Fix interpolate -limit Add interpolate limit_direction='inside'

doc/source/whatsnew/v0.21.0.txt

@@ -19,7 +19,11 @@ Check the :ref:`API Changes <whatsnew_0210.api_breaking>` and :ref:`deprecations
 
 New features
 ~~~~~~~~~~~~
-
+- DataFrame.interpolate() has a new setting: limit_direction='inside'.
+    This will cause the interpolation to fill missing values only when
+    the missing value is surrounded by valid values.  It is useful when 
+    a series needs to be interpolated, but must not expand into NaN
+    values that were outside the range of the original series. (GH16284)
 - Support for `PEP 519 -- Adding a file system path protocol
   <https://www.python.org/dev/peps/pep-0519/>`_ on most readers and writers (:issue:`13823`)
 - Added `__fspath__` method to :class`:pandas.HDFStore`, :class:`pandas.ExcelFile`,
@@ -118,6 +122,11 @@ Reshaping
 Numeric
 ^^^^^^^
 
+- DataFrame.interpolate was not respecting limit_direction when
+    limit=0 (unlimited).  Specifically, it would always use
+    limit_direction='forward' even when specified otherwise. Now
+    default limit=0 will work with other directions. (GH16282)
+
 
 Categorical
 ^^^^^^^^^^^

pandas/core/missing.py

@@ -149,7 +149,7 @@ def _interp_limit(invalid, fw_limit, bw_limit):
             if invalid[max(0, x - fw_limit):x + bw_limit + 1].all():
                 yield x
 
-    valid_limit_directions = ['forward', 'backward', 'both']
+    valid_limit_directions = ['forward', 'backward', 'both', 'inside']
     limit_direction = limit_direction.lower()
     if limit_direction not in valid_limit_directions:
         raise ValueError('Invalid limit_direction: expecting one of %r, got '
@@ -172,23 +172,29 @@ def _interp_limit(invalid, fw_limit, bw_limit):
     # c) Limit is nonzero and it is further than limit from the nearest non-NaN
     #    value (with respect to the limit_direction setting).
     #
-    # The default behavior is to fill forward with no limit, ignoring NaNs at
-    # the beginning (see issues #9218 and #10420)
-    violate_limit = sorted(start_nans)
-
-    if limit is not None:
-        if not is_integer(limit):
-            raise ValueError('Limit must be an integer')
-        if limit < 1:
-            raise ValueError('Limit must be greater than 0')
-        if limit_direction == 'forward':
-            violate_limit = sorted(start_nans | set(_interp_limit(invalid,
-                                                                  limit, 0)))
-        if limit_direction == 'backward':
-            violate_limit = sorted(end_nans | set(_interp_limit(invalid, 0,
-                                                                limit)))
-        if limit_direction == 'both':
-            violate_limit = sorted(_interp_limit(invalid, limit, limit))
+    # If Limit is not an integer greater than 0, then use default behavior
+    # of filling without limit in the direction specified by limit_direction
+
+    # default limit is unlimited GH Issue:16282
+    if limit is None:
+        limit = len(xvalues)
+    elif not is_integer(limit):
+        raise ValueError('Limit must be an integer')
+    elif limit < 1:
+        raise ValueError('Limit must be greater than 0')
+
+    # each possible limit_direction
+    if limit_direction == 'forward':
+        violate_limit = sorted(start_nans |
+                               set(_interp_limit(invalid, limit, 0)))
+    elif limit_direction == 'backward':
+        violate_limit = sorted(end_nans |
+                               set(_interp_limit(invalid, 0, limit)))
+    elif limit_direction == 'both':
+        violate_limit = sorted(_interp_limit(invalid, limit, limit))
+    elif limit_direction == 'inside':
+        violate_limit = sorted(start_nans | end_nans |
+                               set(_interp_limit(invalid, limit, limit)))
 
     xvalues = getattr(xvalues, 'values', xvalues)
     yvalues = getattr(yvalues, 'values', yvalues)

pandas/tests/series/test_missing.py

@@ -931,6 +931,40 @@ def test_interp_limit_forward(self):
                                limit_direction='FORWARD')
         assert_series_equal(result, expected)
 
+    def test_interp_limit_inside(self):
+        # these test are for issue #16307 'inside' direction
+        s = Series([np.nan, 1, 3, np.nan, np.nan, np.nan, 11, np.nan])
+        expected = Series([np.nan, 1, 3, 5, np.nan, 9, 11, np.nan])
+        result = s.interpolate(method='linear', limit=1,
+                               limit_direction='inside')
+        assert_series_equal(result, expected)
+        result = s.interpolate(method='linear', limit=1,
+                               limit_direction='INSIDE')
+        assert_series_equal(result, expected)
+
+    def test_interp_unlimited(self):
+        # these test are for issue #16282 default Limit=None is unlimited
+        s = Series([np.nan, 1., 3., np.nan, np.nan, np.nan, 11., np.nan])
+        expected = Series([np.nan, 1., 3., 5., 7., 9., 11., np.nan])
+        result = s.interpolate(method='linear',
+                               limit_direction='inside')
+        assert_series_equal(result, expected)
+
+        expected = Series([1., 1., 3., 5., 7., 9., 11., 11.])
+        result = s.interpolate(method='linear',
+                               limit_direction='both')
+        assert_series_equal(result, expected)
+
+        expected = Series([np.nan, 1., 3., 5., 7., 9., 11., 11.])
+        result = s.interpolate(method='linear',
+                               limit_direction='forward')
+        assert_series_equal(result, expected)
+
+        expected = Series([1., 1., 3., 5., 7., 9., 11., np.nan])
+        result = s.interpolate(method='linear',
+                               limit_direction='backward')
+        assert_series_equal(result, expected)
+
     def test_interp_limit_bad_direction(self):
         s = Series([1, 3, np.nan, np.nan, np.nan, 11])