Resample bug after converting tz

[petergx]

dr = date_range(start='2012-4-13', end='2012-5-1')
ts = Series(range(len(dr)), dr)
ts_utc = ts.tz_convert('UTC')
ts_local = ts_utc.tz_convert('America/Los_Angeles')
ts_local.resample('W')

yields

~/env/lib/python2.7/site-packages/pandas/tseries/resample.pyc in _get_time_bins(self, axis)
    107 
    108         # general version, knowing nothing about relative frequencies

--> 109         bins = lib.generate_bins_dt64(axis.asi8, binner.asi8, self.closed)
    110 
    111         if self.label == 'right':

~/env/lib/python2.7/site-packages/pandas/lib.so in pandas.lib.generate_bins_dt64 (pandas/src/tseries.c:60938)()

ValueError: Values falls before first bin

[wesm]

Good point. There's no handling of time zones in resampling, which needs to get fixed ASAP!

[wesm]

Hey, actually this appears to have been fixed at some point in the next few weeks, working fine in 0.8.0b2. I added a unit test. Though note you have to use tz_localize now to convert a naive time series to localized:

ts_utc = ts.tz_localize('utc')

[JackKelly]

This bug (resampling a TZ-aware Series fails if rule='W') appears to be back in Pandas 0.15.2!

In [1]: import pandas as pd

In [2]: rng = pd.date_range("2013-04-01", "2013-05-01", tz='Europe/London', freq='H')

In [3]: rng
Out[3]: 
<class 'pandas.tseries.index.DatetimeIndex'>
[2013-04-01 00:00:00+01:00, ..., 2013-05-01 00:00:00+01:00]
Length: 721, Freq: H, Timezone: Europe/London

In [4]: series = pd.Series(index=rng)

In [5]: series
Out[5]: 
2013-04-01 00:00:00+01:00   NaN
2013-04-01 01:00:00+01:00   NaN
2013-04-01 02:00:00+01:00   NaN
2013-04-01 03:00:00+01:00   NaN
2013-04-01 04:00:00+01:00   NaN
2013-04-01 05:00:00+01:00   NaN
2013-04-01 06:00:00+01:00   NaN
2013-04-01 07:00:00+01:00   NaN
2013-04-01 08:00:00+01:00   NaN
2013-04-01 09:00:00+01:00   NaN
2013-04-01 10:00:00+01:00   NaN
2013-04-01 11:00:00+01:00   NaN
2013-04-01 12:00:00+01:00   NaN
2013-04-01 13:00:00+01:00   NaN
2013-04-01 14:00:00+01:00   NaN
...
2013-04-30 10:00:00+01:00   NaN
2013-04-30 11:00:00+01:00   NaN
2013-04-30 12:00:00+01:00   NaN
2013-04-30 13:00:00+01:00   NaN
2013-04-30 14:00:00+01:00   NaN
2013-04-30 15:00:00+01:00   NaN
2013-04-30 16:00:00+01:00   NaN
2013-04-30 17:00:00+01:00   NaN
2013-04-30 18:00:00+01:00   NaN
2013-04-30 19:00:00+01:00   NaN
2013-04-30 20:00:00+01:00   NaN
2013-04-30 21:00:00+01:00   NaN
2013-04-30 22:00:00+01:00   NaN
2013-04-30 23:00:00+01:00   NaN
2013-05-01 00:00:00+01:00   NaN
Freq: H, Length: 721

In [6]: series.resample('W')
---------------------------------------------------------------------------
ValueError                                Traceback (most recent call last)
<ipython-input-6-906374246edd> in <module>()
----> 1 series.resample('W')

/usr/local/lib/python2.7/dist-packages/pandas/core/generic.pyc in resample(self, rule, how, axis, fill_method, closed, label, convention, kind, loffset, limit, base)
   3003                               fill_method=fill_method, convention=convention,
   3004                               limit=limit, base=base)
-> 3005         return sampler.resample(self).__finalize__(self)
   3006 
   3007     def first(self, offset):

