DataFrameGroupBy fillna swallows exceptions.

[RobertasA]

Problem description

Doing a fillna on DataFrameGroupBy fails silently - returning an empty dataframe, rather than raising what the error is.
This often masks the actual problem (e.g. errors like
ValueError: Tz-aware datetime.datetime cannot be converted to datetime64 unless utc=True when handling tz-aware data.)

Code Sample, a copy-pastable example if possible

>>> df = pd.DataFrame({'a':[1,2],'b':[1,1]})
>>> df.groupby('b').fillna()
Empty DataFrame
Columns: []
Index: []

Expected Output

ValueError: must specify a fill method or value

Output of pd.show_versions()

INSTALLED VERSIONS ------------------ commit: None python: 2.7.10.final.0 python-bits: 64 OS: Darwin OS-release: 15.6.0 machine: x86_64 processor: i386 byteorder: little LC_ALL: None LANG: en_GB.UTF-8 LOCALE: None.None

pandas: 0.19.1
nose: 1.3.7
pip: 1.5.6
setuptools: 25.1.1
Cython: 0.23.2
numpy: 1.11.1
scipy: 0.14.0
statsmodels: 0.6.1
xarray: None
IPython: 2.3.1
sphinx: None
patsy: 0.4.1
dateutil: 2.5.3
pytz: 2016.6.1
blosc: None
bottleneck: None
tables: None
numexpr: None
matplotlib: 1.4.3
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: 0.999
httplib2: 0.9
apiclient: 1.1
sqlalchemy: None
pymysql: None
psycopg2: 2.6.1 (dt dec pq3 ext lo64)
jinja2: 2.7.3
boto: 2.26.0
pandas_datareader: None

[jreback]

xref to https://github.com/pandas-dev/pandas/pull/6338/files

we do raise when using apply like this.

In [2]: g.apply(lambda x: x.fillna())
ValueError: must specify a fill method or value

This might be quite tricky though to differentiate between a dtype incompat (e.g. ignoring a column) and a 'real' error.

e.g the same path is hit for

In [4]: df['C'] = ['foo', 'bar']
In [7]: df.groupby('a').mean()
Out[7]: 
   b
a   
1  1
2  1

[jreback]

please have a look see and see what can be done

[mroeschke]

Looks to raise correctly on master. Could use a test.

In [121]: >>> df = pd.DataFrame({'a':[1,2],'b':[1,1]})
     ...: >>> df.groupby('b').fillna()

ValueError: Must specify a fill 'value' or 'method'.

In [122]: pd.__version__
Out[122]: '0.26.0.dev0+682.g08ab156eb'