TST: ensure groupby get by index value #33439
- [x] closes #33439
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Hello @sam-cohan! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:



There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2020-04-29 22:38:27 UTC Failures seems unrelated to my change. /azp run
 <samp>
Azure Pipelines successfully started running 1 pipeline(s).<br>

</samp> thanks @sam-cohan 