Rolling groupby should not maintain the by column in the resulting DataFrame #32262
Description
When performing a rolling operation on a groupby object, the index level will be incorrectly maintained in the dataframe.
import numpy as np import pandas as pd df = pd.DataFrame({'idx_L1': ['Level_1'] * 10 + ['Level_2'] * 10 + ['Level_3'] * 10, 'idx_L2': ([1] * 5 + [2] * 5 + [3] * 5) * 2, 'vals': np.arange(30)}) df.groupby(['idx_L1', 'idx_L2']).rolling(3).sum() This issue has been discussed in #14013.
It has been closed eventhough the bug still exists in v1.01.