Make get_loc with nan for FloatIndex consistent with other index types

doc/source/whatsnew/v1.3.0.rst

@@ -337,6 +337,7 @@ Indexing
 - Bug in setting ``timedelta64`` values into numeric :class:`Series` failing to cast to object dtype (:issue:`39086`)
 - Bug in setting :class:`Interval` values into a :class:`Series` or :class:`DataFrame` with mismatched :class:`IntervalDtype` incorrectly casting the new values to the existing dtype (:issue:`39120`)
 - Bug in setting ``datetime64`` values into a :class:`Series` with integer-dtype incorrect casting the datetime64 values to integers (:issue:`39266`)
+- Bug in :meth:`Index.get_loc` not raising ``KeyError`` when method is specified for ``NaN`` value when ``NaN`` is not in :class:`Index` (:issue:`39382`)
 - Bug in incorrectly raising in :meth:`Index.insert`, when setting a new column that cannot be held in the existing ``frame.columns``, or in :meth:`Series.reset_index` or :meth:`DataFrame.reset_index` instead of casting to a compatible dtype (:issue:`39068`)
 - Bug in :meth:`RangeIndex.append` where a single object of length 1 was concatenated incorrectly (:issue:`39401`)
 

pandas/_libs/index_class_helper.pxi.in

@@ -57,7 +57,14 @@ cdef class {{name}}Engine(IndexEngine):
             with warnings.catch_warnings():
                 # e.g. if values is float64 and `val` is a str, suppress warning
                 warnings.filterwarnings("ignore", category=FutureWarning)
+                {{if name in {'Float64', 'Float32'} }}
+                if util.is_nan(val):
+                    indexer = np.isnan(values)
+                else:
+                    indexer = values == val
+                {{else}}
                 indexer = values == val
+                {{endif}}
         except TypeError:
             # if the equality above returns a bool, cython will raise TypeError
             #  when trying to cast it to ndarray

pandas/core/indexes/base.py

@@ -2292,14 +2292,6 @@ def _isnan(self):
             values.fill(False)
             return values
 
-    @cache_readonly
-    @final
-    def _nan_idxs(self):
-        if self._can_hold_na:
-            return self._isnan.nonzero()[0]
-        else:
-            return np.array([], dtype=np.intp)
-
     @cache_readonly
     def hasnans(self) -> bool:
         """
@@ -3224,6 +3216,9 @@ def get_loc(self, key, method=None, tolerance=None):
             except KeyError as err:
                 raise KeyError(key) from err
 
+        if is_scalar(key) and isna(key) and not self.hasnans:
+            raise KeyError(key)
+
         if tolerance is not None:
             tolerance = self._convert_tolerance(tolerance, np.asarray(key))
 

pandas/core/indexes/numeric.py

@@ -341,15 +341,6 @@ def get_loc(self, key, method=None, tolerance=None):
         if is_bool(key):
             # Catch this to avoid accidentally casting to 1.0
             raise KeyError(key)
-
-        if is_float(key) and np.isnan(key):
-            nan_idxs = self._nan_idxs
-            if not len(nan_idxs):
-                raise KeyError(key)
-            elif len(nan_idxs) == 1:
-                return nan_idxs[0]
-            return nan_idxs
-
         return super().get_loc(key, method=method, tolerance=tolerance)
 
     # ----------------------------------------------------------------

pandas/tests/indexes/datetimes/test_ops.py

@@ -316,16 +316,13 @@ def test_nat(self, tz_naive_fixture):
         idx = DatetimeIndex(["2011-01-01", "2011-01-02"], tz=tz)
         assert idx._can_hold_na
 
-        tm.assert_numpy_array_equal(idx._isnan, np.array([False, False]))
         assert idx.hasnans is False
-        tm.assert_numpy_array_equal(idx._nan_idxs, np.array([], dtype=np.intp))
 
         idx = DatetimeIndex(["2011-01-01", "NaT"], tz=tz)
         assert idx._can_hold_na
 
         tm.assert_numpy_array_equal(idx._isnan, np.array([False, True]))
         assert idx.hasnans is True
-        tm.assert_numpy_array_equal(idx._nan_idxs, np.array([1], dtype=np.intp))
 
