Added test for GroupBy pct_change

Author: WillAyd

pandas/tests/groupby/test_groupby.py

@@ -2141,6 +2141,28 @@ 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("periods,fill_method,limit,freq", [
+        (1, 'ffill', None, None), (1, 'ffill', 1, None),
+        (1, 'bfill', None, None), (1, 'bfill', 1, None),
+        (-1, 'ffill', None, None), (-1, 'ffill', 1, None),
+        (-1, 'bfill', None, None), (-1, 'bfill', 1, None)])
+    def test_pct_change(self, periods, fill_method, limit, freq):
+        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,
+                                          freq=freq).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,
+                                              freq=freq)
+
+        tm.assert_frame_equal(result, exp)
+
     def test_dont_clobber_name_column(self):
         df = DataFrame({'key': ['a', 'a', 'a', 'b', 'b', 'b'],
                         'name': ['foo', 'bar', 'baz'] * 2})