Rank Mixes np.nan with np.inf values

[WillAyd]

Code Sample, a copy-pastable example if possible

In []: df = pd.DataFrame([1, np.nan, np.inf, -np.inf, 25])
In []: df.rank()
Out []:
     0
0  2.0
1  NaN
2  NaN
3  1.0
4  3.0

In []: df.rank(ascending=False)
Out []:
     0
0  3.0
1  NaN
2  1.0
3  NaN
4  2.0

Problem description

np.inf or -np.inf gets grouped with np.nan in the rank operation, depending on which direction the ranking occurs in. Ideally, np.inf would be entirely separate from np.nan.

[jreback]

see #6945 / #17903 this was just done in master, is this another case?

cc @peterpanmj

[WillAyd]

Interesting...from glancing at it I think the problem is that PR only updated the rank_1d_ methods in algos. This makes it so you get the desired functionality from a Series object but not from a DataFrame or GroupBy object. There's also a bug with how it handles values in descending order, all of which are highlighted below

In []: df[0].rank()  # this works
Out[]: 
0    2.0
1    NaN
2    4.0
3    1.0
4    3.0

In []: df[0].rank(ascending=False)  # handles na appropriately, but incorrectly sets np.inf and -np.inf to equal
Out[]: 
0    3.0
1    NaN
2    1.0
3    1.0
4    2.0

In []: df['key'] = ['foo'] * 5
In []: df.groupby('key').rank()  # doesn't handle missing values appropriately
Out[]: 
     0
0  2.0
1  NaN
2  NaN
3  1.0
4  3.0

INSTALLED VERSIONS

commit: 93c86aa
python: 3.6.2.final.0
python-bits: 64
OS: Darwin
OS-release: 17.4.0
machine: x86_64
processor: i386
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8
LOCALE: en_US.UTF-8

pandas: 0.23.0.dev0+238.g93c86aa13.dirty
pytest: 3.2.5
pip: 9.0.1
setuptools: 36.4.0
Cython: 0.26
numpy: 1.13.1
scipy: None
pyarrow: None
xarray: None
IPython: 6.2.1
sphinx: 1.6.3
patsy: None
dateutil: 2.6.1
pytz: 2017.2
blosc: None
bottleneck: None
tables: None
numexpr: None
feather: None
matplotlib: None
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: None
sqlalchemy: None
pymysql: None
psycopg2: None
jinja2: 2.9.6
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None

[peterpanmj]

It is the same issue as #6945. And, it seems that #17903 does not completely fix it when ascending is False. I will have a look into it.
Group by nan values is another thing .

In []: df['key'] = ['foo'] * 5
In []: df.groupby('key').rank()  # doesn't handle missing values appropriately
Out[]: 
     0
0  2.0
1  NaN
2  NaN
3  1.0
4  3.0

It should related to #3729

[WillAyd]

@peterpanmj whatever solution you come up with in algos it shouldn't be that different to move to the groupby_helper.pyx.in file to support GroupBy nan handling as well (I'm touching the latter in #19481). Ideally these would be consistent