BUG: added maybe_mask_results to '_round' method

Author: discort

doc/source/whatsnew/v0.20.0.txt

@@ -366,3 +366,5 @@ Bug Fixes
 
 
 - Bug in ``pd.read_csv()`` for the C engine where ``usecols`` were being indexed incorrectly with ``parse_dates`` (:issue:`14792`)
+
+- Bug in ``Series.dt.round`` inconsistent behaviour on NAT's with different arguments (:issue:`14940`)

pandas/tseries/base.py

@@ -84,6 +84,7 @@ def _round(self, freq, rounder):
         values = _ensure_datetimelike_to_i8(self)
 
         result = (unit * rounder(values / float(unit))).astype('i8')
+        result = self._maybe_mask_results(result, fill_value=tslib.NaT)
         attribs = self._get_attributes_dict()
         if 'freq' in attribs:
             attribs['freq'] = None

pandas/tseries/tests/test_timeseries.py

@@ -4441,6 +4441,15 @@ def test_nat_operations(self):
         self.assertEqual(s.min(), exp)
         self.assertEqual(s.max(), exp)
 
+    def test_round_nat(self):
+        # GH14940
+        s = Series([pd.NaT])
+        expected = Series(pd.NaT)
+        for method in ["round", "floor", "ceil"]:
+            round_method = getattr(s.dt, method)
+            for freq in ["s", "5s", "min", "5min", "h", "5h"]:
+                assert_series_equal(round_method(freq), expected)
+
 
 class TestTimestamp(tm.TestCase):
     def test_class_ops_pytz(self):