Fill a time series using resample()

import pandas as pd; import numpy  as np

days = pd.date_range(pd.datetime(2018,1,3), pd.datetime(2018,1,10), freq='B')

df = pd.DataFrame({
    'price'  : [  8,   9,  10,  11,  12,  13 ],
    'volume' : [125, 110,  90, 100, 140, 120 ]
}, index = days)

df

ds = df.resample('D').last()
ds

ds['price' ].fillna(method='ffill', inplace=True)
ds['volume'].fillna(0, inplace=True)
ds

df1 = pd.DataFrame({
    'price'  : [  8,   9,  10,  11,  12,  13 ],
    'volume' : [125, 110,  90, 100, 140, 120 ]
}, index = days)
df1['stock'] = 'A'

df2 = pd.DataFrame({
    'price'  : [  8,   9,  10,  11,  12 ],
    'volume' : [125, 110,  90, 100, 140 ]
}, index = days[:-1])
df2['stock'] = 'B'

df = pd.concat([df1, df2])
df.index.name = 'day'
df = df.reset_index().set_index(['stock', 'day'])
df

df.reset_index().set_index('day').groupby('stock').resample("D").last()