API: implement __finalize__ for resample et al. #5862
Description
I'm really salivating at the chance to use the ._metadata and __finalize__ mechanisms in pandas-0.13-dev to create my own subclass of DataFrame and to have metadata propagate after calling functions inherited from DataFrame like dropna(), resample() etc.
Using the latest 0.13-dev version of Pandas, I think I might have bumped into a small bug (although I'm not sure if this is a bug or not??):
._metadata propagates after calling .resample(rule='D') and dropna() but not after calling .resample(rule='D', how='max').
More details, including the full code of my subclass, are given under the "experiments" heading of this issue: nilmtk/nilmtk#83