title: How can I do an interpolating reindex in pandas using datetime indices?
body: <p>I have a series with a datetime index, and what I'd like is to interpolate this data using some other, arbitrary datetime index.  Essentially what I want is how to make the following code snippet more or less work:</p>
  
  <pre><code>from pandas import Series
  import datetime
  
  datetime_index = [datetime.datetime(2010, 1, 5), datetime.datetime(2010, 1, 10)]
  data_series = Series([5, 15], [datetime.datetime(2010, 1, 5), datetime.datetime(2010, 1, 15)])
  
  def interpolating_reindex(data_series, datetime_index):
      """?????"""
  
  goal_series = interpolating_reindex(data_series, datetime_index) 
  
  assert(goal_series == Series([5, 10], datetime_index))
  </code></pre>
  
  <p><code>reindex</code> doesn't do what I want because it can't interpolate, and also my series might not have the same indices anyway.  <code>resample</code> isn't what I want because I want to use an arbitrary, already defined index which isn't necessarily periodic.  I've also tried combining indices using <code>Index.join</code> in the hopes that I could then do <code>reindex</code> and then <code>interpolate</code>, but that didn't work as I expected.  Any pointers?</p>