BUG: resample with datetime64 data on series looses dtype

[jorisvandenbossche]

From SO: http://stackoverflow.com/questions/37106810/bug-in-python-pandas-pandas-series-resample-vs-pandas-dataframe-resample

In [7]: import datetime as dt

In [8]: df = pd.DataFrame([[dt.datetime(2016,1,31,15)], [dt.datetime(2016,2,7,17)]], index=[dt.datetime(2016,1,31,15), dt.datetime(2016,2,7,17)], columns=['timestamp'])

In [10]: df
Out[10]:
                              timestamp
2016-01-31 15:00:00 2016-01-31 15:00:00
2016-02-07 17:00:00 2016-02-07 17:00:00

In [11]: df.resample('D').first().timestamp
Out[11]:
2016-01-31   2016-01-31 15:00:00
2016-02-01                   NaT
2016-02-02                   NaT
2016-02-03                   NaT
2016-02-04                   NaT
2016-02-05                   NaT
2016-02-06                   NaT
2016-02-07   2016-02-07 17:00:00
Freq: D, Name: timestamp, dtype: datetime64[ns]

In [12]: df.timestamp.resample('D').first()
Out[12]:
2016-01-31    1.454252e+18
2016-02-01             NaN
2016-02-02             NaN
2016-02-03             NaN
2016-02-04             NaN
2016-02-05             NaN
2016-02-06             NaN
2016-02-07    1.454864e+18
Freq: D, Name: timestamp, dtype: float64

Tested it with latest master

[jreback]

related to #3087 (though that's pretty old).

[wcwagner]

This is still broken with Timedeltas
Gonna add some tests, and try real quick for a fix.
(gonna ignore the incorrect bins for now?)
repro:

In [21]: df = DataFrame({'time':timedelta_range('1 day', '4 day', freq='D')},
                index=timedelta_range('1 day', '4 day', freq='D'))

In [22]: df
Out[22]: 
         time
1 days 1 days
2 days 2 days
3 days 3 days
4 days 4 days

In [23]: df.resample('2D').first()
Out[23]: 
         time
1 days 1 days
3 days 3 days
5 days    NaT

In [24]: df.time.resample('2D').first()
Out[24]: 
1 days    8.640000e+13
3 days    2.592000e+14
5 days             NaN
Freq: 2D, Name: time, dtype: float64

output of pd.show_versions

INSTALLED VERSIONS
------------------
commit: 6645b2b11a82343e5f07b15a25a250f411067819
python: 3.5.2.final.0
python-bits: 64
OS: Linux
OS-release: 4.4.0-21-generic
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8
LOCALE: en_US.UTF-8

pandas: 0.18.1+391.g6645b2b.dirty
nose: 1.3.7
pip: 8.1.2
setuptools: 23.0.0
Cython: 0.24
numpy: 1.11.1
scipy: 0.17.1
statsmodels: 0.6.1
xarray: None
IPython: 4.2.0
sphinx: 1.4.1
patsy: 0.4.1
dateutil: 2.5.3
pytz: 2016.4
blosc: None
bottleneck: 1.1.0
tables: 3.2.2
numexpr: 2.6.0
matplotlib: 1.5.1
openpyxl: 2.3.2
xlrd: 1.0.0
xlwt: 1.1.2
xlsxwriter: 0.9.2
lxml: 3.6.0
bs4: 4.4.1
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: 1.0.13
pymysql: None
psycopg2: None
jinja2: 2.8
boto: 2.40.0
pandas_datareader: None