BUG: DTI.intersection with DST transition

doc/source/whatsnew/v1.4.4.rst

@@ -21,6 +21,7 @@ Fixed regressions
 - Fixed regression in :meth:`DataFrame.loc` not aligning index in some cases when setting a :class:`DataFrame` (:issue:`47578`)
 - Fixed regression in :meth:`DataFrame.loc` setting a length-1 array like value to a single value in the DataFrame (:issue:`46268`)
 - Fixed regression in setting ``None`` or non-string value into a ``string``-dtype Series using a mask (:issue:`47628`)
+- Fixed regression in :meth:`DatetimeIndex.intersection` when the :class:`DatetimeIndex` has dates crossing daylight savings time (:issue:`46702`)
 - Fixed regression in :func:`merge` throwing an error when passing a :class:`Series` with a multi-level name (:issue:`47946`)
 - Fixed regression in :meth:`DataFrame.eval` creating a copy when updating inplace (:issue:`47449`)
 -

pandas/core/indexes/datetimes.py

@@ -416,6 +416,16 @@ def _formatter_func(self):
     # --------------------------------------------------------------------
     # Set Operation Methods
 
+    def _can_range_setop(self, other) -> bool:
+        # GH 46702: If self or other have non-UTC tzs, DST transitions prevent
+        # range representation due to no singular step
+        if self.tz is not None and not timezones.is_utc(self.tz):
+            return False
+        other_tz = getattr(other, "tz", None)
+        if other_tz is not None and not timezones.is_utc(other_tz):
+            return False
+        return super()._can_range_setop(other)
+
     def union_many(self, others):
         """
         A bit of a hack to accelerate unioning a collection of indexes.

pandas/tests/indexes/datetimes/test_setops.py

@@ -593,3 +593,12 @@ def test_intersection_bug(self):
         result = a.intersection(b)
         tm.assert_index_equal(result, b)
         assert result.freq == b.freq
+
+    @pytest.mark.parametrize("tz", [None, "UTC", "Europe/Berlin"])
+    def test_intersection_dst_transition(self, tz):
+        # GH 46702: Europe/Berlin has DST transition
+        idx1 = date_range("2020-03-27", periods=5, freq="D", tz=tz)
+        idx2 = date_range("2020-03-30", periods=5, freq="D", tz=tz)
+        result = idx1.intersection(idx2)
+        expected = date_range("2020-03-30", periods=2, freq="D", tz=tz)
+        tm.assert_index_equal(result, expected)