You can downsample using the asfreq
method:
sp = sp.asfreq('W-FRI', method='pad')
The pad
method will propagate the last valid observation forward.
Using resample
(as @tshauck has shown) is another possibility.
Use asfreq
if you want to guarantee that the values in your downsample are values found in the original data set. Use resample
if you wish to aggregate groups of rows from the original data set (for example, by taking a mean). reindex
might introduce NaN values if the original data set does not have a value on the date specified by the reindex -- though (as @behzad.nouri points out) you could use method=pad
to propagate last observations here as well.