Resample with OHLC sometimes results in series on pandas release 0.18.0.rc1

[jcrist]

In [1]: import pandas as pd

In [2]: index = pd.date_range('1-1-2000', '2-15-2000', freq='h')

In [3]: index = index.union(pd.date_range('4-15-2000', '5-15-2000', freq='h'))

In [4]: s = pd.Series(range(len(index)), index=index)

In [5]: a = s.loc[:'4-15-2000'].resample('30T').ohlc()

In [6]: b = s.loc[:'4-14-2000'].resample('30T').ohlc()

In [7]: a.head()
Out[7]:
                     open  high  low  close
2000-01-01 00:00:00   0.0   0.0  0.0    0.0
2000-01-01 00:30:00   NaN   NaN  NaN    NaN
2000-01-01 01:00:00   1.0   1.0  1.0    1.0
2000-01-01 01:30:00   NaN   NaN  NaN    NaN
2000-01-01 02:00:00   2.0   2.0  2.0    2.0

In [8]: b.head()
Out[8]:
2000-01-01 00:00:00    0.0
2000-01-01 00:30:00    NaN
2000-01-01 01:00:00    1.0
2000-01-01 01:30:00    NaN
2000-01-01 02:00:00    2.0
Freq: 30T, dtype: float64

In [9]: pd.__version__
Out[9]: u'0.18.0rc1'

[jreback]

@jcrist fixed by #12329

[jreback]

this was incorrectly taking an .asfreq() path

[jcrist]

Tested, that PR, fixes all issues for dask test suite. Thanks!

[jreback]

@jcrist thanks!

merged to master