#### Code Sample, a copy-pastable example if possible ```python import pandas as pd df = pd.DataFrame({'values': [2, 3]}, index='1986-01-31', '1986-2-28') df.resample('M', convention='s').sum() ``` #### Problem description The convention argument does not seem to have any function on start on end when Month is passed as the resample period for a datetime index. #### Expected Output | |values| |------------|--| |1986-01-01|2| |1986-02-01|3| #### Actual Output | |values| |-------------|--| |1986-01-31|2| |1986-02-28|3| #### Output of ``pd.show_versions()`` <details> INSTALLED VERSIONS ------------------ commit: None python: 3.5.2.final.0 python-bits: 64 OS: Darwin OS-release: 16.3.0 machine: x86_64 processor: i386 byteorder: little LC_ALL: None LANG: en_US.UTF-8 LOCALE: en_US.UTF-8 pandas: 0.19.2 nose: 1.3.7 pip: 9.0.1 setuptools: 27.2.0 Cython: 0.25.2 numpy: 1.11.3 scipy: 0.18.1 statsmodels: 0.6.1 xarray: None IPython: 5.1.0 sphinx: 1.5.1 patsy: 0.4.1 dateutil: 2.6.0 pytz: 2016.10 blosc: None bottleneck: 1.2.0 tables: 3.3.0 numexpr: 2.6.1 matplotlib: 2.0.0 openpyxl: 2.4.1 xlrd: 1.0.0 xlwt: 1.2.0 xlsxwriter: 0.9.6 lxml: 3.7.2 bs4: 4.5.3 html5lib: None httplib2: 0.9.2 apiclient: 1.6.1 sqlalchemy: 1.1.5 pymysql: None psycopg2: 2.6.2 (dt dec pq3 ext lo64) jinja2: 2.9.4 boto: 2.45.0 pandas_datareader: None </details>