Fix groupby.shift bug

Author: rhshadrach

doc/source/whatsnew/v3.0.0.rst

@@ -1222,6 +1222,7 @@ Groupby/resample/rolling
 - Bug in :meth:`DataFrameGroupBy.apply` with ``as_index=False`` that was returning :class:`MultiIndex` instead of returning :class:`Index`. (:issue:`58291`)
 - Bug in :meth:`DataFrameGroupBy.cumsum` and :meth:`DataFrameGroupBy.cumprod` where ``numeric_only`` parameter was passed indirectly through kwargs instead of passing directly. (:issue:`58811`)
 - Bug in :meth:`DataFrameGroupBy.cumsum` where it did not return the correct dtype when the label contained ``None``. (:issue:`58811`)
+- Bug in :meth:`DataFrameGroupBy.shift` where the resulting index would be sorted if the input is a :class:`DatetimeIndex` and multiple periods are specified (:issue:`62843`)
 - Bug in :meth:`DataFrameGroupby.transform` and :meth:`SeriesGroupby.transform` with a reducer and ``observed=False`` that coerces dtype to float when there are unobserved categories. (:issue:`55326`)
 - Bug in :meth:`Rolling.apply` for ``method="table"`` where column order was not being respected due to the columns getting sorted by default. (:issue:`59666`)
 - Bug in :meth:`Rolling.apply` where the applied function could be called on fewer than ``min_period`` periods if ``method="table"``. (:issue:`58868`)

pandas/core/groupby/groupby.py

@@ -5236,7 +5236,7 @@ def shift(
         return (
             shifted_dataframes[0]
             if len(shifted_dataframes) == 1
-            else concat(shifted_dataframes, axis=1)
+            else concat(shifted_dataframes, axis=1, sort=False)
         )
 
     @final

pandas/core/reshape/concat.py

@@ -419,7 +419,8 @@ def concat(
             non_concat_axis = [obj.index for obj in objs]
 
         if (
-            any(not isinstance(index, DatetimeIndex) for index in non_concat_axis)
+            intersect
+            or any(not isinstance(index, DatetimeIndex) for index in non_concat_axis)
             or all(
                 id(prev) == id(curr)
                 for prev, curr in zip(non_concat_axis, non_concat_axis[1:])

pandas/tests/groupby/methods/test_groupby_shift_diff.py

@@ -248,3 +248,21 @@ def test_group_shift_with_multiple_periods_and_both_fill_and_freq_deprecated():
     msg = "Passing a 'freq' together with a 'fill_value'"
     with pytest.raises(ValueError, match=msg):
         df.groupby("b")[["a"]].shift([1, 2], fill_value=1, freq="h")
+
+
+def test_groupby_shift_multiple_periods_unsorted_index():
+    # https://github.com/pandas-dev/pandas/pull/62843
+    idx = date_range("1/1/2000", periods=4, freq="h")
+    df = DataFrame(
+        {"a": [1, 2, 3], "b": [True, True, False]},
+        index=[idx[2], idx[0], idx[1]],
+    )
+    result = df.groupby("b")[["a"]].shift([0, 1], freq="h")
+    expected = DataFrame(
+        {
+            "a_0": [1.0, 2.0, 3.0, np.nan],
+            "a_1": [3.0, np.nan, 2.0, 1.0],
+        },
+        index=[idx[2], idx[0], idx[1], idx[3]],
+    )
+    tm.assert_frame_equal(result, expected)