ERR/TST: Raise NotImplementedError in to_hdf for extension dtypes in MultiIndex

doc/source/whatsnew/v0.25.0.rst

@@ -566,6 +566,7 @@ Other API changes
 - Removed support of gtk package for clipboards (:issue:`26563`)
 - Using an unsupported version of Beautiful Soup 4 will now raise an ``ImportError`` instead of a ``ValueError`` (:issue:`27063`)
 - :meth:`Series.to_excel` and :meth:`DataFrame.to_excel` will now raise a ``ValueError`` when saving timezone aware data. (:issue:`27008`, :issue:`7056`)
+- :meth:`DataFrame.to_hdf` and :meth:`Series.to_hdf` will now raise a ``NotImplementedError`` when saving a :class:`MultiIndex` with extention data types for a ``fixed`` format. (:issue:`7775`)
 
 .. _whatsnew_0250.deprecations:
 
@@ -719,6 +720,7 @@ Timezones
 - Bug in :func:`to_datetime` with ``unit='ns'`` would drop timezone information from the parsed argument (:issue:`26168`)
 - Bug in :func:`DataFrame.join` where joining a timezone aware index with a timezone aware column would result in a column of ``NaN`` (:issue:`26335`)
 - Bug in :func:`date_range` where ambiguous or nonexistent start or end times were not handled by the ``ambiguous`` or ``nonexistent`` keywords respectively (:issue:`27088`)
+- Bug in :meth:`DatetimeIndex.union` when combining a timezone aware and timezone unaware :class:`DatetimeIndex` (:issue:`21671`)
 
 Numeric
 ^^^^^^^
@@ -814,6 +816,7 @@ I/O
 - :func:`read_excel` now raises a ``ValueError`` when input is of type :class:`pandas.io.excel.ExcelFile` and ``engine`` param is passed since :class:`pandas.io.excel.ExcelFile` has an engine defined (:issue:`26566`)
 - Bug while selecting from :class:`HDFStore` with ``where=''`` specified (:issue:`26610`).
 - Fixed bug in :func:`DataFrame.to_excel()` where custom objects (i.e. `PeriodIndex`) inside merged cells were not being converted into types safe for the Excel writer (:issue:`27006`)
+- Bug in :meth:`read_hdf` where reading a timezone aware :class:`DatetimeIndex` would raise a ``TypeError`` (:issue:`11926`)
 
 Plotting
 ^^^^^^^^
@@ -868,6 +871,7 @@ Reshaping
 - Bug in :meth:`Series.nlargest` treats ``True`` as smaller than ``False`` (:issue:`26154`)
 - Bug in :func:`DataFrame.pivot_table` with a :class:`IntervalIndex` as pivot index would raise ``TypeError`` (:issue:`25814`)
 - Bug in :meth:`DataFrame.transpose` where transposing a DataFrame with a timezone-aware datetime column would incorrectly raise ``ValueError`` (:issue:`26825`)
+- Bug in :func:`pivot_table` when pivoting a timezone aware column as the ``values`` would remove timezone information (:issue:`14948`)
 
 Sparse
 ^^^^^^

pandas/io/pytables.py

@@ -23,7 +23,8 @@
 
 from pandas.core.dtypes.common import (
     ensure_object, is_categorical_dtype, is_datetime64_dtype,
-    is_datetime64tz_dtype, is_list_like, is_timedelta64_dtype)
+    is_datetime64tz_dtype, is_extension_type, is_list_like,
+    is_timedelta64_dtype)
 from pandas.core.dtypes.missing import array_equivalent
 
 from pandas import (
@@ -2647,6 +2648,9 @@ def write_multi_index(self, key, index):
                                                          index.codes,
                                                          index.names)):
             # write the level
+            if is_extension_type(lev):
+                raise NotImplementedError("Saving a MultiIndex with an "
+                                          "extension dtype is not supported.")
             level_key = '{key}_level{idx}'.format(key=key, idx=i)
             conv_level = _convert_index(lev, self.encoding, self.errors,
                                         self.format_type).set_name(level_key)

pandas/tests/indexes/datetimes/test_timezones.py

@@ -1094,6 +1094,18 @@ def test_dti_union_aware(self):
         assert result[0].tz.zone == 'US/Central'
         assert result[-1].tz.zone == 'US/Eastern'
 
+    def test_dti_union_mixed(self):
+        # GH 21671
+        rng = DatetimeIndex([pd.Timestamp('2011-01-01'), pd.NaT])
+        rng2 = pd.DatetimeIndex(['2012-01-01', '2012-01-02'], tz='Asia/Tokyo')
+        result = rng.union(rng2)
+        expected = Index([pd.Timestamp('2011-01-01'),
+                          pd.NaT,
+                          pd.Timestamp('2012-01-01', tz='Asia/Tokyo'),
+                          pd.Timestamp('2012-01-02', tz='Asia/Tokyo')],
+                         dtype=object)
+        tm.assert_index_equal(result, expected)
+
     @pytest.mark.parametrize('tz', [None, 'UTC', "US/Central",
                                     dateutil.tz.tzoffset(None, -28800)])
     @pytest.mark.usefixtures("datetime_tz_utc")

