venv

venv/lib/python3.12/site-packages/pandas/tests/window/conftest.py

@@ -0,0 +1,146 @@
+from datetime import (
+    datetime,
+    timedelta,
+)
+
+import numpy as np
+import pytest
+
+import pandas.util._test_decorators as td
+
+from pandas import (
+    DataFrame,
+    Series,
+    bdate_range,
+)
+
+
+@pytest.fixture(params=[True, False])
+def raw(request):
+    """raw keyword argument for rolling.apply"""
+    return request.param
+
+
+@pytest.fixture(
+    params=[
+        "sum",
+        "mean",
+        "median",
+        "max",
+        "min",
+        "var",
+        "std",
+        "kurt",
+        "skew",
+        "count",
+        "sem",
+    ]
+)
+def arithmetic_win_operators(request):
+    return request.param
+
+
+@pytest.fixture(params=[True, False])
+def center(request):
+    return request.param
+
+
+@pytest.fixture(params=[None, 1])
+def min_periods(request):
+    return request.param
+
+
+@pytest.fixture(params=[True, False])
+def parallel(request):
+    """parallel keyword argument for numba.jit"""
+    return request.param
+
+
+# Can parameterize nogil & nopython over True | False, but limiting per
+# https://github.com/pandas-dev/pandas/pull/41971#issuecomment-860607472
+
+
+@pytest.fixture(params=[False])
+def nogil(request):
+    """nogil keyword argument for numba.jit"""
+    return request.param
+
+
+@pytest.fixture(params=[True])
+def nopython(request):
+    """nopython keyword argument for numba.jit"""
+    return request.param
+
+
+@pytest.fixture(params=[True, False])
+def adjust(request):
+    """adjust keyword argument for ewm"""
+    return request.param
+
+
+@pytest.fixture(params=[True, False])
+def ignore_na(request):
+    """ignore_na keyword argument for ewm"""
+    return request.param
+
+
+@pytest.fixture(params=[True, False])
+def numeric_only(request):
+    """numeric_only keyword argument"""
+    return request.param
+
+
+@pytest.fixture(
+    params=[
+        pytest.param("numba", marks=[td.skip_if_no("numba"), pytest.mark.single_cpu]),
+        "cython",
+    ]
+)
+def engine(request):
+    """engine keyword argument for rolling.apply"""
+    return request.param
+
+
+@pytest.fixture(
+    params=[
+        pytest.param(
+            ("numba", True), marks=[td.skip_if_no("numba"), pytest.mark.single_cpu]
+        ),
+        ("cython", True),
+        ("cython", False),
+    ]
+)
+def engine_and_raw(request):
+    """engine and raw keyword arguments for rolling.apply"""
+    return request.param
+
+
+@pytest.fixture(params=["1 day", timedelta(days=1), np.timedelta64(1, "D")])
+def halflife_with_times(request):
+    """Halflife argument for EWM when times is specified."""
+    return request.param
+
+
+@pytest.fixture
+def series():
+    """Make mocked series as fixture."""
+    arr = np.random.default_rng(2).standard_normal(100)
+    locs = np.arange(20, 40)
+    arr[locs] = np.nan
+    series = Series(arr, index=bdate_range(datetime(2009, 1, 1), periods=100))
+    return series
+
+
+@pytest.fixture
+def frame():
+    """Make mocked frame as fixture."""
+    return DataFrame(
+        np.random.default_rng(2).standard_normal((100, 10)),
+        index=bdate_range(datetime(2009, 1, 1), periods=100),
+    )
+
+
+@pytest.fixture(params=[None, 1, 2, 5, 10])
+def step(request):
+    """step keyword argument for rolling window operations."""
