BUG: Raise when casting infinity to int

doc/source/whatsnew/v1.0.0.rst

@@ -174,6 +174,7 @@ Indexing
 - Bug in assignment using a reverse slicer (:issue:`26939`)
 - Bug in reindexing a :meth:`PeriodIndex` with another type of index that contained a `Period` (:issue:`28323`) (:issue:`28337`)
 - Fix assignment of column via `.loc` with numpy non-ns datetime type (:issue:`27395`)
+- Bug in :meth:`Float64Index.astype` where ``np.inf`` was not handled properly when casting to an integer dtype
 
 Missing
 ^^^^^^^

pandas/core/indexes/numeric.py

@@ -367,12 +367,13 @@ def astype(self, dtype, copy=True):
                 "values are required for conversion"
             ).format(dtype=dtype)
             raise TypeError(msg)
-        elif (
-            is_integer_dtype(dtype) and not is_extension_array_dtype(dtype)
-        ) and self.hasnans:
+        elif is_integer_dtype(dtype) and not is_extension_array_dtype(dtype):
             # TODO(jreback); this can change once we have an EA Index type
             # GH 13149
-            raise ValueError("Cannot convert NA to integer")
+            if self.hasnans:
+                raise ValueError("Cannot convert NA to integer")
+            elif not np.isfinite(self).all():
+                raise ValueError("Cannot convert infinity to integer")
         return super().astype(dtype, copy=copy)
 
     @Appender(_index_shared_docs["_convert_scalar_indexer"])

pandas/tests/indexes/test_numeric.py

@@ -246,6 +246,12 @@ def test_astype(self):
             with pytest.raises(ValueError, match=msg):
                 i.astype(dtype)
 
+    def test_cannot_cast_inf_to_int(self):
+        idx = pd.Float64Index([1, 2, np.inf])
+
+        with pytest.raises(ValueError, match="Cannot convert infinity to integer"):
+            idx.astype(int)
+
     def test_type_coercion_fail(self, any_int_dtype):
         # see gh-15832
         msg = "Trying to coerce float values to integers"