Groupby tests restructure
closes #14813 

@jreback i have created this pr for the groupby tests restructure, at this point i have only moved the group by filter tests to a new file. Wanted to confirm if this is how it needs to be done also for the review comments. you can name test_groupby_filters -> test_filters.py

yes this is the idea ## [Current coverage](https://codecov.io/gh/pandas-dev/pandas/pull/14817?src=pr) is 84.55% (diff: 100%)
> Merging [#14817](https://codecov.io/gh/pandas-dev/pandas/pull/14817?src=pr) into [master](https://codecov.io/gh/pandas-dev/pandas/branch/master?src=pr) will decrease coverage by **0.76%**

```diff
@@             master     #14817   diff @@
==========================================
  Files           144        144          
  Lines         51043      51043          
  Methods           0          0          
  Messages          0          0          
  Branches          0          0          
==========================================
- Hits          43552      43159   -393   
- Misses         7491       7884   +393   
  Partials          0          0          
```

> Powered by [Codecov](https://codecov.io?src=pr). Last update [dd8cba2...860574d](https://codecov.io/gh/pandas-dev/pandas/compare/dd8cba27677895e80768f22f6992e58046dcc3bf...860574d4ef44b9d3d210f140aea0fae0fdbe5ef6?src=pr) @aileronajay can you update a bit (IOW, split maybe a little more). ping on green and can merge right  away to prevent merge conflicts. @jreback i do intend to pick this up from next week (just stuck with some stuff right now) @jreback i have further split the tests into aggregate and categorical tests. So now we have filters, aggregate and categorical tests in separate files. There is also the original file with the tests that were not moved to one of the new files  looks like you have ``test_groupby_filters`` and ``test_filters``? @jreback it was a duplicate, i have removed it now @jreback i had thought about removing the agg (and other identifiers) but then i wonder if leaving them in place is detrimental? @aileronajay so on second thought, let's do that in another PR. then the changes will be obvious. So just leave the split files here. ping on green. @jreback all tests are passing thanks @aileronajay 

ok, couple of followups.

originally had 302 tests, now have 305, so a couple duped (not a big deal but if can fix would be great).

move apply, transform, agg from test_groupby -> test_agg (IOW anything having to do with these)

after that if you can find any more logical categories to split tests, pls post. @jreback i was thinking of moving all cython tests into another file, but the cython tests individually belong to a different category each