+    return request.param

venv/lib/python3.12/site-packages/pandas/tests/window/moments/conftest.py

@@ -0,0 +1,72 @@
+import itertools
+
+import numpy as np
+import pytest
+
+from pandas import (
+    DataFrame,
+    Series,
+    notna,
+)
+
+
+def create_series():
+    return [
+        Series(dtype=np.float64, name="a"),
+        Series([np.nan] * 5),
+        Series([1.0] * 5),
+        Series(range(5, 0, -1)),
+        Series(range(5)),
+        Series([np.nan, 1.0, np.nan, 1.0, 1.0]),
+        Series([np.nan, 1.0, np.nan, 2.0, 3.0]),
+        Series([np.nan, 1.0, np.nan, 3.0, 2.0]),
+    ]
+
+
+def create_dataframes():
+    return [
+        DataFrame(columns=["a", "a"]),
+        DataFrame(np.arange(15).reshape((5, 3)), columns=["a", "a", 99]),
+    ] + [DataFrame(s) for s in create_series()]
+
+
+def is_constant(x):
+    values = x.values.ravel("K")
+    return len(set(values[notna(values)])) == 1
+
+
+@pytest.fixture(
+    params=(
+        obj
+        for obj in itertools.chain(create_series(), create_dataframes())
+        if is_constant(obj)
+    ),
+)
+def consistent_data(request):
+    return request.param
+
+
+@pytest.fixture(params=create_series())
+def series_data(request):
+    return request.param
+
+
+@pytest.fixture(params=itertools.chain(create_series(), create_dataframes()))
+def all_data(request):
+    """
+    Test:
+        - Empty Series / DataFrame
+        - All NaN
+        - All consistent value
+        - Monotonically decreasing
+        - Monotonically increasing
+        - Monotonically consistent with NaNs
+        - Monotonically increasing with NaNs
+        - Monotonically decreasing with NaNs
+    """
+    return request.param
+
+
+@pytest.fixture(params=[0, 2])
+def min_periods(request):
+    return request.param

venv/lib/python3.12/site-packages/pandas/tests/window/moments/test_moments_consistency_ewm.py

@@ -0,0 +1,243 @@
+import numpy as np
+import pytest
+
+from pandas import (
+    DataFrame,
+    Series,
+    concat,
+)
+import pandas._testing as tm
+
+
+def create_mock_weights(obj, com, adjust, ignore_na):
+    if isinstance(obj, DataFrame):
+        if not len(obj.columns):
+            return DataFrame(index=obj.index, columns=obj.columns)
+        w = concat(
+            [
+                create_mock_series_weights(
+                    obj.iloc[:, i], com=com, adjust=adjust, ignore_na=ignore_na
+                )
+                for i in range(len(obj.columns))
+            ],
+            axis=1,
+        )
+        w.index = obj.index
+        w.columns = obj.columns
+        return w
+    else:
+        return create_mock_series_weights(obj, com, adjust, ignore_na)
+
+
+def create_mock_series_weights(s, com, adjust, ignore_na):
+    w = Series(np.nan, index=s.index, name=s.name)
+    alpha = 1.0 / (1.0 + com)
+    if adjust:
+        count = 0
+        for i in range(len(s)):
+            if s.iat[i] == s.iat[i]:
+                w.iat[i] = pow(1.0 / (1.0 - alpha), count)
+                count += 1
+            elif not ignore_na:
+                count += 1
+    else:
+        sum_wts = 0.0
+        prev_i = -1
+        count = 0
+        for i in range(len(s)):
+            if s.iat[i] == s.iat[i]:
+                if prev_i == -1:
+                    w.iat[i] = 1.0
+                else:
+                    w.iat[i] = alpha * sum_wts / pow(1.0 - alpha, count - prev_i)
+                sum_wts += w.iat[i]
+                prev_i = count
+                count += 1
+            elif not ignore_na:
+                count += 1
+    return w
+
+
+def test_ewm_consistency_mean(all_data, adjust, ignore_na, min_periods):
+    com = 3.0
+
+    result = all_data.ewm(
+        com=com, min_periods=min_periods, adjust=adjust, ignore_na=ignore_na
+    ).mean()
+    weights = create_mock_weights(all_data, com=com, adjust=adjust, ignore_na=ignore_na)
+    expected = all_data.multiply(weights).cumsum().divide(weights.cumsum()).ffill()
