code: def test_set_index_custom_label_type(self):
      # GH#24969
  
      class Thing:
          def __init__(self, name, color) -> None:
              self.name = name
              self.color = color
  
          def __str__(self) -> str:
              return f"<Thing {self.name!r}>"
  
          # necessary for pretty KeyError
          __repr__ = __str__
  
      thing1 = Thing("One", "red")
      thing2 = Thing("Two", "blue")
      df = DataFrame({thing1: [0, 1], thing2: [2, 3]})
      expected = DataFrame(
          {thing1: [0, 1]}, index=Index([2, 3], name=thing2)
      )
  
      # use custom label directly
      result = df.set_index(thing2)
      tm.assert_frame_equal(result, expected)
  
      # custom label wrapped in list
      result = df.set_index([thing2])
      tm.assert_frame_equal(result, expected)
  
      # missing key
      thing3 = Thing("Three", "pink")
      msg = "<Thing 'Three'>"
      with pytest.raises(KeyError, match=msg):
          # missing label directly
          df.set_index(thing3)
  
      with pytest.raises(KeyError, match=msg):
          # missing label in list
          df.set_index([thing3])
  
imports: from datetime import datetime, timedelta
  import numpy
  import pytest
  from pandas import Categorical, CategoricalIndex, DataFrame, DatetimeIndex, Index, MultiIndex, Series, date_range, period_range, to_datetime
  import pandas._testing
label_desc: Use image node_id 1 for calling the TestSetIndexCustomLabelType obj's underlying member method code with example usage: obj.test_set_index_custom_label_type() and returns: str, self, str