Fix groupby-resample KeyError when resampling on Index and giving explicit list of columns.

doc/source/whatsnew/v2.0.0.rst

@@ -1096,6 +1096,7 @@ Groupby/resample/rolling
 - Bug in :meth:`.DataFrameGroupBy.transform` and :meth:`.SeriesGroupBy.transform` would raise incorrectly when grouper had ``axis=1`` for ``"idxmin"`` and ``"idxmax"`` arguments (:issue:`45986`)
 - Bug in :class:`.DataFrameGroupBy` would raise when used with an empty DataFrame, categorical grouper, and ``dropna=False`` (:issue:`50634`)
 - Bug in :meth:`.SeriesGroupBy.value_counts` did not respect ``sort=False`` (:issue:`50482`)
+- Bug in :meth:`DataFrameGroupBy.resample` raises ``KeyError`` when getting the result from a key list when resampling on time index (:issue:`50840`)
 -
 
 Reshaping

pandas/core/resample.py

@@ -1202,7 +1202,7 @@ def _gotitem(self, key, ndim, subset=None):
 
         # Try to select from a DataFrame, falling back to a Series
         try:
-            if isinstance(key, list) and self.key not in key:
+            if isinstance(key, list) and self.key not in key and self.key is not None:
                 key.append(self.key)
             groupby = self._groupby[key]
         except IndexError:

pandas/tests/resample/test_resampler_grouper.py

@@ -1,3 +1,4 @@
+import unittest
 from textwrap import dedent
 
 import numpy as np
@@ -536,3 +537,65 @@ def test_groupby_resample_size_all_index_same():
         ),
     )
     tm.assert_series_equal(result, expected)
+
+
+class TestGroupByResampleTimeIndex(unittest.TestCase):
+    """Test groupby resample with a time index where a list of columns is given."""
+    def setUp(self) -> None:
+        self.df = DataFrame(
+            data={
+                "group": [0, 0, 0, 0, 1, 1, 1, 1],
+                "first_val": [3, 1, 4, 1, 5, 9, 2, 6],
+                "second_val": [2, 7, 1, 8, 2, 8, 1, 8],
+                "third_val": [1, 4, 1, 4, 2, 1, 3, 5],
+            },
+            index=Series(
+                date_range(start="2016-01-01", periods=8),
+                name="date",
+            ),
+        )
+
+    def test_list_of_one_key(self):
+        # GH 50840
+        result = self.df.groupby("group").resample("2D")[["first_val"]].mean()
+        expected = DataFrame(
+            data={
+                "first_val": [2.0, 2.5, 7.0, 4.0],
+            },
+            index=Index(
+                data=[
+                    (0, Timestamp("2016-01-01")),
+                    (0, Timestamp("2016-01-03")),
+                    (1, Timestamp("2016-01-05")),
+                    (1, Timestamp("2016-01-07")),
+                ],
+                name=("group", "date"),
+            ),
+        )
+        tm.assert_frame_equal(result, expected)
+
+    def test_list_of_multiple_keys(self):
+        # GH 50876
+        result = self.df.groupby("group").resample("2D")[["first_val", "second_val"]].mean()
+        expected = DataFrame(
+            data={
+                "first_val": [2.0, 2.5, 7.0, 4.0],
+                "second_val": [4.5, 4.5, 5.0, 4.5],
+            },
+            index=Index(
+                data=[
+                    (0, Timestamp("2016-01-01")),
+                    (0, Timestamp("2016-01-03")),
+                    (1, Timestamp("2016-01-05")),
+                    (1, Timestamp("2016-01-07")),
+                ],
+                name=("group", "date"),
+            ),
+        )
+        tm.assert_frame_equal(result, expected)
+
+    def test_missing_key_raises_KeyError(self):
+        """Test a key that is not in the list of columns."""
+        # GH 50876
+        with pytest.raises(KeyError, match="Columns not found"):
+            self.df.groupby("group").resample("2D")[["val_not_in_dataframe"]].mean()