BUG: prevent coercion to datetime64[ns] when a Series is initialized with both tz-naive and tz-aware

doc/source/whatsnew/v0.22.0.txt

@@ -195,5 +195,5 @@ Other
 ^^^^^
 
 - Improved error message when attempting to use a Python keyword as an identifier in a numexpr query (:issue:`18221`)
--
+- Fixed a bug where creating a Series from an array that contains both tz-naive and tz-aware values will result in a Series whose dtype is tz-aware instead of object (:issue:`16406`)
 -

pandas/_libs/src/inference.pyx

@@ -464,7 +464,8 @@ cpdef object infer_datetimelike_array(object arr):
     - timedelta: we have *only* timedeltas and maybe strings, nulls
     - nat: we do not have *any* date, datetimes or timedeltas, but do have
       at least a NaT
-    - mixed: other objects (strings or actual objects)
+    - mixed: other objects (strings, a mix of tz-aware and tz-naive, or
+                            actual objects)
 
     Parameters
     ----------
@@ -479,6 +480,7 @@ cpdef object infer_datetimelike_array(object arr):
     cdef:
         Py_ssize_t i, n = len(arr)
         bint seen_timedelta = 0, seen_date = 0, seen_datetime = 0
+        bint seen_tz_aware = 0, seen_tz_naive = 0
         bint seen_nat = 0
         list objs = []
         object v
@@ -496,8 +498,20 @@ cpdef object infer_datetimelike_array(object arr):
             pass
         elif v is NaT:
             seen_nat = 1
-        elif is_datetime(v) or util.is_datetime64_object(v):
-            # datetime, or np.datetime64
+        elif is_datetime(v):
+            # datetime
+            seen_datetime = 1
+
+            # disambiguate between tz-naive and tz-aware
+            if v.tzinfo is None:
+                seen_tz_naive = 1
+            else:
+                seen_tz_aware = 1
+
+            if seen_tz_naive and seen_tz_aware:
+                return 'mixed'
+        elif util.is_datetime64_object(v):
+            # np.datetime64
             seen_datetime = 1
         elif is_date(v):
             seen_date = 1

pandas/tests/dtypes/test_inference.py

@@ -419,6 +419,10 @@ def test_mixed_dtypes_remain_object_array(self):
 
 class TestTypeInference(object):
 
+    # Dummy class used for testing with Python objects
+    class Dummy():
+        pass
+
     def test_length_zero(self):
         result = lib.infer_dtype(np.array([], dtype='i4'))
         assert result == 'integer'
@@ -655,6 +659,72 @@ def test_infer_dtype_period(self):
                        dtype=object)
         assert lib.infer_dtype(arr) == 'mixed'
 
+    @pytest.mark.parametrize(
+        "data",
+        [
+            [datetime(2017, 6, 12, 19, 30), datetime(2017, 3, 11, 1, 15)],
+            [Timestamp("20170612"), Timestamp("20170311")],
+            [Timestamp("20170612", tz='US/Eastern'),
+             Timestamp("20170311", tz='US/Eastern')],
+            [date(2017, 6, 12),
+             Timestamp("20170311", tz='US/Eastern')],
+            [np.datetime64("2017-06-12"), np.datetime64("2017-03-11")],
+            [np.datetime64("2017-06-12"), datetime(2017, 3, 11, 1, 15)]
+        ]
+    )
+    def test_infer_datetimelike_array_datetime(self, data):
+        assert lib.infer_datetimelike_array(data) == "datetime"
+
+    @pytest.mark.parametrize(
+        "data",
+        [
+            [timedelta(2017, 6, 12), timedelta(2017, 3, 11)],
+            [timedelta(2017, 6, 12), date(2017, 3, 11)],
+            [np.timedelta64(2017, "D"), np.timedelta64(6, "s")],
+            [np.timedelta64(2017, "D"), timedelta(2017, 3, 11)]
+        ]
+    )
+    def test_infer_datetimelike_array_timedelta(self, data):
+        assert lib.infer_datetimelike_array(data) == "timedelta"
+
+    def test_infer_datetimelike_array_date(self):
+        arr = [date(2017, 6, 12), date(2017, 3, 11)]
+        assert lib.infer_datetimelike_array(arr) == "date"
+
+    @pytest.mark.parametrize(
+        "data",
+        [
+            ["2017-06-12", "2017-03-11"],
+            [20170612, 20170311],
+            [20170612.5, 20170311.8],
+            [Dummy(), Dummy()],
+            [Timestamp("20170612"), Timestamp("20170311", tz='US/Eastern')],
+            [Timestamp("20170612"), 20170311],
+            [timedelta(2017, 6, 12), Timestamp("20170311", tz='US/Eastern')]
+        ]
+    )
+    def test_infer_datetimelike_array_mixed(self, data):
+        assert lib.infer_datetimelike_array(data) == "mixed"
+
+    @pytest.mark.parametrize(
+        "first, expected",
+        [
+            [[None], "mixed"],
+            [[np.nan], "mixed"],
+            [[pd.NaT], "nat"],
+            [[datetime(2017, 6, 12, 19, 30), pd.NaT], "datetime"],
+            [[np.datetime64("2017-06-12"), pd.NaT], "datetime"],
+            [[date(2017, 6, 12), pd.NaT], "date"],
+            [[timedelta(2017, 6, 12), pd.NaT], "timedelta"],
+            [[np.timedelta64(2017, "D"), pd.NaT], "timedelta"]
+        ]
+    )
+    @pytest.mark.parametrize("second", [None, np.nan])
+    def test_infer_datetimelike_array_nan_nat_like(self, first, second,
+                                                   expected):
+        first.append(second)
+        assert lib.infer_datetimelike_array(first) == expected
+
     def test_infer_dtype_all_nan_nat_like(self):
         arr = np.array([np.nan, np.nan])
         assert lib.infer_dtype(arr) == 'floating'

pandas/tests/series/test_constructors.py

@@ -777,6 +777,15 @@ def f():
         s = Series([pd.NaT, np.nan, '1 Day'])
         assert s.dtype == 'timedelta64[ns]'
 
+    # GH 16406
+    def test_constructor_mixed_tz(self):
+        s = Series([Timestamp('20130101'),
+                    Timestamp('20130101', tz='US/Eastern')])
+        expected = Series([Timestamp('20130101'),
+                           Timestamp('20130101', tz='US/Eastern')],
+                          dtype='object')
+        assert_series_equal(s, expected)
+
     def test_NaT_scalar(self):
         series = Series([0, 1000, 2000, iNaT], dtype='M8[ns]')