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add additional if in groupby.pyx
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pandas/_libs/groupby.pyx

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@@ -278,6 +278,7 @@ def group_cumsum(numeric_t[:, ::1] out,
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break
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elif numeric_t == float64_t:
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if (val == MAXfloat64) or (val == MINfloat64):
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if (t == MAXfloat64) or (t == MINfloat64):
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out[i, j] = val
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accum[lab, j] = val
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break

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