def test_resample_ohlc_dataframe(self):
        df = (pd.DataFrame({'PRICE': {Timestamp('2011-01-06 10:59:05', tz=None): 24990,
                                     Timestamp('2011-01-06 12:43:33', tz=None): 25499,
                                     Timestamp('2011-01-06 12:54:09', tz=None): 25499},
                           'VOLUME': {Timestamp('2011-01-06 10:59:05', tz=None): 1500000000,
                                      Timestamp('2011-01-06 12:43:33', tz=None): 5000000000,
                                      Timestamp('2011-01-06 12:54:09', tz=None): 100000000}})
            ).reindex_axis(['VOLUME', 'PRICE'], axis=1)
        res = df.resample('H', how='ohlc')
        exp = pd.concat([df['VOLUME'].resample('H', how='ohlc'),
                          df['PRICE'].resample('H', how='ohlc')],
                        axis=1,
                        keys=['VOLUME', 'PRICE'])
        assert_frame_equal(exp, res)

        df.columns = [['a', 'b'], ['c', 'd']]
        res = df.resample('H', how='ohlc')
        exp.columns = pd.MultiIndex.from_tuples([('a', 'c', 'open'), ('a', 'c', 'high'),
            ('a', 'c', 'low'), ('a', 'c', 'close'), ('b', 'd', 'open'),
            ('b', 'd', 'high'), ('b', 'd', 'low'), ('b', 'd', 'close')])
        assert_frame_equal(exp, res)

        # dupe columns fail atm
        # df.columns = ['PRICE', 'PRICE']