diff --git a/pandas/core/groupby/groupby.py b/pandas/core/groupby/groupby.py
index aa71fd68086fb..2cca7cf6697e5 100644
--- a/pandas/core/groupby/groupby.py
+++ b/pandas/core/groupby/groupby.py
@@ -2476,3 +2476,29 @@ def groupby(obj, by, **kwds):
         raise TypeError("invalid type: {}".format(obj))
 
     return klass(obj, by, **kwds)
+
+def get_train_test_stratified_by_time_and_col(df, stratify_split_col_name, time_sort_col_name=None, test_size=0.2, ascending=True, get_shuffled=True, random_state=0):
+    """
+    stratify_split_col_name: The column name which has to be split in train and test in a stratified way.
+    time_sort_col_name: The column name used for sorting rows by time.
+    test_size: Test size
+    ascending: For sorting time_sort_col_name by ascending or descending.
+    """
+    df.reset_index(inplace=True)
+    if time_sort_col_name:
+        df = df.sort_values(time_sort_col_name, ascending=ascending)
+    train_size = 1 - test_size
+    train_indexes, test_indexes = [], []
+    for col_val, group in df.groupby(stratify_split_col_name):
+        count = math.floor(group.shape[0]*train_size)
+        g_train_index = group[:count].index
+        g_test_index = group[count:].index
+        train_indexes.extend(g_train_index)
+        test_indexes.extend(g_test_index)
+    print('Train length:', str(len(train_indexes)))
+    print('Test length:', str(len(test_indexes)))
+    df_train, df_test = df.iloc[train_indexes], df.iloc[test_indexes]
+    if get_shuffled:
+        return df_train.sample(frac=1, random_state=random_state), df_test.sample(frac=1, random_state=random_state)
+    else:
+        return df_train, df_test