Bug 29764 groupby loses index name sometimes

doc/source/whatsnew/v1.1.0.rst

@@ -403,6 +403,7 @@ Groupby/resample/rolling
 - Bug in :meth:`GroupBy.apply` raises ``ValueError`` when the ``by`` axis is not sorted and has duplicates and the applied ``func`` does not mutate passed in objects (:issue:`30667`)
 - Bug in :meth:`DataFrameGroupby.transform` produces incorrect result with transformation functions (:issue:`30918`)
 - Bug in :meth:`DataFrame.groupby` and :meth:`Series.groupby` produces inconsistent type when aggregating Boolean series (:issue:`32894`)
+- Bug in :meth:`DataFrame.groupby` does not always maintain column index name for some functions (:issue:`29764`); affected functions: any, all, bfill, ffill, shift
 
 
 Reshaping

pandas/core/groupby/generic.py

@@ -1687,8 +1687,9 @@ def _wrap_aggregated_output(
         -------
         DataFrame
         """
+        idx_name = output.pop("idx_name", None)
         indexed_output = {key.position: val for key, val in output.items()}
-        columns = Index(key.label for key in output)
+        columns = Index([key.label for key in output], name=idx_name)
 
         result = DataFrame(indexed_output)
         result.columns = columns
@@ -1720,8 +1721,9 @@ def _wrap_transformed_output(
         -------
         DataFrame
         """
+        idx_name = output.pop("idx_name", None)
         indexed_output = {key.position: val for key, val in output.items()}
-        columns = Index(key.label for key in output)
+        columns = Index([key.label for key in output], name=idx_name)
 
         result = DataFrame(indexed_output)
         result.columns = columns

pandas/core/groupby/groupby.py

@@ -2235,8 +2235,12 @@ def _get_cythonized_result(
         grouper = self.grouper
 
         labels, _, ngroups = grouper.group_info
-        output: Dict[base.OutputKey, np.ndarray] = {}
+        output: Dict[base.OutputKey, np.ndarray, str:str] = {}
         base_func = getattr(libgroupby, how)
+        from pandas.core.groupby.generic import DataFrameGroupBy
+
+        if isinstance(self, DataFrameGroupBy):
+            output["idx_name"] = self.dtypes.columns.name
 
         for idx, obj in enumerate(self._iterate_slices()):
             name = obj.name

pandas/tests/groupby/test_groupby.py

@@ -2057,3 +2057,19 @@ def test_groups_repr_truncates(max_seq_items, expected):
 
         result = df.groupby(np.array(df.a)).groups.__repr__()
         assert result == expected
+
+
+def test_groupby_column_index_name_lost():
+    # GH: 29764 groupby loses index sometimes
+    df = pd.DataFrame([[1]], columns=pd.Index(["a"], name="idx"))
+    result = df.groupby([1]).sum()
+    expected = pd.DataFrame([1], columns=pd.Index(["a"], name="idx"), index=[1])
+    tm.assert_frame_equal(result, expected)
+
+    result = df.groupby([1]).any()
+    expected = pd.DataFrame([True], columns=pd.Index(["a"], name="idx"), index=[1])
+    tm.assert_frame_equal(result, expected)
+
+    result = df.groupby([1]).shift()
+    expected = pd.DataFrame([np.nan], columns=pd.Index(["a"], name="idx"), index=[0])
+    tm.assert_frame_equal(result, expected)