BUG: Check for overflow in TimedeltaIndex addition.

Title is self-explanatory.  Closes #14068.

Author: gfyoung <[email protected]>

Closes #14237 from gfyoung/add-overflow and squashes the following commits:

77effde [gfyoung] BUG: Check for overflow in TimedeltaIndex addition.

Author: gfyoung

doc/source/whatsnew/v0.19.0.txt

@@ -1425,6 +1425,8 @@ Bug Fixes
 - Bug in selection from a ``HDFStore`` with a fixed format and ``start`` and/or ``stop`` specified will now return the selected range (:issue:`8287`)
 - Bug in ``Categorical.from_codes()`` where an unhelpful error was raised when an invalid ``ordered`` parameter was passed in (:issue:`14058`)
 - Bug in ``Series`` construction from a tuple of integers on windows not returning default dtype (int64) (:issue:`13646`)
+- Bug in ``TimedeltaIndex`` addition with a Datetime-like object where addition overflow was not being caught (:issue:`14068`)
+
 - Bug in ``.groupby(..).resample(..)`` when the same object is called multiple times (:issue:`13174`)
 - Bug in ``.to_records()`` when index name is a unicode string (:issue:`13172`)
 

pandas/core/nanops.py

@@ -809,3 +809,29 @@ def unique1d(values):
         table = _hash.PyObjectHashTable(len(values))
         uniques = table.unique(_ensure_object(values))
     return uniques
+
+
+def _checked_add_with_arr(arr, b):
+    """
+    Performs the addition of an int64 array and an int64 integer (or array)
+    but checks that they do not result in overflow first.
+
+    Parameters
+    ----------
+    arr : array addend.
+    b : array or scalar addend.
+
+    Returns
+    -------
+    sum : An array for elements x + b for each element x in arr if b is
+          a scalar or an array for elements x + y for each element pair
+          (x, y) in (arr, b).
+
+    Raises
+    ------
+    OverflowError if any x + y exceeds the maximum int64 value.
+    """
+    if (np.iinfo(np.int64).max - b < arr).any():
+        raise OverflowError("Python int too large to "
+                            "convert to C long")
+    return arr + b

pandas/tests/test_nanops.py

@@ -1002,6 +1002,21 @@ def prng(self):
         return np.random.RandomState(1234)
 
 
+def test_int64_add_overflow():
+    # see gh-14068
+    msg = "too (big|large) to convert"
+    m = np.iinfo(np.int64).max
+
+    with tm.assertRaisesRegexp(OverflowError, msg):
+        nanops._checked_add_with_arr(np.array([m, m]), m)
+    with tm.assertRaisesRegexp(OverflowError, msg):
+        nanops._checked_add_with_arr(np.array([m, m]), np.array([m, m]))
+    with tm.assertRaisesRegexp(OverflowError, msg):
+        with tm.assert_produces_warning(RuntimeWarning):
+            nanops._checked_add_with_arr(np.array([m, m]),
+                                         np.array([np.nan, m]))
+
+
 if __name__ == '__main__':
     import nose
     nose.runmodule(argv=[__file__, '-vvs', '-x', '--pdb', '--pdb-failure', '-s'

pandas/tseries/tdi.py

@@ -21,6 +21,7 @@
 from pandas.compat import u
 from pandas.tseries.frequencies import to_offset
 from pandas.core.base import _shared_docs
+from pandas.core.nanops import _checked_add_with_arr
 from pandas.indexes.base import _index_shared_docs
 import pandas.core.common as com
 import pandas.types.concat as _concat
@@ -343,7 +344,7 @@ def _add_datelike(self, other):
         else:
             other = Timestamp(other)
             i8 = self.asi8
-            result = i8 + other.value
+            result = _checked_add_with_arr(i8, other.value)
             result = self._maybe_mask_results(result, fill_value=tslib.iNaT)
         return DatetimeIndex(result, name=self.name, copy=False)
 

pandas/tseries/tests/test_timedeltas.py

@@ -1950,6 +1950,17 @@ def test_tdi_ops_attributes(self):
         tm.assert_index_equal(result, exp)
         self.assertEqual(result.freq, None)
 
+    def test_add_overflow(self):
+        # see gh-14068
+        msg = "too (big|large) to convert"
+        with tm.assertRaisesRegexp(OverflowError, msg):
+            to_timedelta(106580, 'D') + Timestamp('2000')
+        with tm.assertRaisesRegexp(OverflowError, msg):
+            Timestamp('2000') + to_timedelta(106580, 'D')
+        with tm.assertRaisesRegexp(OverflowError, msg):
+            to_timedelta([106580], 'D') + Timestamp('2000')
+        with tm.assertRaisesRegexp(OverflowError, msg):
+            Timestamp('2000') + to_timedelta([106580], 'D')
 
 if __name__ == '__main__':
     nose.runmodule(argv=[__file__, '-vvs', '-x', '--pdb', '--pdb-failure'],