BUG: Fix groupby on ordered Categoricals (GH25871)

As documented in pandas-dev#25871, groupby() on an ordered Categorical messes up category order when 'observed=True' is specified. 
Specifically, group labels will be ordered by first occurrence (as for an unordered Categorical), but grouped aggregation results will retain the Categorical's order.
The fix is a modified subset of pandas-dev#25173, which fixes a related case, but has not been merged yet.

Author: kpflugshaupt

pandas/core/groupby/grouper.py

@@ -302,6 +302,8 @@ def __init__(self, index, grouper=None, obj=None, name=None, level=None,
                 if observed:
                     codes = algorithms.unique1d(self.grouper.codes)
                     codes = codes[codes != -1]
+                    if sort or self.grouper.ordered:
+                        codes = np.sort(codes)
                 else:
                     codes = np.arange(len(categories))