+    expected[
+        all_data.expanding().count() < (max(min_periods, 1) if min_periods else 1)
+    ] = np.nan
+    tm.assert_equal(result, expected.astype("float64"))
+
+
+def test_ewm_consistency_consistent(consistent_data, adjust, ignore_na, min_periods):
+    com = 3.0
+
+    count_x = consistent_data.expanding().count()
+    mean_x = consistent_data.ewm(
+        com=com, min_periods=min_periods, adjust=adjust, ignore_na=ignore_na
+    ).mean()
+    # check that correlation of a series with itself is either 1 or NaN
+    corr_x_x = consistent_data.ewm(
+        com=com, min_periods=min_periods, adjust=adjust, ignore_na=ignore_na
+    ).corr(consistent_data)
+    exp = (
+        consistent_data.max()
+        if isinstance(consistent_data, Series)
+        else consistent_data.max().max()
+    )
+
+    # check mean of constant series
+    expected = consistent_data * np.nan
+    expected[count_x >= max(min_periods, 1)] = exp
+    tm.assert_equal(mean_x, expected)
+
+    # check correlation of constant series with itself is NaN
+    expected[:] = np.nan
+    tm.assert_equal(corr_x_x, expected)
+
+
+def test_ewm_consistency_var_debiasing_factors(
+    all_data, adjust, ignore_na, min_periods
+):
+    com = 3.0
+
+    # check variance debiasing factors
+    var_unbiased_x = all_data.ewm(
+        com=com, min_periods=min_periods, adjust=adjust, ignore_na=ignore_na
+    ).var(bias=False)
+    var_biased_x = all_data.ewm(
+        com=com, min_periods=min_periods, adjust=adjust, ignore_na=ignore_na
+    ).var(bias=True)
+
+    weights = create_mock_weights(all_data, com=com, adjust=adjust, ignore_na=ignore_na)
+    cum_sum = weights.cumsum().ffill()
+    cum_sum_sq = (weights * weights).cumsum().ffill()
+    numerator = cum_sum * cum_sum
+    denominator = numerator - cum_sum_sq
+    denominator[denominator <= 0.0] = np.nan
+    var_debiasing_factors_x = numerator / denominator
+
+    tm.assert_equal(var_unbiased_x, var_biased_x * var_debiasing_factors_x)
+
+
+@pytest.mark.parametrize("bias", [True, False])
+def test_moments_consistency_var(all_data, adjust, ignore_na, min_periods, bias):
+    com = 3.0
+
+    mean_x = all_data.ewm(
+        com=com, min_periods=min_periods, adjust=adjust, ignore_na=ignore_na
+    ).mean()
+    var_x = all_data.ewm(
+        com=com, min_periods=min_periods, adjust=adjust, ignore_na=ignore_na
+    ).var(bias=bias)
+    assert not (var_x < 0).any().any()
+
+    if bias:
+        # check that biased var(x) == mean(x^2) - mean(x)^2
+        mean_x2 = (
+            (all_data * all_data)
+            .ewm(com=com, min_periods=min_periods, adjust=adjust, ignore_na=ignore_na)
+            .mean()
+        )
+        tm.assert_equal(var_x, mean_x2 - (mean_x * mean_x))
+
+
+@pytest.mark.parametrize("bias", [True, False])
+def test_moments_consistency_var_constant(
+    consistent_data, adjust, ignore_na, min_periods, bias
+):
+    com = 3.0
+    count_x = consistent_data.expanding(min_periods=min_periods).count()
+    var_x = consistent_data.ewm(
+        com=com, min_periods=min_periods, adjust=adjust, ignore_na=ignore_na
+    ).var(bias=bias)
+
+    # check that variance of constant series is identically 0
+    assert not (var_x > 0).any().any()
+    expected = consistent_data * np.nan
+    expected[count_x >= max(min_periods, 1)] = 0.0
+    if not bias:
+        expected[count_x < 2] = np.nan
+    tm.assert_equal(var_x, expected)
+
+
+@pytest.mark.parametrize("bias", [True, False])
+def test_ewm_consistency_std(all_data, adjust, ignore_na, min_periods, bias):
+    com = 3.0
+    var_x = all_data.ewm(
+        com=com, min_periods=min_periods, adjust=adjust, ignore_na=ignore_na
+    ).var(bias=bias)
+    assert not (var_x < 0).any().any()
+
+    std_x = all_data.ewm(
+        com=com, min_periods=min_periods, adjust=adjust, ignore_na=ignore_na
+    ).std(bias=bias)
+    assert not (std_x < 0).any().any()
+
