ENH: new convention for period resampling pandas-dev#1635

Author: changhiskhan

pandas/tseries/resample.py

@@ -26,7 +26,7 @@ class TimeGrouper(CustomGrouper):
     closed : closed end of interval; left (default) or right
     label : interval boundary to use for labeling; left (default) or right
     nperiods : optional, integer
-    convention : {'start', 'end', 'e', 's'}
+    convention : {'start', 'end', 'e', 's', 'both'}
         If axis is PeriodIndex
 
     Notes
@@ -216,12 +216,20 @@ def _resample_periods(self, obj):
             new_index = PeriodIndex(data=[], freq=self.freq)
             return obj.reindex(new_index)
         else:
-            start = axlabels[0].asfreq(self.freq, how=self.convention)
-            end = axlabels[-1].asfreq(self.freq, how=self.convention)
+            start_conv = end_conv = self.convention
+            if start_conv not in ('s', 'start', 'e', 'end'):
+                start_conv = 's'
+            if end_conv not in ('s', 'start', 'e', 'end'):
+                end_conv = 'e'
+            start = axlabels[0].asfreq(self.freq, how=start_conv)
+            end = axlabels[-1].asfreq(self.freq, how=end_conv)
             new_index = period_range(start, end, freq=self.freq)
 
         # Start vs. end of period
-        memb = axlabels.asfreq(self.freq, how=self.convention)
+        conv = self.convention
+        if conv not in ('s', 'start', 'e', 'end'):
+            conv = 's'
+        memb = axlabels.asfreq(self.freq, how=conv)
 
         if is_subperiod(axlabels.freq, self.freq) or self.how is not None:
             # Downsampling

pandas/tseries/tests/test_resample.py

@@ -286,6 +286,25 @@ def test_resample_timestamp_to_period(self):
         expected.index = period_range('1990-01', '2000-01', freq='M')
         assert_series_equal(result, expected)
 
+    def test_resample_period_both(self):
+        prng = period_range('1/1/1999', freq='M', periods=3)
+        s = Series(np.random.randn(len(prng)), prng)
+        rs = s.resample('D', convention='both').index
+        xp = period_range('1/1/1999', '3/31/1999', freq='D')
+        rs.equals(xp)
+
+        prng = period_range('1/1/1999', freq='Q', periods=3)
+        s = Series(np.random.randn(len(prng)), prng)
+        rs = s.resample('M', convention='both').index
+        xp = period_range('1/1/1999', '9/30/1999', freq='M')
+        rs.equals(xp)
+
+        prng = period_range('1/1/1999', freq='A', periods=3)
+        s = Series(np.random.randn(len(prng)), prng)
+        rs = s.resample('A', convention='both').index
+        xp = period_range('1/1/1999', '12/31/2001', freq='M')
+        rs.equals(xp)
+
     def test_ohlc_5min(self):
         def _ohlc(group):
             if isnull(group).all():