BUG: Series.interpolate bug with method='values' and datetime64[ns], close #1646

Author: wesm

RELEASE.rst

@@ -96,6 +96,7 @@ pandas 0.8.1
   - Fix use of string alias timestamps with tz-aware time series (#1647)
   - Fix Series.max/min and Series.describe on len-0 series (#1650)
   - Handle None values in dict passed to concat (#1649)
+  - Fix Series.interpolate with method='values' and DatetimeIndex (#1646)
 
 pandas 0.8.0
 ============

pandas/core/series.py

@@ -2520,6 +2520,10 @@ def interpolate(self, method='linear'):
             inds = np.array([d.toordinal() for d in self.index])
         elif method == 'values':
             inds = self.index.values
+            # hack for DatetimeIndex, #1646
+            if issubclass(inds.dtype.type, np.datetime64):
+                inds = inds.view(np.int64)
+
             if inds.dtype == np.object_:
                 inds = lib.maybe_convert_objects(inds)
         else:

pandas/io/tests/test_yahoo.py

@@ -8,6 +8,7 @@
 import pandas.io.data as pd
 import nose
 from pandas.util.testing import network
+import urllib2
 
 class TestYahoo(unittest.TestCase):
 
@@ -18,13 +19,23 @@ def test_yahoo(self):
         # yahoo
         start = datetime(2010,1,1)
         end = datetime(2012,1,24)
-        self.assertEquals(
-            pd.DataReader("F", 'yahoo', start, end)['Close'][-1],
-            12.82)
 
-        self.assertRaises(
-            Exception,
-            lambda: pd.DataReader("NON EXISTENT TICKER", 'yahoo', start, end))
+        try:
+            self.assertEquals(
+                pd.DataReader("F", 'yahoo', start, end)['Close'][-1],
+                12.82)
+
+            self.assertRaises(
+                Exception,
+                lambda: pd.DataReader("NON EXISTENT TICKER", 'yahoo',
+                                      start, end))
+        except urllib2.URLError:
+            try:
+                urllib2.urlopen('http://www.google.com')
+            except urllib2.URLError:
+                raise nose.SkipTest
+            else:
+                raise
 
 if __name__ == '__main__':
     import nose

pandas/tseries/tests/test_timeseries.py

@@ -1026,6 +1026,15 @@ def test_constructor_int64_nocopy(self):
         arr[50:100] = -1
         self.assert_((index.asi8[50:100] != -1).all())
 
+    def test_series_interpolate_method_values(self):
+        # #1646
+        ts = _simple_ts('1/1/2000', '1/20/2000')
+        ts[::2] = np.nan
+
+        result = ts.interpolate(method='values')
+        exp = ts.interpolate()
+        assert_series_equal(result, exp)
+
 def _simple_ts(start, end, freq='D'):
     rng = date_range(start, end, freq=freq)
     return Series(np.random.randn(len(rng)), index=rng)