Make it work with NaT and test for that

Author: cchwala

pandas/core/missing.py

@@ -328,7 +328,7 @@ def bfill_nan(arr):
         # Generate array where the NaN-gap-width is filled in as value
         # at each NaN location.
         cumsum = np.cumsum(invalid).astype("float")
-        diff = np.zeros_like(yvalues)
+        diff = np.zeros_like(yvalues, dtype='float')
         diff[~invalid] = np.pad(np.diff(cumsum[~invalid]), (1, 0), mode="constant")
         diff[invalid] = np.nan
         diff = bfill_nan(diff)

pandas/tests/series/test_missing.py

@@ -1513,6 +1513,14 @@ def test_interp_max_gap(self):
         result = s.interpolate(method="pad", max_gap=2, limit_area="inside")
         assert_series_equal(result, excpected)
 
+    def test_interp_max_gap_nat(self):
+        series = Series([0, 1, 2, iNaT], dtype="M8[ns]")
+
+        result = series.interpolate(method="pad", max_gap=2)
+        expected = Series([0, 1, 2, 2], dtype="M8[ns]")
+
+        assert_series_equal(result, expected)
+
     def test_interp_max_gap_errors(self):
         s = Series([nan, 1.0, nan, 2.0, nan, nan, 5.0, nan, nan, nan, -1.0, nan, nan])