ohlc resampling returns a different type depending on upsampling vs downsampling

[max-sixty]

Upsampling returns a Series, Downsampling returns a DataFrame. Is this valid?

In [80]: series=pd.Series(range(10), index=pd.PeriodIndex(start='2000', freq='D', periods=10))

In [81]: series
Out[81]: 
2000-01-01    0
2000-01-02    1
2000-01-03    2
2000-01-04    3
2000-01-05    4
2000-01-06    5
2000-01-07    6
2000-01-08    7
2000-01-09    8
2000-01-10    9
Freq: D, dtype: int64

In [83]: series.resample('M').ohlc()
Out[83]: 
         open  high  low  close
2000-01     0     9    0      9

# returns a DataFrame

In [84]: series.resample('H').ohlc()
Out[84]: 
2000-01-01 00:00    0.0
...
2000-01-10 23:00    NaN
Freq: H, dtype: float64

# returns a series

on master

[jreback]

so this is just true for PeriodIndex. DTI works.

Though upsampling is a bit odd for ohlc (as all of the values are the same). So I would match DTI.