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TimeGrouper isn't really mentioned in the docs at all. In particular, it'd be nice to know what the grouping options are. I assume they're the same as resample's options? I also can't find a simple list of those.
In particular, weekly grouping is doable via 'W', but I can't find that listed in the docs anywhere.
It would also be really nice to have a 'DoW' (Day of Week) grouping option - this can be really useful for any data with a human signal in it.