/usr/local/lib/python2.7/dist-packages/pandas/tseries/resample.pyc in resample(self, obj)
     83 
     84         if isinstance(ax, DatetimeIndex):
---> 85             rs = self._resample_timestamps()
     86         elif isinstance(ax, PeriodIndex):
     87             offset = to_offset(self.freq)

/usr/local/lib/python2.7/dist-packages/pandas/tseries/resample.pyc in _resample_timestamps(self, kind)
    273         axlabels = self.ax
    274 
--> 275         self._get_binner_for_resample(kind=kind)
    276         grouper = self.grouper
    277         binner = self.binner

/usr/local/lib/python2.7/dist-packages/pandas/tseries/resample.pyc in _get_binner_for_resample(self, kind)
    121             kind = self.kind
    122         if kind is None or kind == 'timestamp':
--> 123             self.binner, bins, binlabels = self._get_time_bins(ax)
    124         elif kind == 'timedelta':
    125             self.binner, bins, binlabels = self._get_time_delta_bins(ax)

/usr/local/lib/python2.7/dist-packages/pandas/tseries/resample.pyc in _get_time_bins(self, ax)
    182 
    183         # general version, knowing nothing about relative frequencies
--> 184         bins = lib.generate_bins_dt64(ax_values, bin_edges, self.closed, hasnans=ax.hasnans)
    185 
    186         if self.closed == 'right':

/usr/local/lib/python2.7/dist-packages/pandas/lib.so in pandas.lib.generate_bins_dt64 (pandas/lib.c:17825)()

ValueError: Values falls before first bin

In [7]: series.tz_localize(None).resample('W')
Out[7]: 
2013-04-07   NaN
2013-04-14   NaN
2013-04-21   NaN
2013-04-28   NaN
2013-05-05   NaN
Freq: W-SUN, dtype: float64

But resampling the TZ-aware Series to daily works fine:

In [8]: series.resample('D')
Out[8]: 
2013-04-01 00:00:00+01:00   NaN
2013-04-02 00:00:00+01:00   NaN
2013-04-03 00:00:00+01:00   NaN
2013-04-04 00:00:00+01:00   NaN
2013-04-05 00:00:00+01:00   NaN
2013-04-06 00:00:00+01:00   NaN
2013-04-07 00:00:00+01:00   NaN
2013-04-08 00:00:00+01:00   NaN
2013-04-09 00:00:00+01:00   NaN
2013-04-10 00:00:00+01:00   NaN
2013-04-11 00:00:00+01:00   NaN
2013-04-12 00:00:00+01:00   NaN
2013-04-13 00:00:00+01:00   NaN
2013-04-14 00:00:00+01:00   NaN
2013-04-15 00:00:00+01:00   NaN
2013-04-16 00:00:00+01:00   NaN
2013-04-17 00:00:00+01:00   NaN
2013-04-18 00:00:00+01:00   NaN
2013-04-19 00:00:00+01:00   NaN
2013-04-20 00:00:00+01:00   NaN
2013-04-21 00:00:00+01:00   NaN
2013-04-22 00:00:00+01:00   NaN
2013-04-23 00:00:00+01:00   NaN
2013-04-24 00:00:00+01:00   NaN
2013-04-25 00:00:00+01:00   NaN
2013-04-26 00:00:00+01:00   NaN
2013-04-27 00:00:00+01:00   NaN
2013-04-28 00:00:00+01:00   NaN
2013-04-29 00:00:00+01:00   NaN
2013-04-30 00:00:00+01:00   NaN
2013-05-01 00:00:00+01:00   NaN
Freq: D, dtype: float64

[jreback]

@JackKelly you are showing a slightly different issue (the tests that is covered here passes). pls open another issue.

xref #8941 in the issue (and this issue)