BUG: Fix first_last_valid_index, now preserves the frequency.

doc/source/whatsnew/v0.23.0.txt

@@ -1061,7 +1061,7 @@ Indexing
 - Bug in :meth:`DataFrame.drop_duplicates` where no ``KeyError`` is raised when passing in columns that don't exist on the ``DataFrame`` (issue:`19726`)
 - Bug in ``Index`` subclasses constructors that ignore unexpected keyword arguments (:issue:`19348`)
 - Bug in :meth:`Index.difference` when taking difference of an ``Index`` with itself (:issue:`20040`)
-
+- Bug in :meth:`DataFrame.first_valid_index` and :meth:`DataFrame.last_valid_index` in presence of entire rows of NaNs in the middle of values (:issue:`20499`).
 
 MultiIndex
 ^^^^^^^^^^

pandas/core/frame.py

@@ -5015,31 +5015,6 @@ def update(self, other, join='left', overwrite=True, filter_func=None,
 
             self[col] = expressions.where(mask, this, that)
 
-    # ----------------------------------------------------------------------
-    # Misc methods
-
-    def _get_valid_indices(self):
-        is_valid = self.count(1) > 0
-        return self.index[is_valid]
-
-    @Appender(_shared_docs['valid_index'] % {
-        'position': 'first', 'klass': 'DataFrame'})
-    def first_valid_index(self):
-        if len(self) == 0:
-            return None
-
-        valid_indices = self._get_valid_indices()
-        return valid_indices[0] if len(valid_indices) else None
-
-    @Appender(_shared_docs['valid_index'] % {
-        'position': 'last', 'klass': 'DataFrame'})
-    def last_valid_index(self):
-        if len(self) == 0:
-            return None
-
-        valid_indices = self._get_valid_indices()
-        return valid_indices[-1] if len(valid_indices) else None
-
     # ----------------------------------------------------------------------
     # Data reshaping
 

pandas/core/generic.py

@@ -8763,6 +8763,51 @@ def transform(self, func, *args, **kwargs):
         scalar : type of index
         """
 
+    def _find_valid_index(self, how):
+        """Retrieves the index of the first valid value.
+
+        Parameters
+        ----------
+        how : {'first', 'last'}
+            Use this parameter to change between the first or last valid index.
+
+        Returns
+        -------
+        idx_first_valid : type of index
+        """
+        assert how in ['first', 'last']
+
+        if len(self) == 0:  # early stop
+            return None
+        is_valid = ~self.isna()
+
+        if self.ndim == 2:
+            is_valid = is_valid.any(1)  # reduce axis 1
+
+        if how == 'first':
+            # First valid value case
+            i = is_valid.idxmax()
+            if not is_valid[i]:
+                return None
+            return i
+
+        elif how == 'last':
+            # Last valid value case
+            i = is_valid.values[::-1].argmax()
+            if not is_valid.iat[len(self) - i - 1]:
+                return None
+            return self.index[len(self) - i - 1]
+
+    @Appender(_shared_docs['valid_index'] % {'position': 'first',
+                                             'klass': 'NDFrame'})
+    def first_valid_index(self):
+        return self._find_valid_index('first')
+
+    @Appender(_shared_docs['valid_index'] % {'position': 'last',
+                                             'klass': 'NDFrame'})
+    def last_valid_index(self):
+        return self._find_valid_index('last')
+
 
 def _doc_parms(cls):
     """Return a tuple of the doc parms."""

pandas/core/series.py

@@ -3887,32 +3887,6 @@ def valid(self, inplace=False, **kwargs):
                       "Use .dropna instead.", FutureWarning, stacklevel=2)
         return self.dropna(inplace=inplace, **kwargs)
 
-    @Appender(generic._shared_docs['valid_index'] % {
-        'position': 'first', 'klass': 'Series'})
-    def first_valid_index(self):
-        if len(self) == 0:
-            return None
-
-        mask = isna(self._values)
-        i = mask.argmin()
-        if mask[i]:
-            return None
-        else:
-            return self.index[i]
-
-    @Appender(generic._shared_docs['valid_index'] % {
-        'position': 'last', 'klass': 'Series'})
-    def last_valid_index(self):
-        if len(self) == 0:
-            return None
-
-        mask = isna(self._values[::-1])
-        i = mask.argmin()
-        if mask[i]:
-            return None
-        else:
-            return self.index[len(self) - i - 1]
-
     # ----------------------------------------------------------------------
     # Time series-oriented methods
 

pandas/tests/frame/test_timeseries.py

@@ -530,6 +530,15 @@ def test_first_last_valid(self):
         assert frame.last_valid_index() is None
         assert frame.first_valid_index() is None
 
+        # GH20499: its preserves freq with holes
+        frame.index = date_range("20110101", periods=N, freq="B")
+        frame.iloc[1] = 1
+        frame.iloc[-2] = 1
+        assert frame.first_valid_index() == frame.index[1]
+        assert frame.last_valid_index() == frame.index[-2]
+        assert frame.first_valid_index().freq == frame.index.freq
+        assert frame.last_valid_index().freq == frame.index.freq
+
     def test_at_time_frame(self):
         rng = date_range('1/1/2000', '1/5/2000', freq='5min')
         ts = DataFrame(np.random.randn(len(rng), 2), index=rng)

pandas/tests/series/test_timeseries.py

@@ -432,6 +432,15 @@ def test_first_last_valid(self):
         assert empty.last_valid_index() is None
         assert empty.first_valid_index() is None
 
+        # GH20499: its preserves freq with holes
+        ts.index = date_range("20110101", periods=len(ts), freq="B")
+        ts.iloc[1] = 1
+        ts.iloc[-2] = 1
+        assert ts.first_valid_index() == ts.index[1]
+        assert ts.last_valid_index() == ts.index[-2]
+        assert ts.first_valid_index().freq == ts.index.freq
+        assert ts.last_valid_index().freq == ts.index.freq
+
     def test_mpl_compat_hack(self):
         result = self.ts[:, np.newaxis]
         expected = self.ts.values[:, np.newaxis]