Review (jreback)

Author: h-vetinari

pandas/core/frame.py

@@ -3901,6 +3901,7 @@ def set_index(self, keys, drop=True, append=False, inplace=False,
             # if there are any labels that are invalid, we raise a KeyError
             missing = [x for x in col_labels if x not in self]
             raise KeyError('{}'.format(missing))
+
         elif len(set(col_labels)) < len(col_labels):
             # if all are valid labels, but there are duplicates
             dup = Series(col_labels)

pandas/tests/frame/test_alter_axes.py

@@ -20,10 +20,8 @@
 
 import pandas.util.testing as tm
 
-from pandas.tests.frame.common import TestData
 
-
-class TestDataFrameAlterAxes(TestData):
+class TestDataFrameAlterAxes():
 
     def test_set_index_directly(self, mixed_frame):
         df = mixed_frame