BUG: avoid DeprecationWarning when the Series has index as list of Series (#55395) (#56325)

* BUG: avoid DeprecationWarning when the Series has index as list of Series

* hasattr(type(obj), '_data') not working as expected, for instance 'pytest pandas/tests/indexes/period/test_period.py::TestPeriodIndex::test_with_multi_index'

* adopt jbrockmendel suggestion: runtime import ABC{Index, Series}

* exclude ABCMultiIndex; move changelog to 2.1.3

* fix changelog order

* moved changelog 2.1.3 -> 2.1.4

(cherry picked from commit 171cbcd)

Co-authored-by: Yao Xiao <108576690+Charlie-XIAO@users.noreply.github.com>

Author: mroeschke

doc/source/whatsnew/v2.1.4.rst

@@ -21,6 +21,7 @@ Fixed regressions
 
 Bug fixes
 ~~~~~~~~~
+- Bug in :class:`Series` constructor raising DeprecationWarning when ``index`` is a list of :class:`Series` (:issue:`55228`)
 - Bug in :meth:`DataFrame.apply` where passing ``raw=True`` ignored ``args`` passed to the applied function (:issue:`55753`)
 - Bug in :meth:`Index.__getitem__` returning wrong result for Arrow dtypes and negative stepsize (:issue:`55832`)
 - Fixed bug in :func:`to_numeric` converting to extension dtype for ``string[pyarrow_numpy]`` dtype (:issue:`56179`)
@@ -29,6 +30,7 @@ Bug fixes
 - Fixed bug in :meth:`DataFrame.to_hdf` raising when columns have ``StringDtype`` (:issue:`55088`)
 - Fixed bug in :meth:`Index.insert` casting object-dtype to PyArrow backed strings when ``infer_string`` option is set (:issue:`55638`)
 - Fixed bug in :meth:`Series.str.translate` losing object dtype when string option is set (:issue:`56152`)
+-
 
 .. ---------------------------------------------------------------------------
 .. _whatsnew_214.other:

pandas/_libs/lib.pyx

@@ -840,10 +840,16 @@ def is_all_arraylike(obj: list) -> bool:
         object val
         bint all_arrays = True
 
+    from pandas.core.dtypes.generic import (
+        ABCIndex,
+        ABCMultiIndex,
+        ABCSeries,
+    )
+
     for i in range(n):
         val = obj[i]
-        if not (isinstance(val, list) or
-                util.is_array(val) or hasattr(val, "_data")):
+        if (not (isinstance(val, (list, ABCSeries, ABCIndex)) or util.is_array(val))
+                or isinstance(val, ABCMultiIndex)):
             # TODO: EA?
             # exclude tuples, frozensets as they may be contained in an Index
             all_arrays = False

pandas/tests/series/test_constructors.py

@@ -2150,16 +2150,14 @@ def test_series_constructor_datetimelike_index_coercion(self):
         #  to DatetimeIndex GH#39307, GH#23598
         assert not isinstance(ser.index, DatetimeIndex)
 
-    def test_series_constructor_infer_multiindex(self):
-        index_lists = [["a", "a", "b", "b"], ["x", "y", "x", "y"]]
-
-        multi = Series(1.0, index=[np.array(x) for x in index_lists])
-        assert isinstance(multi.index, MultiIndex)
-
-        multi = Series(1.0, index=index_lists)
-        assert isinstance(multi.index, MultiIndex)
-
-        multi = Series(range(4), index=index_lists)
+    @pytest.mark.parametrize("container", [None, np.array, Series, Index])
+    @pytest.mark.parametrize("data", [1.0, range(4)])
+    def test_series_constructor_infer_multiindex(self, container, data):
+        indexes = [["a", "a", "b", "b"], ["x", "y", "x", "y"]]
+        if container is not None:
+            indexes = [container(ind) for ind in indexes]
+
+        multi = Series(data, index=indexes)
         assert isinstance(multi.index, MultiIndex)