BUG: raise consistent exception on slicing failure

pandas/core/indexes/base.py

@@ -3433,11 +3433,11 @@ def _convert_list_indexer(self, keyarr):
         return None
 
     @final
-    def _invalid_indexer(self, form: str_t, key):
+    def _invalid_indexer(self, form: str_t, key) -> TypeError:
         """
         Consistent invalid indexer message.
         """
-        raise TypeError(
+        return TypeError(
             f"cannot do {form} indexing on {type(self).__name__} with these "
             f"indexers [{key}] of type {type(key).__name__}"
         )
@@ -5238,7 +5238,7 @@ def _validate_indexer(self, form: str_t, key, kind: str_t):
         elif is_integer(key):
             pass
         else:
-            self._invalid_indexer(form, key)
+            raise self._invalid_indexer(form, key)
 
     def _maybe_cast_slice_bound(self, label, side: str_t, kind):
         """
@@ -5267,7 +5267,7 @@ def _maybe_cast_slice_bound(self, label, side: str_t, kind):
         # datetimelike Indexes
         # reject them, if index does not contain label
         if (is_float(label) or is_integer(label)) and label not in self.values:
-            self._invalid_indexer("slice", label)
+            raise self._invalid_indexer("slice", label)
 
         return label
 

pandas/core/indexes/datetimes.py

@@ -717,7 +717,11 @@ def _maybe_cast_slice_bound(self, label, side: str, kind):
 
         if isinstance(label, str):
             freq = getattr(self, "freqstr", getattr(self, "inferred_freq", None))
-            parsed, reso = parsing.parse_time_string(label, freq)
+            try:
+                parsed, reso = parsing.parse_time_string(label, freq)
+            except parsing.DateParseError as err:
+                raise self._invalid_indexer("slice", label) from err
+
             reso = Resolution.from_attrname(reso)
             lower, upper = self._parsed_string_to_bounds(reso, parsed)
             # lower, upper form the half-open interval:
@@ -732,7 +736,7 @@ def _maybe_cast_slice_bound(self, label, side: str, kind):
         elif isinstance(label, (self._data._recognized_scalars, date)):
             self._deprecate_mismatched_indexing(label)
         else:
-            self._invalid_indexer("slice", label)
+            raise self._invalid_indexer("slice", label)
 
         return self._maybe_cast_for_get_loc(label)
 

pandas/core/indexes/period.py

@@ -578,10 +578,9 @@ def _maybe_cast_slice_bound(self, label, side: str, kind: str):
                 return bounds[0 if side == "left" else 1]
             except ValueError as err:
                 # string cannot be parsed as datetime-like
-                # TODO: we need tests for this case
-                raise KeyError(label) from err
+                raise self._invalid_indexer("slice", label) from err
         elif is_integer(label) or is_float(label):
-            self._invalid_indexer("slice", label)
+            raise self._invalid_indexer("slice", label)
 
         return label
 

pandas/core/indexes/timedeltas.py

@@ -223,7 +223,7 @@ def _maybe_cast_slice_bound(self, label, side: str, kind):
             else:
                 return lbound + to_offset(parsed.resolution_string) - Timedelta(1, "ns")
         elif not isinstance(label, self._data._recognized_scalars):
-            self._invalid_indexer("slice", label)
+            raise self._invalid_indexer("slice", label)
 
         return label
 

pandas/tests/indexes/period/test_partial_slicing.py

@@ -90,6 +90,34 @@ def test_range_slice_outofbounds(self, make_range):
         tm.assert_frame_equal(df["2013-06":"2013-09"], empty)
         tm.assert_frame_equal(df["2013-11":"2013-12"], empty)
 
+    @pytest.mark.parametrize("make_range", [date_range, period_range])
+    def test_maybe_cast_slice_bound(self, make_range, frame_or_series):
+        idx = make_range(start="2013/10/01", freq="D", periods=10)
+
+        obj = DataFrame(dict(units=[100 + i for i in range(10)]), index=idx)
+        if frame_or_series is not DataFrame:
+            obj = obj["units"]
+
+        msg = (
+            f"cannot do slice indexing on {type(idx).__name__} with "
+            r"these indexers \[foo\] of type str"
+        )
+
+        # Check the lower-level calls are raising where expected.
+        with pytest.raises(TypeError, match=msg):
+            idx._maybe_cast_slice_bound("foo", "left", "loc")
+        with pytest.raises(TypeError, match=msg):
+            idx.get_slice_bound("foo", "left", "loc")
+
+        with pytest.raises(TypeError, match=msg):
+            obj["2013/09/30":"foo"]
+        with pytest.raises(TypeError, match=msg):
+            obj["foo":"2013/09/30"]
+        with pytest.raises(TypeError, match=msg):
+            obj.loc["2013/09/30":"foo"]
+        with pytest.raises(TypeError, match=msg):
+            obj.loc["foo":"2013/09/30"]
+
     def test_partial_slice_doesnt_require_monotonicity(self):
         # See also: DatetimeIndex test ofm the same name
         dti = date_range("2014-01-01", periods=30, freq="30D")