Correct check when slicing non-monotonic datetime indexes

doc/source/whatsnew/v2.1.0.rst

@@ -368,6 +368,7 @@ Categorical
 Datetimelike
 ^^^^^^^^^^^^
 - :meth:`DatetimeIndex.map` with ``na_action="ignore"`` now works as expected. (:issue:`51644`)
+- :meth:`DatetimeIndex.slice_indexer` now raises ``KeyError`` for non-monotonic indexes if either of the slice bounds is not in the index, this behaviour was previously deprecated but inconsistently handled. (:issue:`53983`)
 - Bug in :class:`DateOffset` which had inconsistent behavior when multiplying a :class:`DateOffset` object by a constant (:issue:`47953`)
 - Bug in :func:`date_range` when ``freq`` was a :class:`DateOffset` with ``nanoseconds`` (:issue:`46877`)
 - Bug in :meth:`DataFrame.to_sql` raising ``ValueError`` for pyarrow-backed date like dtypes (:issue:`53854`)

pandas/core/indexes/datetimes.py

@@ -666,18 +666,18 @@ def check_str_or_none(point) -> bool:
             return Index.slice_indexer(self, start, end, step)
 
         mask = np.array(True)
-        raise_mask = np.array(True)
+        in_index = True
         if start is not None:
             start_casted = self._maybe_cast_slice_bound(start, "left")
             mask = start_casted <= self
-            raise_mask = start_casted == self
+            in_index &= (start_casted == self).any()
 
         if end is not None:
             end_casted = self._maybe_cast_slice_bound(end, "right")
             mask = (self <= end_casted) & mask
-            raise_mask = (end_casted == self) | raise_mask
+            in_index &= (end_casted == self).any()
 
-        if not raise_mask.any():
+        if not in_index:
             raise KeyError(
                 "Value based partial slicing on non-monotonic DatetimeIndexes "
                 "with non-existing keys is not allowed.",

pandas/tests/indexing/test_partial.py

@@ -664,5 +664,14 @@ def test_slice_irregular_datetime_index_with_nan(self):
         index = pd.to_datetime(["2012-01-01", "2012-01-02", "2012-01-03", None])
         df = DataFrame(range(len(index)), index=index)
         expected = DataFrame(range(len(index[:3])), index=index[:3])
-        result = df["2012-01-01":"2012-01-04"]
+        with pytest.raises(KeyError, match="non-existing keys is not allowed"):
+            # Upper bound is not in index (which is unordered)
+            # GH53983
+            # GH37819
+            df["2012-01-01":"2012-01-04"]
+        # Need this precision for right bound since the right slice
+        # bound is "rounded" up to the largest timepoint smaller than
+        # the next "resolution"-step of the provided point.
+        # e.g. 2012-01-03 is rounded up to 2012-01-04 - 1ns
+        result = df["2012-01-01":"2012-01-03 00:00:00.000000000"]
         tm.assert_frame_equal(result, expected)

pandas/tests/series/indexing/test_datetime.py

@@ -384,15 +384,19 @@ def compare(slobj):
         expected.index = expected.index._with_freq(None)
         tm.assert_series_equal(result, expected)
 
-    compare(slice("2011-01-01", "2011-01-15"))
-    with pytest.raises(KeyError, match="Value based partial slicing on non-monotonic"):
-        compare(slice("2010-12-30", "2011-01-15"))
-    compare(slice("2011-01-01", "2011-01-16"))
-
-    # partial ranges
-    compare(slice("2011-01-01", "2011-01-6"))
-    compare(slice("2011-01-06", "2011-01-8"))
-    compare(slice("2011-01-06", "2011-01-12"))
+    for key in [
+        slice("2011-01-01", "2011-01-15"),
+        slice("2010-12-30", "2011-01-15"),
+        slice("2011-01-01", "2011-01-16"),
+        # partial ranges
+        slice("2011-01-01", "2011-01-6"),
+        slice("2011-01-06", "2011-01-8"),
+        slice("2011-01-06", "2011-01-12"),
+    ]:
+        with pytest.raises(
+            KeyError, match="Value based partial slicing on non-monotonic"
+        ):
+            compare(key)
 
     # single values
     result = ts2["2011"].sort_index()