Description
-
[ x] I have checked that this issue has not already been reported.
-
[ x] I have confirmed this bug exists on the latest version of pandas.
-
(optional) I have confirmed this bug exists on the master branch of pandas.
Note: Please read this guide detailing how to provide the necessary information for us to reproduce your bug.
Code Sample, a copy-pastable example
import pandas as pd
# create empty df, and set a multi index
empty_df = pd.DataFrame(columns=["a", "b", "c"])
multi_index_empty_df = empty_df.set_index(keys=["a", "b"])
# index is different when applying shift on grouping when specifying a fill value
assert multi_index_empty_df.groupby(["a","b"]).shift(1).index.names == multi_index_empty_df.groupby(["a","b"]).shift(1, fill_value=0).index.namesProblem description
I discovered this problem when a unit test failed on a function that performed a groupby and shift on an empty dataframe.
Specifying fill_value in pandas.DataFrame.shift() should not alter the index that was set on a dataframe. This is not the case for empty dataframes with a multi-index, as the example above shows.
Expected Output
When executing:
multi_index_empty_df.groupby(["a","b"]).shift(1).index.namesI get the output:
FrozenList(['a', 'b'])
But when executing
multi_index_empty_df.groupby(["a","b"]).shift(1, fill_value=0).index.namesI should get the same output, but instead I get
FrozenList([None])
Output of pd.show_versions()
INSTALLED VERSIONS
commit : None
python : 3.7.1.final.0
python-bits : 64
OS : Darwin
OS-release : 18.7.0
machine : x86_64
processor : i386
byteorder : little
LC_ALL : en_US.UTF-8
LANG : en_US.UTF-8
LOCALE : en_US.UTF-8
pandas : 1.0.5
numpy : 1.19.0
pytz : 2018.7
dateutil : 2.7.5
pip : 18.1
setuptools : 40.6.3
Cython : 0.29.2
pytest : 4.0.2
hypothesis : None
sphinx : 1.8.2
blosc : None
feather : None
xlsxwriter : 1.1.2
lxml.etree : 4.2.5
html5lib : 1.0.1
pymysql : None
psycopg2 : None
jinja2 : 2.11.2
IPython : 7.19.0
pandas_datareader: None
bs4 : 4.6.3
bottleneck : 1.2.1
fastparquet : None
gcsfs : None
lxml.etree : 4.2.5
matplotlib : 3.2.2
numexpr : 2.6.8
odfpy : None
openpyxl : 2.5.12
pandas_gbq : None
pyarrow : None
pytables : None
pytest : 4.0.2
pyxlsb : None
s3fs : None
scipy : 1.5.1
sqlalchemy : 1.2.15
tables : 3.4.4
tabulate : None
xarray : None
xlrd : 1.2.0
xlwt : 1.3.0
xlsxwriter : 1.1.2
numba : 0.41.0