BUG: Allow merging on Index vectors

doc/source/whatsnew/v0.23.0.txt

@@ -407,7 +407,7 @@ Reshaping
 - Bug in :func:`Series.rank` where ``Series`` containing ``NaT`` modifies the ``Series`` inplace (:issue:`18521`)
 - Bug in :func:`cut` which fails when using readonly arrays (:issue:`18773`)
 - Bug in :func:`Dataframe.pivot_table` which fails when the ``aggfunc`` arg is of type string.  The behavior is now consistent with other methods like ``agg`` and ``apply`` (:issue:`18713`)
-
+- Bug in :func:`DataFrame.merge` in which merging using ``Index`` objects as vectors raised an Exception (:issue:`19038`)
 
 Numeric
 ^^^^^^^

pandas/core/dtypes/api.py

@@ -55,6 +55,7 @@
                      is_dict_like,
                      is_iterator,
                      is_file_like,
+                     is_array_like,
                      is_list_like,
                      is_hashable,
                      is_named_tuple)

pandas/core/dtypes/inference.py

@@ -267,6 +267,39 @@ def is_list_like(obj):
             not isinstance(obj, string_and_binary_types))
 
 
+def is_array_like(obj):
+    """
+    Check if the object is array-like.
+
+    For an object to be considered array-like, it must be list-like and
+    have a `dtype` attribute.
+
+    Parameters
+    ----------
+    obj : The object to check.
+
+    Returns
+    -------
+    is_array_like : bool
+        Whether `obj` has array-like properties.
+
+    Examples
+    --------
+    >>> is_array_like(np.array([1, 2, 3]))
+    True
+    >>> is_array_like(pd.Series(["a", "b"]))
+    True
+    >>> is_array_like(pd.Index(["2016-01-01"]))
+    True
+    >>> is_array_like([1, 2, 3])
+    False
+    >>> is_array_like(("a", "b"))
+    False
+    """
+
+    return is_list_like(obj) and hasattr(obj, "dtype")
+
+
 def is_nested_list_like(obj):
     """
     Check if the object is list-like, and that all of its elements

pandas/core/reshape/merge.py

@@ -10,14 +10,15 @@
 from pandas.compat import range, lzip, zip, map, filter
 import pandas.compat as compat
 
-from pandas import (Categorical, Series, DataFrame,
+from pandas import (Categorical, DataFrame,
                     Index, MultiIndex, Timedelta)
 from pandas.core.frame import _merge_doc
 from pandas.core.dtypes.common import (
     is_datetime64tz_dtype,
     is_datetime64_dtype,
     needs_i8_conversion,
     is_int64_dtype,
+    is_array_like,
     is_categorical_dtype,
     is_integer_dtype,
     is_float_dtype,
@@ -814,13 +815,12 @@ def _get_merge_keys(self):
         join_names = []
         right_drop = []
         left_drop = []
+
         left, right = self.left, self.right
         stacklevel = 5  # Number of stack levels from df.merge
 
-        is_lkey = lambda x: isinstance(
-            x, (np.ndarray, Series)) and len(x) == len(left)
-        is_rkey = lambda x: isinstance(
-            x, (np.ndarray, Series)) and len(x) == len(right)
+        is_lkey = lambda x: is_array_like(x) and len(x) == len(left)
+        is_rkey = lambda x: is_array_like(x) and len(x) == len(right)
 
         # Note that pd.merge_asof() has separate 'on' and 'by' parameters. A
         # user could, for example, request 'left_index' and 'left_by'. In a

pandas/tests/api/test_types.py

@@ -30,7 +30,7 @@ class TestTypes(Base):
                'is_period_dtype', 'is_interval', 'is_interval_dtype',
                'is_re', 'is_re_compilable',
                'is_dict_like', 'is_iterator', 'is_file_like',
-               'is_list_like', 'is_hashable',
+               'is_list_like', 'is_hashable', 'is_array_like',
                'is_named_tuple',
                'pandas_dtype', 'union_categoricals', 'infer_dtype']
     deprecated = ['is_any_int_dtype', 'is_floating_dtype', 'is_sequence']

pandas/tests/dtypes/test_inference.py

@@ -78,6 +78,23 @@ def test_is_list_like_fails(ll):
     assert not inference.is_list_like(ll)
 
 
+def test_is_array_like():
+    assert inference.is_array_like(Series([]))
+    assert inference.is_array_like(Series([1, 2]))
+    assert inference.is_array_like(np.array(["a", "b"]))
+    assert inference.is_array_like(Index(["2016-01-01"]))
+
+    class DtypeList(list):
+        dtype = "special"
+
+    assert inference.is_array_like(DtypeList())
+
+    assert not inference.is_array_like([1, 2, 3])
+    assert not inference.is_array_like(tuple())
+    assert not inference.is_array_like("foo")
+    assert not inference.is_array_like(123)
+
+
 @pytest.mark.parametrize('inner', [
     [], [1], (1, ), (1, 2), {'a': 1}, set([1, 'a']), Series([1]),
     Series([]), Series(['a']).str, (x for x in range(5))

pandas/tests/reshape/merge/test_merge.py

@@ -1370,6 +1370,32 @@ def f():
             household.join(log_return, how='outer')
         pytest.raises(NotImplementedError, f)
 
+    @pytest.mark.parametrize("klass", [None, np.asarray, Series, Index])
+    def test_merge_datetime_index(self, klass):
+        # see gh-19038
+        df = DataFrame([1, 2, 3],
+                       ["2016-01-01", "2017-01-01", "2018-01-01"],
+                       columns=["a"])
+        df.index = pd.to_datetime(df.index)
+        on_vector = df.index.year
+
+        if klass is not None:
+            on_vector = klass(on_vector)
+
+        expected = DataFrame({"a": [1, 2, 3]})
+
+        if klass == np.asarray:
+            # The join key is added for ndarray.
+            expected["key_1"] = [2016, 2017, 2018]
+
+        result = df.merge(df, on=["a", on_vector], how="inner")
+        tm.assert_frame_equal(result, expected)
+
+        expected = DataFrame({"a_x": [1, 2, 3],
+                              "a_y": [1, 2, 3]})
+        result = df.merge(df, on=[df.index.year], how="inner")
+        tm.assert_frame_equal(result, expected)
+
 
 class TestMergeDtypes(object):