Hi everyone,

I just stumbled across this odd behaviour:

For a daily time series, I would expect resample('B', how='last') to be equivalent to selecting rows whose weekday is not Saturday or Sunday. However, resample groups together Fridays, Saturdays and Sundays and hence we get Sunday's value on Friday.

In the time series context, I guess most people would expect resample('B', ...) to bin Saturdays, Sundays and Mondays, so that no looking into the future occurs.

Am I missing something?