Resample option when pulling data through the API does not behave correctly #30
Description
For example, when pulling hourly data from the api and resampling to 15min, the process fails to produce the desired result. Instead, the dataframe returned is of the same original dimension with only the local_start_times field modified.
For example, in the image below the interval_end_local column is changed to end at 15 minutes, but the actual lmp data is not resampled. The expected behavior is that for upsampling the more coarse data is repeated the required number of times to match the desired resolution. Additional functionality may be included for smoothing transitions but for this specific data (Locational Marginal Prices), repetition is the right approach.
Based on a quick glance at the source code, I assume downsampling will be okay.