pandas fill missing dates in time series

You need to use period_range rather than date_range:

In [11]: idx = pd.period_range(min(df.date), max(df.date))
    ...: results.reindex(idx, fill_value=0)
    ...:
Out[11]:
                  f1        f2        f3        f4
2000-01-01  2.049157  1.962635  2.756154  2.224751
2000-01-02  2.675899  2.587217  1.540823  1.606150
2000-01-03  0.000000  0.000000  0.000000  0.000000
2000-01-04  0.000000  0.000000  0.000000  0.000000
2000-01-05  0.000000  0.000000  0.000000  0.000000
2000-01-06  0.000000  0.000000  0.000000  0.000000
2000-01-07  0.000000  0.000000  0.000000  0.000000
2000-01-08  0.000000  0.000000  0.000000  0.000000
2000-01-09  0.000000  0.000000  0.000000  0.000000
2000-01-10  0.000000  0.000000  0.000000  0.000000
2000-01-11  0.000000  0.000000  0.000000  0.000000
2000-01-12  0.000000  0.000000  0.000000  0.000000
2000-01-13  0.000000  0.000000  0.000000  0.000000
2000-01-14  0.000000  0.000000  0.000000  0.000000
2000-01-15  0.000000  0.000000  0.000000  0.000000
2000-01-16  0.000000  0.000000  0.000000  0.000000
2000-01-17  0.000000  0.000000  0.000000  0.000000
2000-01-18  0.000000  0.000000  0.000000  0.000000
2000-01-19  0.000000  0.000000  0.000000  0.000000
2000-01-20  0.000000  0.000000  0.000000  0.000000
2000-01-21  0.000000  0.000000  0.000000  0.000000
2000-01-22  0.000000  0.000000  0.000000  0.000000
2000-01-23  0.000000  0.000000  0.000000  0.000000
2000-01-24  0.000000  0.000000  0.000000  0.000000
2000-01-25  0.000000  0.000000  0.000000  0.000000
2000-01-26  0.000000  0.000000  0.000000  0.000000
2000-01-27  0.000000  0.000000  0.000000  0.000000
2000-01-28  0.000000  0.000000  0.000000  0.000000
2000-01-29  0.000000  0.000000  0.000000  0.000000
2000-01-30  0.000000  0.000000  0.000000  0.000000
2000-01-31  0.000000  0.000000  0.000000  0.000000
2000-02-01  0.000000  0.000000  0.000000  0.000000
2000-02-02  0.000000  0.000000  0.000000  0.000000
2000-02-03  0.000000  0.000000  0.000000  0.000000
2000-02-04  1.856158  2.892620  2.986166  2.793448

This is because your groupby uses PeriodIndex, rather than datetime:

df.groupby(pd.PeriodIndex(data=df.date, freq='D'))

You could have instead used a pd.Grouper:

df.groupby(pd.Grouper(key="date", freq='D'))

which would have give a datetime index.

From cᴏʟᴅsᴘᴇᴇᴅ's hints in the comments:

resample fits well here.

Resample: Convenience method for frequency conversion and resampling of time series. Object must have a datetime-like index (DatetimeIndex, PeriodIndex, or TimedeltaIndex), or pass datetime-like values to the on or level keyword.

import random
import datetime as dt
import numpy as np
import pandas as pd

def generate_row(year, month, day):
    while True:
        date = dt.datetime(year=year, month=month, day=day)
        data = np.random.random(size=4)
        yield [date] + list(data)

# days I have data for
dates = [(2000, 1, 1), (2000, 1, 2), (2000, 2, 4)]
generators = [generate_row(*date) for date in dates]

# get 5 points for each
data = [next(generator) for generator in generators for _ in range(5)]

# make dataframe
df = pd.DataFrame(data, columns=['date'] + ['f'+str(i) for i in range(1,5)])

# using the resample method
df.set_index(df.date, inplace=True)
df = df.resample('D').sum().fillna(0)

enter image description here

pandas fill missing dates in time series

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