Fixed Inconsistent GroupBy Output Shape with Duplicate Column Labels
- [X] closes #21668 (and potentially a few others)
- [X] tests added / passed
- [X] passes `black pandas`
- [X] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [X] whatsnew entry

Quick summary of this change - a lot of groupby functions would store results in a dict where the label was the key and the result of the groupby op was in the values. That didn't work with duplicate labels, so this instead generates a list of series which are concatted together in the wrapping functions.

Still need to run some benchmarks, but if we can settle on this or something similar for iterating columns it could make the entire set of modules much easier and consistent Some regressions introduced here outlined below - will see how to best tackle

```sh
       before           after         ratio
     [9f038370]       [5a3fcd7f]
     <grpby-dup-cols~9^2>       <grpby-dup-cols>
+     1.78±0.01ms       2.16±0.1ms     1.22  groupby.RankWithTies.time_rank_ties('float32', 'min')
+     1.76±0.02ms      2.14±0.06ms     1.22  groupby.RankWithTies.time_rank_ties('float64', 'first')
+     1.83±0.02ms       2.21±0.1ms     1.21  groupby.RankWithTies.time_rank_ties('int64', 'max')
+     1.73±0.04ms      2.08±0.04ms     1.20  groupby.RankWithTies.time_rank_ties('int64', 'dense')
+     1.79±0.01ms      2.14±0.03ms     1.19  groupby.RankWithTies.time_rank_ties('datetime64', 'first')
+     1.75±0.04ms      2.05±0.03ms     1.17  groupby.RankWithTies.time_rank_ties('int64', 'first')
+     1.78±0.02ms      2.07±0.05ms     1.17  groupby.RankWithTies.time_rank_ties('float32', 'max')
+     1.76±0.04ms      2.05±0.02ms     1.16  groupby.RankWithTies.time_rank_ties('datetime64', 'dense')
+     1.79±0.01ms      2.09±0.03ms     1.16  groupby.RankWithTies.time_rank_ties('float32', 'dense')
+     1.73±0.03ms      2.01±0.03ms     1.16  groupby.RankWithTies.time_rank_ties('float64', 'average')
+         148±2μs         172±10μs     1.16  groupby.GroupByMethods.time_dtype_as_group('int', 'any', 'transformation')
+         147±1μs          170±8μs     1.15  groupby.GroupByMethods.time_dtype_as_group('int', 'any', 'direct')
+     1.79±0.01ms      2.06±0.03ms     1.15  groupby.RankWithTies.time_rank_ties('datetime64', 'min')
+         149±4μs          171±2μs     1.15  groupby.GroupByMethods.time_dtype_as_group('float', 'any', 'transformation')
+     1.80±0.02ms      2.07±0.02ms     1.15  groupby.RankWithTies.time_rank_ties('int64', 'min')
+     1.79±0.02ms      2.04±0.06ms     1.14  groupby.RankWithTies.time_rank_ties('float32', 'average')
+         147±1μs          167±2μs     1.14  groupby.GroupByMethods.time_dtype_as_group('datetime', 'any', 'transformation')
+     1.77±0.02ms      2.02±0.04ms     1.14  groupby.RankWithTies.time_rank_ties('float64', 'min')
+         143±2μs          162±3μs     1.13  groupby.GroupByMethods.time_dtype_as_group('datetime', 'shift', 'transformation')
+         145±2μs          164±2μs     1.13  groupby.GroupByMethods.time_dtype_as_group('object', 'any', 'transformation')
+         144±3μs          163±1μs     1.13  groupby.GroupByMethods.time_dtype_as_field('float', 'any', 'transformation')
+         143±2μs          161±1μs     1.13  groupby.GroupByMethods.time_dtype_as_group('object', 'all', 'transformation')
+        1.79±0ms      2.02±0.03ms     1.13  groupby.RankWithTies.time_rank_ties('int64', 'average')
+         146±2μs          165±3μs     1.13  groupby.GroupByMethods.time_dtype_as_field('float', 'all', 'transformation')
