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  • [x] I have confirmed this bug exists on the latest version of pandas.

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Reproducible Example

import numpy as np
import pandas as pd

start_time = '2025-06-06'
end_time = '2025-06-09'

sig1 = pd.read_parquet('data1.par')
sig1 = sig1[(sig1.tradeDate >= start_time) & (sig1.tradeDate <= end_time)]
sig1 = sig1.pivot(index='tradeDate', columns='ticker', values='signal_value').fillna(0)

sig2 = pd.read_parquet('data2.par')
sig2 = sig2[(sig2.tradeDate >= start_time) & (sig2.tradeDate <= end_time)]
sig2 = sig2.pivot(index='tradeDate', columns='ticker', values='signal_value').fillna(0)

sig = sig1 + sig2

filt = pd.read_feather('filter.fea').set_index('tradeDate')
filt.index = pd.to_datetime(filt.index)
filt = filt.reindex(sig.index, columns=sig.columns)

# method 1: make a copy then filter
s1 = sig.copy()
s1.values[:] = np.where(filt == 1, s1, np.nan)
print(s1.count(axis=1))

# method 2: directly filter
sig.values[:] = np.where(filt == 1, sig, np.nan)
print(sig.count(axis=1))

Issue Description

Why not work：

sig.values[:] = np.where(filt == 1, sig, np.nan)

If using a copy, the sentence above works:

s1 = sig.copy()
s1.values[:] = np.where(filt == 1, s1, np.nan)

Expected Behavior

Both methods should work.

Installed Versions

data.zip

INSTALLED VERSIONS ------------------ commit : d9cdd2ee5a58015ef6f4d15c7226110c9aab8140 python : 3.12.7.final.0 python-bits : 64 OS : Darwin OS-release : 24.5.0 Version : Darwin Kernel Version 24.5.0: Tue Apr 22 19:48:46 PDT 2025; root:xnu-11417.121.6~2/RELEASE_ARM64_T8103 machine : arm64 processor : i386 byteorder : little LC_ALL : None LANG : None LOCALE : None.UTF-8 pandas : 2.2.2 numpy : 1.26.4 pytz : 2024.1 dateutil : 2.9.0.post0 setuptools : 75.1.0 pip : 24.2 Cython : None pytest : 7.4.4 hypothesis : None sphinx : 7.3.7 blosc : None feather : None xlsxwriter : None lxml.etree : 5.2.1 html5lib : None pymysql : None psycopg2 : None jinja2 : 3.1.4 IPython : 8.27.0 pandas_datareader : None adbc-driver-postgresql: None adbc-driver-sqlite : None bs4 : 4.12.3 bottleneck : 1.3.7 dataframe-api-compat : None fastparquet : None fsspec : 2024.6.1 gcsfs : None matplotlib : 3.9.2 numba : 0.60.0 numexpr : 2.8.7 odfpy : None openpyxl : 3.1.5 pandas_gbq : None pyarrow : 16.1.0 pyreadstat : None python-calamine : None pyxlsb : None s3fs : 2024.6.1 scipy : 1.13.1 sqlalchemy : 2.0.34 tables : 3.10.1 tabulate : 0.9.0 xarray : 2023.6.0 xlrd : None zstandard : 0.23.0 tzdata : 2023.3 qtpy : 2.4.1 pyqt5 : None

Comment From: Allan0820

take

Comment From: yuanx749

I think the underlying values array is read-only, see https://pandas.pydata.org/docs/dev/user_guide/copy_on_write.html#read-only-numpy-arrays

Could you use pd.where instead?

Comment From: allmight05

Does anyone working on this? any improvements?

Comment From: jbrockmendel

Can you post an example that is copy-pastable without having to load an unknown zip file? See https://matthewrocklin.com/minimal-bug-reports.html

Comment From: mroeschke

Closing as this issue needs more information to be actionable