Pandas binning over timeseries

timeseries_binning.py

from datetime import datetime
from datetime import date
import numpy as np
import pandas as pd

data = {
    'date': ['2014-05-01', '2014-05-01', '2014-05-02', '2014-05-02', '2014-05-02', '2014-05-03', '2014-05-03', '2014-05-04', '2014-05-04', '2014-05-08'],
    'score': [34, 25, 26, 15, 15, 14, 26, 25, 62, 41]
}

bins = [np.datetime64(date(2014,4,30)), np.datetime64(date(2014,5,5)), np.datetime64(date(2014,5,10))]
group_names = ['Alpha', 'Omega']

df = pd.DataFrame(data, columns = ['date', 'score'])
df['date'] = pd.to_datetime(df['date'])
df.set_index('date', inplace=True)

df['categories'] = pd.cut(df.index, bins, labels=group_names)
print(df)

df = df.groupby("categories").sum()
print(df)