BUG: DataFrame.asof() : Timezone Awareness / Naivety comparison TypeError (#22198)

Author: msmarchena

doc/source/whatsnew/v0.24.0.txt

@@ -561,6 +561,7 @@ Timezones
 - Fixed bug where :meth:`DataFrame.describe` and :meth:`Series.describe` on tz-aware datetimes did not show `first` and `last` result (:issue:`21328`)
 - Bug in :class:`DatetimeIndex` comparisons failing to raise ``TypeError`` when comparing timezone-aware ``DatetimeIndex`` against ``np.datetime64`` (:issue:`22074`)
 - Bug in ``DataFrame`` assignment with a timezone-aware scalar (:issue:`19843`)
+- Bug in :func:`Dataframe.asof` that raised a ``TypeError`` when attempting to compare tz-naive and tz-aware timestamps (:issue:`21194`)
 - Bug when constructing a :class:`DatetimeIndex` with :class:`Timestamp`s constructed with the ``replace`` method across DST (:issue:`18785`)
 - Bug when setting a new value with :meth:`DataFrame.loc` with a :class:`DatetimeIndex` with a DST transition (:issue:`18308`, :issue:`20724`)
 - Bug in :meth:`DatetimeIndex.unique` that did not re-localize tz-aware dates correctly (:issue:`21737`)

pandas/core/indexes/base.py

@@ -2463,7 +2463,7 @@ def asof_locs(self, where, mask):
         result = np.arange(len(self))[mask].take(locs)
 
         first = mask.argmax()
-        result[(locs == 0) & (where < self.values[first])] = -1
+        result[(locs == 0) & (where.values < self.values[first])] = -1
 
         return result
 

pandas/tests/frame/test_asof.py

@@ -1,6 +1,7 @@
 # coding=utf-8
 
 import numpy as np
+import pytest
 from pandas import (DataFrame, date_range, Timestamp, Series,
                     to_datetime)
 
@@ -106,3 +107,21 @@ def test_all_nans(self):
         result = DataFrame(np.nan, index=[1, 2], columns=['A', 'B']).asof(3)
         expected = Series(np.nan, index=['A', 'B'], name=3)
         tm.assert_series_equal(result, expected)
+
+    @pytest.mark.parametrize(
+        "stamp,expected",
+        [(Timestamp('2018-01-01 23:22:43.325+00:00'),
+          Series(2.0, name=Timestamp('2018-01-01 23:22:43.325+00:00'))),
+         (Timestamp('2018-01-01 22:33:20.682+01:00'),
+          Series(1.0, name=Timestamp('2018-01-01 22:33:20.682+01:00'))),
+         ]
+    )
+    def test_time_zone_aware_index(self, stamp, expected):
+        # GH21194
+        # Testing awareness of DataFrame index considering different
+        # UTC and timezone
+        df = DataFrame(data=[1, 2],
+                       index=[Timestamp('2018-01-01 21:00:05.001+00:00'),
+                              Timestamp('2018-01-01 22:35:10.550+00:00')])
+        result = df.asof(stamp)
+        tm.assert_series_equal(result, expected)