Can this be fixed instead of producing a warning?

Yes it can, in the cost of introducing dependency on scipy. (like other interpolate methods)

We can't use pd.where(..., df.index) to fill from the index?

You mean we sort it, interpolate, then fill it back? this may leads to undefined behavior for duplicated indexes, better leaves the responsibility to scipy IMHO. 😂

You mean we sort it, interpolate, then fill it back? this may leads to undefined behavior for duplicated indexes, better leaves the responsibility to scipy IMHO. 😂

then would just raise rather than a warning.

So the preferred approach would be stick to numpy.interp but we do the sort for it right? No problem. I will close this one and do it in a new branch. Thanks for your suggestions.

i think either we sort then reorder to get the original
or raise