DataFrameGroupBy.first() affects group without assignment

[Koojav]

Code Sample, a copy-pastable example if possible

df = pd.DataFrame({'A' : ['foo', 'bar', 'foo', 'bar'], 'B' : [1, 2, 3, 4]})
grouped = df.groupby('A')
print(grouped.apply(lambda x: x))
grouped.first()
print(grouped.apply(lambda x: x))

Output:

     A  B
0  foo  1
1  bar  2
2  foo  3
3  bar  4

   B
0  1
1  2
2  3
3  4

Problem description

The invoking method, without re-assignment of result or specifying that it should work in place, should not affect the object upon which it is being called.

Expected Output

     A  B
0  foo  1
1  bar  2
2  foo  3
3  bar  4

     A  B
0  foo  1
1  bar  2
2  foo  3
3  bar  4

Output of pd.show_versions()

INSTALLED VERSIONS

commit : None
python : 3.6.7.final.0
python-bits : 64
OS : Linux
OS-release : 4.15.0-62-generic
machine : x86_64
processor : x86_64
byteorder : little
LC_ALL : None
LANG : en_US.UTF-8
LOCALE : en_US.UTF-8

pandas : 0.25.0
numpy : 1.17.0
pytz : 2019.2
dateutil : 2.8.0
pip : 19.2.1
setuptools : 40.6.3
Cython : 0.27.3
pytest : 3.0.7
hypothesis : None
sphinx : None
blosc : None
feather : None
xlsxwriter : None
lxml.etree : 4.2.6
html5lib : None
pymysql : None
psycopg2 : 2.7.3.2 (dt dec pq3 ext lo64)
jinja2 : 2.10
IPython : 7.2.0
pandas_datareader: None
bs4 : 4.6.3
bottleneck : None
fastparquet : None
gcsfs : None
lxml.etree : 4.2.6
matplotlib : 2.0.2
numexpr : None
odfpy : None
openpyxl : None
pandas_gbq : 0.11.0
pyarrow : 0.13.0
pytables : None
s3fs : None
scipy : 1.0.0
sqlalchemy : 1.3.7
tables : None
xarray : None
xlrd : None
xlwt : None
xlsxwriter : None

[TomAugspurger]

Can you check where things go wrong? We do have a mutated property on BaseGrouper. That's where I would start looking.

[WillAyd]

This affects a few functions like sum, prod, min, max, first, last, nth, and maybe more.

I think the issue is a call to self._set_group_selection() without resetting that selection after the fact. There is a _group_selection_context context manager that should be used instead.

@Koojav interested in trying a PR to fix?

[jreback]

i created an issue for this already but may have to search for it

[rhshadrach]

Duplicate of #34656 and closed by #35314