After fighting with NumPy and dateutil for days, I recently discovered the amazing Pandas library. I\'ve been poring through the documentation and source code, but I can\'t
There actually is no "day of month" frequency (e.g. "DOMXX" like "DOM09"), but I don't see any reason not to add one.
http://github.com/pydata/pandas/issues/2289
I don't have a simple workaround for you at the moment because resample
requires passing a known frequency rule. I think it should be augmented to be able to take any date range to be used as arbitrary bin edges, also. Just a matter of time and hacking...