Merge pull request #3998 from mtkni/series_clip_timestamp

BUG: Use Series.where rather than np.where in clip

Author: hayd

doc/source/release.rst

@@ -279,6 +279,7 @@ pandas 0.11.1
 	- Fix index name not propogating when using ``shift`` 
 	- Fixed dropna=False being ignored with multi-index stack (:issue:`3997`)
   - Fixed flattening of columns when renaming MultiIndex columns DataFrame (:issue:`4004`)
+	- Fix ``Series.clip`` for datetime series. NA/NaN threshold values will now throw ValueError (:issue:`3996`)
 
 .. _Gh3616: https://github.com/pydata/pandas/issues/3616
 

pandas/core/series.py

@@ -1984,7 +1984,10 @@ def clip_upper(self, threshold):
         -------
         clipped : Series
         """
-        return pa.where(self > threshold, threshold, self)
+        if isnull(threshold):
+            raise ValueError("Cannot use an NA value as a clip threshold")
+
+        return self.where((self <= threshold) | isnull(self), threshold)
 
     def clip_lower(self, threshold):
         """
@@ -1998,7 +2001,10 @@ def clip_lower(self, threshold):
         -------
         clipped : Series
         """
-        return pa.where(self < threshold, threshold, self)
+        if isnull(threshold):
+            raise ValueError("Cannot use an NA value as a clip threshold")
+
+        return self.where((self >= threshold) | isnull(self), threshold)
 
     def dot(self, other):
         """

pandas/tests/test_series.py

@@ -2840,6 +2840,21 @@ def test_clip(self):
         assert_series_equal(result, expected)
         self.assert_(isinstance(expected, Series))
 
+    def test_clip_types_and_nulls(self):
+
+        sers = [Series([np.nan, 1.0, 2.0, 3.0]),
+                Series([None, 'a', 'b', 'c']),
+                Series(pd.to_datetime([np.nan, 1, 2, 3], unit='D'))]
+
+        for s in sers:
+            thresh = s[2]
+            l = s.clip_lower(thresh)
+            u = s.clip_upper(thresh)
+            self.assertEqual(l[notnull(l)].min(), thresh)
+            self.assertEqual(u[notnull(u)].max(), thresh)
+            self.assertEqual(list(isnull(s)), list(isnull(l)))
+            self.assertEqual(list(isnull(s)), list(isnull(u)))
+
     def test_valid(self):
         ts = self.ts.copy()
         ts[::2] = np.NaN