COMPAT: Emit warning when groupby by a tuple

Closes pandas-dev#18314

doc/source/whatsnew/v0.22.0.txt

@@ -202,6 +202,9 @@ Deprecations
 - ``Series.from_array`` and ``SparseSeries.from_array`` are deprecated. Use the normal constructor ``Series(..)`` and ``SparseSeries(..)`` instead (:issue:`18213`).
 - ``DataFrame.as_matrix`` is deprecated. Use ``DataFrame.values`` instead (:issue:`18458`).
 - ``Series.asobject``, ``DatetimeIndex.asobject``, ``PeriodIndex.asobject`` and ``TimeDeltaIndex.asobject`` have been deprecated. Use ``.astype(object)`` instead (:issue:`18572`)
+- Grouping by a tuple of keys now emits a ``FutureWarning`` and is deprecated.
+  In the future, a tuple passed to ``'by'`` will always refer to a single key
+  that is the actual tuple, instead of treating the tuple as multiple keys (:issue:`18314`)
 
 .. _whatsnew_0220.prior_deprecations:
 

pandas/core/groupby.py

@@ -2850,7 +2850,15 @@ def _get_grouper(obj, key=None, axis=0, level=None, sort=True,
     elif isinstance(key, BaseGrouper):
         return key, [], obj
 
-    # Everything which is not a list is a key (including tuples):
+    tuple_as_list = isinstance(key, tuple) and key not in obj
+    if tuple_as_list:
+        msg = ("Interpreting tuple 'by' as a list of keys, rather than "
+               "a single key. Use 'by={!r}' instead of 'by={!r}'. In the "
+               "future, a tuple will always mean a single key.".format(
+                   list(key), key))
+        warnings.warn(msg, FutureWarning, stacklevel=5)
+        key = list(key)
+
     if not isinstance(key, list):
         keys = [key]
         match_axis_length = False

pandas/tests/groupby/test_groupby.py

@@ -2727,6 +2727,23 @@ def test_empty_dataframe_groupby(self):
 
         assert_frame_equal(result, expected)
 
+    def test_tuple_warns(self):
+        # https://github.com/pandas-dev/pandas/issues/18314
+        df = pd.DataFrame({('a', 'b'): [1, 1, 2, 2], 'a': [1, 1, 1, 2],
+                           'b': [1, 2, 2, 2], 'c': [1, 1, 1, 1]})
+        with tm.assert_produces_warning(FutureWarning) as w:
+            df[['a', 'b', 'c']].groupby(('a', 'b')).c.mean()
+
+        assert "Interpreting tuple 'by' as a list" in str(w[0].message)
+
+        with tm.assert_produces_warning(FutureWarning) as w:
+            df[['a', 'b', 'c']].groupby(('a', 'b')).c.mean()
+
+        assert "Interpreting tuple 'by' as a list" in str(w[0].message)
+
+        with tm.assert_produces_warning(None):
+            df.groupby(('a', 'b')).c.mean()
+
 
 def _check_groupby(df, result, keys, field, f=lambda x: x.sum()):
     tups = lmap(tuple, df[keys].values)