TST: split test_groupby.py
closes #20696
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/20781?src=pr&el=h1) Report
> Merging [#20781](https://codecov.io/gh/pandas-dev/pandas/pull/20781?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/0d199e4e8bb2b9ce73a35889b49d847283fadce5?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/20781/graphs/tree.svg?height=150&width=650&token=eZ4WkYLtcO&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/20781?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #20781      +/-   ##
==========================================
+ Coverage   91.84%   91.84%   +<.01%     
==========================================
  Files         153      153              
  Lines       49305    49305              
==========================================
+ Hits        45284    45286       +2     
+ Misses       4021     4019       -2
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.24% <ø> (ø)` | :arrow_up: |
| #single | `41.89% <ø> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/20781?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/20781/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `84.79% <0%> (+0.2%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/20781?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/20781?src=pr&el=footer). Last update [0d199e4...a7cbaf6](https://codecov.io/gh/pandas-dev/pandas/pull/20781?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
