!I fix for BUG: resample with tz-aware: Values falls after last bin pandas-dev#15549 (pandas-dev#18337)

Author: ahcub

doc/source/whatsnew/v0.21.1.txt

@@ -62,6 +62,7 @@ Bug Fixes
 - Bug in ``pd.Series.rolling.skew()`` and ``rolling.kurt()`` with all equal values has floating issue (:issue:`18044`)
 - Bug in ``pd.DataFrameGroupBy.count()`` when counting over a datetimelike column (:issue:`13393`)
 - Bug in ``pd.concat`` when empty and non-empty DataFrames or Series are concatenated (:issue:`18178` :issue:`18187`)
+- Bug in ``DataFrame.resample(...)`` when there is a time change (DST) and resampling frequecy is 12h or higher (:issue:`15549`)
 - Bug in :class:`IntervalIndex` constructor when a list of intervals is passed with non-default ``closed`` (:issue:`18334`)
 - Bug in :meth:`IntervalIndex.copy` when copying and ``IntervalIndex`` with non-default ``closed`` (:issue:`18339`)
 

pandas/core/resample.py

@@ -1141,6 +1141,16 @@ def _get_time_bins(self, ax):
                                         tz=tz,
                                         name=ax.name)
 
+        # GH 15549
+        # In edge case of tz-aware resapmling binner last index can be
+        # less than the last variable in data object, this happens because of
+        # DST time change
+        if len(binner) > 1 and binner[-1] < last:
+            extra_date_range = pd.date_range(binner[-1], last + self.freq,
+                                             freq=self.freq, tz=tz,
+                                             name=ax.name)
+            binner = labels = binner.append(extra_date_range[1:])
+
         # a little hack
         trimmed = False
         if (len(binner) > 2 and binner[-2] == last and

pandas/tests/test_resample.py

@@ -2719,6 +2719,34 @@ def test_resample_weekly_bug_1726(self):
         # it works!
         df.resample('W-MON', closed='left', label='left').first()
 
+    def test_resample_with_dst_time_change(self):
+        # GH 15549
+        index = pd.DatetimeIndex([1457537600000000000, 1458059600000000000],
+                                 tz='UTC').tz_convert('America/Chicago')
+        df = pd.DataFrame([1, 2], index=index)
+        result = df.resample('12h', closed='right',
+                             label='right').last().ffill()
+
+        expected_index_values = ['2016-03-09 12:00:00-06:00',
+                                 '2016-03-10 00:00:00-06:00',
+                                 '2016-03-10 12:00:00-06:00',
+                                 '2016-03-11 00:00:00-06:00',
+                                 '2016-03-11 12:00:00-06:00',
+                                 '2016-03-12 00:00:00-06:00',
+                                 '2016-03-12 12:00:00-06:00',
+                                 '2016-03-13 00:00:00-06:00',
+                                 '2016-03-13 13:00:00-05:00',
+                                 '2016-03-14 01:00:00-05:00',
+                                 '2016-03-14 13:00:00-05:00',
+                                 '2016-03-15 01:00:00-05:00',
+                                 '2016-03-15 13:00:00-05:00']
+        index = pd.DatetimeIndex(expected_index_values,
+                                 tz='UTC').tz_convert('America/Chicago')
+        expected = pd.DataFrame([1.0, 1.0, 1.0, 1.0, 1.0,
+                                 1.0, 1.0, 1.0, 1.0, 1.0,
+                                 1.0, 1.0, 2.0], index=index)
+        assert_frame_equal(result, expected)
+
     def test_resample_bms_2752(self):
         # GH2753
         foo = Series(index=pd.bdate_range('20000101', '20000201'))