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@simonjayhawkins simonjayhawkins commented Jan 15, 2021

This reverts commit a37f1a4.

reverts PR #38737

I think we ended up deciding to revert on master and backport to keep master and 1.2.x in sync and not release this change in 1.2.1 to allow for further discussion.

once this revert PR merged:

if not these changes, the mutliindex with a single level may still need resolution (and backport) to close #38523

cc @mroeschke @jorisvandenbossche

add 1.2.1 milestone for this revert for backport.

@simonjayhawkins simonjayhawkins added the Window rolling, ewma, expanding label Jan 15, 2021
@simonjayhawkins simonjayhawkins added this to the 1.2.1 milestone Jan 15, 2021
@jreback jreback merged commit 9d13997 into pandas-dev:master Jan 16, 2021
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jreback commented Jan 16, 2021

thanks @simonjayhawkins

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jreback commented Jan 16, 2021

@meeseeksdev backport 1.2.x

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BUG: MultiIndex RollingGroupby returns only one level of index

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