TST: Test Series' settitem with Interval and NaN

Fixes #27937. As described in that issue, assigning a mixture of NaN and
Interval values into a slice of a categorical-typed series would raise
an exception.  This is no longer the case.

Author: ElDeveloper

pandas/tests/indexing/test_iloc.py

@@ -931,6 +931,14 @@ def test_iloc_setitem_td64_values_cast_na(self, value):
         expected = Series([NaT, 1, 2], dtype="timedelta64[ns]")
         tm.assert_series_equal(series, expected)
 
+    def test_setitem_mix_of_nan_and_interval(self):
+        # GH#27937
+        dtype = CategoricalDtype(categories=[Interval(0, 1)])
+        ser = Series([np.nan, np.nan, np.nan, np.nan], dtype=dtype)
+        ser.iloc[:3] = [np.nan, Interval(0, 1), np.nan]
+        exp = Series([np.nan, Interval(0, 1), np.nan, np.nan], dtype=dtype)
+        tm.assert_series_equal(ser, exp)
+
     def test_iloc_setitem_empty_frame_raises_with_3d_ndarray(self):
         idx = Index([])
         obj = DataFrame(np.random.randn(len(idx), len(idx)), index=idx, columns=idx)