REGR: empty CatgoricalIndex constructor by passing no data (but passing categories) no longer working

[jorisvandenbossche]

See https://github.com/pandas-dev/pandas/pull/38614/files#r551313565

#38614 changed the CategoricalIndex constructor to disallow scalar values, but at the same time it also disallowed passing no values to create an empty index (which in practice means passing the default of None):

In [17]: pd.CategoricalIndex(categories=['a', 'b'])
---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
<ipython-input-17-6f0ae73d9374> in <module>
----> 1 pd.CategoricalIndex(categories=['a', 'b'])

~/scipy/pandas/pandas/core/indexes/category.py in __new__(cls, data, categories, ordered, dtype, copy, name)
    187         dtype: Optional[Dtype] = None,
    188         copy=False,
--> 189         name=None,
    190     ):
    191 

TypeError: CategoricalIndex(...) must be called with a collection of some kind, None was passed

If we make this change, this is at least something that should be deprecated IMO (eg it breaks dask parquet reading).

But I am not sure if we should change it, since other constructors like Series() allow similar creation of empty objects:

cc @jbrockmendel

[jorisvandenbossche]

But I am not sure if we should change it, since other constructors like Series() allow similar creation of empty objects:

So while Series indeed allows this (and pd.DataFrame() as well):

In [23]: pd.Series(dtype="int64")
Out[23]: Series([], dtype: int64)

it seems that other Index constructors actually consistently disallow this:

In [29]: pd.Index(dtype=object)
...
TypeError: Index(...) must be called with a collection of some kind, None was passed

In [30]: pd.Int64Index()
...
TypeError: Int64Index(...) must be called with a collection of some kind, None was passed

so indeed good to be consistent about it between Index constructors. But I think we should still do it with a deprecation.