TST: add test to verify if SystemExit is raised correctly.

pandas/tests/groupby/aggregate/test_aggregate.py

@@ -1651,3 +1651,18 @@ def test_groupby_agg_extension_timedelta_cumsum_with_named_aggregation():
     gb = df.groupby("grps")
     result = gb.agg(td=("td", "cumsum"))
     tm.assert_frame_equal(result, expected)
+
+
+def test_groupby_aggregation_empty_group():
+    # https://github.com/pandas-dev/pandas/issues/18869
+    def func(x):
+        if len(x) == 0:
+            raise ValueError("length must not be 0")
+        return len(x)
+
+    df = DataFrame(
+        {"A": pd.Categorical(["a", "a"], categories=["a", "b", "c"]), "B": [1, 1]}
+    )
+    msg = "length must not be 0"
+    with pytest.raises(ValueError, match=msg):
+        df.groupby("A", observed=False).agg(func)