Add regression test for DatetimeIndex.union mixed behavior

Author: Matt Roeschke

doc/source/whatsnew/v0.25.0.rst

@@ -713,6 +713,7 @@ Timezones
 - Bug in :func:`to_datetime` with ``unit='ns'`` would drop timezone information from the parsed argument (:issue:`26168`)
 - Bug in :func:`DataFrame.join` where joining a timezone aware index with a timezone aware column would result in a column of ``NaN`` (:issue:`26335`)
 - Bug in :func:`date_range` where ambiguous or nonexistent start or end times were not handled by the ``ambiguous`` or ``nonexistent`` keywords respectively (:issue:`27088`)
+- Bug in :meth:`DatetimeIndex.union` when combining a timezone aware and timezone unaware :class:`DatetimeIndex` (:issue:`21671`)
 
 Numeric
 ^^^^^^^

pandas/tests/indexes/datetimes/test_timezones.py

@@ -1094,6 +1094,18 @@ def test_dti_union_aware(self):
         assert result[0].tz.zone == 'US/Central'
         assert result[-1].tz.zone == 'US/Eastern'
 
+    def test_dti_union_mixed(self):
+        # GH 21671
+        rng = DatetimeIndex([pd.Timestamp('2011-01-01'), pd.NaT])
+        rng2 = pd.DatetimeIndex(['2012-01-01', '2012-01-02'], tz='Asia/Tokyo')
+        result = rng.union(rng2)
+        expected = Index([pd.Timestamp('2011-01-01'),
+                          pd.NaT,
+                          pd.Timestamp('2012-01-01', tz='Asia/Tokyo'),
+                          pd.Timestamp('2012-01-02', tz='Asia/Tokyo')],
+                         dtype=object)
+        tm.assert_index_equal(result, expected)
+
     @pytest.mark.parametrize('tz', [None, 'UTC', "US/Central",
                                     dateutil.tz.tzoffset(None, -28800)])
     @pytest.mark.usefixtures("datetime_tz_utc")