Serhiy Storchaka added the comment:

I agree and prefer #1. This will save users from incorrect using and us from 
reports about odd behavior.

The implementation is simple. The groupby object generates an unique identifier 
when creates a new grouper. This may be a sequential integer, just object(), or 
the grouper object itself (but the latter case creates a reference loop). The 
grouper object saves the parent's identifier when created and compare the owned 
reference with the current parent's identifier before every use (in __next__ 
and __reduce__). If they don't match, the grouper object is not valid.

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Python tracker <rep...@bugs.python.org>
<http://bugs.python.org/issue30346>
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