BUG: groupby rolling ignoring min number of values
#### Code Sample, a copy-pastable example if possible

```python
# Your code here
import pandas as pd
import numpy as np


#set folder 
folder_processed=" your folder here "

files=[
'B0005_discharge.csv',
'B0006_discharge.csv',
'B0007_discharge.csv',
'B0018_discharge.csv',
]
def loadData(folder=folder_processed,files=files):
    df=None
    for file in files:
        if df is None:
            print(file)
            df=pd.read_csv(folder+file)
            df["battery_id"]=file
        else:
            print(file)
            foo=pd.read_csv(folder+file)
            foo["battery_id"]=file
            df=pd.concat([df,foo],axis=0)
    return df    
df= loadData()


def group_rolling(df,columns=["battery_id","cicle_id"]):                                                  
    df['Voltage_measured_mean_5'] = df.groupby(columns)[['Voltage_measured']].rolling(5).mean().astype("float32").reset_index()['Voltage_measured']
    return df 

foo=group_rolling(df)

foo[foo["internal_cicle_possition_id"]<5]
```

#### Problem description

I’m trying to do rolling windows over a grouped dataset using 2 columns for the groupby. 

With a rolling window of 5, pandas should return NaNs in the first 4 rows of each group.

This works correctly for each of my files individually, for random datasets, and for a group of multiple files, even using replicated ones (f1,f1copy1,f1copy2...). 

My last file “'B0018_discharge.csv'” works ok by itself, but if I load it next to any other file, only the first group (cicle_id) gets the NaNs, while the other groups of that file return a numeric mean value in the positions where it should not.

Files are all generated in the same way, from the discharge values in nasa Li-Ion Dataset

 https://data.nasa.gov/dataset/Li-ion-Battery-Aging-Datasets/uj5r-zjdb

I’m not including the conversion code from .mat files to .csv but I’m attaching a zip with the .csv files. [shared.zip](https://github.com/pandas-dev/pandas/files/3723349/shared.zip)

I’ve looked into the last file, and see no reason for this weird behaviour.


#### Expected Output

The first 4 rows in any (cicle-id,battery_id) group should be NaN as we are looking for 5 to make the mean.

#### Output of ``pd.show_versions()``

<details>

[paste the output of ``pd.show_versions()`` here below this line]

INSTALLED VERSIONS
------------------
commit           : None
python           : 3.7.3.final.0
python-bits      : 64
OS               : Windows
OS-release       : 10
machine          : AMD64
processor        : Intel64 Family 6 Model 85 Stepping 4, GenuineIntel
byteorder        : little
LC_ALL           : None
LANG             : None
LOCALE           : None.None

pandas           : 0.25.1
numpy            : 1.16.4
pytz             : 2019.1
dateutil         : 2.8.0
pip              : 19.1.1
setuptools       : 41.0.1
Cython           : 0.29.12
pytest           : 5.0.1
hypothesis       : None
sphinx           : 2.1.2
blosc            : None
feather          : None
xlsxwriter       : 1.1.8
lxml.etree       : 4.3.4
html5lib         : 1.0.1
pymysql          : None
psycopg2         : 2.8.3 (dt dec pq3 ext lo64)
jinja2           : 2.10.1
IPython          : 7.6.1
pandas_datareader: None
bs4              : 4.7.1
bottleneck       : 1.2.1
fastparquet      : None
gcsfs            : None
lxml.etree       : 4.3.4
matplotlib       : 3.1.1
numexpr          : 2.6.9
odfpy            : None
openpyxl         : 2.6.2
pandas_gbq       : None
pyarrow          : None
pytables         : None
s3fs             : None
scipy            : 1.2.1
sqlalchemy       : 1.3.5
tables           : 3.5.2
xarray           : None
xlrd             : 1.2.0
xlwt             : 1.3.0
xlsxwriter       : 1.1.8
Type Markdown and LaTeX:  α2
</details>
