Check if all elements in a group are equal using pandas GroupBy

Use groupby and nunique, and check whether the result is 1:

df.groupby([df.datetime.dt.date, 'rating']).signal.nunique().eq(1)

datetime    rating
2018-12-20  HY         True
            IG        False
2018-12-27  HY         True
            IG         True
Name: signal, dtype: bool

Or, similarly, using apply with set conversion:

(df.groupby([df.datetime.dt.date, 'rating']).signal
   .apply(lambda x: len(set(x)) == 1))

datetime    rating
2018-12-20  HY         True
            IG        False
2018-12-27  HY         True
            IG         True
Name: signal, dtype: bool

PS., you don't need to assign a temp column, groupby takes arbitrary grouper arguments.

Try to find out alternative without using groupby just for fun

df.datetime=df.datetime.dt.date

s=pd.crosstab(df.datetime,[df.rating,df.signal])


s.eq(s.sum(axis=1,level=0),1).any(level=0,axis=1).stack()
Out[556]: 
datetime    rating
2018-12-20  HY         True
            IG        False
2018-12-27  HY         True
            IG         True
dtype: bool