BUG: groupby(level=).shift(axis=1) changes order of original index

[prutskov]

• I have checked that this issue has not already been reported.

• I have confirmed this bug exists on the latest version of pandas.

• I have confirmed this bug exists on the master branch of pandas.

Reproducible Example

import pandas as pd

df = pd.DataFrame({'a': [2,1,2,1], 'b': [7,2,3,9], 'c': [2.0, 3.0, 1.1, 7.8]})
df = df.set_index('a')

result = df.groupby(level=0).shift()
result_axis_1 = df.groupby(level=0).shift(axis=1)

print(df)
print(result)
print(result_axis_1)

Issue Description

Ouput:

   b    c
a
2  7  2.0
1  2  3.0
2  3  1.1
1  9  7.8
     b    c
a
2  NaN  NaN
1  NaN  NaN
2  7.0  2.0
1  2.0  3.0
    b  c
a
2 NaN  7
2 NaN  3
1 NaN  2
1 NaN  9

We can see that groupby.shift(axis=1) breaks the original order of values in index.

The same behavior we can see for groupby.apply(lambda df: df.shift()) function:

import pandas as pd

df = pd.DataFrame({'a': [2,1,2,1], 'b': [7,2,3,9], 'c': [2.0, 3.0, 1.1, 7.8]})
df = df.set_index('a')

result = df.groupby(level=0).shift()
result_apply = df.groupby(level=0).apply(lambda df: df.shift())

print(df)
print(result)
print(result_apply)

Output:

   b    c
a
2  7  2.0
1  2  3.0
2  3  1.1
1  9  7.8
     b    c
a
2  NaN  NaN
1  NaN  NaN
2  7.0  2.0
1  2.0  3.0
     b    c
a
2  NaN  NaN
2  7.0  2.0
1  NaN  NaN
1  2.0  3.0

We get different order of index for shift/apply(shift)

Expected Behavior

   b    c
a
2  7  2.0
1  2  3.0
2  3  1.1
1  9  7.8
     b    c
a
2  NaN  NaN
1  NaN  NaN
2  7.0  2.0
1  2.0  3.0
    b  c
a
2 NaN  7
1 NaN  2
2 NaN  3
1 NaN  9

Installed Versions

INSTALLED VERSIONS

commit : 945c9ed
python : 3.8.12.final.0
python-bits : 64
OS : Linux
OS-release : 5.4.0-65-generic
Version : #73-Ubuntu SMP Mon Jan 18 17:25:17 UTC 2021
machine : x86_64
processor : x86_64
byteorder : little
LC_ALL : None
LANG : en_US
LOCALE : en_US.ISO8859-1

pandas : 1.3.4
numpy : 1.21.3
pytz : 2021.3
dateutil : 2.8.2
pip : 21.2.4
setuptools : 58.0.4
Cython : None
pytest : 6.2.5
hypothesis : None
sphinx : None
blosc : None
feather : 0.4.1
xlsxwriter : None
lxml.etree : 4.6.3
html5lib : None
pymysql : None
psycopg2 : None
jinja2 : 3.0.2
IPython : 7.28.0
pandas_datareader: None
bs4 : None
bottleneck : None
fsspec : 2021.10.1
fastparquet : None
gcsfs : None
matplotlib : 3.2.2
numexpr : 2.7.3
odfpy : None
openpyxl : 3.0.9
pandas_gbq : 0.15.0
pyarrow : 6.0.0
pyxlsb : None
s3fs : 2021.10.1
scipy : 1.7.1
sqlalchemy : 1.4.26
tables : 3.6.1
tabulate : None
xarray : 0.19.0
xlrd : 2.0.1
xlwt : None
numba : None

[rhshadrach]

axis=1 in this method is now deprecated. Closing.