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

Author: paulgliu

pandas/tseries/resample.py

@@ -1194,8 +1194,10 @@ def _get_time_delta_bins(self, ax):
                 data=[], freq=self.freq, name=ax.name)
             return binner, [], labels
 
-        start = ax[0]
-        end = ax[-1]
+        # Addresses GH #13223
+        start = ax.min()
+        end = ax.max()
+
         labels = binner = TimedeltaIndex(start=start,
                                          end=end,
                                          freq=self.freq,
@@ -1204,6 +1206,13 @@ def _get_time_delta_bins(self, ax):
         end_stamps = labels + 1
         bins = ax.searchsorted(end_stamps, side='left')
 
+        if ax.hasnans:
+            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])
+            bins = np.insert(bins, 0, n_NaT)
+
         # Addresses GH #10530
         if self.base > 0:
             labels += type(self.freq)(self.base)

pandas/tseries/tests/test_resample.py

@@ -970,6 +970,15 @@ def test_resample_timedelta_idempotency(self):
         expected = series
         assert_series_equal(result, expected)
 
+    def test_resample_timedelta_missing_values(self):
+        # GH 13223
+        index = pd.to_timedelta(['0s', pd.NaT, '2s'])
+        series = pd.Series([2, 3, 5], index=index)
+        result = series.resample('1s').mean()
+        expected = pd.Series([2, np.nan, 5], index=pd.timedelta_range(
+            start='0s', end='2s', freq='1s'))
+        assert_series_equal(result, expected)
+
     def test_resample_rounding(self):
         # GH 8371
         # odd results when rounding is needed