Add test for pandas-dev#13453 in test_resample and add note to whatsnew

Author: Diego Fernandez

doc/source/whatsnew/v0.20.0.txt

@@ -585,3 +585,5 @@ Bug Fixes
 - Bug in ``Series.replace`` and ``DataFrame.replace`` which failed on empty replacement dicts (:issue:`15289`)
 - Bug in ``pd.melt()`` where passing a tuple value for ``value_vars`` caused a ``TypeError`` (:issue:`15348`)
 - Bug in ``.eval()`` which caused multiline evals to fail with local variables not on the first line (:issue:`15342`)
+
+- Bug in ``groupby().nunique()`` when using ``TimeGrouper`` and a gap existed in the dates the values wouldn't be correct (:issue:`13453`)

pandas/tests/tseries/test_resample.py

@@ -1939,6 +1939,28 @@ def test_resample_nunique(self):
         result = df.ID.groupby(pd.Grouper(freq='D')).nunique()
         assert_series_equal(result, expected)
 
+    def test_resample_nunique_with_date_gap(self):
+        # GH 13453
+        index = pd.date_range('1-1-2000', '2-15-2000', freq='h')
+        index2 = pd.date_range('4-15-2000', '5-15-2000', freq='h')
+        index3 = index.append(index2)
+        s = pd.Series(range(len(index3)), index=index3)
+        r = s.resample('M')
+
+        # Since all elements are unique, these should all be the same
+        results = [
+            r.count(),
+            r.nunique(),
+            r.agg(pd.Series.nunique),
+            r.agg('nunique')
+        ]
+
+        for res1 in results:
+            for res2 in results:
+                if res1 is not res2:
+                    print('running')
+                    assert_series_equal(res1, res2)
+
     def test_resample_group_info(self):  # GH10914
         for n, k in product((10000, 100000), (10, 100, 1000)):
             dr = date_range(start='2015-08-27', periods=n // 10, freq='T')