Backport PR pandas-dev#27826 for 0.25.3 release

* BUG: Fix groupby quantile segfault

Validate that q is between 0 and 1.

Closes pandas-dev#27470

* prettier

Author: TomAugspurger

pandas/_libs/groupby.pyx

@@ -719,6 +719,11 @@ def group_quantile(ndarray[float64_t] out,
         ndarray[int64_t] counts, non_na_counts, sort_arr
 
     assert values.shape[0] == N
+
+    if not (0 <= q <= 1):
+        raise ValueError("'q' must be between 0 and 1. Got"
+                         " '{}' instead".format(q))
+
     inter_methods = {
         'linear': INTERPOLATION_LINEAR,
         'lower': INTERPOLATION_LOWER,

pandas/tests/groupby/test_function.py

@@ -1316,6 +1316,17 @@ def test_quantile_raises():
         df.groupby("key").quantile()
 
 
+def test_quantile_out_of_bounds_q_raises():
+    # https://github.com/pandas-dev/pandas/issues/27470
+    df = pd.DataFrame(dict(a=[0, 0, 0, 1, 1, 1], b=range(6)))
+    g = df.groupby([0, 0, 0, 1, 1, 1])
+    with pytest.raises(ValueError, match="Got '50.0' instead"):
+        g.quantile(50)
+
+    with pytest.raises(ValueError, match="Got '-1.0' instead"):
+        g.quantile(-1)
+
+
 # pipe
 # --------------------------------