BUG: pd.MultiIndex.get_loc(np.nan) (#19132)

MultiIndex.get_loc can find nan when input is NA value(e.g. nan, None)

Author: proost

doc/source/whatsnew/v1.0.0.rst

@@ -229,6 +229,7 @@ Indexing
 - Bug in reindexing a :meth:`PeriodIndex` with another type of index that contained a `Period` (:issue:`28323`) (:issue:`28337`)
 - Fix assignment of column via `.loc` with numpy non-ns datetime type (:issue:`27395`)
 - Bug in :meth:`Float64Index.astype` where ``np.inf`` was not handled properly when casting to an integer dtype (:issue:`28475`)
+- Bug in :meth:`MultiIndex.get_loc` can't find ``np.nan`` when input is NA value (:issue:`19132`)
 
 Missing
 ^^^^^^^

pandas/core/indexes/multi.py

@@ -2934,8 +2934,12 @@ def convert_indexer(start, stop, step, indexer=indexer, codes=level_codes):
                 return slice(i, j, step)
 
         else:
-
-            code = level_index.get_loc(key)
+            if not is_list_like(key) and isna(key):
+                # missing data's location is considered as -1
+                # so find missing data's location
+                code = -1
+            else:
+                code = level_index.get_loc(key)
 
             if level > 0 or self.lexsort_depth == 0:
                 # Desired level is not sorted

pandas/tests/indexes/multi/test_indexing.py

@@ -439,3 +439,14 @@ def test_timestamp_multiindex_indexer():
     )
     should_be = pd.Series(data=np.arange(24, len(qidx) + 24), index=qidx, name="foo")
     tm.assert_series_equal(result, should_be)
+
+
+def test_get_loc_missing_value():
+    # issue 19132
+    idx = MultiIndex.from_product([[np.nan, 1]] * 2)
+    expected = slice(0, 2, None)
+    assert idx.get_loc(np.nan) == expected
+
+    idx = MultiIndex.from_arrays([[np.nan, 1, 2, np.nan]])
+    expected = np.array([True, False, False, True])
+    tm.assert_numpy_array_equal(idx.get_loc(np.nan), expected)