BUG: DataFrame.first_valid_index() fails if there is no valid entry.

doc/source/whatsnew/v0.21.0.txt

@@ -399,6 +399,7 @@ Indexing
 - Bug in ``CategoricalIndex`` reindexing in which specified indices containing duplicates were not being respected (:issue:`17323`)
 - Bug in intersection of ``RangeIndex`` with negative step (:issue:`17296`)
 - Bug in ``IntervalIndex`` where performing a scalar lookup fails for included right endpoints of non-overlapping monotonic decreasing indexes (:issue:`16417`, :issue:`17271`)
+- Bug in ``DataFrame.first_valid_index`` and ``DataFrame.last_valid_index`` when no valid entry (:issue:`17400`)
 
 I/O
 ^^^

pandas/core/frame.py

@@ -4069,23 +4069,97 @@ def update(self, other, join='left', overwrite=True, filter_func=None,
     # ----------------------------------------------------------------------
     # Misc methods
 
+    def _get_valid_indices(self):
+        is_valid = self.count(1) > 0
+        return self.index[is_valid]
+
     def first_valid_index(self):
         """
-        Return label for first non-NA/null value
+        Return index for first non-NA/null value.
+        If all elements are non-NA/null, returns None.
+        Also returns None for empty DataFrame.
+
+        Examples
+        --------
+
+        When no null value in a DataFrame, returns first index.
+
+        >>> df = DataFrame({'A': [1, 2, 3], 'B': ['a', 'b', 'f']})
+        >>> df.first_valid_index()
+        0
+
+        When all elements in first row are null, returns second index.
+
+        >>> df = DataFrame({'A': [None, 2, 3], 'B': [None, 'b', 'f']})
+        >>> df.first_valid_index()
+        1
+
+        When only part of elements in first row are null, recognized as valid.
+
+        >>> df = DataFrame({'A': [1, 2, 3], 'B': [None, 'b', 'f']})
+        >>> df.first_valid_index()
+        0
+
+        When all elements in a dataframe are null, returns None
+
+        >>> df = DataFrame({'A': [None, None, None], 'B': [None, None, None]})
+        >>> df.first_valid_index()
+
+        Returns None for empty DataFrame
+
+        >>> df = DataFrame()
+        >>> df.first_valid_index()
+
         """
         if len(self) == 0:
             return None
 
-        return self.index[self.count(1) > 0][0]
+        valid_indices = self._get_valid_indices()
+        return valid_indices[0] if len(valid_indices) else None
 
     def last_valid_index(self):
         """
-        Return label for last non-NA/null value
+        Return index for last non-NA/null value.
+        If all elements are non-NA/null, returns None.
+        Also returns None for empty DataFrame.
+
+        Examples
+        --------
+
+        When no null value in a DataFrame, returns last index.
+
+        >>> df = DataFrame({'A': [1, 2, 3], 'B': ['a', 'b', 'f']})
+        >>> df.last_valid_index()
+        2
+
+        When all elements in last row are null, returns second from last index.
+
+        >>> df = DataFrame({'A': [1, 2, None], 'B': ['a', 'b', None]})
+        >>> df.last_valid_index()
+        1
+
+        When only part of elements in last row are null, recognized as valid.
+
+        >>> df = DataFrame({'A': [1, 2, 3], 'B': ['a', 'b', None]})
+        >>> df.last_valid_index()
+        2
+
+        When all elements in a dataframe are null, returns None
+
+        >>> df = DataFrame({'A': [None, None, None], 'B': [None, None, None]})
+        >>> df.last_valid_index()
+
+        Returns None for empty DataFrame
+
+        >>> df = DataFrame()
+        >>> df.last_valid_index()
+
         """
         if len(self) == 0:
             return None
 
-        return self.index[self.count(1) > 0][-1]
+        valid_indices = self._get_valid_indices()
+        return valid_indices[-1] if len(valid_indices) else None
 
     # ----------------------------------------------------------------------
     # Data reshaping

pandas/core/series.py

@@ -2840,7 +2840,36 @@ def dropna(self, axis=0, inplace=False, **kwargs):
 
     def first_valid_index(self):
         """
-        Return label for first non-NA/null value
+        Return index for first non-NA/null value.
+        If all elements are non-NA/null, returns None.
+        Also returns None for empty Series.
+
+        Examples
+        --------
+
+        When no null value in a Series, returns first index.
+
+        >>> s = Series([3, 4, 5])
+        >>> s.first_valid_index()
+        0
+
+        When first element is null, returns second index.
+
+        >>> s = Series([None, 4, 5])
+        >>> s.first_valid_index()
+        1
+
+        When all elements are null, returns None
+
+        >>> s = Series([None, None, None])
+        >>> s.first_valid_index()
+
+
+        Returns None for empty Series
+
+        >>> s = Series()
+        >>> s.first_valid_index()
+
         """
         if len(self) == 0:
             return None
@@ -2854,7 +2883,36 @@ def first_valid_index(self):
 
     def last_valid_index(self):
         """
-        Return label for last non-NA/null value
+        Return index for last non-NA/null value
+        If all elements are non-NA/null, returns None.
+        Also returns None for empty Series.
+
+        Examples
+        --------
+
+        When no null value in a Series, returns last index.
+
+        >>> s = Series([3, 4, 5])
+        >>> s.last_valid_index()
+        2
+
+        When last element is null, returns second from the last index.
+
+        >>> s = Series([3, 4, None])
+        >>> s.last_valid_index()
+        1
+
+        When all elements are null, returns None
+
+        >>> s = Series([None, None, None])
+        >>> s.last_valid_index()
+
+
+        Returns None for empty Series
+
+        >>> s = Series()
+        >>> s.last_valid_index()
+
         """
         if len(self) == 0:
             return None

pandas/tests/frame/test_timeseries.py

@@ -440,6 +440,11 @@ def test_first_last_valid(self):
         assert empty.last_valid_index() is None
         assert empty.first_valid_index() is None
 
+        # GH17400
+        frame[:] = nan
+        assert frame.last_valid_index() is None
+        assert frame.first_valid_index() is None
+
     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)