Add NaN check to Categorical.from_codes

Author: miker985

pandas/core/arrays/categorical.py

@@ -629,6 +629,8 @@ def from_codes(cls, codes, categories, ordered=False):
             categorical. If not given, the resulting categorical will be
             unordered.
         """
+        if isna(codes).any():
+            raise ValueError("nan is not a valid code. Use -1")
         try:
             codes = coerce_indexer_dtype(np.asarray(codes), categories)
         except (ValueError, TypeError):

pandas/tests/arrays/categorical/test_constructors.py

@@ -468,6 +468,14 @@ def test_from_codes_with_categorical_categories(self):
         with pytest.raises(ValueError):
             Categorical.from_codes([0, 1], Categorical(['a', 'b', 'a']))
 
+    def test_from_codes_with_nan_code(self):
+        # GH21767
+        codes = [1, 2, np.nan]
+        categories = ['a', 'b', 'c']
+        with pytest.raises(ValueError,
+                           match='nan is not a valid code. Use -1'):
+            Categorical.from_codes(codes, categories)
+
     @pytest.mark.parametrize('dtype', [None, 'category'])
     def test_from_inferred_categories(self, dtype):
         cats = ['a', 'b']