Handle construction from scalar

Author: jbrockmendel

pandas/_libs/lib.pyx

@@ -2660,6 +2660,7 @@ def maybe_convert_objects(ndarray[object] objects,
 
     elif seen.time_:
         if is_time_array(objects):
+            # FIXME: need to ensure this is not timetz
             opt = get_option("future.infer_time")
             if opt is True:
                 import pyarrow as pa

pandas/core/dtypes/cast.py

@@ -843,6 +843,29 @@ def infer_dtype_from_scalar(val) -> tuple[DtypeObj, Any]:
                 pa_dtype = pa.time64("us")
                 dtype = ArrowDtype(pa_dtype)
 
+    elif isinstance(val, dt.time):
+        if val.tzinfo is None:
+            # pyarrow doesn't have a dtype for timetz.
+            opt = get_option("future.infer_time")
+            if opt is None:
+                warnings.warn(
+                    "Pandas type inference with a `datetime.time` "
+                    "object is deprecated. In a future version, this will give "
+                    "time32[pyarrow] dtype, which will require pyarrow to be "
+                    "installed. To opt in to the new behavior immediately set "
+                    "`pd.set_option('future.infer_time', True)`. To keep the "
+                    "old behavior pass `dtype=object`.",
+                    FutureWarning,
+                    stacklevel=find_stack_level(),
+                )
+            elif opt is True:
+                import pyarrow as pa
+
+                pa_dtype = pa.time64("us")
+                from pandas.core.arrays.arrow import ArrowDtype
+
+                dtype = ArrowDtype(pa_dtype)
+
     elif is_bool(val):
         dtype = np.dtype(np.bool_)