BUG Fix: Allow using datetime64[ns, UTC] in IntervalDtype (pandas-dev#47208)

* add test

* repair by comment

* repair by comment

* repair by comment

* add test

Author: Khor Chean Wei

doc/source/whatsnew/v1.5.0.rst

@@ -771,7 +771,7 @@ Strings
 Interval
 ^^^^^^^^
 - Bug in :meth:`IntervalArray.__setitem__` when setting ``np.nan`` into an integer-backed array raising ``ValueError`` instead of ``TypeError`` (:issue:`45484`)
--
+- Bug in :class:`IntervalDtype` when using datetime64[ns, tz] as a dtype string (:issue:`46999`)
 
 Indexing
 ^^^^^^^^

pandas/core/dtypes/dtypes.py

@@ -1075,10 +1075,12 @@ class IntervalDtype(PandasExtensionDtype):
         "subtype",
         "inclusive",
     )
+
     _match = re.compile(
-        r"(I|i)nterval\[(?P<subtype>[^,]+)(, ("
-        r"?P<inclusive>(right|left|both|neither)))?\]"
+        r"(I|i)nterval\[(?P<subtype>[^,]+(\[.+\])?)"
+        r"(, (?P<inclusive>(right|left|both|neither)))?\]"
     )
+
     _cache_dtypes: dict[str_type, PandasExtensionDtype] = {}
 
     def __new__(

pandas/tests/arrays/interval/test_interval.py

@@ -443,3 +443,20 @@ def test_arrow_interval_type_error_and_warning():
     msg = "Argument `closed` is deprecated in favor of `inclusive`"
     with tm.assert_produces_warning(FutureWarning, match=msg, check_stacklevel=False):
         ArrowIntervalType(pa.int64(), closed="both")
+
+
+@pytest.mark.parametrize("timezone", ["UTC", "US/Pacific", "GMT"])
+def test_interval_index_subtype(timezone, inclusive_endpoints_fixture):
+    # GH 46999
+    dates = date_range("2022", periods=3, tz=timezone)
+    dtype = f"interval[datetime64[ns, {timezone}], {inclusive_endpoints_fixture}]"
+    result = IntervalIndex.from_arrays(
+        ["2022-01-01", "2022-01-02"],
+        ["2022-01-02", "2022-01-03"],
+        inclusive=inclusive_endpoints_fixture,
+        dtype=dtype,
+    )
+    expected = IntervalIndex.from_arrays(
+        dates[:-1], dates[1:], inclusive=inclusive_endpoints_fixture
+    )
+    tm.assert_index_equal(result, expected)