TST: separate out grouping-type tests
xref #17996 

@GuessWhoSamFoo inspiration from your PR. these grouping tests were all over the place.

if you can rebase on top of this (and put your test in the test_grouping.py would be great), if not I can do it after. # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18057?src=pr&el=h1) Report
> Merging [#18057](https://codecov.io/gh/pandas-dev/pandas/pull/18057?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/d80a4b81938e3982708ccd012e983f11aa651af1?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/18057/graphs/tree.svg?token=eZ4WkYLtcO&src=pr&height=150&width=650)](https://codecov.io/gh/pandas-dev/pandas/pull/18057?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #18057      +/-   ##
==========================================
+ Coverage   91.24%   91.25%   +<.01%     
==========================================
  Files         163      163              
  Lines       50114    50115       +1     
==========================================
+ Hits        45729    45733       +4     
+ Misses       4385     4382       -3
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.06% <ø> (+0.02%)` | :arrow_up: |
| #single | `40.32% <ø> (+0.02%)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/18057?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/18057?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/18057?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.75% <0%> (-0.1%)` | :arrow_down: |
| [pandas/tslib.py](https://codecov.io/gh/pandas-dev/pandas/pull/18057?src=pr&el=tree#diff-cGFuZGFzL3RzbGliLnB5) | `100% <0%> (ø)` | :arrow_up: |
| [pandas/compat/pickle\_compat.py](https://codecov.io/gh/pandas-dev/pandas/pull/18057?src=pr&el=tree#diff-cGFuZGFzL2NvbXBhdC9waWNrbGVfY29tcGF0LnB5) | `75.6% <0%> (ø)` | :arrow_up: |
| [pandas/plotting/\_converter.py](https://codecov.io/gh/pandas-dev/pandas/pull/18057?src=pr&el=tree#diff-cGFuZGFzL3Bsb3R0aW5nL19jb252ZXJ0ZXIucHk=) | `65.2% <0%> (+1.81%)` | :arrow_up: |

------

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> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
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