BUG: GroupBy.apply doesn't add group keys to index whether setting group_keys=True or not.

[taozuoqiao]

• 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.

---

code

import pandas as pd
print(pd.__version__)
data = { 
    'groupby_col': ['A', 'A', 'A', 'A', 'A', 'B', 'B', 'B', 'B', 'B', ], 
    'agg_col': [1, 1, 0, 1, 0, 0, 0, 0, 1, 0], 
} 
df = pd.DataFrame(data)

print(df.groupby('groupby_col', group_keys=True).apply(lambda x: x.rolling(4).mean()))
print(df.groupby('groupby_col', group_keys=False).apply(lambda x: x.rolling(4).mean()))

output

1.2.3
   agg_col
0      NaN
1      NaN
2      NaN
3     0.75
4     0.50
5      NaN
6      NaN
7      NaN
8     0.25
9     0.25
   agg_col
0      NaN
1      NaN
2      NaN
3     0.75
4     0.50
5      NaN
6      NaN
7      NaN
8     0.25
9     0.25

The group keys should be add to index when setting group_keys=True(the default option). And when I use pandas==1.1.5, the output is as expected:

1.1.5
               agg_col
groupby_col           
A           0      NaN
            1      NaN
            2      NaN
            3     0.75
            4     0.50
B           5      NaN
            6      NaN
            7      NaN
            8     0.25
            9     0.25
   agg_col
0      NaN
1      NaN
2      NaN
3     0.75
4     0.50
5      NaN
6      NaN
7      NaN
8     0.25
9     0.25

---

But I find that examples in #38787 (comment) does work as expected even in 1.2.3:

code

df = pd.DataFrame({"key": [1, 1, 1, 2, 2, 2, 3, 3, 3], "value": range(9)})
print(df.groupby("key", group_keys=True).apply(lambda x: x[:2]))
print(df.groupby("key", group_keys=False).apply(lambda x: x[:2]))

output

       key  value
key              
1   0    1      0
    1    1      1
2   3    2      3
    4    2      4
3   6    3      6
    7    3      7
   key  value
0    1      0
1    1      1
3    2      3
4    2      4
6    3      6
7    3      7

[kaisengit]

Can confirm that this is still a problem with pandas 1.3.0

[rhshadrach]

This was fixed in 1.5.0: https://pandas.pydata.org/pandas-docs/dev/whatsnew/v1.5.0.html#using-group-keys-with-transformers-in-dataframegroupby-apply-and-seriesgroupby-apply

[taozuoqiao]

Thanks!

This was fixed in 1.5.0: https://pandas.pydata.org/pandas-docs/dev/whatsnew/v1.5.0.html#using-group-keys-with-transformers-in-dataframegroupby-apply-and-seriesgroupby-apply