ASV: add benchmarks for groupby cython aggregations (#39846)

Author: jorisvandenbossche

asv_bench/benchmarks/groupby.py

@@ -461,6 +461,29 @@ def time_dtype_as_field(self, dtype, method, application):
         self.as_field_method()
 
 
+class GroupByCythonAgg:
+    """
+    Benchmarks specifically targetting our cython aggregation algorithms
+    (using a big enough dataframe with simple key, so a large part of the
+    time is actually spent in the grouped aggregation).
+    """
+
+    param_names = ["dtype", "method"]
+    params = [
+        ["float64"],
+        ["sum", "prod", "min", "max", "mean", "median", "var", "first", "last"],
+    ]
+
+    def setup(self, dtype, method):
+        N = 1_000_000
+        df = DataFrame(np.random.randn(N, 10), columns=list("abcdefghij"))
+        df["key"] = np.random.randint(0, 100, size=N)
+        self.df = df
+
+    def time_frame_agg(self, dtype, method):
+        self.df.groupby("key").agg(method)
+
+
 class RankWithTies:
     # GH 21237
     param_names = ["dtype", "tie_method"]