BUG: Check integrity of sparse int indices

The check_integrity method of IntIndex in pandas.sparse was un-
implemented despite having documentation.  This PR implements the
method and calls it when initializing `IntIndex`.    xref <a
href="https://github.com/pandas-
dev/pandas/pull/15844#discussion_r108840154">#15844 (comment)</a>

Author: gfyoung <gfyoung17@gmail.com>

Closes #15863 from gfyoung/sparse-pyx-refactor and squashes the following commits:

f435d28 [gfyoung] BUG: Check integrity of sparse int indices

Author: gfyoung

doc/source/whatsnew/v0.20.0.txt

@@ -1020,6 +1020,7 @@ Sparse
 - Bug in ``SparseSeries.reindex`` on single level with list of length 1 (:issue:`15447`)
 - Bug in repr-formatting a ``SparseDataFrame`` after a value was set on (a copy of) one of its series (:issue:`15488`)
 - Bug in ``SparseDataFrame`` construction with lists not coercing to dtype (:issue:`15682`)
+- Bug in sparse array indexing in which indices were not being validated (:issue:`15863`)
 
 Reshaping
 ^^^^^^^^^

pandas/sparse/sparse.pyx

@@ -34,8 +34,9 @@ cdef inline int int_min(int a, int b): return a if a <= b else b
 
 cdef class SparseIndex:
     """
-    Abstract superclass for sparse index types
+    Abstract superclass for sparse index types.
     """
+
     def __init__(self):
         raise NotImplementedError
 
@@ -48,8 +49,9 @@ cdef class IntIndex(SparseIndex):
     ----------
     length : integer
     indices : array-like
-        Contains integers corresponding to
+        Contains integers corresponding to the indices.
     """
+
     cdef readonly:
         Py_ssize_t length, npoints
         ndarray indices
@@ -59,9 +61,11 @@ cdef class IntIndex(SparseIndex):
         self.indices = np.ascontiguousarray(indices, dtype=np.int32)
         self.npoints = len(self.indices)
 
+        self.check_integrity()
+
     def __reduce__(self):
         args = (self.length, self.indices)
-        return (IntIndex, args)
+        return IntIndex, args
 
     def __repr__(self):
         output = 'IntIndex\n'
@@ -70,10 +74,40 @@ cdef class IntIndex(SparseIndex):
 
     def check_integrity(self):
         """
-        Only need be strictly ascending and nothing less than 0 or greater than
-        total length
+        Checks the following:
+
+        - Indices are strictly ascending
+        - Number of indices is at most self.length
+        - Indices are at least 0 and at most the total length less one
+
+        A ValueError is raised if any of these conditions is violated.
         """
-        pass
+
+        cdef:
+            int32_t index, prev = -1
+
+        if self.npoints > self.length:
+            msg = ("Too many indices. Expected "
+                   "{exp} but found {act}").format(
+                exp=self.length, act=self.npoints)
+            raise ValueError(msg)
+
+        # Indices are vacuously ordered and non-negative
+        # if the sequence of indices is empty.
+        if self.npoints == 0:
+            return
+
+        if min(self.indices) < 0:
+            raise ValueError("No index can be less than zero")
+
+        if max(self.indices) >= self.length:
+            raise ValueError("All indices must be less than the length")
+
+        for index in self.indices:
+            if prev != -1 and index <= prev:
+                raise ValueError("Indices must be strictly increasing")
+
+            prev = index
 
     def equals(self, other):
         if not isinstance(other, IntIndex):
@@ -320,7 +354,7 @@ cdef class BlockIndex(SparseIndex):
 
     def __reduce__(self):
         args = (self.length, self.blocs, self.blengths)
-        return (BlockIndex, args)
+        return BlockIndex, args
 
     def __repr__(self):
         output = 'BlockIndex\n'

pandas/tests/sparse/test_libsparse.py

@@ -474,6 +474,44 @@ def test_to_block_index(self):
 
 class TestIntIndex(tm.TestCase):
 
+    def test_check_integrity(self):
+
+        # Too many indices than specified in self.length
+        msg = "Too many indices"
+
+        with tm.assertRaisesRegexp(ValueError, msg):
+            IntIndex(length=1, indices=[1, 2, 3])
+
+        # No index can be negative.
+        msg = "No index can be less than zero"
+
+        with tm.assertRaisesRegexp(ValueError, msg):
+            IntIndex(length=5, indices=[1, -2, 3])
+
+        # No index can be negative.
+        msg = "No index can be less than zero"
+
+        with tm.assertRaisesRegexp(ValueError, msg):
+            IntIndex(length=5, indices=[1, -2, 3])
+
+        # All indices must be less than the length.
+        msg = "All indices must be less than the length"
+
+        with tm.assertRaisesRegexp(ValueError, msg):
+            IntIndex(length=5, indices=[1, 2, 5])
+
+        with tm.assertRaisesRegexp(ValueError, msg):
+            IntIndex(length=5, indices=[1, 2, 6])
+
+        # Indices must be strictly ascending.
+        msg = "Indices must be strictly increasing"
+
+        with tm.assertRaisesRegexp(ValueError, msg):
+            IntIndex(length=5, indices=[1, 3, 2])
+
+        with tm.assertRaisesRegexp(ValueError, msg):
+            IntIndex(length=5, indices=[1, 3, 3])
+
     def test_int_internal(self):
         idx = _make_index(4, np.array([2, 3], dtype=np.int32), kind='integer')
         self.assertIsInstance(idx, IntIndex)