BUG: Pass index data correctly in groupby.transform/agg w/ engine=numba

doc/source/whatsnew/v1.3.3.rst

@@ -25,7 +25,7 @@ Fixed regressions
 
 Bug fixes
 ~~~~~~~~~
--
+- Bug in :meth:`.DataFrameGroupBy.agg` and :meth:`.DataFrameGroupBy.transform` with ``engine="numba"`` where ``index`` data was not being correctly passed into ``func`` (:issue:`43133`)
 -
 
 .. ---------------------------------------------------------------------------

pandas/core/groupby/groupby.py

@@ -1141,9 +1141,15 @@ def _numba_prep(self, func, data):
         sorted_ids = algorithms.take_nd(ids, sorted_index, allow_fill=False)
 
         sorted_data = data.take(sorted_index, axis=self.axis).to_numpy()
+        sorted_index_data = data.index.take(sorted_index).to_numpy()
 
         starts, ends = lib.generate_slices(sorted_ids, ngroups)
-        return starts, ends, sorted_index, sorted_data
+        return (
+            starts,
+            ends,
+            sorted_index_data,
+            sorted_data,
+        )
 
     @final
     def _transform_with_numba(self, data, func, *args, engine_kwargs=None, **kwargs):

pandas/tests/groupby/aggregate/test_numba.py

@@ -173,3 +173,17 @@ def sum_last(values, index, n):
     result = grouped_x.agg(sum_last, 2, engine="numba")
     expected = Series([2.0] * 2, name="x", index=Index([0, 1], name="id"))
     tm.assert_series_equal(result, expected)
+
+
+@td.skip_if_no("numba", "0.46.0")
+def test_index_data_correctly_passed():
+    # GH 43133
+    def f(values, index):
+        return np.mean(index)
+
+    df = DataFrame({"group": ["A", "A", "B"], "v": [4, 5, 6]}, index=[-1, -2, -3])
+    result = df.groupby("group").aggregate(f, engine="numba")
+    expected = DataFrame(
+        [-1.5, -3.0], columns=["v"], index=Index(["A", "B"], name="group")
+    )
+    tm.assert_frame_equal(result, expected)

pandas/tests/groupby/transform/test_numba.py

@@ -164,3 +164,15 @@ def sum_last(values, index, n):
     result = grouped_x.transform(sum_last, 2, engine="numba")
     expected = Series([2.0] * 4, name="x")
     tm.assert_series_equal(result, expected)
+
+
+@td.skip_if_no("numba", "0.46.0")
+def test_index_data_correctly_passed():
+    # GH 43133
+    def f(values, index):
+        return index - 1
+
+    df = DataFrame({"group": ["A", "A", "B"], "v": [4, 5, 6]}, index=[-1, -2, -3])
+    result = df.groupby("group").transform(f, engine="numba")
+    expected = DataFrame([-4.0, -3.0, -2.0], columns=["v"], index=[-1, -2, -3])
+    tm.assert_frame_equal(result, expected)