BUG: unstack with nulls & Timedelta/DateTime index

doc/source/whatsnew/v0.16.0.txt

@@ -205,6 +205,7 @@ Bug Fixes
 - Bug in left ``join`` on multi-index with ``sort=True`` or null values (:issue:`9210`).
 - Bug in ``MultiIndex`` where inserting new keys would fail (:issue:`9250`).
 - Bug in ``groupby`` when key space exceeds ``int64`` bounds (:issue:`9096`).
+- Bug in ``unstack`` with ``TimedeltaIndex`` or ``DatetimeIndex`` and nulls (:issue:`9491`).
 
 
 - Fixed character encoding bug in ``read_stata`` and ``StataReader`` when loading data from a URL (:issue:`9231`).

pandas/core/reshape.py

@@ -17,7 +17,7 @@
 import pandas.core.common as com
 import pandas.algos as algos
 
-from pandas.core.index import MultiIndex
+from pandas.core.index import MultiIndex, _get_na_value
 
 
 class _Unstacker(object):
@@ -194,8 +194,11 @@ def get_new_values(self):
 
     def get_new_columns(self):
         if self.value_columns is None:
-            return _make_new_index(self.removed_level, None) \
-                    if self.lift != 0 else self.removed_level
+            if self.lift == 0:
+                return self.removed_level
+
+            lev = self.removed_level
+            return lev.insert(0, _get_na_value(lev.dtype.type))
 
         stride = len(self.removed_level) + self.lift
         width = len(self.value_columns)
@@ -222,31 +225,16 @@ def get_new_index(self):
         # construct the new index
         if len(self.new_index_levels) == 1:
             lev, lab = self.new_index_levels[0], result_labels[0]
-            return _make_new_index(lev, lab) \
-                    if (lab == -1).any() else lev.take(lab)
+            if (lab == -1).any():
+                lev = lev.insert(len(lev), _get_na_value(lev.dtype.type))
+            return lev.take(lab)
 
         return MultiIndex(levels=self.new_index_levels,
                           labels=result_labels,
                           names=self.new_index_names,
                           verify_integrity=False)
 
 
-def _make_new_index(lev, lab):
-    from pandas.core.index import Index, _get_na_value
-
-    nan = _get_na_value(lev.dtype.type)
-    vals = lev.values.astype('object')
-    vals = np.insert(vals, 0, nan) if lab is None else \
-           np.insert(vals, len(vals), nan).take(lab)
-
-    try:
-        vals = vals.astype(lev.dtype, subok=False, copy=False)
-    except ValueError:
-        return Index(vals, **lev._get_attributes_dict())
-
-    return lev._shallow_copy(vals)
-
-
 def _unstack_multiple(data, clocs):
     from pandas.core.groupby import decons_obs_group_ids
 

pandas/tools/tests/test_pivot.py

@@ -184,6 +184,21 @@ def test_pivot_index_with_nan(self):
         tm.assert_frame_equal(result, expected)
         tm.assert_frame_equal(df.pivot('b', 'a', 'c'), expected.T)
 
+        # GH9491
+        df = DataFrame({'a':pd.date_range('2014-02-01', periods=6, freq='D'),
+                        'c':100 + np.arange(6)})
+        df['b'] = df['a'] - pd.Timestamp('2014-02-02')
+        df.loc[1, 'a'] = df.loc[3, 'a'] = nan
+        df.loc[1, 'b'] = df.loc[4, 'b'] = nan
+
+        pv = df.pivot('a', 'b', 'c')
+        self.assertEqual(pv.notnull().values.sum(), len(df))
+
+        for _, row in df.iterrows():
+            self.assertEqual(pv.loc[row['a'], row['b']], row['c'])
+
+        tm.assert_frame_equal(df.pivot('b', 'a', 'c'), pv.T)
+
     def test_pivot_with_tz(self):
         # GH 5878
         df = DataFrame({'dt1': [datetime.datetime(2013, 1, 1, 9, 0),

pandas/tseries/tdi.py

@@ -828,7 +828,7 @@ def insert(self, loc, item):
                 pass
 
         freq = None
-        if isinstance(item, Timedelta):
+        if isinstance(item, (Timedelta, tslib.NaTType)):
 
             # check freq can be preserved on edge cases
             if self.freq is not None: