This is similar to an example in the DataFrame.resample docstring
d = {
'price': [10, 11, 9, 13, 14, 18, 17, 19],
'volume': [50, 60, 40, 100, 50, 100, 40, 50]
}
df = pd.DataFrame(d)
df['week_starting'] = pd.date_range('01/01/2018', periods=8, freq='W')
print(df.resample('M', on='week_starting').first())
# Gives
price volume week_starting
week_starting
2018-01-31 10 50 2018-01-07
2018-02-28 14 50 2018-02-04
I am not sure, but it seems to me it's not intended to use the on column in the aggregation. Because of #46560, this is current throwing warnings when .first is replaced by e.g. .sum or .mean and there is no way to safely avoid them.
Marking this for 1.5 because of the introduced warnings.
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