+    # check that var(x) == std(x)^2
+    tm.assert_equal(var_x, std_x * std_x)
+
+    cov_x_x = all_data.ewm(
+        com=com, min_periods=min_periods, adjust=adjust, ignore_na=ignore_na
+    ).cov(all_data, bias=bias)
+    assert not (cov_x_x < 0).any().any()
+
+    # check that var(x) == cov(x, x)
+    tm.assert_equal(var_x, cov_x_x)
+
+
+@pytest.mark.parametrize("bias", [True, False])
+def test_ewm_consistency_series_cov_corr(
+    series_data, adjust, ignore_na, min_periods, bias
+):
+    com = 3.0
+
+    var_x_plus_y = (
+        (series_data + series_data)
+        .ewm(com=com, min_periods=min_periods, adjust=adjust, ignore_na=ignore_na)
+        .var(bias=bias)
+    )
+    var_x = series_data.ewm(
+        com=com, min_periods=min_periods, adjust=adjust, ignore_na=ignore_na
+    ).var(bias=bias)
+    var_y = series_data.ewm(
+        com=com, min_periods=min_periods, adjust=adjust, ignore_na=ignore_na
+    ).var(bias=bias)
+    cov_x_y = series_data.ewm(
+        com=com, min_periods=min_periods, adjust=adjust, ignore_na=ignore_na
+    ).cov(series_data, bias=bias)
+    # check that cov(x, y) == (var(x+y) - var(x) -
+    # var(y)) / 2
+    tm.assert_equal(cov_x_y, 0.5 * (var_x_plus_y - var_x - var_y))
+
+    # check that corr(x, y) == cov(x, y) / (std(x) *
+    # std(y))
+    corr_x_y = series_data.ewm(
+        com=com, min_periods=min_periods, adjust=adjust, ignore_na=ignore_na
+    ).corr(series_data)
+    std_x = series_data.ewm(
+        com=com, min_periods=min_periods, adjust=adjust, ignore_na=ignore_na
+    ).std(bias=bias)
+    std_y = series_data.ewm(
+        com=com, min_periods=min_periods, adjust=adjust, ignore_na=ignore_na
+    ).std(bias=bias)
+    tm.assert_equal(corr_x_y, cov_x_y / (std_x * std_y))
+
+    if bias:
+        # check that biased cov(x, y) == mean(x*y) -
+        # mean(x)*mean(y)
+        mean_x = series_data.ewm(
+            com=com, min_periods=min_periods, adjust=adjust, ignore_na=ignore_na
+        ).mean()
+        mean_y = series_data.ewm(
+            com=com, min_periods=min_periods, adjust=adjust, ignore_na=ignore_na
+        ).mean()
+        mean_x_times_y = (
+            (series_data * series_data)
+            .ewm(com=com, min_periods=min_periods, adjust=adjust, ignore_na=ignore_na)
+            .mean()
+        )
+        tm.assert_equal(cov_x_y, mean_x_times_y - (mean_x * mean_y))

venv/lib/python3.12/site-packages/pandas/tests/window/moments/test_moments_consistency_expanding.py

@@ -0,0 +1,144 @@
+import numpy as np
+import pytest
+
+from pandas import Series
+import pandas._testing as tm
+
+
+def no_nans(x):
+    return x.notna().all().all()
+
+
+def all_na(x):
+    return x.isnull().all().all()
+
+
+@pytest.mark.parametrize("f", [lambda v: Series(v).sum(), np.nansum, np.sum])
+def test_expanding_apply_consistency_sum_nans(request, all_data, min_periods, f):
+    if f is np.sum:
+        if not no_nans(all_data) and not (
+            all_na(all_data) and not all_data.empty and min_periods > 0
+        ):
+            request.applymarker(
+                pytest.mark.xfail(reason="np.sum has different behavior with NaNs")
+            )
+    expanding_f_result = all_data.expanding(min_periods=min_periods).sum()
+    expanding_apply_f_result = all_data.expanding(min_periods=min_periods).apply(
+        func=f, raw=True
+    )
+    tm.assert_equal(expanding_f_result, expanding_apply_f_result)
+
+
+@pytest.mark.parametrize("ddof", [0, 1])
+def test_moments_consistency_var(all_data, min_periods, ddof):
+    var_x = all_data.expanding(min_periods=min_periods).var(ddof=ddof)
+    assert not (var_x < 0).any().any()
+
+    if ddof == 0:
+        # check that biased var(x) == mean(x^2) - mean(x)^2
+        mean_x2 = (all_data * all_data).expanding(min_periods=min_periods).mean()
+        mean_x = all_data.expanding(min_periods=min_periods).mean()
+        tm.assert_equal(var_x, mean_x2 - (mean_x * mean_x))
+
+