+         145±3μs          163±5μs     1.13  groupby.GroupByMethods.time_dtype_as_field('int', 'any', 'direct')
+         142±2μs          160±2μs     1.13  groupby.GroupByMethods.time_dtype_as_field('datetime', 'shift', 'transformation')
+         144±2μs          162±2μs     1.13  groupby.GroupByMethods.time_dtype_as_field('float', 'all', 'direct')
+         145±2μs          164±2μs     1.13  groupby.GroupByMethods.time_dtype_as_group('float', 'shift', 'transformation')
+         150±2μs          168±2μs     1.12  groupby.GroupByMethods.time_dtype_as_group('datetime', 'all', 'direct')
+     1.77±0.02ms      1.98±0.02ms     1.12  groupby.RankWithTies.time_rank_ties('float64', 'max')
+         145±2μs          162±3μs     1.12  groupby.GroupByMethods.time_dtype_as_field('datetime', 'any', 'direct')
+         148±2μs          165±2μs     1.12  groupby.GroupByMethods.time_dtype_as_group('datetime', 'any', 'direct')
+         146±2μs          163±3μs     1.12  groupby.GroupByMethods.time_dtype_as_field('int', 'all', 'transformation')
+       144±0.7μs          161±1μs     1.12  groupby.GroupByMethods.time_dtype_as_field('float', 'shift', 'transformation')
+         238±4μs          265±8μs     1.11  groupby.GroupByMethods.time_dtype_as_field('float', 'max', 'direct')
+         144±2μs          160±2μs     1.11  groupby.GroupByMethods.time_dtype_as_field('int', 'any', 'transformation')
+         151±2μs          169±2μs     1.11  groupby.GroupByMethods.time_dtype_as_group('float', 'any', 'direct')
+       155±0.6μs          172±3μs     1.11  groupby.GroupByMethods.time_dtype_as_field('int', 'shift', 'direct')
+         145±2μs          161±1μs     1.11  groupby.GroupByMethods.time_dtype_as_field('datetime', 'any', 'transformation')
+         144±1μs        160±0.7μs     1.11  groupby.GroupByMethods.time_dtype_as_field('float', 'shift', 'direct')
+         148±2μs          165±3μs     1.11  groupby.GroupByMethods.time_dtype_as_group('float', 'shift', 'direct')
+       145±0.6μs          161±3μs     1.11  groupby.GroupByMethods.time_dtype_as_field('float', 'any', 'direct')
+         186±1μs          206±5μs     1.11  groupby.GroupByMethods.time_dtype_as_group('object', 'bfill', 'transformation')
+         152±2μs          168±1μs     1.11  groupby.GroupByMethods.time_dtype_as_group('datetime', 'all', 'transformation')
+         214±2μs          236±2μs     1.11  groupby.GroupByMethods.time_dtype_as_field('datetime', 'first', 'transformation')
+         148±1μs          163±2μs     1.11  groupby.GroupByMethods.time_dtype_as_field('datetime', 'all', 'transformation')
+         185±2μs          205±2μs     1.10  groupby.GroupByMethods.time_dtype_as_group('datetime', 'ffill', 'direct')
+         269±2μs          296±8μs     1.10  groupby.GroupByMethods.time_dtype_as_group('object', 'first', 'transformation')
+         148±2μs          163±2μs     1.10  groupby.GroupByMethods.time_dtype_as_group('int', 'all', 'transformation')
+         226±5μs          249±7μs     1.10  groupby.GroupByMethods.time_dtype_as_field('datetime', 'min', 'transformation')

SOME BENCHMARKS HAVE CHANGED SIGNIFICANTLY.
PERFORMANCE DECREASED.
``` > That didn't work with duplicate labels

glad to see you're on top of this. Changed methodology to populate a dict where the keys are the position of the items in the columns, and a corresponding `names` list with the appropriate labels. This seems a little faster than generating a list of Series and concatenating

