import dask
import dask.dataframe as dd
import distributed
import pandas as pd
import numpy as np


def set_index(msg=''):
    print("{} shuffle: {}".format(msg, dask.config.get('shuffle', 'MISSING')))
    print("{} scheduler: {}".format(msg, dask.config.get('scheduler', 'MISSING')))
    ddf.set_index('A').compute()


if __name__ == '__main__':
    df = pd.DataFrame({'A': np.random.rand(100)})
    ddf = dd.from_pandas(df, npartitions=2)
    set_index("before client")
    with distributed.Client():
        set_index("inside client")
    set_index("after client")

$ python tmp/dask/shuffle_none.py 
before client shuffle: MISSING
before client scheduler: MISSING
inside client shuffle: tasks
inside client scheduler: dask.distributed
after client shuffle: None
after client scheduler: None
Traceback (most recent call last):
...
NotImplementedError: Unknown shuffle method None