Backport PR #39191 on branch 1.2.x (Revert "BUG/REG: RollingGroupby MultiIndex levels dropped (#38737)")#39198

Merged

jreback merged 1 commit intopandas-dev:1.2.xfrom

meeseeksmachine:auto-backport-of-pr-39191-on-1.2.x

Jan 16, 2021

Commits on Jan 16, 2021

Backport PR #39191: Revert "BUG/REG: RollingGroupby MultiIndex levels dropped (#38737)"

simonjayhawkins
authored and
meeseeksmachine
committed