Fix issue, add test

Author: juleek

doc/source/whatsnew/v2.0.0.rst

@@ -1367,6 +1367,7 @@ Groupby/resample/rolling
 - Bug in :meth:`.DataFrameGroupBy.describe` produced incorrect results when data had duplicate columns (:issue:`50806`)
 - Bug in :meth:`.DataFrameGroupBy.agg` with ``engine="numba"`` failing to respect ``as_index=False`` (:issue:`51228`)
 - Bug in :meth:`DataFrameGroupBy.agg`, :meth:`SeriesGroupBy.agg`, and :meth:`Resampler.agg` would ignore arguments when passed a list of functions (:issue:`50863`)
+- Bug in :meth:`BaseGrouper.groups` when grouping by datetime, zip() was using :meth:`BaseGrouper.__iter__` that produced incorrect result in case of :class:`BinGrouper`. Fixed by adding :meth:`BinGrouper.__iter__` that returns correct iterable (:issue:`51158`)
 -
 
 Reshaping

pandas/core/groupby/ops.py

@@ -1085,6 +1085,10 @@ def groups(self):
         }
         return result
 
+    def __iter__(self) -> Iterator[Hashable]:
+        return iter(self.groupings[0].grouping_vector)
+
+
     @property
     def nkeys(self) -> int:
         # still matches len(self.groupings), but we can hard-code

pandas/tests/groupby/test_grouping.py

@@ -442,6 +442,20 @@ def test_groupby_grouper_f_sanity_checked(self):
         with pytest.raises(AssertionError, match=msg):
             ts.groupby(lambda key: key[0:6])
 
+    def test_groupby_with_datetime_key(self):
+        # GH 51158
+        df = DataFrame({"id": ["a", "b"] * 3, "b": pd.date_range("2000-01-01", "2000-01-03", freq="9H")})
+        grouper = pd.Grouper(key='b', freq="D")
+        g = df.groupby([grouper, 'id'])
+
+        # test number of groups
+        expected = {(pd.Timestamp("2000-01-01"), 'a'): [0, 2], (pd.Timestamp("2000-01-01"), 'b'): [1],
+                    (pd.Timestamp("2000-01-02"), 'a'): [4], (pd.Timestamp("2000-01-02"), 'b'): [3, 5]}
+        tm.assert_dict_equal(g.groups, expected)
+
+        # test number of group keys
+        tm.assert_equal(len(g.groups.keys()), 4)
+
     def test_grouping_error_on_multidim_input(self, df):
         msg = "Grouper for '<class 'pandas.core.frame.DataFrame'>' not 1-dimensional"
         with pytest.raises(ValueError, match=msg):