Description
I just upgraded to pandas 0.15.2 and now hit this when I do resample. It worked fine in 0.15.1 (I rolled back to 0.15.1 to confirm). As far as I can tell it occurs when the first date in the index is during daylight savings and the last is not, or vice versa.
For example, with a date just before and another just after the DST change date of April 6:
df = pd.DataFrame(index=pd.DatetimeIndex(['2014-04-04 10:00:00', '2014-04-07 10:00:00']), data={'open':0.5}).tz_localize('Australia/Sydney')
print(df.resample('1D', how={'open':'first'}))
Traceback (most recent call last):
File "D:/Documents/Programming/Projects/IB/play.py", line 1332, in
main()
File "D:/Documents/Programming/Projects/IB/play.py", line 48, in main
print(df.resample('1D', how={'open':'first'}))
File "C:\Users\Tom\Anaconda\envs\py2test\lib\site-packages\pandas\core\generic.py", line 3005, in resample
return sampler.resample(self).finalize(self)
File "C:\Users\Tom\Anaconda\envs\py2test\lib\site-packages\pandas\tseries\resample.py", line 85, in resample
rs = self._resample_timestamps()
File "C:\Users\Tom\Anaconda\envs\py2test\lib\site-packages\pandas\tseries\resample.py", line 275, in _resample_timestamps
self._get_binner_for_resample(kind=kind)
File "C:\Users\Tom\Anaconda\envs\py2test\lib\site-packages\pandas\tseries\resample.py", line 123, in _get_binner_for_resample
self.binner, bins, binlabels = self._get_time_bins(ax)
File "C:\Users\Tom\Anaconda\envs\py2test\lib\site-packages\pandas\tseries\resample.py", line 184, in _get_time_bins
bins = lib.generate_bins_dt64(ax_values, bin_edges, self.closed, hasnans=ax.hasnans)
File "pandas\lib.pyx", line 1064, in pandas.lib.generate_bins_dt64 (pandas\lib.c:17790)
ValueError: Values falls after last bin
On the other hand if I roll back to 0.15.1 I get what I expect:
open
2014-04-04 00:00:00+11:00 0.5
2014-04-05 00:00:00+11:00 NaN
2014-04-06 00:00:00+11:00 NaN
2014-04-07 00:00:00+10:00 0.5
Alternatively in 0.15.2 if I add another date in the previous year, such that the first and last dates are either both in daylight savings (even in a different year) or both not in daylight savings, it also seems to work fine.