BUG: raise exception on NaT in DatetimeIndex.astype('O') #1340

pandas/tseries/index.py

@@ -5,6 +5,7 @@
 
 import numpy as np
 
+from pandas.core.common import isnull
 from pandas.core.index import Index, Int64Index
 from pandas.tseries.frequencies import infer_freq, to_offset
 from pandas.tseries.offsets import DateOffset, generate_range, Tick
@@ -532,6 +533,12 @@ def asobject(self):
         """
         Convert to Index of datetime objects
         """
+        if isnull(self).any():
+            msg = 'DatetimeIndex with NaT cannot be converted to object'
+            raise ValueError(msg)
+        return self._get_object_index()
+
+    def _get_object_index(self):
         boxed_values = _dt_box_array(self.asi8, self.offset, self.tz)
         return Index(boxed_values, dtype=object)
 
@@ -1009,7 +1016,7 @@ def normalize(self):
         return DatetimeIndex(new_values, freq='infer', name=self.name)
 
     def __iter__(self):
-        return iter(self.asobject)
+        return iter(self._get_object_index())
 
     def searchsorted(self, key, side='left'):
         if isinstance(key, np.ndarray):

pandas/tseries/tests/test_timeseries.py

@@ -910,6 +910,10 @@ def test_index_conversion(self):
 
         self.assertRaises(ValueError, DatetimeIndex, ['a', 'b', 'c', 'd'])
 
+    def test_object_convert_fail(self):
+        idx = DatetimeIndex([NaT])
+        self.assertRaises(ValueError, idx.astype, 'O')
+
     def test_setops_conversion_fail(self):
         index = self.frame.index