WIP: EA SetArray
This is very WIP, but might IMO be helpful in figuring out the EA interfaces, since it has some other requirements than the EAs so far. It makes some way towards #4480 and might be a basis for #21547, where the comments were effectively "make this an EA", e.g. @jreback:
> EA is an extension array & a dtype, both of which are first class. That's how I'd like to see sets (and lists and dicts)

The code works so far, and tests pass, but there's a large amount of issues (and probably some conflicts with some other current EA-PRs). As a disclaimer, in each case it may well be that I'm misunderstanding something, but I've tried my best, and the same issues would probably be encountered by other EA authors.

* several methods, including `fillna` and `astype` do not dispatch to the EA impl
* same for `df.fillna` not dispatching to Series
* `set` is a case, where the nan-value is *incompatible* with the dtype in normal operations (i.e. `{1} | np.nan` raises). This means that tests like `TestMethods.test_combine_add` and `TestMethods.test_combine_le` will always fail on missing data
* Bool ops had no dispatching mechanism. I added one, but can probably be improved.  These are also not tested as far as I can tell.
* Bool ops in particular will have to figure out a contract which side is cast to what, e.g. if `op(EA, np.ndarray)` is the same as `op(np.ndarray, EA)`, or if the latter downcasts EA.
* `data[-1` must be non-na for `BaseGetitemTests.test_take`
* found `tests/extension/conftest.py` too late, will need to adapt my fixtures
* I'm sure my changes to `pandas/tests/extension/base/ops.py` will cause friction, but those are just WIP as well. In any case, `tests` like `BaseComparisonOpsTests.test_compare_array` can never suceed with comparing `0` to a non-numeric dtype (and I wrapped it into a `Series` since I was getting errors with the dispatch as a list object)

If/when this is ever merged, I'd like add more options to `.astype('set')` (example in #4480), and add a set accessor for other methods (again #4480).
Hello @h-vetinari! Thanks for updating the PR.









Cheers ! There are no PEP8 issues in this Pull Request. :beers: 

##### Comment last updated on August 16, 2018 at 06:32 Hours UTC @h-vetinari Thanks a lot for working on this!

To repeat my comment of the other PR, I personally don't think this should be necessarily included in pandas core, but would be perfect as an external package (now we have the EA interface). 
That said, actually doing this (here or as external package) is indeed very good to iron out the interface, as arrays that contain sequences as scalars will certainly have some additional needs/complexities.

We have a dummy JSONArray implementation in the test suite that might run into similar problems, but for now that was not given much attention.

> several methods, including fillna and astype do not dispatch to the EA impl

The `astype` is a know issue (https://github.com/pandas-dev/pandas/pull/22343, as you are aware of), `fillna` should normally dispatch. Do you have a reproducible example to show it does not? If there are any others that don't dispatch, you can open separate issues/PRs for that.

> Bool ops in particular will have to figure out a contract which side is cast to what, e.g. if op(EA, np.ndarray) is the same as op(np.ndarray, EA), or if the latter downcasts EA.

Can you give a more concrete example to show what you mean?

> there's not a lot of documentation what the EA test suite expects. E.g. data must be length 100, data_missing must be [np.nan, instance of dtype] (but data can have missing values too?), data[-1] must non-na, etc.

The things you mention above (except the last one) are mentioned in the docstrings in pandas/tests/extensions/conftest.py ? But please feel free to add any better documentation on things that are unclear! 
I think we assume that `data` has no missing values (and maybe also that all are unique, not sure). 









 > The things you mention above (except the last one) are mentioned in the docstrings in pandas/tests/extensions/conftest.py ? But please feel free to add any better documentation on things that are unclear!
I think we assume that data has no missing values (and maybe also that all are unique, not sure).

I had edited the OP a few minutes before you responded, because I had finally found `pandas/tests/extensions/conftest.py`. Not all requirements are mentioned though, and `test_integer.py` does have missing values in `data`, for ex.

I'll respond to the rest later, no time right now. closing as stale. would be more amenable as an EA.