BUG: Resample.aggregate raising TypeError instead of SpecificationError with missing keys dtypes

doc/source/whatsnew/v1.3.0.rst

@@ -306,6 +306,7 @@ Groupby/resample/rolling
 - Bug in :meth:`.GroupBy.indices` would contain non-existent indices when null values were present in the groupby keys (:issue:`9304`)
 - Fixed bug in :meth:`DataFrameGroupBy.sum` and :meth:`SeriesGroupBy.sum` causing loss of precision through using Kahan summation (:issue:`38778`)
 - Fixed bug in :meth:`DataFrameGroupBy.cumsum`, :meth:`SeriesGroupBy.cumsum`, :meth:`DataFrameGroupBy.mean` and :meth:`SeriesGroupBy.mean` causing loss of precision through using Kahan summation (:issue:`38934`)
+- Bug in :meth:`.Resampler.aggregate` raising ``TypeError`` instead of ``SpecificationError`` when missing keys having mixed dtypes (:issue:`39025`)
 
 Reshaping
 ^^^^^^^^^

pandas/core/aggregation.py

@@ -738,7 +738,10 @@ def agg_dict_like(
         if isinstance(selected_obj, ABCDataFrame) and len(
             selected_obj.columns.intersection(keys)
         ) != len(keys):
-            cols = sorted(set(keys) - set(selected_obj.columns.intersection(keys)))
+            cols = sorted(
+                set(keys) - set(selected_obj.columns.intersection(keys)),
+                key=lambda col: (isinstance(col, str), col),
+            )
             raise SpecificationError(f"Column(s) {cols} do not exist")
 
     from pandas.core.reshape.concat import concat

pandas/tests/resample/test_resample_api.py

@@ -297,6 +297,21 @@ def test_agg_consistency():
         r.agg({"r1": "mean", "r2": "sum"})
 
 
+def test_agg_consistency_int_str_column_mix():
+    # GH#39025
+    df = DataFrame(
+        np.random.randn(1000, 2),
+        index=pd.date_range("1/1/2012", freq="S", periods=1000),
+        columns=[1, "a"],
+    )
+
+    r = df.resample("3T")
+
+    msg = r"Column\(s\) \[2, 'b'\] do not exist"
+    with pytest.raises(pd.core.base.SpecificationError, match=msg):
+        r.agg({2: "mean", "b": "sum"})
+
+
 # TODO: once GH 14008 is fixed, move these tests into
 # `Base` test class