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TST: groupby with multi-day Grouper and closed="right" on intraday data (GH#43896) #66030

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Merged
jbrockmendel merged 1 commit into from
Jun 26, 2026
Merged

TST: groupby with multi-day Grouper and closed="right" on intraday data (GH#43896) #66030

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15 changes: 15 additions & 0 deletions pandas/tests/resample/test_datetime_index.py
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Original file line number Diff line number Diff line change
Expand Up @@ -2199,3 +2199,18 @@ def test_resample_sum_with_inat_value():
result = df.resample("MS").apply(np.sum)
expected = DataFrame([-1], index=date_range("2013-01-01", periods=1, freq="MS"))
tm.assert_frame_equal(result, expected)


def test_groupby_multiday_grouper_closed_right_intraday():
# GH#43896 intraday values with a multi-day Grouper and closed="right"
# used to raise "Values falls before first bin"
index = date_range("2019-12-31 00:10:00", "2020-01-04 00:10:00", freq="12h")
df = DataFrame({"a": np.arange(len(index), dtype=float)}, index=index)
result = df.groupby(Grouper(freq="2D", closed="right")).sum()
expected = DataFrame(
{"a": [0.0, 6.0, 22.0, 8.0]},
index=DatetimeIndex(
["2019-12-29", "2019-12-31", "2020-01-02", "2020-01-04"], freq="2D"
),
)
tm.assert_frame_equal(result, expected)