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ref: #13079 (comment)
In [5]: pd.DataFrame(index=pd.PeriodIndex([],freq='D')).resample('M').mean().index
Out[5]: Index([], dtype='object')
ref: #13079 (comment)
In [5]: pd.DataFrame(index=pd.PeriodIndex([],freq='D')).resample('M').mean().index
Out[5]: Index([], dtype='object')