BUG: to_hdf and HDFStore for subclasses

doc/source/reference/io.rst

@@ -83,6 +83,11 @@ HDFStore: PyTables (HDF5)
    HDFStore.groups
    HDFStore.walk
 
+.. warning::
+
+   One can store a subclass of ``DataFrame`` or ``Series`` to HDF5,
+   but the type of the subclass is lost upon storing.
+
 Feather
 ~~~~~~~
 .. autosummary::

doc/source/whatsnew/v1.3.0.rst

@@ -241,7 +241,8 @@ I/O
 - Bug in :func:`read_csv` not accepting ``usecols`` with different length than ``names`` for ``engine="python"`` (:issue:`16469`)
 - Bug in :func:`read_csv` raising ``TypeError`` when ``names`` and ``parse_dates`` is specified for ``engine="c"`` (:issue:`33699`)
 - Allow custom error values for parse_dates argument of :func:`read_sql`, :func:`read_sql_query` and :func:`read_sql_table` (:issue:`35185`)
--
+- Bug in :func:`to_hdf` raising ``KeyError`` when trying to apply
+  for subclasses of ``DataFrame`` or ``Series`` (:issue:`33748`).
 
 Period
 ^^^^^^

pandas/core/generic.py

@@ -2505,6 +2505,11 @@ def to_hdf(
         In order to add another DataFrame or Series to an existing HDF file
         please use append mode and a different a key.
 
+        .. warning::
+
+           One can store a subclass of ``DataFrame`` or ``Series`` to HDF5,
+           but the type of the subclass is lost upon storing.
+
         For more information see the :ref:`user guide <io.hdf5>`.
 
         Parameters

pandas/io/pytables.py

@@ -1646,8 +1646,10 @@ def error(t):
                         "nor a value are passed"
                     )
             else:
-                _TYPE_MAP = {Series: "series", DataFrame: "frame"}
-                pt = _TYPE_MAP[type(value)]
+                if isinstance(value, Series):
+                    pt = "series"
+                else:
+                    pt = "frame"
 
                 # we are actually a table
                 if format == "table":

pandas/tests/io/pytables/test_subclass.py

@@ -0,0 +1,44 @@
+import numpy as np
+
+from pandas import DataFrame, Series
+import pandas._testing as tm
+from pandas.tests.io.pytables.common import ensure_clean_path
+
+from pandas.io.pytables import HDFStore, read_hdf
+
+
+class TestHDFStoreSubclass:
+    # GH 33748
+    def test_supported_for_subclass_dataframe(self):
+        data = {"a": [1, 2], "b": [3, 4]}
+        sdf = tm.SubclassedDataFrame(data, dtype=np.intp)
+
+        expected = DataFrame(data, dtype=np.intp)
+
+        with ensure_clean_path("temp.h5") as path:
+            sdf.to_hdf(path, "df")
+            result = read_hdf(path, "df")
+            tm.assert_frame_equal(result, expected)
+
+        with ensure_clean_path("temp.h5") as path:
+            with HDFStore(path) as store:
+                store.put("df", sdf)
+            result = read_hdf(path, "df")
+            tm.assert_frame_equal(result, expected)
+
+    def test_supported_for_subclass_series(self):
+        data = [1, 2, 3]
+        sser = tm.SubclassedSeries(data, dtype=np.intp)
+
+        expected = Series(data, dtype=np.intp)
+
+        with ensure_clean_path("temp.h5") as path:
+            sser.to_hdf(path, "ser")
+            result = read_hdf(path, "ser")
+            tm.assert_series_equal(result, expected)
+
+        with ensure_clean_path("temp.h5") as path:
+            with HDFStore(path) as store:
+                store.put("ser", sser)
+            result = read_hdf(path, "ser")
+            tm.assert_series_equal(result, expected)