reindex(method="backfill") and periods within the last date

[tgefell]

I have a DataFrame with 1 minute timestamps, pw.

I have a monthly average of the values:
ma_pw=pw.groupby(BMonthEnd(+1).rollforward).aggregate(np.mean)

When I do a reindex to push that average back into all of the periods for the month,
the last day's values are NaN. Here's my reindex attempt:

reindexed = ma_pw.reindex(pw.index, method="backfill").

I have worked around this by forcing the hour in my monthly data to something past the last minute that I care about in my by-minute data as follows, but this seems incredibly crude:

from dateutil.relativedelta import *
newi = [x + relativedelta(hour=20) for x in ma_pw.index]
ma_pw.index = newi[:]

Then my original reindex works.

Is there a clean way to instruct the reindex method to include the datetime objects having the same datetime.date on that last day of the month?

[wesm]

You are back-propagating values? hmm. There are two options: pad and backfill. Pad propagates forward, backfill the opposite.

You can do ma_pw.fill(method='pad') method-- please note that fill is going to be renamed to something else in the 0.4 release (which is coming after the yet-unreleased 0.3 release) but should be easy to fix your code ;)

[wesm]

Closing this issue, I don't think it's a bug