Subclassed pct_change for SeriesGroupBy

Author: WillAyd

pandas/core/groupby.py

@@ -3901,6 +3901,13 @@ def _apply_to_column_groupbys(self, func):
         """ return a pass thru """
         return func(self)
 
+    def pct_change(self, periods=1, fill_method='pad', limit=None, freq=None):
+        """Calculate percent change of each value to previous entry in group"""
+        filled = getattr(self, fill_method)(limit=limit)
+        shifted = filled.shift(periods=periods, freq=freq)
+
+        return (filled / shifted) - 1
+
 
 class NDFrameGroupBy(GroupBy):
 

pandas/tests/groupby/test_groupby.py

@@ -2141,25 +2141,36 @@ def test_groupby_bool_aggs(self, agg_func, skipna, vals):
         result = getattr(df.groupby('key'), agg_func)(skipna=skipna)
         assert_frame_equal(result, exp_df)
 
+    @pytest.mark.parametrize("test_series", [True, False])
     @pytest.mark.parametrize("periods,fill_method,limit", [
         (1, 'ffill', None), (1, 'ffill', 1),
         (1, 'bfill', None), (1, 'bfill', 1),
         (-1, 'ffill', None), (-1, 'ffill', 1),
         (-1, 'bfill', None), (-1, 'bfill', 1)])
-    def test_pct_change(self, periods, fill_method, limit):
+    def test_pct_change(self, test_series, periods, fill_method, limit):
         vals = [np.nan, np.nan, 1, 2, 4, 10, np.nan, np.nan]
         exp_vals = Series(vals).pct_change(periods=periods,
                                           fill_method=fill_method,
                                           limit=limit).tolist()
 
         df = DataFrame({'key': ['a'] * len(vals) + ['b'] * len(vals),
                         'vals': vals * 2})
-        exp = DataFrame({'vals': exp_vals * 2})
-        result = df.groupby('key').pct_change(periods=periods,
-                                              fill_method=fill_method,
-                                              limit=limit)
-
-        tm.assert_frame_equal(result, exp)
+        grp = df.groupby('key')
+        def get_result(grp_obj):
+            return grp_obj.pct_change(periods=periods,
+                                      fill_method=fill_method,
+                                      limit=limit)
+
+        if test_series:
+            exp = pd.Series(exp_vals * 2)
+            exp.name = 'vals'
+            grp = grp['vals']
+            result = get_result(grp)
+            tm.assert_series_equal(result, exp)
+        else:
+            exp = DataFrame({'vals': exp_vals * 2})
+            result = get_result(grp)
+            tm.assert_frame_equal(result, exp)
 
     def test_dont_clobber_name_column(self):
         df = DataFrame({'key': ['a', 'a', 'a', 'b', 'b', 'b'],