+@pytest.mark.parametrize("ddof", [0, 1])
+def test_moments_consistency_var_constant(consistent_data, min_periods, ddof):
+    count_x = consistent_data.expanding(min_periods=min_periods).count()
+    var_x = consistent_data.expanding(min_periods=min_periods).var(ddof=ddof)
+
+    # check that variance of constant series is identically 0
+    assert not (var_x > 0).any().any()
+    expected = consistent_data * np.nan
+    expected[count_x >= max(min_periods, 1)] = 0.0
+    if ddof == 1:
+        expected[count_x < 2] = np.nan
+    tm.assert_equal(var_x, expected)
+
+
+@pytest.mark.parametrize("ddof", [0, 1])
+def test_expanding_consistency_var_std_cov(all_data, min_periods, ddof):
+    var_x = all_data.expanding(min_periods=min_periods).var(ddof=ddof)
+    assert not (var_x < 0).any().any()
+
+    std_x = all_data.expanding(min_periods=min_periods).std(ddof=ddof)
+    assert not (std_x < 0).any().any()
+
+    # check that var(x) == std(x)^2
+    tm.assert_equal(var_x, std_x * std_x)
+
+    cov_x_x = all_data.expanding(min_periods=min_periods).cov(all_data, ddof=ddof)
+    assert not (cov_x_x < 0).any().any()
+
+    # check that var(x) == cov(x, x)
+    tm.assert_equal(var_x, cov_x_x)
+
+
+@pytest.mark.parametrize("ddof", [0, 1])
+def test_expanding_consistency_series_cov_corr(series_data, min_periods, ddof):
+    var_x_plus_y = (
+        (series_data + series_data).expanding(min_periods=min_periods).var(ddof=ddof)
+    )
+    var_x = series_data.expanding(min_periods=min_periods).var(ddof=ddof)
+    var_y = series_data.expanding(min_periods=min_periods).var(ddof=ddof)
+    cov_x_y = series_data.expanding(min_periods=min_periods).cov(series_data, ddof=ddof)
+    # check that cov(x, y) == (var(x+y) - var(x) -
+    # var(y)) / 2
+    tm.assert_equal(cov_x_y, 0.5 * (var_x_plus_y - var_x - var_y))
+
+    # check that corr(x, y) == cov(x, y) / (std(x) *
+    # std(y))
+    corr_x_y = series_data.expanding(min_periods=min_periods).corr(series_data)
+    std_x = series_data.expanding(min_periods=min_periods).std(ddof=ddof)
+    std_y = series_data.expanding(min_periods=min_periods).std(ddof=ddof)
+    tm.assert_equal(corr_x_y, cov_x_y / (std_x * std_y))
+
+    if ddof == 0:
+        # check that biased cov(x, y) == mean(x*y) -
+        # mean(x)*mean(y)
+        mean_x = series_data.expanding(min_periods=min_periods).mean()
+        mean_y = series_data.expanding(min_periods=min_periods).mean()
+        mean_x_times_y = (
+            (series_data * series_data).expanding(min_periods=min_periods).mean()
+        )
+        tm.assert_equal(cov_x_y, mean_x_times_y - (mean_x * mean_y))
+
+
+def test_expanding_consistency_mean(all_data, min_periods):
+    result = all_data.expanding(min_periods=min_periods).mean()
+    expected = (
+        all_data.expanding(min_periods=min_periods).sum()
+        / all_data.expanding(min_periods=min_periods).count()
+    )
+    tm.assert_equal(result, expected.astype("float64"))
+
+
+def test_expanding_consistency_constant(consistent_data, min_periods):
+    count_x = consistent_data.expanding().count()
+    mean_x = consistent_data.expanding(min_periods=min_periods).mean()
+    # check that correlation of a series with itself is either 1 or NaN
+    corr_x_x = consistent_data.expanding(min_periods=min_periods).corr(consistent_data)
+
+    exp = (
+        consistent_data.max()
+        if isinstance(consistent_data, Series)
+        else consistent_data.max().max()
+    )
+
+    # check mean of constant series
+    expected = consistent_data * np.nan
+    expected[count_x >= max(min_periods, 1)] = exp
+    tm.assert_equal(mean_x, expected)
+
+    # check correlation of constant series with itself is NaN
+    expected[:] = np.nan
+    tm.assert_equal(corr_x_x, expected)
+
+
+def test_expanding_consistency_var_debiasing_factors(all_data, min_periods):
+    # check variance debiasing factors
+    var_unbiased_x = all_data.expanding(min_periods=min_periods).var()
