Cythonized GroupBy pct_change
State: closed

- [ ] progress towards #19165
- [X] tests added / passed
- [X] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [X] whatsnew entry

This seemed like a logical follow up to #19673. ASV benchmarks below:

```bash
       before           after         ratio
     [1e4c50a5]       [c8285b5c]
+         170±7μs         239±20μs     1.41  groupby.GroupByMethods.time_method('int', 'min')
+        702±20μs         968±50μs     1.38  groupby.GroupByMethods.time_method('int', 'cumprod')
+         339±2μs          391±6μs     1.15  groupby.GroupByMethods.time_method('float', 'prod')
+      90.2±0.3μs          104±3μs     1.15  groupby.GroupByMethods.time_method('float', 'count')
-      617±0.09ms         917±40μs     0.00  groupby.GroupByMethods.time_method('int', 'pct_change')
-           1.07s       1.08±0.1ms     0.00  groupby.GroupByMethods.time_method('float', 'pct_change')
```

Labels:
name: Groupby
name: Performance
description: Memory or execution speed performance

Comments:
Hello @WillAyd! Thanks for updating the PR.







Cheers ! There are no PEP8 issues in this Pull Request. :beers: 

##### Comment last updated on March 08, 2018 at 01:22 Hours UTC
Travis failure appears to be a timeout unrelated to this change
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19919?src=pr&el=h1) Report
> Merging [#19919](https://codecov.io/gh/pandas-dev/pandas/pull/19919?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/63ce781c9ebfb7d308adb3be62755e2bdf6c0d8e?src=pr&el=desc) will **decrease** coverage by `0.06%`.
> The diff coverage is `91.66%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/19919/graphs/tree.svg?width=650&height=150&src=pr&token=eZ4WkYLtcO)](https://codecov.io/gh/pandas-dev/pandas/pull/19919?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #19919      +/-   ##
==========================================
- Coverage   91.71%   91.65%   -0.07%     
==========================================
  Files         150      150              
  Lines       49112    49057      -55     
==========================================
- Hits        45045    44962      -83     
- Misses       4067     4095      +28
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.03% <91.66%> (-0.07%)` | :arrow_down: |
| #single | `41.79% <33.33%> (-0.08%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/19919?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/groupby.py](https://codecov.io/gh/pandas-dev/pandas/pull/19919/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ3JvdXBieS5weQ==) | `92.14% <91.66%> (-0.01%)` | :arrow_down: |
| [pandas/tseries/plotting.py](https://codecov.io/gh/pandas-dev/pandas/pull/19919/diff?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvcGxvdHRpbmcucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/core/missing.py](https://codecov.io/gh/pandas-dev/pandas/pull/19919/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvbWlzc2luZy5weQ==) | `85.9% <0%> (-5.75%)` | :arrow_down: |
| [pandas/plotting/\_timeseries.py](https://codecov.io/gh/pandas-dev/pandas/pull/19919/diff?src=pr&el=tree#diff-cGFuZGFzL3Bsb3R0aW5nL190aW1lc2VyaWVzLnB5) | `60.82% <0%> (-4.49%)` | :arrow_down: |
| [pandas/plotting/\_converter.py](https://codecov.io/gh/pandas-dev/pandas/pull/19919/diff?src=pr&el=tree#diff-cGFuZGFzL3Bsb3R0aW5nL19jb252ZXJ0ZXIucHk=) | `65.22% <0%> (-1.59%)` | :arrow_down: |
| [pandas/io/packers.py](https://codecov.io/gh/pandas-dev/pandas/pull/19919/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3BhY2tlcnMucHk=) | `87.31% <0%> (-0.89%)` | :arrow_down: |
| [pandas/core/indexes/interval.py](https://codecov.io/gh/pandas-dev/pandas/pull/19919/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9pbnRlcnZhbC5weQ==) | `92.44% <0%> (-0.65%)` | :arrow_down: |
| [pandas/core/indexes/datetimes.py](https://codecov.io/gh/pandas-dev/pandas/pull/19919/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9kYXRldGltZXMucHk=) | `95.59% <0%> (-0.07%)` | :arrow_down: |
| [pandas/core/arrays/categorical.py](https://codecov.io/gh/pandas-dev/pandas/pull/19919/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvYXJyYXlzL2NhdGVnb3JpY2FsLnB5) | `95.04% <0%> (-0.02%)` | :arrow_down: |
| [pandas/core/indexes/base.py](https://codecov.io/gh/pandas-dev/pandas/pull/19919/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9iYXNlLnB5) | `96.66% <0%> (ø)` | :arrow_up: |
| ... and [11 more](https://codecov.io/gh/pandas-dev/pandas/pull/19919/diff?src=pr&el=tree-more) | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19919?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19919?src=pr&el=footer). Last update [63ce781...8f2074b](https://codecov.io/gh/pandas-dev/pandas/pull/19919?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).

needs a rebase
can you rebase
Travis failures is from `TestTSPlot` and isn't related to this change
thanks @WillAyd , I think the doc-strings could be added in the sprint. @datapythonista @jorisvandenbossche