Make get_loc with nan for FloatIndex consistent with other index types

pandas/core/indexes/numeric.py

@@ -381,7 +381,7 @@ def get_loc(self, key, method=None, tolerance=None):
             # Catch this to avoid accidentally casting to 1.0
             raise KeyError(key)
 
-        if is_float(key) and np.isnan(key):
+        if is_float(key) and np.isnan(key) and method is None:
             nan_idxs = self._nan_idxs
             if not len(nan_idxs):
                 raise KeyError(key)

pandas/tests/indexes/numeric/test_indexing.py

@@ -80,6 +80,13 @@ def test_get_loc_missing_nan(self):
             # listlike/non-hashable raises TypeError
             idx.get_loc([np.nan])
 
+    @pytest.mark.parametrize("method", ["nearest", "pad"])
+    def test_get_loc_float_index_nan_with_method(self, method):
+        # GH#
+        idx = Index([1.0, 2.0, 3.0])
+        result = idx.get_loc(np.nan, method=method)
+        assert result == 2
+
 
 class TestGetIndexer:
     @pytest.mark.parametrize("method", ["pad", "backfill", "nearest"])