Resample convention='start' not functioning properly
#### Code Sample, a copy-pastable example if possible

```python
import pandas as pd

df = pd.DataFrame({'values': [2, 3]}, index='1986-01-31', '1986-2-28')
df.resample('M', convention='s').sum()

```
#### Problem description

The convention argument does not seem to have any function on start on end when Month is passed as the resample period for a datetime index. 
#### Expected Output

|  |values|
|------------|--|
|1986-01-01|2|
|1986-02-01|3|

#### Actual Output

| |values|
|-------------|--|
|1986-01-31|2|
|1986-02-28|3|
#### Output of ``pd.show_versions()``
<details>
INSTALLED VERSIONS
------------------
commit: None
python: 3.5.2.final.0
python-bits: 64
OS: Darwin
OS-release: 16.3.0
machine: x86_64
processor: i386
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8
LOCALE: en_US.UTF-8

pandas: 0.19.2
nose: 1.3.7
pip: 9.0.1
setuptools: 27.2.0
Cython: 0.25.2
numpy: 1.11.3
scipy: 0.18.1
statsmodels: 0.6.1
xarray: None
IPython: 5.1.0
sphinx: 1.5.1
patsy: 0.4.1
dateutil: 2.6.0
pytz: 2016.10
blosc: None
bottleneck: 1.2.0
tables: 3.3.0
numexpr: 2.6.1
matplotlib: 2.0.0
openpyxl: 2.4.1
xlrd: 1.0.0
xlwt: 1.2.0
xlsxwriter: 0.9.6
lxml: 3.7.2
bs4: 4.5.3
html5lib: None
httplib2: 0.9.2
apiclient: 1.6.1
sqlalchemy: 1.1.5
pymysql: None
psycopg2: 2.6.2 (dt dec pq3 ext lo64)
jinja2: 2.9.4
boto: 2.45.0
pandas_datareader: None

</details>
