NaT in TimedeltaIndex + Timestamp overflows

[shoyer]

With pandas=0.20.3.

Adding a NaT in a TimedeltaIndex to a Timestamp results in an OverflowError:

In [9]: pd.to_timedelta(['24658 days 11:15:00', 'NaT']) + pd.Timestamp('1950-01-01')
---------------------------------------------------------------------------
OverflowError                             Traceback (most recent call last)
<ipython-input-9-cc287bf4c401> in <module>()
----> 1 pd.to_timedelta(['24658 days 11:15:00', 'NaT']) + pd.Timestamp('1950-01-01')

~/conda/envs/xarray-py36/lib/python3.6/site-packages/pandas/core/indexes/datetimelike.py in __add__(self, other)
    658                 return self.shift(other)
    659             elif isinstance(other, (Timestamp, datetime)):
--> 660                 return self._add_datelike(other)
    661             else:  # pragma: no cover
    662                 return NotImplemented

~/conda/envs/xarray-py36/lib/python3.6/site-packages/pandas/core/indexes/timedeltas.py in _add_datelike(self, other)
    354             other = Timestamp(other)
    355             i8 = self.asi8
--> 356             result = checked_add_with_arr(i8, other.value)
    357             result = self._maybe_mask_results(result, fill_value=iNaT)
    358         return DatetimeIndex(result, name=self.name, copy=False)

~/conda/envs/xarray-py36/lib/python3.6/site-packages/pandas/core/algorithms.py in checked_add_with_arr(arr, b, arr_mask, b_mask)
    889
    890     if to_raise:
--> 891         raise OverflowError("Overflow in int64 addition")
    892     return arr + b
    893

OverflowError: Overflow in int64 addition

But NaT should actually be masked out instead. This doesn't overflow when adding the individual scalars:

In [11]: pd.NaT + pd.Timestamp('1950-01-01')
Out[11]: NaT

In [12]: pd.Timedelta('24658 days 11:15:00') + pd.Timestamp('1950-01-01')
Out[12]: Timestamp('2017-07-06 11:15:00')

xref pydata/xarray#1662

[jschendel]

Interestingly enough, this appears to work for 1970 and onwards:

In [19]: pd.to_timedelta(['24658 days 11:15:00', 'NaT']) + pd.Timestamp('1970-01-01')
Out[19]: DatetimeIndex(['2037-07-06 11:15:00', 'NaT'], dtype='datetime64[ns]', freq=None)

In [20]: pd.to_timedelta(['24658 days 11:15:00', 'NaT']) + pd.Timestamp('1969-12-31')
---------------------------------------------------------------------------
OverflowError: Overflow in int64 addition

[jreback]

this is a duplicate issue - if u would have a look for the match

[jbrockmendel]

Straightforward fix in TimedeltaIndex._add_datelike: result = checked_add_with_arr(i8, other.value) becomes result = checked_add_with_arr(i8, other.value, arr_mask=self._isnan). I'll put together a PR. Any other test cases while we're at it?