = ts[4:8]
     tm.assert_series_equal(result, expected)
 
-    # repeat all the above with naive datetimes
-    result = ts[datetime(1990, 1, 1, 4)]
+    # But we do not give datetimes a pass on tzawareness compat
+    # TODO: do the same with Timestamps and dt64
+    msg = "Cannot compare tz-naive and tz-aware datetime-like objects"
+    naive = datetime(1990, 1, 1, 4)
+    with tm.assert_produces_warning(FutureWarning):
+        # GH#36148 will require tzawareness compat
+        result = ts[naive]
     expected = ts[4]
     assert result == expected
 
     result = ts.copy()
-    result[datetime(1990, 1, 1, 4)] = 0
-    result[datetime(1990, 1, 1, 4)] = ts[4]
+    with tm.assert_produces_warning(FutureWarning, check_stacklevel=False):
+        # GH#36148 will require tzawareness compat
+        result[datetime(1990, 1, 1, 4)] = 0
+    with tm.assert_produces_warning(FutureWarning, check_stacklevel=False):
+        # GH#36148 will require tzawareness compat
+        result[datetime(1990, 1, 1, 4)] = ts[4]
     tm.assert_series_equal(result, ts)
 
-    result = ts[datetime(1990, 1, 1, 4) : datetime(1990, 1, 1, 7)]
+    with tm.assert_produces_warning(FutureWarning, check_stacklevel=False):
+        # GH#36148 will require tzawareness compat
+        result = ts[datetime(1990, 1, 1, 4) : datetime(1990, 1, 1, 7)]
     expected = ts[4:8]
     tm.assert_series_equal(result, expected)
 
     result = ts.copy()
-    result[datetime(1990, 1, 1, 4) : datetime(1990, 1, 1, 7)] = 0
-    result[datetime(1990, 1, 1, 4) : datetime(1990, 1, 1, 7)] = ts[4:8]
+    with tm.assert_produces_warning(FutureWarning, check_stacklevel=False):
+        # GH#36148 will require tzawareness compat
+        result[datetime(1990, 1, 1, 4) : datetime(1990, 1, 1, 7)] = 0
+    with tm.assert_produces_warning(FutureWarning, check_stacklevel=False):
+        # GH#36148 will require tzawareness compat
+        result[datetime(1990, 1, 1, 4) : datetime(1990, 1, 1, 7)] = ts[4:8]
     tm.assert_series_equal(result, ts)
 
     lb = datetime(1990, 1, 1, 4)

pandas/tests/series/methods/test_truncate.py

@@ -101,7 +101,13 @@ def test_truncate_datetimeindex_tz(self):
         # GH 9243
         idx = date_range("4/1/2005", "4/30/2005", freq="D", tz="US/Pacific")
         s = Series(range(len(idx)), index=idx)
-        result = s.truncate(datetime(2005, 4, 2), datetime(2005, 4, 4))
+        with tm.assert_produces_warning(FutureWarning, check_stacklevel=False):
+            # GH#36148 in the future will require tzawareness compat
+            s.truncate(datetime(2005, 4, 2), datetime(2005, 4, 4))
+
+        lb = idx[1]
+        ub = idx[3]
+        result = s.truncate(lb.to_pydatetime(), ub.to_pydatetime())
         expected = Series([1, 2, 3], index=idx[1:4])
         tm.assert_series_equal(result, expected)