Here are updated benchmarks. Not sure which of these are legit or which are just noise

```sh
.       before           after         ratio
     [ef77b570]       [9eb7c739]
     <krey-master^2>       <grpby-dup-cols>
+       142±0.4μs         190±20μs     1.34  groupby.GroupByMethods.time_dtype_as_group('float', 'shift', 'direct')
+         294±3μs         389±20μs     1.32  groupby.GroupByMethods.time_dtype_as_field('int', 'max', 'direct')
+       144±0.9μs         181±20μs     1.26  groupby.GroupByMethods.time_dtype_as_group('float', 'shift', 'transformation')
+         144±2μs         176±10μs     1.22  groupby.GroupByMethods.time_dtype_as_group('float', 'any', 'transformation')
+         502±2μs         607±60μs     1.21  groupby.GroupByMethods.time_dtype_as_group('float', 'sum', 'direct')
+         469±1μs         567±30μs     1.21  groupby.GroupByMethods.time_dtype_as_group('int', 'mean', 'transformation')
+       138±0.7μs         166±10μs     1.21  groupby.GroupByMethods.time_dtype_as_group('object', 'shift', 'transformation')
+       293±0.9μs         345±30μs     1.18  groupby.GroupByMethods.time_dtype_as_group('float', 'min', 'transformation')
+       138±0.7μs        162±0.9μs     1.17  groupby.GroupByMethods.time_dtype_as_group('object', 'all', 'direct')
+       141±0.3μs          164±2μs     1.17  groupby.GroupByMethods.time_dtype_as_group('datetime', 'shift', 'transformation')
+     1.70±0.01ms      1.97±0.09ms     1.16  groupby.RankWithTies.time_rank_ties('datetime64', 'first')
+       139±0.2μs        160±0.3μs     1.15  groupby.GroupByMethods.time_dtype_as_field('datetime', 'shift', 'direct')
+       140±0.2μs          160±2μs     1.15  groupby.GroupByMethods.time_dtype_as_group('object', 'any', 'transformation')
+       144±0.9μs        165±0.9μs     1.14  groupby.GroupByMethods.time_dtype_as_group('float', 'any', 'direct')
+       138±0.5μs          157±1μs     1.14  groupby.GroupByMethods.time_dtype_as_group('object', 'all', 'transformation')
+     1.72±0.01ms       1.95±0.2ms     1.13  groupby.RankWithTies.time_rank_ties('int64', 'min')
+         140±2μs        158±0.8μs     1.13  groupby.GroupByMethods.time_dtype_as_group('object', 'shift', 'direct')
+         286±1μs         323±20μs     1.13  groupby.GroupByMethods.time_dtype_as_group('float', 'bfill', 'direct')
+       180±0.4μs          203±3μs     1.13  groupby.GroupByMethods.time_dtype_as_group('object', 'bfill', 'transformation')
+        1.03±0ms      1.16±0.04ms     1.13  groupby.GroupByMethods.time_dtype_as_field('int', 'value_counts', 'transformation')
+         229±1μs          257±2μs     1.12  groupby.GroupByMethods.time_dtype_as_field('float', 'prod', 'direct')
+         427±2μs         480±40μs     1.12  groupby.GroupByMethods.time_dtype_as_field('float', 'quantile', 'direct')
+         284±4μs         319±20μs     1.12  groupby.GroupByMethods.time_dtype_as_group('int', 'first', 'transformation')
+         506±4μs         568±60μs     1.12  groupby.GroupByMethods.time_dtype_as_group('float', 'prod', 'direct')
+       179±0.8μs        201±0.7μs     1.12  groupby.GroupByMethods.time_dtype_as_group('object', 'bfill', 'direct')
+         144±6μs         161±10μs     1.12  groupby.GroupByMethods.time_dtype_as_field('datetime', 'all', 'transformation')
+         911±2μs      1.02±0.06ms     1.12  groupby.GroupByMethods.time_dtype_as_group('float', 'sem', 'direct')
+     1.67±0.01ms      1.86±0.06ms     1.12  groupby.RankWithTies.time_rank_ties('float64', 'average')
+       198±0.7μs          220±2μs     1.11  groupby.GroupByMethods.time_dtype_as_field('datetime', 'last', 'transformation')
+       181±0.5μs          202±3μs     1.11  groupby.GroupByMethods.time_dtype_as_group('object', 'ffill', 'direct')
+         233±2μs         260±20μs     1.11  groupby.GroupByMethods.time_dtype_as_field('float', 'prod', 'transformation')
+       292±0.9μs         325±20μs     1.11  groupby.GroupByMethods.time_dtype_as_group('float', 'min', 'direct')
+         442±4μs         491±20μs     1.11  groupby.GroupByMethods.time_dtype_as_group('float', 'std', 'transformation')
