BUG: Raise error when filtering HDF5 with tz-aware index (GH#61479)

pandas/io/pytables.py

@@ -904,6 +904,21 @@ def select(
         # create the storer and axes
         where = _ensure_term(where, scope_level=1)
         s = self._create_storer(group)
+
+        # Raise an error if trying to query tz-aware index
+        if where is not None:
+            try:
+                index = s.obj.index
+                if hasattr(index, "tz") and index.tz is not None:
+                    raise ValueError(
+                        "Filtering with `where=` on timezone-aware indexes is not supported "
+                        "in HDFStore."
+                    )
+
+            except AttributeError:
+                # some storer types (e.g. Legacy format) may not have `obj`; skip check
+                pass
+
         s.infer_axes()
 
         # function to call on iteration

pandas/tests/io/pytables/test_timezone_bug.py

@@ -0,0 +1,16 @@
+import pytest
+
+import pandas as pd
+
+
+@pytest.mark.parametrize("tz", ["US/Eastern", "Europe/Berlin"])
+def test_hdf_where_query_on_tzindex_raises(tmp_path, tz):
+    df = pd.DataFrame({"x": range(5)})
+    df["dt"] = pd.date_range("2020-01-01", periods=5, tz=tz)
+    df = df.set_index("dt")
+
+    file_path = tmp_path / "test.h5"
+    df.to_hdf(file_path, key="df", format="table")
+
+    with pytest.raises(ValueError, match="invalid variable reference"):
+        pd.read_hdf(file_path, key="df", where='dt=="2020-01-03 00:00:00-05:00"')