+    var_biased_x = all_data.expanding(min_periods=min_periods).var(ddof=0)
+    var_debiasing_factors_x = all_data.expanding().count() / (
+        all_data.expanding().count() - 1.0
+    ).replace(0.0, np.nan)
+    tm.assert_equal(var_unbiased_x, var_biased_x * var_debiasing_factors_x)

venv/lib/python3.12/site-packages/pandas/tests/window/moments/test_moments_consistency_rolling.py

@@ -0,0 +1,244 @@
+import numpy as np
+import pytest
+
+from pandas import Series
+import pandas._testing as tm
+
+
+def no_nans(x):
+    return x.notna().all().all()
+
+
+def all_na(x):
+    return x.isnull().all().all()
+
+
+@pytest.fixture(params=[(1, 0), (5, 1)])
+def rolling_consistency_cases(request):
+    """window, min_periods"""
+    return request.param
+
+
+@pytest.mark.parametrize("f", [lambda v: Series(v).sum(), np.nansum, np.sum])
+def test_rolling_apply_consistency_sum(
+    request, all_data, rolling_consistency_cases, center, f
+):
+    window, min_periods = rolling_consistency_cases
+
+    if f is np.sum:
+        if not no_nans(all_data) and not (
+            all_na(all_data) and not all_data.empty and min_periods > 0
+        ):
+            request.applymarker(
+                pytest.mark.xfail(reason="np.sum has different behavior with NaNs")
+            )
+    rolling_f_result = all_data.rolling(
+        window=window, min_periods=min_periods, center=center
+    ).sum()
+    rolling_apply_f_result = all_data.rolling(
+        window=window, min_periods=min_periods, center=center
+    ).apply(func=f, raw=True)
+    tm.assert_equal(rolling_f_result, rolling_apply_f_result)
+
+
+@pytest.mark.parametrize("ddof", [0, 1])
+def test_moments_consistency_var(all_data, rolling_consistency_cases, center, ddof):
+    window, min_periods = rolling_consistency_cases
+
+    var_x = all_data.rolling(window=window, min_periods=min_periods, center=center).var(
+        ddof=ddof
+    )
+    assert not (var_x < 0).any().any()
+
+    if ddof == 0:
+        # check that biased var(x) == mean(x^2) - mean(x)^2
+        mean_x = all_data.rolling(
+            window=window, min_periods=min_periods, center=center
+        ).mean()
+        mean_x2 = (
+            (all_data * all_data)
+            .rolling(window=window, min_periods=min_periods, center=center)
+            .mean()
+        )
+        tm.assert_equal(var_x, mean_x2 - (mean_x * mean_x))
+
+
+@pytest.mark.parametrize("ddof", [0, 1])
+def test_moments_consistency_var_constant(
+    consistent_data, rolling_consistency_cases, center, ddof
+):
+    window, min_periods = rolling_consistency_cases
+
+    count_x = consistent_data.rolling(
+        window=window, min_periods=min_periods, center=center
+    ).count()
+    var_x = consistent_data.rolling(
+        window=window, min_periods=min_periods, center=center
+    ).var(ddof=ddof)
+
+    # check that variance of constant series is identically 0
+    assert not (var_x > 0).any().any()
+    expected = consistent_data * np.nan
+    expected[count_x >= max(min_periods, 1)] = 0.0
+    if ddof == 1:
+        expected[count_x < 2] = np.nan
+    tm.assert_equal(var_x, expected)
+
+
+@pytest.mark.parametrize("ddof", [0, 1])
+def test_rolling_consistency_var_std_cov(
+    all_data, rolling_consistency_cases, center, ddof
+):
+    window, min_periods = rolling_consistency_cases
+
+    var_x = all_data.rolling(window=window, min_periods=min_periods, center=center).var(
+        ddof=ddof
+    )
+    assert not (var_x < 0).any().any()
+
+    std_x = all_data.rolling(window=window, min_periods=min_periods, center=center).std(
+        ddof=ddof
+    )
+    assert not (std_x < 0).any().any()
+
+    # check that var(x) == std(x)^2
+    tm.assert_equal(var_x, std_x * std_x)
+
+    cov_x_x = all_data.rolling(
+        window=window, min_periods=min_periods, center=center
+    ).cov(all_data, ddof=ddof)
+    assert not (cov_x_x < 0).any().any()
+
+    # check that var(x) == cov(x, x)