+         181±2μs          201±3μs     1.11  groupby.GroupByMethods.time_dtype_as_group('object', 'ffill', 'transformation')
+         213±2μs          235±3μs     1.10  groupby.GroupByMethods.time_dtype_as_field('datetime', 'first', 'direct')
+         183±1μs        202±0.8μs     1.10  groupby.GroupByMethods.time_dtype_as_group('datetime', 'ffill', 'direct')
+         228±4μs         251±10μs     1.10  groupby.GroupByMethods.time_dtype_as_field('float', 'first', 'direct')
+         395±1μs         434±60μs     1.10  groupby.GroupByMethods.time_dtype_as_field('object', 'bfill', 'direct')
-        438±10μs          397±3μs     0.91  groupby.GroupByMethods.time_dtype_as_group('float', 'head', 'direct')
-     2.50±0.04ms      2.25±0.03ms     0.90  groupby.GroupManyLabels.time_sum(1)
-         178±5μs        156±0.6μs     0.87  groupby.GroupByMethods.time_dtype_as_field('datetime', 'count', 'direct')
-        308±10μs          269±1μs     0.87  groupby.GroupByMethods.time_dtype_as_field('float', 'median', 'direct')
-     1.16±0.04ms          981±5μs     0.85  groupby.GroupByMethods.time_dtype_as_field('datetime', 'value_counts', 'transformation')
-        152±10μs        127±0.5μs     0.84  groupby.GroupByMethods.time_dtype_as_field('int', 'size', 'direct')
-        192±20μs          160±5μs     0.83  groupby.GroupByMethods.time_dtype_as_field('int', 'count', 'direct')

SOME BENCHMARKS HAVE CHANGED SIGNIFICANTLY.
PERFORMANCE DECREASED.
``` Assuming this fixes actually-incorrect behavior, then the perf impact shown here wouldn't be a deal-breaker Yea totally. I'm going to run again and see though; hopeful it was just noise Here is a second ASV run - some overlap but also a lot of random items compared to the first run, so yea I *think* this is mostly noise:

```sh
       before           after         ratio
     [59d1a69b]       [7c4bad90]
     <grpby-dup-cols~1^2>       <grpby-dup-cols>
+     1.80±0.09ms      2.53±0.08ms     1.41  groupby.RankWithTies.time_rank_ties('float32', 'max')
+         140±4μs          177±6μs     1.26  groupby.GroupByMethods.time_dtype_as_field('float', 'shift', 'direct')
+     1.67±0.01ms       2.10±0.1ms     1.25  groupby.RankWithTies.time_rank_ties('int64', 'dense')
+         632±7μs         777±30μs     1.23  groupby.GroupByMethods.time_dtype_as_group('datetime', 'cummin', 'direct')
+     1.73±0.05ms       2.10±0.1ms     1.22  groupby.RankWithTies.time_rank_ties('int64', 'first')
+         513±4μs         594±30μs     1.16  groupby.GroupByMethods.time_dtype_as_field('object', 'all', 'direct')
+         143±6μs          162±6μs     1.14  groupby.GroupByMethods.time_dtype_as_group('object', 'any', 'direct')
+      1.85±0.1ms      2.09±0.03ms     1.13  groupby.RankWithTies.time_rank_ties('int64', 'average')
-        205±30μs          168±4μs     0.82  groupby.GroupByMethods.time_dtype_as_field('int', 'count', 'direct')
-      1.16±0.1ms         859±40μs     0.74  groupby.GroupByMethods.time_dtype_as_field('int', 'cumprod', 'direct')
-        350±30μs          259±2μs     0.74  groupby.GroupByMethods.time_dtype_as_field('int', 'cumcount', 'direct')

SOME BENCHMARKS HAVE CHANGED SIGNIFICANTLY.
PERFORMANCE DECREASED.
``` OK I think this is in a reviewable spot @jreback @jbrockmendel if you have thoughts Any outstanding thoughts on this? I think would be good to have this cleanup in sooner rather than later with all the exception cleanups going on a few small comments, i think typing [here](https://github.com/pandas-dev/pandas/pull/29124#discussion_r338306041) is still available.   pending resolution of https://github.com/pandas-dev/pandas/pull/29124/files?file-filters%5B%5D=.py#r340394916, LGTM, cc @jreback @jreback this should probably go next before the rest of the groupby cleanups @jreback mind taking a look here? I think could get rid of block management in GroupBy with one or two follow ups to this  @jreback ping on this. Would like to get this in before other conflicting groupby cleanups; also think the follow up to this can enable getting rid of blocks in these modules

