BUG: Series[sparse].where losing fill_value (#45691)

Author: jbrockmendel

doc/source/whatsnew/v1.5.0.rst

@@ -316,7 +316,7 @@ Reshaping
 
 Sparse
 ^^^^^^
--
+- Bug in :meth:`Series.where` and :meth:`DataFrame.where` with ``SparseDtype`` failing to retain the array's ``fill_value`` (:issue:`45691`)
 -
 
 ExtensionArray

pandas/core/arrays/sparse/array.py

@@ -1355,7 +1355,8 @@ def _where(self, mask, value):
         # NB: may not preserve dtype, e.g. result may be Sparse[float64]
         #  while self is Sparse[int64]
         naive_implementation = np.where(mask, self, value)
-        result = type(self)._from_sequence(naive_implementation)
+        dtype = SparseDtype(naive_implementation.dtype, fill_value=self.fill_value)
+        result = type(self)._from_sequence(naive_implementation, dtype=dtype)
         return result
 
     # ------------------------------------------------------------------------

pandas/tests/arrays/sparse/test_array.py

@@ -880,6 +880,20 @@ def test_generator_warnings(self):
                 pass
             assert len(w) == 0
 
+    def test_where_retain_fill_value(self):
+        # GH#45691 don't lose fill_value on _where
+        arr = SparseArray([np.nan, 1.0], fill_value=0)
+
+        mask = np.array([True, False])
+
+        res = arr._where(~mask, 1)
+        exp = SparseArray([1, 1.0], fill_value=0)
+        tm.assert_sp_array_equal(res, exp)
+
+        ser = pd.Series(arr)
+        res = ser.where(~mask, 1)
+        tm.assert_series_equal(res, pd.Series(exp))
+
     def test_fillna(self):
         s = SparseArray([1, np.nan, np.nan, 3, np.nan])
         res = s.fillna(-1)