DEPR fill_method and limit keywords in GroupBy pct_change

Author: Charlie-XIAO

pandas/core/groupby/groupby.py

@@ -3945,8 +3945,8 @@ def diff(
     def pct_change(
         self,
         periods: int = 1,
-        fill_method: FillnaOptions = "ffill",
-        limit: int | None = None,
+        fill_method: FillnaOptions | lib.NoDefault = lib.no_default,
+        limit: int | None | lib.NoDefault = lib.no_default,
         freq=None,
         axis: Axis | lib.NoDefault = lib.no_default,
     ):
@@ -3958,6 +3958,21 @@ def pct_change(
         Series or DataFrame
             Percentage changes within each group.
         """
+        if fill_method is not lib.no_default or limit is not lib.no_default:
+            # GH#53491
+            warnings.warn(
+                "The 'fill_method' and 'limit' keywords in "
+                f"{type(self).__name__}.pct_change are deprecated and will be "
+                "removed in a future version. Call fillna directly before "
+                "calling pct_change instead.",
+                FutureWarning,
+                stacklevel=find_stack_level(),
+            )
+        if fill_method is lib.no_default:
+            fill_method = "ffill"
+        if limit is lib.no_default:
+            limit = None
+
         if axis is not lib.no_default:
             axis = self.obj._get_axis_number(axis)
             self._deprecate_axis(axis, "pct_change")

pandas/tests/groupby/transform/test_transform.py

@@ -969,9 +969,14 @@ def test_pct_change(frame_or_series, freq, periods, fill_method, limit):
     else:
         expected = expected.to_frame("vals")
 
-    result = gb.pct_change(
-        periods=periods, fill_method=fill_method, limit=limit, freq=freq
+    msg = (
+        "The 'fill_method' and 'limit' keywords in "
+        f"{type(gb).__name__}.pct_change are deprecated"
     )
+    with tm.assert_produces_warning(FutureWarning, match=msg):
+        result = gb.pct_change(
+            periods=periods, fill_method=fill_method, limit=limit, freq=freq
+        )
     tm.assert_equal(result, expected)