Added applying of multiple columns to resample

Author: discort

doc/source/whatsnew/v0.21.0.txt

@@ -1023,6 +1023,7 @@ Groupby/Resample/Rolling
 - Bug in ``DataFrame.groupby`` where a single level selection from a ``MultiIndex`` unexpectedly sorts (:issue:`17537`)
 - Bug in ``DataFrame.groupby`` where spurious warning is raised when ``Grouper`` object is used to override ambiguous column name (:issue:`17383`)
 - Bug in ``TimeGrouper`` differs when passes as a list and as a scalar (:issue:`17530`)
+- Bug in ``DataFrame.resample(...).apply(...)`` when there is a callable that returns different columns (:issue:`15169`)
 
 Sparse
 ^^^^^^

pandas/core/groupby.py

@@ -4223,8 +4223,7 @@ def _wrap_generic_output(self, result, obj):
         result_index = self.grouper.levels[0]
 
         if self.axis == 0:
-            return DataFrame(result, index=obj.columns,
-                             columns=result_index).T
+            return DataFrame(result, columns=result_index).T
         else:
             return DataFrame(result, index=obj.index,
                              columns=result_index)

pandas/tests/test_resample.py

@@ -3103,6 +3103,20 @@ def f(x):
         result = g.apply(f)
         assert_frame_equal(result, expected)
 
+    def test_apply_with_mutated_index(self):
+        index = pd.date_range('1-1-2015', '12-31-15', freq='D')
+        df = pd.DataFrame(data={'col1': np.random.rand(len(index))},
+                          index=index)
+
+        def f(x):
+            s = pd.Series([1, 2], index=['a', 'b'])
+            return s
+
+        result = df.resample('M').apply(f)
+        expected = df.groupby(pd.Grouper(freq='M')).apply(f)
+
+        assert_frame_equal(result, expected, check_dtype=False)
+
     def test_resample_groupby_with_label(self):
         # GH 13235
         index = date_range('2000-01-01', freq='2D', periods=5)