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Showing content from https://github.com/pandas-dev/pandas/issues/4161 below:

TimeGrouper only works properly when using a sorted DateTimeIndex · Issue #4161 · pandas-dev/pandas · GitHub

related SO question

http://stackoverflow.com/questions/19636370/dataframe-groupbytimegrouper-d-invalid-length-for-values-or-for-binner/19636874?noredirect=1#comment29155715_19636874

Hi everybody,

today I spend the whole afternoon figuring out that TimeGrouper only works properly when using on a sorted(!) DateTimeIndex.

If the DateTimeIndex is not sorted, TimeGrouper throws no error (!) but produces corrupt results.

I would suggest either to do a sort() call within TimeGrouper or modify it to throw an error message. The fact that it silently produces corrupt results when the DateTimeIndex is not sorted is really disturbing.

Sorry, that I cannot add an example for the bug. All simple examples I created worked fine, it seems that this only leads to corrupt results with DataFrames of size 700 and above.

Best regards

Andy

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