BUG: RollingGroupby not respecting sort=False (pandas-dev#36911)

* BUG: RollingGroupby not respecting sort

* move to 1.1.4

* Just use factorize

* Add comments and turn into dict comprenehsion

Co-authored-by: Matt Roeschke <[email protected]>

Author: 2 people

doc/source/whatsnew/v1.1.4.rst

@@ -15,6 +15,7 @@ including other versions of pandas.
 Fixed regressions
 ~~~~~~~~~~~~~~~~~
 - Fixed regression where attempting to mutate a :class:`DateOffset` object would no longer raise an ``AttributeError`` (:issue:`36940`)
+- Fixed regression in :class:`RollingGroupby` with ``sort=False`` not being respected (:issue:`36889`)
 
 .. ---------------------------------------------------------------------------
 

pandas/core/groupby/grouper.py

@@ -563,8 +563,13 @@ def indices(self):
         if isinstance(self.grouper, ops.BaseGrouper):
             return self.grouper.indices
 
-        values = Categorical(self.grouper)
-        return values._reverse_indexer()
+        # Return a dictionary of {group label: [indices belonging to the group label]}
+        # respecting whether sort was specified
+        codes, uniques = algorithms.factorize(self.grouper, sort=self.sort)
+        return {
+            category: np.flatnonzero(codes == i)
+            for i, category in enumerate(Index(uniques))
+        }
 
     @property
     def codes(self) -> np.ndarray:

pandas/tests/window/test_grouper.py

@@ -457,3 +457,18 @@ def test_groupby_rolling_string_index(self):
             columns=["index", "group", "eventTime", "count_to_date"],
         ).set_index(["group", "index"])
         tm.assert_frame_equal(result, expected)
+
+    def test_groupby_rolling_no_sort(self):
+        # GH 36889
+        result = (
+            pd.DataFrame({"foo": [2, 1], "bar": [2, 1]})
+            .groupby("foo", sort=False)
+            .rolling(1)
+            .min()
+        )
+        expected = pd.DataFrame(
+            np.array([[2.0, 2.0], [1.0, 1.0]]),
+            columns=["foo", "bar"],
+            index=pd.MultiIndex.from_tuples([(2, 0), (1, 1)], names=["foo", None]),
+        )
+        tm.assert_frame_equal(result, expected)