Resample method doesn't round timestamps with prime numbers frequency

[mapsa]

Hi,

I've found this issue when I tried to resample at different frequencies. When the frequency is a prime number, the first timestamp is not rounded and it takes the first timestamp in the file. Do I need an extra parameter to round timestamps?

csv = r"""Date,Time,Ask,Bid,AskVolume,BidVolume
11-08-2014,00:00:01.093,1.34046,1.34042,1.25,1.69
11-08-2014,00:00:02.159,1.34047,1.34043,4.69,1
11-08-2014,00:00:02.667,1.34046,1.34042,1.32,2.44
11-08-2014,00:00:03.175,1.34046,1.34043,1.32,1
11-08-2014,00:00:07.058,1.34046,1.34043,3.75,1.69
11-08-2014,00:00:07.362,1.34043,1.34041,2.25,1
11-08-2014,00:00:08.324,1.34043,1.34042,1.5,1
11-08-2014,00:00:08.830,1.34045,1.34043,2.44,1
11-08-2014,00:00:08.982,1.34043,1.34041,3,1.69
11-08-2014,00:00:09.815,1.34042,1.34041,1,1
11-08-2014,00:00:10.540,1.34043,1.34041,2.63,1
11-08-2014,00:00:11.061,1.34043,1.3404,7.99,2.25
11-08-2014,00:00:11.617,1.34042,1.34041,1.13,1
11-08-2014,00:00:13.607,1.34043,1.3404,7.5,3.19
11-08-2014,00:00:14.535,1.34043,1.34041,5.25,1
11-08-2014,00:00:15.525,1.34043,1.34041,3.38,1.25
11-08-2014,00:00:17.960,1.34043,1.34041,4.5,1.25
11-08-2014,00:00:20.674,1.34042,1.3404,1.13,2.07
11-08-2014,00:00:21.191,1.34041,1.3404,1,1"""
filename = 'sample.csv'
f = open(filename, 'w')
f.write(csv)
f.close()
df = pd.read_csv(filename, parse_dates={'Timestamp': ['Date', 'Time']}, index_col='Timestamp')
print df.resample('6s', fill_method='bfill')
print df.resample('7s', fill_method='bfill')
print df.resample('11s', fill_method='bfill')
print df.resample('13s', fill_method='bfill')
print df.resample('17s', fill_method='bfill')

Thanks,
Paola

[jreback]

have a look at PR #8372

I am not entirely sure WHY it was doing this a-priori, maybe need some more test cases.