Created pct_change function

Author: WillAyd

pandas/core/groupby.py

@@ -2044,6 +2044,23 @@ def shift(self, periods=1, freq=None, axis=0):
                                            result_is_index=True,
                                            periods=periods)
 
+    @Substitution(name='groupby')
+    @Appender(_doc_template)
+    def pct_change(self, periods=1, fill_method='pad', limit=None, freq=None,
+                   axis=0):
+        """Calcuate pct_change of each value to previous entry in group"""
+        if freq is not None or axis != 0:
+            return self.apply(lambda x: x.pct_change(periods=periods,
+                                                     fill_method=fill_method,
+                                                     limit=limit, freq=freq,
+                                                     axis=axis))
+
+        filled = getattr(self, fill_method)(limit=limit).drop(
+            self.grouper.names, axis=1)
+        shifted = filled.shift(periods=periods, freq=freq)
+
+        return (filled / shifted) - 1
+
     @Substitution(name='groupby')
     @Appender(_doc_template)
     def head(self, n=5):