Added RuntimeWarning to lib.fast_unique_multiple

pandas/_libs/lib.pyx

@@ -4,6 +4,7 @@ from fractions import Fraction
 from numbers import Number
 
 import sys
+import warnings
 
 import cython
 from cython import Py_ssize_t
@@ -286,7 +287,11 @@ def fast_unique_multiple(list arrays, sort: bool = True):
         try:
             uniques.sort()
         except TypeError:
-            # TODO: RuntimeWarning?
+            warnings.warn(
+                "The values in the array are unorderable. "
+                "Pass `sort=False` to suppress this warning.",
+                RuntimeWarning,
+            )
             pass
 
     return uniques

pandas/tests/indexes/multi/test_setops.py

@@ -337,7 +337,8 @@ def test_union_sort_other_incomparable():
     idx = pd.MultiIndex.from_product([[1, pd.Timestamp("2000")], ["a", "b"]])
 
     # default, sort=None
-    result = idx.union(idx[:1])
+    with tm.assert_produces_warning(RuntimeWarning):
+        result = idx.union(idx[:1])
     tm.assert_index_equal(result, idx)
 
     # sort=False

pandas/tests/test_lib.py

@@ -3,6 +3,7 @@
 
 from pandas._libs import lib, writers as libwriters
 
+import pandas as pd
 from pandas import Index
 import pandas._testing as tm
 
@@ -39,6 +40,11 @@ def test_fast_unique_multiple_list_gen_sort(self):
         out = lib.fast_unique_multiple_list_gen(gen, sort=False)
         tm.assert_numpy_array_equal(np.array(out), expected)
 
+    def test_fast_unique_multiple_unsortable_runtimewarning(self):
+        arr = [np.array(["foo", pd.Timestamp("2000")])]
+        with tm.assert_produces_warning(RuntimeWarning):
+            lib.fast_unique_multiple(arr, sort=None)
+
 
 class TestIndexing:
     def test_maybe_indices_to_slice_left_edge(self):