BUG: .isin on datetimelike indexes do not validate input of level parameter

doc/source/whatsnew/v0.25.0.rst

@@ -537,6 +537,7 @@ Datetimelike
 - Bug in :func:`to_datetime` which does not replace the invalid argument with ``NaT`` when error is set to coerce (:issue:`26122`)
 - Bug in adding :class:`DateOffset` with nonzero month to :class:`DatetimeIndex` would raise ``ValueError`` (:issue:`26258`)
 - Bug in :func:`to_datetime` which raises unhandled ``OverflowError`` when called with mix of invalid dates and ``NaN`` values with ``format='%Y%m%d'`` and ``error='coerce'`` (:issue:`25512`)
+- Bug in :meth:`isin` for datetimelike indexes; :class:`DatetimeIndex`, :class:`TimedeltaIndex` and :class:`PeriodIndex` where the ``levels`` parmeter was ignored. (:issue:`26675`) 
 - Bug in :func:`to_datetime` which raises ``TypeError`` for ``format='%Y%m%d'`` when called for invalid integer dates with length >= 6 digits with ``errors='ignore'``
 
 Timedelta

pandas/core/indexes/datetimelike.py

@@ -522,6 +522,9 @@ def isin(self, values, level=None):
         -------
         is_contained : ndarray (boolean dtype)
         """
+        if level is not None:
+            self._validate_index_level(level)
+
         if not isinstance(values, type(self)):
             try:
                 values = type(self)(values)

pandas/tests/indexes/conftest.py

@@ -2,7 +2,7 @@
 import pytest
 
 import pandas as pd
-from pandas.core.indexes.api import Index, MultiIndex
+from pandas.core.indexes.api import Index, MultiIndex, RangeIndex, PeriodIndex
 import pandas.util.testing as tm
 
 indices_list = [tm.makeUnicodeIndex(100),
@@ -47,3 +47,37 @@ def zero(request):
     # For testing division by (or of) zero for Index with length 5, this
     # gives several scalar-zeros and length-5 vector-zeros
     return request.param
+
+
+def _get_subclasses(cls):
+    for subclass in cls.__subclasses__():
+        yield from _get_subclasses(subclass)
+        yield subclass
+
+
+all_indexes = [index for index in ([Index] + list(set(_get_subclasses(Index))))
+               if getattr(pd, index.__name__, None) is not None]
+
+
+@pytest.fixture(params=all_indexes)
+def all_index_types(request):
+    """
+    A Fixture for all indexes types. Index and subclasses in pandas namespace.
+    """
+    return request.param
+
+
+@pytest.fixture
+def all_index_empty(all_index_types):
+    """
+    A Fixture for empty instances of all indexes types in pandas namespace.
+    """
+    cls = all_index_types
+    if issubclass(cls, RangeIndex):
+        return cls(0, name='foo')
+    elif issubclass(cls, MultiIndex):
+        return cls.from_arrays([[], []], names=['foo', 'bar'])
+    elif issubclass(cls, PeriodIndex):
+        return cls([], freq='M', name='foo')
+    else:
+        return cls([], name='foo')

pandas/tests/indexes/test_base.py

@@ -1791,22 +1791,22 @@ def test_isin_level_kwarg(self, level, index):
         tm.assert_numpy_array_equal(expected,
                                     index.isin(values, level='foobar'))
 
-    @pytest.mark.parametrize("level", [1, 10, -2])
-    @pytest.mark.parametrize("index", [
-        Index(['qux', 'baz', 'foo', 'bar']),
-        # Float64Index overrides isin, so must be checked separately
-        Float64Index([1.0, 2.0, 3.0, 4.0])])
-    def test_isin_level_kwarg_raises_bad_index(self, level, index):
+    @pytest.mark.parametrize("level", [2, 10, -3])
+    def test_isin_level_kwarg_bad_level_raises(self, level, all_index_empty):
+        index = all_index_empty
         with pytest.raises(IndexError, match='Too many levels'):
             index.isin([], level=level)
 
-    @pytest.mark.parametrize("level", [1.0, 'foobar', 'xyzzy', np.nan])
-    @pytest.mark.parametrize("index", [
-        Index(['qux', 'baz', 'foo', 'bar']),
-        Float64Index([1.0, 2.0, 3.0, 4.0])])
-    def test_isin_level_kwarg_raises_key(self, level, index):
-        with pytest.raises(KeyError, match='must be same as name'):
-            index.isin([], level=level)
+    @pytest.mark.parametrize("label", [1.0, 'foobar', 'xyzzy', np.nan])
+    def test_isin_level_kwarg_bad_label_raises(
+            self, label, all_index_empty):
+        index = all_index_empty
+        if isinstance(index, pd.MultiIndex):
+            msg = "'Level {} not found'"
+        else:
+            msg = r"'Level {} must be same as name \(foo\)'"
+        with pytest.raises(KeyError, match=msg.format(label)):
+            index.isin([], level=label)
 
     @pytest.mark.parametrize("empty", [[], Series(), np.array([])])
     def test_isin_empty(self, empty):