date_index = pd.DatetimeIndex([pd.datetime(2003, 6, 24), pd.datetime(2003, 
    8, 13), pd.datetime(2003, 8, 19), pd.datetime(2003, 8, 22), pd.datetime
    (2003, 8, 24)])
ts = pd.Series([2, 1, 2, 1, 5], index=date_index)
Filling continuous pandas dataframe from sparse dataframe