Only failure is unrelated should be solved by #29433 needs rebase.

have you done any timing comparisons with wide blocks?

might be worth checking if any of the groupby.pyx functions that currently support 2D simplified after this > have you done any timing comparisons with wide blocks?
> 
> might be worth checking if any of the groupby.pyx functions that currently support 2D simplified after this

That is the follow up I have in mind to remove block management in these altogether. We right now don't have benchmarks on wide data frames, but locally when I worked off of this branch, ripped out all block management and added wide tests there was no change in performance. There were some failures but probably easy to fix up

I'll rebase today. I think it's worth holding off on other exception cleanups until this gets in because getting rid of block management can drastically change those requirements > ok with fixing the ohlc stuff later. only real question is about the sorting, which I _think_ you should do (or add an assert)

Ah OK. assert makes sense I will add after rebase later today > > ok with fixing the ohlc stuff later. only real question is about the sorting, which I _think_ you should do (or add an assert)
> 
> Ah OK. assert makes sense I will add after rebase later today

great Alright @jreback asserts added, rebased and all green @jreback gentle ping; i think this may be a blocker for other work in groupby lgtm. since we have had a number of changes in last few days. If you could merge master and merge on green. Well...unfortunately this change doesn't work with changes made to master today

I'm on travel this week so I guess will give another go over the weekend or next week @jbrockmendel if you care to look before continuing other Exception cleanups I *think* this started with #29499 (at least merging up to that point locally introduces issues) but even if reverting that after merging the tip of master things are still broken, so likely a combination of a few PRs ill take a look @WillAyd to get this passing (after rebasing) I needed two edits: 

- in `_wrap_series_output`, `result = Series(output[0], index=index, name=columns[0])` needs to replace `output[0]` with `list(output.values())[0]` or something equivalent.
- in `_wrap_aggregated_output` on L1685 the assertion that `output.keys()` is sorted needed to be removed Cool thanks for taking a look. Removing the assertion isn't going to yield the correct data, but at least gives an idea into what may have gone wrong This should be resolved now. So the issue started with a mistake during rebase and manifested itself in the `_wrap_*` functions which were raising KeyError. That was getting caught but then re-routed elsewhere, hence the seemingly weird failures a handful of typing questions/nitpicks, nothing that cant wait for follow-ups.  LGTM @WIllAyd I think this is ready, but if some of the assertions etc are sticking points, are there parts of this that could be done in follow-ups? I can address assertions here

Sent from my iPhone

> On Nov 18, 2019, at 3:04 PM, jbrockmendel <notifications@github.com> wrote:
> 
> ﻿
> @WillAyd I think this is ready, but if some of the assertions etc are sticking points, are there parts of this that could be done in follow-ups?
> 
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