SparseSeries currently relies on the assumption that all non-scalar input will raise a TypeError (because it won't be hashable) when used as input to Index.get_loc:
https://github.com/pydata/pandas/blob/bb9c311f36fbf508d11f2eabe3fdbdd010abf8c0/pandas/sparse/series.py#L361
However, some non-scalar input is hashable (e.g., Ellipsis):
In [2]: import pandas as pd
In [3]: ss = pd.Series(range(10)).to_sparse()
In [4]: ss[...]
---------------------------------------------------------------------------
Exception Traceback (most recent call last)
<ipython-input-4-f0ccf654123b> in <module>()
----> 1 ss[...]
/Users/shoyer/dev/pandas/pandas/sparse/series.pyc in __getitem__(self, key)
369 if isinstance(key, (int, np.integer)):
370 return self._get_val_at(key)
--> 371 raise Exception('Requested index not in this series!')
372
373 except TypeError:
Exception: Requested index not in this series!
(this should return the entire sparse series)
This logic is also problematic because it relies on get_loc always throwing TypeError for invalid input. So this could use some cleanup, ideally checking directly if the input is hashable. And it probably shouldn't be raising a generic Exception, either.
xref tslib.pyx change/discussion in #9258
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