+    tm.assert_equal(var_x, cov_x_x)
+
+
+@pytest.mark.parametrize("ddof", [0, 1])
+def test_rolling_consistency_series_cov_corr(
+    series_data, rolling_consistency_cases, center, ddof
+):
+    window, min_periods = rolling_consistency_cases
+
+    var_x_plus_y = (
+        (series_data + series_data)
+        .rolling(window=window, min_periods=min_periods, center=center)
+        .var(ddof=ddof)
+    )
+    var_x = series_data.rolling(
+        window=window, min_periods=min_periods, center=center
+    ).var(ddof=ddof)
+    var_y = series_data.rolling(
+        window=window, min_periods=min_periods, center=center
+    ).var(ddof=ddof)
+    cov_x_y = series_data.rolling(
+        window=window, min_periods=min_periods, center=center
+    ).cov(series_data, ddof=ddof)
+    # check that cov(x, y) == (var(x+y) - var(x) -
+    # var(y)) / 2
+    tm.assert_equal(cov_x_y, 0.5 * (var_x_plus_y - var_x - var_y))
+
+    # check that corr(x, y) == cov(x, y) / (std(x) *
+    # std(y))
+    corr_x_y = series_data.rolling(
+        window=window, min_periods=min_periods, center=center
+    ).corr(series_data)
+    std_x = series_data.rolling(
+        window=window, min_periods=min_periods, center=center
+    ).std(ddof=ddof)
+    std_y = series_data.rolling(
+        window=window, min_periods=min_periods, center=center
+    ).std(ddof=ddof)
+    tm.assert_equal(corr_x_y, cov_x_y / (std_x * std_y))
+
+    if ddof == 0:
+        # check that biased cov(x, y) == mean(x*y) -
+        # mean(x)*mean(y)
+        mean_x = series_data.rolling(
+            window=window, min_periods=min_periods, center=center
+        ).mean()
+        mean_y = series_data.rolling(
+            window=window, min_periods=min_periods, center=center
+        ).mean()
+        mean_x_times_y = (
+            (series_data * series_data)
+            .rolling(window=window, min_periods=min_periods, center=center)
+            .mean()
+        )
+        tm.assert_equal(cov_x_y, mean_x_times_y - (mean_x * mean_y))
+
+
+def test_rolling_consistency_mean(all_data, rolling_consistency_cases, center):
+    window, min_periods = rolling_consistency_cases
+
+    result = all_data.rolling(
+        window=window, min_periods=min_periods, center=center
+    ).mean()
+    expected = (
+        all_data.rolling(window=window, min_periods=min_periods, center=center)
+        .sum()
+        .divide(
+            all_data.rolling(
+                window=window, min_periods=min_periods, center=center
+            ).count()
+        )
+    )
+    tm.assert_equal(result, expected.astype("float64"))
+
+
+def test_rolling_consistency_constant(
+    consistent_data, rolling_consistency_cases, center
+):
+    window, min_periods = rolling_consistency_cases
+
+    count_x = consistent_data.rolling(
+        window=window, min_periods=min_periods, center=center
+    ).count()
+    mean_x = consistent_data.rolling(
+        window=window, min_periods=min_periods, center=center
+    ).mean()
+    # check that correlation of a series with itself is either 1 or NaN
+    corr_x_x = consistent_data.rolling(
+        window=window, min_periods=min_periods, center=center
+    ).corr(consistent_data)
+
+    exp = (
+        consistent_data.max()
+        if isinstance(consistent_data, Series)
+        else consistent_data.max().max()
+    )
+
+    # check mean of constant series
+    expected = consistent_data * np.nan
+    expected[count_x >= max(min_periods, 1)] = exp
+    tm.assert_equal(mean_x, expected)
+
+    # check correlation of constant series with itself is NaN
+    expected[:] = np.nan
+    tm.assert_equal(corr_x_x, expected)
+
+
+def test_rolling_consistency_var_debiasing_factors(
+    all_data, rolling_consistency_cases, center
+):
+    window, min_periods = rolling_consistency_cases
+
+    # check variance debiasing factors
+    var_unbiased_x = all_data.rolling(
+        window=window, min_periods=min_periods, center=center
