DataFrame.from_dict sets DataFrame values to NaN if original dict key tuples contain None

[dmparker0]

Code Sample

import pandas as pd

d = {('East',1):{'Home':'MIL','Away':'BOS','Winner':'MIL'},
     ('East',2):{'Home':'PHI','Away':'IND','Winner':'PHI'},
     ('East',3):{'Home':'MIL','Away':'PHI','Winner':'PHI'},
     ('West',1):{'Home':'HOU','Away':'UTA','Winner':'HOU'},
     ('West',2):{'Home':'LAC','Away':'LAL','Winner':'LAC'},
     ('West',3):{'Home':'HOU','Away':'LAC','Winner':'HOU'},
     (None,1):{'Home':'HOU','Away':'PHI','Winner':'PHI'}}

df = pd.DataFrame.from_dict(d, orient='index')
print(df)

Output

        Home Away   Winner
East 1  MIL  BOS    MIL
     2  PHI  IND    PHI
     3  MIL  PHI    PHI 
West 1  HOU  UTA    HOU
     2  LAC  LAL    LAC
     3  HOU  LAC    HOU
NaN  1  NaN  NaN    NaN

Problem description

When constructing a DataFrame from a dictionary with tuple keys, values for all columns are set to NaN if the index tuple contains None.

I only started encountering this bug when I upgraded from pandas 0.22 to pandas 0.25.

Possibly related: #19993

Expected Output

        Home Away   Winner
East 1  MIL  BOS    MIL
     2  PHI  IND    PHI
     3  MIL  PHI    PHI 
West 1  HOU  UTA    HOU
     2  LAC  LAL    LAC
     3  HOU  LAC    HOU
NaN  1  HOU  PHI    PHI

Output of pd.show_versions()

INSTALLED VERSIONS

commit : None
python : 3.6.7.final.0
python-bits : 64
OS : Windows
OS-release : 10
machine : AMD64
processor : Intel64 Family 6 Model 45 Stepping 7, GenuineIntel
byteorder : little
LC_ALL : None
LANG : en_US.UTF-8
LOCALE : None.None

pandas : 0.25.1
numpy : 1.14.3
pytz : 2017.3
dateutil : 2.7.3
pip : 10.0.1
setuptools : 39.0.1
Cython : 0.28.2
pytest : None
hypothesis : None
sphinx : None
blosc : None
feather : None
xlsxwriter : None
lxml.etree : 4.2.4
html5lib : 1.0.1
pymysql : None
psycopg2 : None
jinja2 : None
IPython : None
pandas_datareader: None
bs4 : 4.6.3
bottleneck : None
fastparquet : None
gcsfs : None
lxml.etree : 4.2.4
matplotlib : 3.0.3
numexpr : None
odfpy : None
openpyxl : 2.4.9
pandas_gbq : None
pyarrow : None
pytables : None
s3fs : None
scipy : 1.1.0
sqlalchemy : 1.1.15
tables : None
xarray : None
xlrd : 1.1.0
xlwt : None
xlsxwriter : None
None

[WillAyd]

For your expected output you want None in the index instead of NaN right? I think reasonable so if you want to investigate and submit a patch would certainly be welcome

[dmparker0]

For your expected output you want None in the index instead of NaN right?

I would never expect None to appear in a DataFrame, since my understanding is that NaN (or NaT) is used universally for missing values. The issue isn't having NaN instead of None in the index, it's having NaN instead of the appropriate string values in the other columns.

[dsaxton]

FWIW, what seems to be happening is that None is getting converted to np.nan when the MultiIndex is built, but the actual data are still labeled internally with None. Then we try to "look up" the data here: https://github.com/pandas-dev/pandas/blob/master/pandas/core/internals/construction.py#L310, but
the keys aren't found in the index so we end up with np.nan for values. Note that this doesn't happen if you change None to np.nan in your example, or if you use single values instead of tuples as your keys.

I wonder if the Index constructor should be consistent in how it handles None? It seems like it doesn't convert to np.nan if you pass a list of scalars, but it does if you pass a list of tuples.