ENH: Added functionality in resample to resolve #10530

doc/source/whatsnew/v0.17.0.txt

@@ -94,6 +94,8 @@ Other enhancements
 
 - Enable `read_hdf` to be used without specifying a key when the HDF file contains a single dataset (:issue:`10443`)
 
+- Added functionality to use ``base`` when resampling a ``TimeDeltaIndex`` (:issue:`10530`)
+
 - ``DatetimeIndex`` can be instantiated using strings contains ``NaT`` (:issue:`7599`)
 - The string parsing of ``to_datetime``, ``Timestamp`` and ``DatetimeIndex`` has been made consistent. (:issue:`7599`)
 

pandas/tseries/resample.py

@@ -238,6 +238,10 @@ def _get_time_delta_bins(self, ax):
         end_stamps = labels + 1
         bins = ax.searchsorted(end_stamps, side='left')
 
+        # Addresses GH #10530
+        if self.base > 0:
+            labels += type(self.freq)(self.base)
+
         return binner, bins, labels
 
     def _get_time_period_bins(self, ax):

pandas/tseries/tests/test_resample.py

@@ -11,6 +11,7 @@
 
 from pandas.core.groupby import DataError
 from pandas.tseries.index import date_range
+from pandas.tseries.tdi import timedelta_range
 from pandas.tseries.offsets import Minute, BDay
 from pandas.tseries.period import period_range, PeriodIndex, Period
 from pandas.tseries.resample import DatetimeIndex, TimeGrouper
@@ -627,6 +628,19 @@ def test_resample_base(self):
                              freq='5min')
         self.assertTrue(resampled.index.equals(exp_rng))
 
+    def test_resample_base_with_timedeltaindex(self):
+        rng = timedelta_range(start = '0s', periods = 25, freq = 's')
+        ts = Series(np.random.randn(len(rng)), index = rng)
+
+        with_base = ts.resample('2s', base = 5)
+        without_base = ts.resample('2s')
+
+        exp_without_base = timedelta_range(start = '0s', end = '25s', freq = '2s')
+        exp_with_base = timedelta_range(start = '5s', end = '29s', freq = '2s')
+
+        self.assertTrue(without_base.index.equals(exp_without_base))
+        self.assertTrue(with_base.index.equals(exp_with_base))
+
     def test_resample_daily_anchored(self):
         rng = date_range('1/1/2000 0:00:00', periods=10000, freq='T')
         ts = Series(np.random.randn(len(rng)), index=rng)