API: require timezone match in DatetimeArray.shift (pandas-dev#37299)

Author: jbrockmendel

doc/source/whatsnew/v1.2.0.rst

@@ -389,6 +389,7 @@ Datetimelike
 - :class:`Timestamp` and :class:`DatetimeIndex` comparisons between timezone-aware and timezone-naive objects now follow the standard library ``datetime`` behavior, returning ``True``/``False`` for ``!=``/``==`` and raising for inequality comparisons (:issue:`28507`)
 - Bug in :meth:`DatetimeIndex.equals` and :meth:`TimedeltaIndex.equals` incorrectly considering ``int64`` indexes as equal (:issue:`36744`)
 - Bug in :meth:`TimedeltaIndex.sum` and :meth:`Series.sum` with ``timedelta64`` dtype on an empty index or series returning ``NaT`` instead of ``Timedelta(0)`` (:issue:`31751`)
+- Bug in :meth:`DatetimeArray.shift` incorrectly allowing ``fill_value`` with a mismatched timezone (:issue:`37299`)
 
 Timedelta
 ^^^^^^^^^

pandas/core/arrays/datetimelike.py

@@ -507,7 +507,7 @@ def _validate_shift_value(self, fill_value):
             )
             fill_value = new_fill
 
-        return self._unbox(fill_value)
+        return self._unbox(fill_value, setitem=True)
 
     def _validate_scalar(self, value, allow_listlike: bool = False):
         """

pandas/tests/arrays/test_datetimes.py

@@ -437,6 +437,18 @@ def test_shift_value_tzawareness_mismatch(self):
             with pytest.raises(TypeError, match="Cannot compare"):
                 dta.shift(1, fill_value=invalid)
 
+    def test_shift_requires_tzmatch(self):
+        # since filling is setitem-like, we require a matching timezone,
+        #  not just matching tzawawreness
+        dti = pd.date_range("2016-01-01", periods=3, tz="UTC")
+        dta = dti._data
+
+        fill_value = pd.Timestamp("2020-10-18 18:44", tz="US/Pacific")
+
+        msg = "Timezones don't match. 'UTC' != 'US/Pacific'"
+        with pytest.raises(ValueError, match=msg):
+            dta.shift(1, fill_value=fill_value)
+
 
 class TestSequenceToDT64NS:
     def test_tz_dtype_mismatch_raises(self):