TYP: level parameter of DataFrame.groupby has incorrect type hint (should accept sequence)

[sebwills]

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Reproducible Example

import pandas as pd
df = pd.DataFrame([[1, 2, 3, 4], [5, 6, 7, 8]], columns=['a', 'b', 'c', 'd']).set_index(['a', 'b', 'c'])

print(df.groupby(level=[0, 1]).sum())

Issue Description

The above example runs, demonstrating that the level argument to DataFrame.groupby can usefully take a sequence.

This is backed up by the documentation at https://github.com/pandas-dev/pandas/blob/main/pandas/core/shared_docs.py#L106 which states a sequence can be passed in.

But the type annotation on this argument does not accept a sequence:

        level: IndexLabel | None = None,

https://github.com/pandas-dev/pandas/blob/main/pandas/core/groupby/groupby.py#L900

And indeed this causes mypy to complain about the above repro snippet:

mypy report.py
report.py:4: error: Argument "level" to "groupby" of "DataFrame" has incompatible type "List[int]"; expected "Union[Hashable, int, None]"
 [arg-type]

Expected Behavior

Type annotation should probably accept a Sequence[IndexLabel] too?

Installed Versions

INSTALLED VERSIONS

commit : e8093ba
python : 3.9.9.final.0
python-bits : 64
OS : Windows
OS-release : 10
Version : 10.0.19044
machine : AMD64
processor : Intel64 Family 6 Model 85 Stepping 7, GenuineIntel
byteorder : little
LC_ALL : None
LANG : None
LOCALE : English_United Kingdom.1252
pandas : 1.4.3
numpy : 1.22.4
pytz : 2022.1
dateutil : 2.8.2
setuptools : 58.1.0
pip : 21.2.4
Cython : None
pytest : 7.1.2
hypothesis : None
sphinx : None
blosc : None
feather : None
xlsxwriter : None
lxml.etree : None
html5lib : None
pymysql : None
psycopg2 : 2.9.3
jinja2 : 3.1.2
IPython : None
pandas_datareader: None
bs4 : None
bottleneck : None
brotli : 1.0.9
fastparquet : None
fsspec : None
gcsfs : None
markupsafe : 2.1.1
matplotlib : 3.5.2
numba : None
numexpr : None
odfpy : None
openpyxl : None
pandas_gbq : None
pyarrow : None
pyreadstat : None
pyxlsb : None
s3fs : None
scipy : None
snappy : None
sqlalchemy : 1.4.36
tables : None
tabulate : None
xarray : None
xlrd : None
xlwt : None
zstandard : None

[sebwills]

@twoertwein this may be of interest to you?

[twoertwein]

Main already includes any Sequence:

pandas/pandas/core/groupby/groupby.py

Line 900 in f4ca4d3

level: IndexLabel | None = None,

pandas/pandas/_typing.py

Line 111 in f4ca4d3

IndexLabel = Union[Hashable, Sequence[Hashable]]

but the issue is that the groupby method one DataFrame (and probably Series) uses narrower a type annotation:

pandas/pandas/core/frame.py

Line 8126 in f4ca4d3

level: Level | None = None,

[twoertwein]

@sebwills If pandas-stubs has the same/similar issue, feel free to open a PR/issue there :)