BUG: MultiIndex columns containing datetime cannot be used (regression from 1.0.5 to master)

[Dr-Irv]

• I have checked that this issue has not already been reported.

• I have confirmed this bug exists on the latest version of pandas.

• (optional) I have confirmed this bug exists on the master branch of pandas.

---

Code Sample, a copy-pastable example

In [1]: import pandas as pd

In [2]: pd.__version__
Out[2]: '1.1.0.dev0+1967.gf5b2e5a9a'

In [3]: expected_column_index = pd.MultiIndex.from_tuples(
   ...:     [(pd.to_datetime("02/29/2020"), pd.to_datetime("03/01/2020"))],
   ...:     names=[
   ...:         'a', 'b'])

In [4]: pd.DataFrame([], columns=expected_column_index)
---------------------------------------------------------------------------
InvalidIndexError

Problem description

This works in 1.0.5, but not in master.

See discussion in #34748 . This new issue should be resolved before that PR moves forward.

Expected Output

In [1]: import pandas as pd

In [2]: pd.__version__
Out[2]: '1.0.5'

In [3]:  expected_column_index = pd.MultiIndex.from_tuples(
   ...:        [(pd.to_datetime("02/29/2020"), pd.to_datetime("03/01/2020"))],
   ...:        names=[
   ...:            'a', 'b'])

In [4]: pd.DataFrame([], columns=expected_column_index)
Out[4]:
Empty DataFrame
Columns: [(2020-02-29 00:00:00, 2020-03-01 00:00:00)]
Index: []

Output of pd.show_versions()

INSTALLED VERSIONS ------------------ commit : f5b2e5a python : 3.7.6.final.0 python-bits : 64 OS : Windows OS-release : 10 Version : 10.0.18362 machine : AMD64 processor : Intel64 Family 6 Model 158 Stepping 13, GenuineIntel byteorder : little LC_ALL : None LANG : None LOCALE : None.None

pandas : 1.1.0.dev0+1967.gf5b2e5a9a
numpy : 1.18.5
pytz : 2020.1
dateutil : 2.8.1
pip : 20.1.1
setuptools : 42.0.2.post20191201
Cython : 0.29.20
pytest : 5.4.3
hypothesis : 5.18.0
sphinx : 3.1.1
blosc : None
feather : None
xlsxwriter : 1.2.9
lxml.etree : 4.5.1
html5lib : 1.0.1
pymysql : None
psycopg2 : None
jinja2 : 2.11.2
IPython : 7.15.0
pandas_datareader: None
bs4 : 4.9.1
bottleneck : 1.3.2
fsspec : 0.7.4
fastparquet : 0.4.0
gcsfs : None
matplotlib : 3.1.2
numexpr : 2.7.1
odfpy : None
openpyxl : 3.0.3
pandas_gbq : None
pyarrow : 0.15.1
pytables : None
pyxlsb : 1.0.6
s3fs : 0.4.2
scipy : 1.3.1
sqlalchemy : 1.3.17
tables : 3.6.1
tabulate : 0.8.7
xarray : 0.15.1
xlrd : 1.2.0
xlwt : 1.3.0
numba : 0.46.0

[Dr-Irv]

@jbrockmendel This error seems to be related to code you were working on with respect to the datetime index. The error that is raised is due to a commit you did here: 0b0cd08

Can you see if you can fix this and then I can update PR #34748 ?

[jbrockmendel]

@Dr-Irv looking at this, it appears that a sufficient fix is to add in core.indexing._LocIndexer._convert_to_indexer:

            try:
                return labels.get_loc(key)
            except LookupError:
                if isinstance(key, tuple) and isinstance(labels, ABCMultiIndex):
                    if len(key) == labels.nlevels:
                        return {"key": key}
                    raise
+            except InvalidIndexError:
+               if not isinstance(labels, ABCMultiIndex):
+                    raise

I haven't run the test suite with this, nor looked at this closely enough to confirm that its the "correct" fix, but it does fix the example in the OP.

[Dr-Irv]

@jbrockmendel Thanks. I will create a test, try that fix and let you know if something else pops up

[Dr-Irv]

@jbrockmendel OK, that seemed to fix it in #35140 . Thanks!