title: Pandas - grouping intra day timeseries by date
body: <p>I have an intra day series of log returns over multiple days that I would like to downsample to daily ohlc. I can do something like</p>
  
  <pre><code>hi = series.resample('B', how=lambda x: np.max(np.cumsum()))
  low = series.resample('B', how=lambda x: np.min(np.cumsum())) 
  </code></pre>
  
  <p>But it seems inefficient to compute cumsum on each call. Is there a way to first compute the cumsums and then apply 'ohcl' to the data?</p>
  
  <pre><code>1999-08-09 12:30:00-04:00   -0.000486
  1999-08-09 12:31:00-04:00   -0.000606
  1999-08-09 12:32:00-04:00   -0.000120
  1999-08-09 12:33:00-04:00   -0.000037
  1999-08-09 12:34:00-04:00   -0.000337
  1999-08-09 12:35:00-04:00    0.000100
  1999-08-09 12:36:00-04:00    0.000219
  1999-08-09 12:37:00-04:00    0.000285
  1999-08-09 12:38:00-04:00   -0.000981
  1999-08-09 12:39:00-04:00   -0.000487
  1999-08-09 12:40:00-04:00    0.000476
  1999-08-09 12:41:00-04:00    0.000362
  1999-08-09 12:42:00-04:00   -0.000038
  1999-08-09 12:43:00-04:00   -0.000310
  1999-08-09 12:44:00-04:00   -0.000337
  ...
  1999-09-28 06:45:00-04:00    0.000000
  1999-09-28 06:46:00-04:00    0.000000
  1999-09-28 06:47:00-04:00    0.000000
  1999-09-28 06:48:00-04:00    0.000102
  1999-09-28 06:49:00-04:00   -0.000068
  1999-09-28 06:50:00-04:00    0.000136
  1999-09-28 06:51:00-04:00    0.000566
  1999-09-28 06:52:00-04:00    0.000469
  1999-09-28 06:53:00-04:00    0.000000
  1999-09-28 06:54:00-04:00    0.000000
  1999-09-28 06:55:00-04:00    0.000000
  1999-09-28 06:56:00-04:00    0.000000
  1999-09-28 06:57:00-04:00    0.000000
  1999-09-28 06:58:00-04:00    0.000000
  1999-09-28 06:59:00-04:00    0.000000
  </code></pre>