BUG: Fix Series constructor for Categorical with index

Fixes Series constructor so that ValueError is raised when a Categorical and index of incorrect length are given.

doc/source/whatsnew/v0.23.0.txt

@@ -690,6 +690,7 @@ Categorical
 - Bug in :meth:`Index.astype` with a categorical dtype where the resultant index is not converted to a :class:`CategoricalIndex` for all types of index (:issue:`18630`)
 - Bug in :meth:`Series.astype` and ``Categorical.astype()`` where an existing categorical data does not get updated (:issue:`10696`, :issue:`18593`)
 - Bug in :class:`Index` constructor with ``dtype=CategoricalDtype(...)`` where ``categories`` and ``ordered`` are not maintained (issue:`19032`)
+- Bug in :class:`Series` constructor with ``Categorical`` where an error is not raised when an index of incorrect length is given (:issue:`19342`)
 
 Datetimelike
 ^^^^^^^^^^^^

pandas/core/series.py

@@ -210,6 +210,11 @@ def __init__(self, data=None, index=None, dtype=None, name=None,
                     raise ValueError("cannot specify a dtype with a "
                                      "Categorical unless "
                                      "dtype='category'")
+                if index is not None and len(index) != len(data):
+                    raise ValueError('Length of passed values is {val}, '
+                                     'index implies {ind}'
+                                     .format(val=len(data), ind=len(index)))
+
             elif (isinstance(data, types.GeneratorType) or
                   (compat.PY3 and isinstance(data, map))):
                 data = list(data)

pandas/tests/series/test_constructors.py

@@ -393,6 +393,16 @@ def test_constructor_default_index(self):
         s = Series([0, 1, 2])
         tm.assert_index_equal(s.index, pd.Index(np.arange(3)))
 
+    @pytest.mark.parametrize('input', [[1, 2, 3],
+                                       (1, 2, 3),
+                                       list(range(3)),
+                                       pd.Categorical(['a', 'b', 'a']),
+                                       (i for i in range(3)),
+                                       map(lambda x: x, range(3))])
+    def test_constructor_index_mismatch(self, input):
+        # GH 19342
+        pytest.raises(ValueError, Series, input, index=np.arange(4))
+
     def test_constructor_corner(self):
         df = tm.makeTimeDataFrame()
         objs = [df, df]