TST: Groupby.groups of datetimeindex (#11442)
 - [x] closes #11442
 - [x] tests added / passed
 - [x] passes ``git diff upstream/master | flake8 --diff``

Doesn't look a PR in 0.19.2 and 0.20.0 addressed this, but it works on master 0.19.1
## [Current coverage](https://codecov.io/gh/pandas-dev/pandas/pull/14952?src=pr) is 84.65% (diff: 100%)
> Merging [#14952](https://codecov.io/gh/pandas-dev/pandas/pull/14952?src=pr) into [master](https://codecov.io/gh/pandas-dev/pandas/branch/master?src=pr) will decrease coverage by **<.01%**

```diff
@@             master     #14952   diff @@
==========================================
  Files           144        144          
  Lines         51030      51030          
  Methods           0          0          
  Messages          0          0          
  Branches          0          0          
==========================================
- Hits          43199      43198     -1   
- Misses         7831       7832     +1   
  Partials          0          0          
```

> Powered by [Codecov](https://codecov.io?src=pr). Last update [74de478...6c16211](https://codecov.io/gh/pandas-dev/pandas/compare/74de478392e09cf938d244f5990da4e001afc84c...6c1621168af47d32fad745daa1a3d85dbf6988ef?src=pr) thanks!