Change InterValindex set-ops eror code type

Author: tp

doc/source/whatsnew/v0.23.0.txt

@@ -312,6 +312,7 @@ Other API Changes
 - Addition or subtraction of ``NaT`` from :class:`TimedeltaIndex` will return ``TimedeltaIndex`` instead of ``DatetimeIndex`` (:issue:`19124`)
 - :func:`DatetimeIndex.shift` and :func:`TimedeltaIndex.shift` will now raise ``NullFrequencyError`` (which subclasses ``ValueError``, which was raised in older versions) when the index object frequency is ``None`` (:issue:`19147`)
 - Addition and subtraction of ``NaN`` from a :class:`Series` with ``dtype='timedelta64[ns]'`` will raise a ``TypeError` instead of treating the ``NaN`` as ``NaT`` (:issue:`19274`)
+- Set operations (union, difference...) on :class:`IntervalIndex` with incompatible index types will now raise a ``TypeError`` rather than a ``ValueError`` (:issue:`19329`)
 
 .. _whatsnew_0230.deprecations:
 

pandas/core/indexes/interval.py

@@ -1155,8 +1155,9 @@ def insert(self, loc, item):
     def _as_like_interval_index(self, other, error_msg):
         self._assert_can_do_setop(other)
         other = _ensure_index(other)
-        if (not isinstance(other, IntervalIndex) or
-                self.closed != other.closed):
+        if not isinstance(other, IntervalIndex):
+            raise TypeError(error_msg)
+        elif self.closed != other.closed:
             raise ValueError(error_msg)
         return other
 

pandas/tests/indexes/interval/test_interval.py

@@ -936,7 +936,7 @@ def test_set_operation_errors(self, closed, op_name):
         # non-IntervalIndex
         msg = ('can only do set operations between two IntervalIndex objects '
                'that are closed on the same side')
-        with tm.assert_raises_regex(ValueError, msg):
+        with tm.assert_raises_regex(TypeError, msg):
             set_op(Index([1, 2, 3]))
 
         # mixed closed