BUG: resampling with NaT in TimedeltaIndex (pandas-dev#13223)

Author: paulgliu

pandas/tseries/resample.py

@@ -7,7 +7,7 @@
 from pandas.core.base import AbstractMethodError, GroupByMixin
 
 from pandas.core.groupby import (BinGrouper, Grouper, _GroupBy, GroupBy,
-                                 SeriesGroupBy, groupby, PanelGroupBy)
+                                 SeriesGroupBy, groupby, PanelGroupBy, DataError)
 
 from pandas.tseries.frequencies import to_offset, is_subperiod, is_superperiod
 from pandas.tseries.index import DatetimeIndex, date_range
@@ -1202,6 +1202,9 @@ def _get_time_delta_bins(self, ax):
             raise TypeError('axis must be a TimedeltaIndex, but got '
                             'an instance of %r' % type(ax).__name__)
 
+        if len(ax) > 0 and all(ax._isnan):
+            raise DataError('axis not valid')
+
         if not len(ax):
             binner = labels = TimedeltaIndex(
                 data=[], freq=self.freq, name=ax.name)
@@ -1223,7 +1226,7 @@ def _get_time_delta_bins(self, ax):
             binner = binner.insert(0, tslib.NaT)
             labels = labels.insert(0, tslib.NaT)
 
-            n_NaT = sum([ax_i is tslib.NaT for ax_i in ax])
+            n_NaT = ax._isnan.sum()
             bins = np.insert(bins, 0, n_NaT)
 
         # Addresses GH #10530

pandas/tseries/tests/test_resample.py

@@ -1016,6 +1016,11 @@ def test_resample_timedelta_missing_values(self):
             start='0s', end='2s', freq='1s'))
         assert_series_equal(result, expected)
 
+        # all NaT
+        index = pd.to_timedelta([pd.NaT, pd.NaT, pd.NaT])
+        series = pd.Series([2, 3, 5], index=index)
+        self.assertRaises(DataError, series.resample('1s').mean)
+
     def test_resample_rounding(self):
         # GH 8371
         # odd results when rounding is needed