BUG: GH42866 DatetimeIndex de-serializing fails in PYTHONOPTIMIZE mode

doc/source/whatsnew/v1.4.0.rst

@@ -193,6 +193,7 @@ Categorical
 Datetimelike
 ^^^^^^^^^^^^
 - Bug in :class:`DataFrame` constructor unnecessarily copying non-datetimelike 2D object arrays (:issue:`39272`)
+- Bug in :func:`_new_DatetimeIndex` when de-serializing datetime indexes in PYTHONOPTIMIZED mode (:issue:`42866`)
 -
 
 Timedelta

pandas/core/indexes/datetimes.py

@@ -92,7 +92,8 @@ def _new_DatetimeIndex(cls, d):
                 # These are already stored in our DatetimeArray; if they are
                 #  also in the pickle and don't match, we have a problem.
                 if key in d:
-                    assert d.pop(key) == getattr(dta, key)
+                    assert d[key] == getattr(dta, key)
+                    d.pop(key)
         result = cls._simple_new(dta, **d)
     else:
         with warnings.catch_warnings():

pandas/tests/test_downstream.py

@@ -73,6 +73,21 @@ def test_oo_optimizable():
     subprocess.check_call([sys.executable, "-OO", "-c", "import pandas"])
 
 
+def test_oo_optimized_datetime_index_unpickle():
+    # GH 42866
+    subprocess.check_call(
+        [
+            sys.executable,
+            "-OO",
+            "-c",
+            (
+                "import pandas as pd, pickle; "
+                "pickle.loads(pickle.dumps(pd.date_range('2021-01-01', periods=1)))"
+            ),
+        ]
+    )
+
+
 @tm.network
 # Cython import warning
 @pytest.mark.filterwarnings("ignore:pandas.util.testing is deprecated")