Remove default to pandas for groupby.ohlc() [upstream] (#5)

* Remove default to pandas for groupby.ohlc()

Signed-off-by: Naren Krishna <naren@ponder.io>

modin/pandas/groupby.py

@@ -266,7 +266,20 @@ def plot(self):  # pragma: no cover
         return self._default_to_pandas(lambda df: df.plot)
 
     def ohlc(self):
-        return self._default_to_pandas(lambda df: df.ohlc())
+        from .dataframe import DataFrame
+        if isinstance(self._df, DataFrame):
+            raise NotImplementedError("groupby.ohlc() not supported for dataframes!")
+        else:
+            # Cannot use _wrap_aggregation() since assumed output is a Series
+            return DataFrame(
+                query_compiler=self._query_compiler.groupby_ohlc(
+                    by=self._by,
+                    axis=self._axis,
+                    groupby_kwargs=self._kwargs,
+                    agg_args=[],
+                    agg_kwargs={},
+                ),
+            )
 
     def __bytes__(self):
         """