title: Python pandas resample added dates not present in the original data
body: <p>I am using pandas to convert intraday data, stored in <code>data_m</code>, to daily data. For some reason <code>resample</code> added rows for days that were not present in the intraday data. For example, 1/8/2000 is not in the intraday data, yet the daily data contains a row for that date with NaN as the value. DatetimeIndex has more entries than the actual data. Am I doing anything wrong?</p>
  
  <pre><code>data_m.resample('D', how = mean).head()
  Out[13]: 
             x
  2000-01-04 8803.879581
  2000-01-05 8765.036649
  2000-01-06 8893.156250
  2000-01-07 8780.037433
  2000-01-08 NaN
  
  data_m.resample('D', how = mean)
  Out[14]: 
  &lt;class 'pandas.core.frame.DataFrame'&gt;
  DatetimeIndex: 4729 entries, 2000-01-04 00:00:00 to 2012-12-14 00:00:00
  Freq: D
  Data columns:
  x    3241  non-null values
  dtypes: float64(1)
  </code></pre>