Fix pandas-dev#12037 Error when Resampling using pd.tseries.offsets.Nano as period

Author: BranYang

pandas/tseries/resample.py

@@ -854,9 +854,11 @@ def _get_time_bins(self, ax):
                                        closed=self.closed,
                                        base=self.base)
         tz = ax.tz
+        # do not call replace() because that will swallow the nanosecond part
+        # GH #12037
         binner = labels = DatetimeIndex(freq=self.freq,
-                                        start=first.replace(tzinfo=None),
-                                        end=last.replace(tzinfo=None),
+                                        start=first,
+                                        end=last,
                                         tz=tz,
                                         name=ax.name)
 

pandas/tseries/tests/test_resample.py

@@ -1224,6 +1224,15 @@ def test_monthly_resample_error(self):
         # it works!
         ts.resample('M')
 
+    def test_nanosecond_resample_error(self):
+        # GH 12307
+        start = 1443707890427
+        indx = pd.date_range(start=pd.to_datetime(start),
+                             periods=10, freq='100n')
+        ts = pd.Series(np.random.randn(len(indx)), index=indx)
+        r = ts.resample(pd.tseries.offsets.Nano(100))
+        r.agg('mean')
+
     def test_resample_anchored_intraday(self):
         # #1471, #1458