BUG: Fix computation of invalid NaN indexes for interpolate.

doc/source/whatsnew/v0.17.0.txt

@@ -383,7 +383,7 @@ Other enhancements
 
 - ``DataFrame`` has gained the ``nlargest`` and ``nsmallest`` methods (:issue:`10393`)
 
-- Add a ``limit_direction`` keyword argument that works with ``limit`` to enable ``interpolate`` to fill ``NaN`` values forward, backward, or both (:issue:`9218` and :issue:`10420`)
+- Add a ``limit_direction`` keyword argument that works with ``limit`` to enable ``interpolate`` to fill ``NaN`` values forward, backward, or both (:issue:`9218`, :issue:`10420`, :issue:`11115`)
 
   .. ipython:: python
 

pandas/core/common.py

@@ -1582,13 +1582,10 @@ def interpolate_1d(xvalues, yvalues, method='linear', limit=None,
         method = 'values'
 
     def _interp_limit(invalid, fw_limit, bw_limit):
-        "Get idx of values that won't be forward-filled b/c they exceed the limit."
-        all_nans = np.where(invalid)[0]
-        if all_nans.size == 0: # no nans anyway
-            return []
-        violate = [invalid[max(0, x - bw_limit):x + fw_limit + 1] for x in all_nans]
-        violate = np.array([x.all() & (x.size > bw_limit + fw_limit) for x in violate])
-        return all_nans[violate] + fw_limit - bw_limit
+        "Get idx of values that won't be filled b/c they exceed the limits."
+        for x in np.where(invalid)[0]:
+            if invalid[max(0, x - fw_limit):x + bw_limit + 1].all():
+                yield x
 
     valid_limit_directions = ['forward', 'backward', 'both']
     limit_direction = limit_direction.lower()
@@ -1624,7 +1621,7 @@ def _interp_limit(invalid, fw_limit, bw_limit):
         if limit_direction == 'backward':
             violate_limit = sorted(end_nans | set(_interp_limit(invalid, 0, limit)))
         if limit_direction == 'both':
-            violate_limit = _interp_limit(invalid, limit, limit)
+            violate_limit = sorted(_interp_limit(invalid, limit, limit))
 
     xvalues = getattr(xvalues, 'values', xvalues)
     yvalues = getattr(yvalues, 'values', yvalues)

pandas/tests/test_generic.py

@@ -878,7 +878,6 @@ def test_interp_limit_forward(self):
 
     def test_interp_limit_bad_direction(self):
         s = Series([1, 3, np.nan, np.nan, np.nan, 11])
-        expected = Series([1., 3., 5., 7., 9., 11.])
 
         self.assertRaises(ValueError, s.interpolate,
                           method='linear', limit=2,
@@ -930,6 +929,25 @@ def test_interp_limit_to_ends(self):
             method='linear', limit=2, limit_direction='both')
         assert_series_equal(result, expected)
 
+    def test_interp_limit_before_ends(self):
+        # These test are for issue #11115 -- limit ends properly.
+        s = Series([np.nan, np.nan, 5, 7, np.nan, np.nan])
+
+        expected = Series([np.nan, np.nan, 5., 7., 7., np.nan])
+        result = s.interpolate(
+            method='linear', limit=1, limit_direction='forward')
+        assert_series_equal(result, expected)
+
+        expected = Series([np.nan, 5., 5., 7., np.nan, np.nan])
+        result = s.interpolate(
+            method='linear', limit=1, limit_direction='backward')
+        assert_series_equal(result, expected)
+
+        expected = Series([np.nan, 5., 5., 7., 7., np.nan])
+        result = s.interpolate(
+            method='linear', limit=1, limit_direction='both')
+        assert_series_equal(result, expected)
+
     def test_interp_all_good(self):
         # scipy
         tm._skip_if_no_scipy()