pandas: convert datetime to end-of-month

Revised, converting to period and then back to timestamp does the trick

In [104]: df = DataFrame(dict(date = [Timestamp('20130101'),Timestamp('20130131'),Timestamp('20130331'),Timestamp('20130330')],value=randn(4))).set_index('date')

In [105]: df
Out[105]: 
               value
date                
2013-01-01 -0.346980
2013-01-31  1.954909
2013-03-31 -0.505037
2013-03-30  2.545073

In [106]: df.index = df.index.to_period('M').to_timestamp('M')

In [107]: df
Out[107]: 
               value
2013-01-31 -0.346980
2013-01-31  1.954909
2013-03-31 -0.505037
2013-03-31  2.545073

Note that this type of conversion can also be done like this, the above would be slightly faster, though.

In [85]: df.index + pd.offsets.MonthEnd(0) 
Out[85]: DatetimeIndex(['2013-01-31', '2013-01-31', '2013-03-31', '2013-03-31'], dtype="datetime64[ns]", name=u'date', freq=None, tz=None)