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update whatsnew
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doc/source/whatsnew/v1.2.0.rst

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@@ -255,7 +255,7 @@ Groupby/resample/rolling
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- Bug when combining methods :meth:`DataFrame.groupby` with :meth:`DataFrame.resample` and :meth:`DataFrame.interpolate` raising an ``TypeError`` (:issue:`35325`)
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- Bug in :meth:`DataFrameGroupBy.apply` where a non-nuisance grouping column would be dropped from the output columns if another groupby method was called before ``.apply()`` (:issue:`34656`)
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- Bug in :meth:`DataFrameGroupby.apply` would drop a :class:`CategoricalIndex` when grouped on. (:issue:`35792`)
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- Bug in :meth:`DataFrameGroupby.tshift` failing to raise ``ValueError`` when a frequency cannot be inferred for the index of a group (:issue:`????`)
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- Bug in :meth:`DataFrameGroupby.tshift` failing to raise ``ValueError`` when a frequency cannot be inferred for the index of a group (:issue:`35937`)
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Reshaping
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^^^^^^^^^

pandas/tests/groupby/test_allowlist.py

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@@ -380,6 +380,7 @@ def test_groupby_selection_with_methods(df):
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# check that the index cache is cleared
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with pytest.raises(ValueError, match="Freq was not set in the index"):
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# GH#35937
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g.tshift()
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# methods which aren't just .foo()

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