pandas dataframe groupby datetime month

Managed to do it:

b = pd.read_csv('b.dat')
b.index = pd.to_datetime(b['date'],format="%m/%d/%y %I:%M%p")
b.groupby(by=[b.index.month, b.index.year])

Or

b.groupby(pd.Grouper(freq='M'))  # update for v0.21+

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