From 3a91d0f0bdd42b85cc343a5e353410f9085c7b7e Mon Sep 17 00:00:00 2001
From: Irv Lustig <irv@princeton.com>
Date: Mon, 6 Jul 2020 10:15:50 -0400
Subject: [PATCH 1/3] Fix regression on datetime in MultiIndex

---
 pandas/core/indexing.py                       |  3 +++
 .../indexing/multiindex/test_datetime.py      | 24 ++++++++++++++++++-
 2 files changed, 26 insertions(+), 1 deletion(-)

diff --git a/pandas/core/indexing.py b/pandas/core/indexing.py
index 708b687434327..8026e15568b8c 100644
--- a/pandas/core/indexing.py
+++ b/pandas/core/indexing.py
@@ -1165,6 +1165,9 @@ def _convert_to_indexer(self, key, axis: int, is_setter: bool = False):
                     if len(key) == labels.nlevels:
                         return {"key": key}
                     raise
+            except InvalidIndexError:
+                if not isinstance(labels, ABCMultiIndex):
+                    raise
             except TypeError:
                 pass
             except ValueError:
diff --git a/pandas/tests/indexing/multiindex/test_datetime.py b/pandas/tests/indexing/multiindex/test_datetime.py
index 907d20cd5bd53..de6a26154d8ec 100644
--- a/pandas/tests/indexing/multiindex/test_datetime.py
+++ b/pandas/tests/indexing/multiindex/test_datetime.py
@@ -2,7 +2,16 @@
 
 import numpy as np
 
-from pandas import Index, Period, Series, period_range
+from pandas import (
+    DataFrame,
+    DatetimeIndex,
+    Index,
+    MultiIndex,
+    Period,
+    Series,
+    period_range,
+    to_datetime,
+)
 
 
 def test_multiindex_period_datetime():
@@ -20,3 +29,16 @@ def test_multiindex_period_datetime():
     # try datetime as index
     result = s.loc["a", datetime(2012, 1, 1)]
     assert result == expected
+
+
+def test_multiindex_datetime_columns():
+    # GH35015, using datetime as column indices raises exception
+
+    mi = MultiIndex.from_tuples(
+        [(to_datetime("02/29/2020"), to_datetime("03/01/2020"))], names=["a", "b"]
+    )
+
+    df = DataFrame([], columns=mi)
+    assert list(df.columns.names) == ["a", "b"]
+
+    assert all(isinstance(mi.get_level_values(i), DatetimeIndex) for i in range(2))

From e76e7bca35b20a5b0066eca6eac7e67e20816313 Mon Sep 17 00:00:00 2001
From: Irv Lustig <irv@princeton.com>
Date: Tue, 7 Jul 2020 09:44:08 -0400
Subject: [PATCH 2/3] change test to use assert_frame_equal, comment about code
 change

---
 pandas/core/indexing.py                           |  1 +
 pandas/tests/indexing/multiindex/test_datetime.py | 11 +++++++++--
 2 files changed, 10 insertions(+), 2 deletions(-)

diff --git a/pandas/core/indexing.py b/pandas/core/indexing.py
index 8026e15568b8c..04d1dbceb3342 100644
--- a/pandas/core/indexing.py
+++ b/pandas/core/indexing.py
@@ -1166,6 +1166,7 @@ def _convert_to_indexer(self, key, axis: int, is_setter: bool = False):
                         return {"key": key}
                     raise
             except InvalidIndexError:
+                # GH35015, using datetime as column indices raises exception
                 if not isinstance(labels, ABCMultiIndex):
                     raise
             except TypeError:
diff --git a/pandas/tests/indexing/multiindex/test_datetime.py b/pandas/tests/indexing/multiindex/test_datetime.py
index de6a26154d8ec..e10784b8e39e7 100644
--- a/pandas/tests/indexing/multiindex/test_datetime.py
+++ b/pandas/tests/indexing/multiindex/test_datetime.py
@@ -12,6 +12,7 @@
     period_range,
     to_datetime,
 )
+import pandas._testing as tm
 
 
 def test_multiindex_period_datetime():
@@ -39,6 +40,12 @@ def test_multiindex_datetime_columns():
     )
 
     df = DataFrame([], columns=mi)
-    assert list(df.columns.names) == ["a", "b"]
 
-    assert all(isinstance(mi.get_level_values(i), DatetimeIndex) for i in range(2))
+    expected_df = DataFrame(
+        [],
+        columns=MultiIndex.from_arrays(
+            [[to_datetime("02/29/2020")], [to_datetime("03/01/2020")]], names=["a", "b"]
+        ),
+    )
+
+    tm.assert_frame_equal(df, expected_df)

From 2a0b224924a97b813dfaea48bb5abf0da95c3593 Mon Sep 17 00:00:00 2001
From: Irv Lustig <irv@princeton.com>
Date: Tue, 7 Jul 2020 10:06:53 -0400
Subject: [PATCH 3/3] fix import issue

---
 pandas/tests/indexing/multiindex/test_datetime.py | 1 -
 1 file changed, 1 deletion(-)

diff --git a/pandas/tests/indexing/multiindex/test_datetime.py b/pandas/tests/indexing/multiindex/test_datetime.py
index e10784b8e39e7..a49cb0bc2c43e 100644
--- a/pandas/tests/indexing/multiindex/test_datetime.py
+++ b/pandas/tests/indexing/multiindex/test_datetime.py
@@ -4,7 +4,6 @@
 
 from pandas import (
     DataFrame,
-    DatetimeIndex,
     Index,
     MultiIndex,
     Period,