pandas/tests/indexes/multi/test_format.py

@@ -10,8 +10,8 @@
 def test_dtype_str(indices):
     with tm.assert_produces_warning(FutureWarning):
         dtype = indices.dtype_str
-        assert isinstance(dtype, str)
-        assert dtype == str(indices.dtype)
+    assert isinstance(dtype, str)
+    assert dtype == str(indices.dtype)
 
 
 def test_format(idx):

pandas/tests/io/pytables/test_pytables.py

@@ -17,9 +17,9 @@
 
 import pandas as pd
 from pandas import (
-    Categorical, DataFrame, DatetimeIndex, Index, Int64Index, MultiIndex,
-    RangeIndex, Series, Timestamp, bdate_range, concat, date_range, isna,
-    timedelta_range)
+    Categorical, CategoricalIndex, DataFrame, DatetimeIndex, Index, Int64Index,
+    MultiIndex, RangeIndex, Series, Timestamp, bdate_range, concat, date_range,
+    isna, timedelta_range)
 import pandas.util.testing as tm
 from pandas.util.testing import (
     assert_frame_equal, assert_series_equal, set_timezone)
@@ -4749,6 +4749,19 @@ def test_select_empty_where(self, where):
                 result = pd.read_hdf(store, "df", where=where)
                 assert_frame_equal(result, df)
 
+    @pytest.mark.parametrize('idx', [
+        date_range('2019', freq='D', periods=3, tz='UTC'),
+        CategoricalIndex(list('abc'))
+    ])
+    def test_to_hdf_multiindex_extension_dtype(self, idx):
+        # GH 7775
+        mi = MultiIndex.from_arrays([idx, idx])
+        df = pd.DataFrame(0, index=mi, columns=['a'])
+        with ensure_clean_path(self.path) as path:
+            with pytest.raises(NotImplementedError,
+                               match="Saving a MultiIndex"):
+                df.to_hdf(path, 'df')
+
 
 class TestHDFComplexValues(Base):
     # GH10447
@@ -5170,3 +5183,20 @@ def test_dst_transitions(self):
                 store.append('df', df)
                 result = store.select('df')
                 assert_frame_equal(result, df)
+
+    def test_read_with_where_tz_aware_index(self):
+        # GH 11926
+        periods = 10
+        dts = pd.date_range('20151201', periods=periods,
+                            freq='D', tz='UTC')
+        mi = pd.MultiIndex.from_arrays([dts, range(periods)],
+                                       names=['DATE', 'NO'])
+        expected = pd.DataFrame({'MYCOL': 0}, index=mi)
+
+        key = 'mykey'
+        with ensure_clean_path(self.path) as path:
+            with pd.HDFStore(path) as store:
+                store.append(key, expected, format='table', append=True)
+            result = pd.read_hdf(path, key,
+                                 where="DATE > 20151130")
+            assert_frame_equal(result, expected)

pandas/tests/reshape/test_pivot.py

@@ -429,6 +429,46 @@ def test_pivot_with_tz(self, method):
             pv = pd.pivot(df, index='dt1', columns='dt2', values='data1')
         tm.assert_frame_equal(pv, expected)
 
+    def test_pivot_tz_in_values(self):
+        # GH 14948
+        df = pd.DataFrame([{'uid': u'aa',
+                            'ts': pd.Timestamp('2016-08-12 13:00:00-0700',
+                                               tz='US/Pacific')},
+                           {'uid': u'aa',
+                            'ts': pd.Timestamp('2016-08-12 08:00:00-0700',
+                                               tz='US/Pacific')},
+                           {'uid': u'aa',
+                            'ts': pd.Timestamp('2016-08-12 14:00:00-0700',
+                                               tz='US/Pacific')},
+                           {'uid': u'aa',
+                            'ts': pd.Timestamp('2016-08-25 11:00:00-0700',
+                                               tz='US/Pacific')},
+                           {'uid': u'aa',
+                            'ts': pd.Timestamp('2016-08-25 13:00:00-0700',
+                                               tz='US/Pacific')}])
+
+        df = df.set_index('ts').reset_index()
+        mins = df.ts.map(lambda x: x.replace(hour=0, minute=0,
+                                             second=0, microsecond=0))
+
+        result = pd.pivot_table(df.set_index('ts').reset_index(),
+                                values='ts', index=['uid'], columns=[mins],
+                                aggfunc=np.min)
+        expected = pd.DataFrame(
+            [
+                [pd.Timestamp('2016-08-12 08:00:00-0700', tz='US/Pacific'),
+                 pd.Timestamp('2016-08-25 11:00:00-0700', tz='US/Pacific')]
+            ],
+            index=pd.Index(['aa'], name='uid'),
+            columns=pd.DatetimeIndex(
+                [
+                    pd.Timestamp('2016-08-12 00:00:00', tz='US/Pacific'),
+                    pd.Timestamp('2016-08-25 00:00:00', tz='US/Pacific')
+                ],
+                name='ts')
+        )
+        tm.assert_frame_equal(result, expected)
+
     @pytest.mark.parametrize('method', [True, False])
     def test_pivot_periods(self, method):
         df = DataFrame({'p1': [pd.Period('2013-01-01', 'D'),