BUG: RollingGroupby no longer respects sort being disabled

[cpmbailey]

• I have checked that this issue has not already been reported.

• I have confirmed this bug exists on the latest version of pandas.

• (optional) I have confirmed this bug exists on the master branch of pandas.

---

Note: Please read this guide detailing how to provide the necessary information for us to reproduce your bug.

Code Sample, a copy-pastable example

pd.DataFrame({'foo': [2,1], 'bar': [2, 1]}).groupby('foo', sort=False).rolling(1).min()
       foo  bar
foo
1   1  1.0  1.0
2   0  2.0  2.0

Problem description

RollingGroupby no longer respects sort being disabled

Expected Output

Behaviour in 1.0.5

pd.DataFrame({'foo': [2,1], 'bar': [2, 1]}).groupby('foo', sort=False).rolling(1).min()
       foo  bar
foo
2   0  2.0  2.0
1   1  1.0  1.0

Output of pd.show_versions()

INSTALLED VERSIONS

commit : 2a7d332
python : 3.6.3.final.0
python-bits : 64
OS : Windows
OS-release : 10
Version : 10.0.18362
machine : AMD64
processor : Intel64 Family 6 Model 78 Stepping 3, GenuineIntel
byteorder : little
LC_ALL : None
LANG : None
LOCALE : None.None

pandas : 1.1.2
numpy : 1.19.2
pytz : 2020.1
dateutil : 2.8.1
pip : 9.0.1
setuptools : 50.3.0
Cython : 0.29.21
pytest : 6.0.2
hypothesis : None
sphinx : 1.7.9
blosc : 1.7.0
feather : None
xlsxwriter : None
lxml.etree : None
html5lib : None
pymysql : None
psycopg2 : 2.8.6 (dt dec pq3 ext lo64)
jinja2 : 2.11.2
IPython : 7.8.0
pandas_datareader: None
bs4 : 4.9.1
bottleneck : None
fsspec : 0.4.1
fastparquet : None
gcsfs : None
matplotlib : 3.3.0
numexpr : 2.7.1
odfpy : None
openpyxl : None
pandas_gbq : None
pyarrow : 1.0.1
pytables : None
pyxlsb : None
s3fs : 0.3.3
scipy : 1.5.2
sqlalchemy : 1.2.12
tables : None
tabulate : None
xarray : None
xlrd : 1.2.0
xlwt : None
numba : 0.46.0

[Rohith295]

take

[Rohith295]

@cpmbailey the expected output for the code sample
pd.DataFrame({'foo': [2,1], 'bar': [2, 1]}).groupby('foo', sort=False).rolling(1).min()

foo
2   0  2.0  2.0
1   1  1.0  1.0

[mroeschke]

Do you mind if I take this issue @Rohith295? I broke this in version 1.1 in this PR and have a good idea where this needs fixing: #34052

[Rohith295]

Do you mind if I take this issue @Rohith295? I broke this in version 1.1 in this PR and have a good idea where this needs fixing: #34052

Yes. Please go ahead. I will unassign myself. @mroeschke

[simonjayhawkins]

Do you mind if I take this issue @Rohith295? I broke this in version 1.1 in this PR and have a good idea where this needs fixing: #34052

can confirm first bad commit: [bad52a9] PERF: Use Indexers to implement groupby rolling (#34052)

https://github.com/simonjayhawkins/pandas/runs/1214317396?check_suite_focus=true