Add failing test reproducing groupby-resample KeyError.

Author: czroth

pandas/tests/resample/test_resampler_grouper.py

@@ -497,3 +497,33 @@ def test_groupby_resample_with_list_of_keys():
         ),
     )
     tm.assert_frame_equal(result, expected)
+
+
+def test_groupby_resample_on_index_with_list_of_keys():
+    # GH 47362
+    df = DataFrame(
+        data={
+            "group": [0, 0, 0, 0, 1, 1, 1, 1],
+            "val": [3, 1, 4, 1, 5, 9, 2, 6],
+        },
+        index=Series(
+            date_range(start="2016-01-01", periods=8),
+            name="date",
+        ),
+    )
+    result = df.groupby("group").resample("2D")[["val"]].mean()
+    expected = DataFrame(
+        data={
+            "val": [2.0, 2.5, 7.0, 4.0],
+        },
+        index=Index(
+            data=[
+                (0, Timestamp("2016-01-01")),
+                (0, Timestamp("2016-01-03")),
+                (1, Timestamp("2016-01-05")),
+                (1, Timestamp("2016-01-07")),
+            ],
+            name=("group", "date"),
+        ),
+    )
+    tm.assert_frame_equal(result, expected)