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Showing content from https://github.com/pandas-dev/pandas/issues/13453 below:

GitHub ยท Where software is built

xref addtl example in #13795

Pandas Resampler.nunique appears to be putting the same data in multiple bins:

import pandas as pd

# Create a series with a datetime index
index = pd.date_range('1-1-2000', '2-15-2000', freq='h')
index2 = pd.date_range('4-15-2000', '5-15-2000', freq='h')
index3 = index.append(index2)
s = pd.Series(range(len(index3)), index=index3)

# Since all elements are unique, `count` and `nunique` should give the same result
count = s.resample('M').count()
nunique = s.resample('M').nunique()

In pandas 0.18.1 and 0.18.0 these don't give the same results, when they should

In [3]: count
Out[3]:
2000-01-31    744
2000-02-29    337
2000-03-31      0
2000-04-30    384
2000-05-31    337
Freq: M, dtype: int64

In [4]: nunique
Out[4]:
2000-01-31    337
2000-02-29    744
2000-03-31      0
2000-04-30    744
2000-05-31    337
Freq: M, dtype: int64

In pandas 0.17.0 and 0.17.1 (adjusting to old style resample syntax), the nunique one fails due to a "ValueError: Wrong number of items passed 4, placement implies 5" somewhere in the depths of internals.py. If I go back to 0.16.2, I do get the same result for each.

I'm not sure what's going on here. Since the nunique results sum to larger than the length, it appears data is being counted more than once.

In [19]: pd.show_versions()

INSTALLED VERSIONS
------------------
commit: None
python: 2.7.11.final.0
python-bits: 64
OS: Darwin
OS-release: 15.5.0
machine: x86_64
processor: i386
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8

pandas: 0.18.1
nose: None
pip: 8.1.2
setuptools: 23.0.0
Cython: None
numpy: 1.10.4
scipy: None
statsmodels: None
xarray: None
IPython: 4.2.0
sphinx: None
patsy: None
dateutil: 2.5.3
pytz: 2016.4
blosc: None
bottleneck: None
tables: None
numexpr: None
matplotlib: None
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: None
pymysql: None
psycopg2: None
jinja2: None
boto: None
pandas_datareader: None

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