BUG: when start_time > end_time, between_time includes rows where index is null

[mvashishtha]

Pandas version checks

• I have checked that this issue has not already been reported.

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

• I have confirmed this bug exists on the main branch of pandas.

Reproducible Example

import datetime
import pandas as pd

rng = pd.date_range(start="1/1/2000", periods=1)
ts = pd.DataFrame([1, 2], index=[None, *rng])
print(ts.between_time("23:00", "00:01"))

Issue Description

I get rows where index is NaT, but I don't want them.

Expected Behavior

Should drop NaT rows. The cause is that the index is comparing times with self._get_time_micros(), which converts null values to -1, which meets the criterion of being <= _time_to_micros(to_time("23:00")) or <= _time_to_micros(to_time("00:01"))

Installed Versions

/Users/maheshvashishtha/opt/anaconda3/envs/pandas-dev/lib/python3.10/site-packages/_distutils_hack/init.py:33: UserWarning: Setuptools is replacing distutils.
warnings.warn("Setuptools is replacing distutils.")

INSTALLED VERSIONS

commit : 7cb7592
python : 3.10.4.final.0
python-bits : 64
OS : Darwin
OS-release : 21.5.0
Version : Darwin Kernel Version 21.5.0: Tue Apr 26 21:08:22 PDT 2022; root:xnu-8020.121.3~4/RELEASE_X86_64
machine : x86_64
processor : i386
byteorder : little
LC_ALL : None
LANG : en_US.UTF-8
LOCALE : en_US.UTF-8

pandas : 2.0.0.dev0+1147.g7cb7592523
numpy : 1.23.3
pytz : 2022.2.1
dateutil : 2.8.2
setuptools : 63.4.1
pip : 22.1.2
Cython : 0.29.32
pytest : None
hypothesis : None
sphinx : None
blosc : None
feather : None
xlsxwriter : None
lxml.etree : None
html5lib : None
pymysql : None
psycopg2 : None
jinja2 : None
IPython : 8.5.0
pandas_datareader: None
bs4 : None
bottleneck : None
brotli : None
fastparquet : None
fsspec : None
gcsfs : None
matplotlib : None
numba : None
numexpr : None
odfpy : None
openpyxl : None
pandas_gbq : None
pyarrow : None
pyreadstat : None
pyxlsb : None
s3fs : None
scipy : None
snappy : None
sqlalchemy : None
tables : None
tabulate : None
xarray : None
xlrd : None
zstandard : None
tzdata : None
qtpy : None
pyqt5 : None

[topper-123]

Yes, this is a bug. Thanks, @mvashishtha.

PR would be appreciated.

[mvashishtha]

@topper-123 I think we can close all the first and last issues because these methods are being deprecated: #50884 (comment)

[topper-123]

Ok, I wasn't aware of that discussion. Thanks for the report though.

[mvashishtha]

@topper-123 I now realize that this issue was for between_time, not first or last. Should we reopen it?