Correct check when slicing non-monotonic datetime indexes

The intention of pandas-dev#37819 was to deprecate (removed in pandas-dev#49607) the
special case behaviour of non-monotonic datetime indexes, so that if
either slice bound is not in the index, a KeyError is raised.

However, the check only fired correctly for the case where the lower
bound was not in the index and either the upper bound was None or it
was _also_ not in the index.

Correct the logic here and adapt the one test that exercises this
behaviour.

Closes pandas-dev#53983.

Author: wence-

pandas/core/indexes/datetimes.py

@@ -666,18 +666,18 @@ def check_str_or_none(point) -> bool:
             return Index.slice_indexer(self, start, end, step)
 
         mask = np.array(True)
-        raise_mask = np.array(True)
+        in_index = True
         if start is not None:
             start_casted = self._maybe_cast_slice_bound(start, "left")
             mask = start_casted <= self
-            raise_mask = start_casted == self
+            in_index &= (start_casted == self).any()
 
         if end is not None:
             end_casted = self._maybe_cast_slice_bound(end, "right")
             mask = (self <= end_casted) & mask
-            raise_mask = (end_casted == self) | raise_mask
+            in_index &= (end_casted == self).any()
 
-        if not raise_mask.any():
+        if not in_index:
             raise KeyError(
                 "Value based partial slicing on non-monotonic DatetimeIndexes "
                 "with non-existing keys is not allowed.",

pandas/tests/indexing/test_partial.py

@@ -664,5 +664,14 @@ def test_slice_irregular_datetime_index_with_nan(self):
         index = pd.to_datetime(["2012-01-01", "2012-01-02", "2012-01-03", None])
         df = DataFrame(range(len(index)), index=index)
         expected = DataFrame(range(len(index[:3])), index=index[:3])
-        result = df["2012-01-01":"2012-01-04"]
+        with pytest.raises(KeyError):
+            # Upper bound is not in index (which is unordered)
+            # GH53983
+            # GH37819
+            df["2012-01-01":"2012-01-04"]
+        # Need this precision for right bound since the right slice
+        # bound is "rounded" up to the largest timepoint smaller than
+        # the next "resolution"-step of the provided point.
+        # e.g. 2012-01-03 is rounded up to 2012-01-04 - 1ns
+        result = df["2012-01-01":"2012-01-03 00:00:00.000000000"]
         tm.assert_frame_equal(result, expected)