BUG: Index constructor raises for a list of mixed closed Interval objects

[jschendel]

Code Sample, a copy-pastable example if possible

In [1]: import pandas as pd; pd.__version__
Out[1]: '0.25.0.dev0+865.g3b3b79157'

In [2]: ivs = [pd.Interval(0, 1, closed='left'), 
   ...:        pd.Interval(1, 2, closed='right')]

In [3]: pd.Index(ivs)
---------------------------------------------------------------------------
ValueError: intervals must all be closed on the same side

This propagates to other things failing with the same error, e.g. ensure_index.

Problem description

The Index constructor doesn't properly construct an Index from a list of mixed closed Interval objects. Note that this works if dtype=object is explicitly passed:

In [4]: pd.Index(ivs, dtype=object)
Out[4]: Index([[0, 1), (1, 2]], dtype='object')

Note that an object dtype Index is successfully created from a list of mixed frequency Period objects, which is conceptually similar:

In [5]: periods = [pd.Period('2018Q1', freq='Q'),  
   ...:            pd.Period('2018-01-01', freq='D')]

In [6]: pd.Index(periods)
Out[6]: Index([2018Q1, 2018-01-01], dtype='object')

Expected Output

I'd expect an object dtype Index to be successfully created and produce the same output as Out[4].

Output of pd.show_versions()

INSTALLED VERSIONS ------------------ commit : 3b3b791 python : 3.7.3.final.0 python-bits : 64 OS : Linux OS-release : 4.19.14-041914-generic machine : x86_64 processor : x86_64 byteorder : little LC_ALL : None LANG : en_US.UTF-8 LOCALE : en_US.UTF-8

pandas : 0.25.0.dev0+865.g3b3b79157
numpy : 1.16.4
pytz : 2019.1
dateutil : 2.8.0
pip : 19.1.1
setuptools : 41.0.1
Cython : 0.29.10
pytest : 4.6.2
hypothesis : 4.23.6
sphinx : 1.8.5
blosc : None
feather : None
xlsxwriter : 1.1.8
lxml.etree : 4.3.3
html5lib : 1.0.1
pymysql : None
psycopg2 : None
jinja2 : 2.10.1
IPython : 7.5.0
pandas_datareader: None
bs4 : 4.7.1
bottleneck : 1.2.1
fastparquet : 0.3.0
gcsfs : None
lxml.etree : 4.3.3
matplotlib : 3.1.0
numexpr : 2.6.9
openpyxl : 2.6.2
pandas_gbq : None
pyarrow : 0.11.1
pytables : None
s3fs : 0.2.1
scipy : 1.2.1
sqlalchemy : 1.3.4
tables : 3.5.2
xarray : 0.12.1
xlrd : 1.2.0
xlwt : 1.3.0
xlsxwriter : 1.1.8