API: change datetimelike Index to raise IndexError instead ValueError (…

…#18386)

doc/source/whatsnew/v0.22.0.txt

@@ -150,6 +150,8 @@ Indexing
 - Bug in :class:`Index`` construction from list of mixed type tuples (:issue:`18505`)
 - Bug in :class:`IntervalIndex` where empty and purely NA data was constructed inconsistently depending on the construction method (:issue:`18421`)
 - Bug in ``IntervalIndex.symmetric_difference()`` where the symmetric difference with a non-``IntervalIndex`` did not raise (:issue:`18475`)
+- Bug in indexing a datetimelike ``Index`` that raised ``ValueError`` instead of ``IndexError`` (:issue:`18386`).
+
 
 I/O
 ^^^

pandas/core/indexes/datetimelike.py

@@ -263,7 +263,9 @@ def __getitem__(self, key):
 
         is_int = is_integer(key)
         if is_scalar(key) and not is_int:
-            raise ValueError
+            raise IndexError("only integers, slices (`:`), ellipsis (`...`), "
+                             "numpy.newaxis (`None`) and integer or boolean "
+                             "arrays are valid indices")
 
         getitem = self._data.__getitem__
         if is_int:

pandas/tests/indexes/test_base.py

@@ -623,12 +623,13 @@ def test_empty_fancy(self):
             # Index.
             pytest.raises(IndexError, idx.__getitem__, empty_farr)
 
-    def test_getitem(self):
-        arr = np.array(self.dateIndex)
-        exp = self.dateIndex[5]
-        exp = _to_m8(exp)
+    def test_getitem_error(self, indices):
 
-        assert exp == arr[5]
+        with pytest.raises(IndexError):
+            indices[101]
+
+        with pytest.raises(IndexError):
+            indices['no_int']
 
     def test_intersection(self):
         first = self.strIndex[:20]