     @pytest.mark.parametrize("values", [["20180101", "20180103", "20180105"], []])
     @pytest.mark.parametrize("freq", ["2D", Day(2), "2B", BDay(2), "48H", Hour(48)])

pandas/tests/indexes/numeric/test_indexing.py

@@ -1,7 +1,15 @@
 import numpy as np
 import pytest
 
-from pandas import Float64Index, Index, Int64Index, RangeIndex, Series, UInt64Index
+from pandas import (
+    Float64Index,
+    Index,
+    Int64Index,
+    RangeIndex,
+    Series,
+    Timestamp,
+    UInt64Index,
+)
 import pandas._testing as tm
 
 
@@ -102,13 +110,10 @@ def test_get_loc_na(self):
         idx = Float64Index([np.nan, 1, np.nan])
         assert idx.get_loc(1) == 1
 
-        # FIXME: dont leave commented-out
         # representable by slice [0:2:2]
-        # pytest.raises(KeyError, idx.slice_locs, np.nan)
-        sliced = idx.slice_locs(np.nan)
-        assert isinstance(sliced, tuple)
-        assert sliced == (0, 3)
-
+        msg = "'Cannot get left slice bound for non-unique label: nan'"
+        with pytest.raises(KeyError, match=msg):
+            idx.slice_locs(np.nan)
         # not representable by slice
         idx = Float64Index([np.nan, 1, np.nan, np.nan])
         assert idx.get_loc(1) == 1
@@ -128,6 +133,14 @@ def test_get_loc_missing_nan(self):
             # listlike/non-hashable raises TypeError
             idx.get_loc([np.nan])
 
+    @pytest.mark.parametrize("vals", [[1], [1.0], [Timestamp("2019-12-31")], ["test"]])
+    @pytest.mark.parametrize("method", ["nearest", "pad", "backfill"])
+    def test_get_loc_float_index_nan_with_method(self, vals, method):
+        # GH#39382
+        idx = Index(vals)
+        with pytest.raises(KeyError, match="nan"):
+            idx.get_loc(np.nan, method=method)
+
 
 class TestGetIndexer:
     def test_get_indexer(self):

pandas/tests/indexes/period/test_ops.py

@@ -278,14 +278,12 @@ def test_nat(self):
 
         tm.assert_numpy_array_equal(idx._isnan, np.array([False, False]))
         assert idx.hasnans is False
-        tm.assert_numpy_array_equal(idx._nan_idxs, np.array([], dtype=np.intp))
 
         idx = PeriodIndex(["2011-01-01", "NaT"], freq="D")
         assert idx._can_hold_na
 
         tm.assert_numpy_array_equal(idx._isnan, np.array([False, True]))
         assert idx.hasnans is True
-        tm.assert_numpy_array_equal(idx._nan_idxs, np.array([1], dtype=np.intp))
 
     def test_freq_setter_deprecated(self):
         # GH 20678

pandas/tests/indexes/timedeltas/test_ops.py

@@ -217,14 +217,12 @@ def test_nat(self):
 
         tm.assert_numpy_array_equal(idx._isnan, np.array([False, False]))
         assert idx.hasnans is False
-        tm.assert_numpy_array_equal(idx._nan_idxs, np.array([], dtype=np.intp))
 
         idx = TimedeltaIndex(["1 days", "NaT"])
         assert idx._can_hold_na
 
         tm.assert_numpy_array_equal(idx._isnan, np.array([False, True]))
         assert idx.hasnans is True
-        tm.assert_numpy_array_equal(idx._nan_idxs, np.array([1], dtype=np.intp))
 
     @pytest.mark.parametrize("values", [["0 days", "2 days", "4 days"], []])
     @pytest.mark.parametrize("freq", ["2D", Day(2), "48H", Hour(48)])