title: pandas Grouper by month aggregation returns previous month as datetime index
body: <p>I am using the following code to group by ohlc (open, high, low, close) prices into a monthly aggregate.</p>
  
  <pre><code>df = df.groupby(pd.Grouper(freq='M',level=0,label='left')).agg(ohlc_dict)
  </code></pre>
  
  <p>This code is working perfectly to aggregate for minutes, days and weeks. But when I aggregate for months it is returning me as the datetime value of the last day of the previous month (instead of the first day of the actual month). For example:</p>
  
  <pre><code>datetime                                                                 
  2004-05-31 20:59:00
  </code></pre>
  
  <p>is being aggregated to:</p>
  
  <pre><code>datetime                                                                 
  2004-04-30
  </code></pre>
  
  <p>If I use <code>label='right'</code> it will return me <code>2005-05-31</code>, the desired value for this statement is <code>2005-05-01</code>. Why this is happening and what is the best way to achieve the desired statement?</p>
  
  <p>Thank you</p>