Preserving DataFrame subclass type during pandas groupby().aggregate()

I'm subclassing pandas DataFrame in a project of mine. Most pandas operations preserve the subclass type, but df.groupby().agg() does not. Is this a bug? Is there a known workaround?

import pandas as pd

class MySeries(pd.Series):
    pass

class MyDataFrame(pd.DataFrame):
    @property
    def _constructor(self):
        return MyDataFrame
    _constructor_sliced = MySeries

MySeries._constructor_expanddim = MyDataFrame

df = MyDataFrame({"a": reversed(range(10)), "b": list('aaaabbbccc')})

print(type(df.groupby("b").sum()))
# <class '__main__.MyDataFrame'>

print(type(df.groupby("b").agg({"a": "sum"})))
# <class 'pandas.core.frame.DataFrame'>

It looks like there was an issue (described here) that fixed subclassing for df.groupby, but as far as I can tell df.groupby().agg() was missed. I'm using pandas version 2.0.3.

The workaround I'm currently using is to re-initialize the subclassed DataFrame and call the __finalize__ method, which propogates metadata to the new object.

MyDataFrame(my_df.groupby("b").agg({"a": "sum"})).__finalize__(other=my_df)

OP case

First, I've added a custom attribute to MyDataFrame:

import pandas as pd

class MySeries(pd.Series):
    _metadata = ['my_attr']

class MyDataFrame(pd.DataFrame):
    _metadata = ['my_attr']
    
    def __init__(
            self, 
            data, 
            my_attr=None, 
            index=None, 
            columns=None, 
            dtype=None, 
            copy=None
        ):
        self.my_attr = my_attr
        super().__init__(data, index, columns, dtype, copy)
    
    @property
    def _constructor(self):
        return MyDataFrame
    _constructor_sliced = MySeries

MySeries._constructor_expanddim = MyDataFrame

Now we can check that subclass type and custom attributes are preserved:

my_df = MyDataFrame(
    {"a": reversed(range(10)), "b": list('aaaabbbccc')},
    my_attr='foo'
)
assert isinstance(my_df, MyDataFrame)
# Success!
assert isinstance(my_df.sample(3), MyDataFrame)
# Success!
assert isinstance(my_df.copy(), MyDataFrame)
# Success!

new_df = my_df.groupby("b").sum()
assert isinstance(new_df, MyDataFrame)
# Success! - fixed by issue linked in question

new_df = my_df.groupby("b").agg({"a": "sum"})
assert isinstance(new_df, MyDataFrame)
# AssertionError
assert new_df.my_attr == 'foo'
# AttributeError

new_df = my_df.groupby("b").agg({"a": "sum"})
new_df = MyDataFrame(new_df).__finalize__(other=my_df)
assert isinstance(new_df, MyDataFrame)
# Success!
assert new_df.my_attr == 'foo'
# Success!