ENH: fill_value argument for shift #15486

pandas/core/frame.py

@@ -3619,9 +3619,9 @@ def replace(self, to_replace=None, value=None, inplace=False, limit=None,
                                               method=method, axis=axis)
 
     @Appender(_shared_docs['shift'] % _shared_doc_kwargs)
-    def shift(self, periods=1, freq=None, axis=0):
+    def shift(self, periods=1, freq=None, axis=0, fill_value=np.nan):
         return super(DataFrame, self).shift(periods=periods, freq=freq,
-                                            axis=axis)
+                                            axis=axis, fill_value=fill_value)
 
     def set_index(self, keys, drop=True, append=False, inplace=False,
                   verify_integrity=False):

pandas/core/generic.py

@@ -7539,15 +7539,21 @@ def mask(self, cond, other=np.nan, inplace=False, axis=None, level=None,
     """)
 
     @Appender(_shared_docs['shift'] % _shared_doc_kwargs)
-    def shift(self, periods=1, freq=None, axis=0):
+    def shift(self, periods=1, freq=None, axis=0, fill_value=np.nan):
         if periods == 0:
             return self
 
         block_axis = self._get_block_manager_axis(axis)
+        shift_kwargs = {'periods': periods, 'axis': block_axis}
+        if not is_categorical_dtype(self):
+            shift_kwargs['fill_value'] = fill_value
         if freq is None:
-            new_data = self._data.shift(periods=periods, axis=block_axis)
+                new_data = self._data.shift(**shift_kwargs)
         else:
-            return self.tshift(periods, freq)
+            tshift_kwargs = {'periods': periods, 'freq': freq}
+            if not is_categorical_dtype(self):
+                tshift_kwargs['fill_value'] = fill_value
+            return self.tshift(**tshift_kwargs)
 
         return self._constructor(new_data).__finalize__(self)
 
@@ -7587,18 +7593,20 @@ def slice_shift(self, periods=1, axis=0):
 
         return new_obj.__finalize__(self)
 
-    def tshift(self, periods=1, freq=None, axis=0):
+    def tshift(self, periods=1, freq=None, axis=0, fill_value=np.nan):
         """
         Shift the time index, using the index's frequency if available.
 
         Parameters
         ----------
         periods : int
-            Number of periods to move, can be positive or negative
+            Number of periods to move, can be positive or negative.
         freq : DateOffset, timedelta, or time rule string, default None
-            Increment to use from the tseries module or time rule (e.g. 'EOM')
+            Increment to use from the tseries module or time rule (e.g. 'EOM').
         axis : int or basestring
-            Corresponds to the axis that contains the Index
+            Corresponds to the axis that contains the Index.
+        fill_value :
+            Value to use to cover missing values.
 
         Notes
         -----

pandas/core/internals.py

@@ -1279,12 +1279,12 @@ def diff(self, n, axis=1, mgr=None):
         new_values = algos.diff(self.values, n, axis=axis)
         return [self.make_block(values=new_values)]
 
-    def shift(self, periods, axis=0, mgr=None):
+    def shift(self, periods, axis=0, mgr=None, fill_value=np.nan):
         """ shift the block by periods, possibly upcast """
 
         # convert integer to float if necessary. need to do a lot more than
         # that, handle boolean etc also
-        new_values, fill_value = maybe_upcast(self.values)
+        new_values, fill_value = maybe_upcast(self.values, fill_value)
 
         # make sure array sent to np.roll is c_contiguous
         f_ordered = new_values.flags.f_contiguous
@@ -2541,7 +2541,7 @@ def _try_coerce_result(self, result):
 
         return result
 
-    def shift(self, periods, axis=0, mgr=None):
+    def shift(self, periods, axis=0, mgr=None, fill_value=np.nan):
         return self.make_block_same_class(values=self.values.shift(periods),
                                           placement=self.mgr_locs)
 
@@ -2879,7 +2879,7 @@ def _try_coerce_result(self, result):
     def _box_func(self):
         return lambda x: tslib.Timestamp(x, tz=self.dtype.tz)
 
-    def shift(self, periods, axis=0, mgr=None):
+    def shift(self, periods, axis=0, mgr=None, fill_value=np.nan):
         """ shift the block by periods """
 
         # think about moving this to the DatetimeIndex. This is a non-freq
@@ -3072,7 +3072,7 @@ def fillna(self, value, limit=None, inplace=False, downcast=None,
         return [self.make_block_same_class(values=values,
                                            placement=self.mgr_locs)]
 
-    def shift(self, periods, axis=0, mgr=None):
+    def shift(self, periods, axis=0, mgr=None, fill_value=np.nan):
         """ shift the block by periods """
         N = len(self.values.T)
         indexer = np.zeros(N, dtype=int)

pandas/core/series.py

@@ -3358,8 +3358,9 @@ def replace(self, to_replace=None, value=None, inplace=False, limit=None,
                                            axis=axis)
 
     @Appender(generic._shared_docs['shift'] % _shared_doc_kwargs)
-    def shift(self, periods=1, freq=None, axis=0):
-        return super(Series, self).shift(periods=periods, freq=freq, axis=axis)
+    def shift(self, periods=1, freq=None, axis=0, fill_value=np.nan):
+        return super(Series, self).shift(periods=periods, freq=freq, axis=axis,
+                                         fill_value=fill_value)
 
     def reindex_axis(self, labels, axis=0, **kwargs):
         """Conform Series to new index with optional filling logic.

pandas/tests/frame/test_timeseries.py

@@ -308,6 +308,14 @@ def test_shift_bool(self):
                        columns=['high', 'low'])
         assert_frame_equal(rs, xp)
 
+    def test_shift_bool_fillna(self):
+        df = DataFrame({'high': [True, False],
+                        'low': [False, False]})
+        rs = df.shift(1, fill_value=True)
+        xp = DataFrame({'high': [True, True],
+                        'low': [True, False]})
+        assert_frame_equal(rs, xp)
+
     def test_shift_categorical(self):
         # GH 9416
         s1 = pd.Series(['a', 'b', 'c'], dtype='category')

pandas/tests/series/test_analytics.py

@@ -1607,6 +1607,17 @@ def test_shift_int(self):
         expected = ts.astype(float).shift(1)
         assert_series_equal(shifted, expected)
 
+    def test_shift_fillna(self):
+        # ENH 15486
+        ts = self.ts.astype(int)
+        fillval = 0
+        shifted = ts.shift(1, fill_value=fillval)
+        # default behaviour adds nan so converts to floats
+        default = ts.shift(1)
+        default.iloc[0] = fillval
+        expected = default.astype(int)
+        assert_series_equal(shifted, expected)
+
     def test_shift_categorical(self):
         # GH 9416
         s = pd.Series(['a', 'b', 'c', 'd'], dtype='category')