+    ).var()
+    var_biased_x = all_data.rolling(
+        window=window, min_periods=min_periods, center=center
+    ).var(ddof=0)
+    var_debiasing_factors_x = (
+        all_data.rolling(window=window, min_periods=min_periods, center=center)
+        .count()
+        .divide(
+            (
+                all_data.rolling(
+                    window=window, min_periods=min_periods, center=center
+                ).count()
+                - 1.0
+            ).replace(0.0, np.nan)
+        )
+    )
+    tm.assert_equal(var_unbiased_x, var_biased_x * var_debiasing_factors_x)

venv/lib/python3.12/site-packages/pandas/tests/window/test_api.py

@@ -0,0 +1,398 @@
+import numpy as np
+import pytest
+
+from pandas.errors import (
+    DataError,
+    SpecificationError,
+)
+
+from pandas import (
+    DataFrame,
+    Index,
+    MultiIndex,
+    Period,
+    Series,
+    Timestamp,
+    concat,
+    date_range,
+    timedelta_range,
+)
+import pandas._testing as tm
+
+
+def test_getitem(step):
+    frame = DataFrame(np.random.default_rng(2).standard_normal((5, 5)))
+    r = frame.rolling(window=5, step=step)
+    tm.assert_index_equal(r._selected_obj.columns, frame[::step].columns)
+
+    r = frame.rolling(window=5, step=step)[1]
+    assert r._selected_obj.name == frame[::step].columns[1]
+
+    # technically this is allowed
+    r = frame.rolling(window=5, step=step)[1, 3]
+    tm.assert_index_equal(r._selected_obj.columns, frame[::step].columns[[1, 3]])
+
+    r = frame.rolling(window=5, step=step)[[1, 3]]
+    tm.assert_index_equal(r._selected_obj.columns, frame[::step].columns[[1, 3]])
+
+
+def test_select_bad_cols():
+    df = DataFrame([[1, 2]], columns=["A", "B"])
+    g = df.rolling(window=5)
+    with pytest.raises(KeyError, match="Columns not found: 'C'"):
+        g[["C"]]
+    with pytest.raises(KeyError, match="^[^A]+$"):
+        # A should not be referenced as a bad column...
+        # will have to rethink regex if you change message!
+        g[["A", "C"]]
+
+
+def test_attribute_access():
+    df = DataFrame([[1, 2]], columns=["A", "B"])
+    r = df.rolling(window=5)
+    tm.assert_series_equal(r.A.sum(), r["A"].sum())
+    msg = "'Rolling' object has no attribute 'F'"
+    with pytest.raises(AttributeError, match=msg):
+        r.F
+
+
+def tests_skip_nuisance(step):
+    df = DataFrame({"A": range(5), "B": range(5, 10), "C": "foo"})
+    r = df.rolling(window=3, step=step)
+    result = r[["A", "B"]].sum()
+    expected = DataFrame(
+        {"A": [np.nan, np.nan, 3, 6, 9], "B": [np.nan, np.nan, 18, 21, 24]},
+        columns=list("AB"),
+    )[::step]
+    tm.assert_frame_equal(result, expected)
+
+
+def test_sum_object_str_raises(step):
+    df = DataFrame({"A": range(5), "B": range(5, 10), "C": "foo"})
+    r = df.rolling(window=3, step=step)
+    with pytest.raises(
+        DataError, match="Cannot aggregate non-numeric type: object|string"
+    ):
+        # GH#42738, enforced in 2.0
+        r.sum()
+
+
+def test_agg(step):
+    df = DataFrame({"A": range(5), "B": range(0, 10, 2)})
+
+    r = df.rolling(window=3, step=step)
+    a_mean = r["A"].mean()
+    a_std = r["A"].std()
+    a_sum = r["A"].sum()
+    b_mean = r["B"].mean()
+    b_std = r["B"].std()
+
+    with tm.assert_produces_warning(FutureWarning, match="using Rolling.[mean|std]"):
+        result = r.aggregate([np.mean, np.std])
+    expected = concat([a_mean, a_std, b_mean, b_std], axis=1)
+    expected.columns = MultiIndex.from_product([["A", "B"], ["mean", "std"]])
+    tm.assert_frame_equal(result, expected)
+
+    with tm.assert_produces_warning(FutureWarning, match="using Rolling.[mean|std]"):
+        result = r.aggregate({"A": np.mean, "B": np.std})
+
+    expected = concat([a_mean, b_std], axis=1)
+    tm.assert_frame_equal(result, expected, check_like=True)
+
+    result = r.aggregate({"A": ["mean", "std"]})
+    expected = concat([a_mean, a_std], axis=1)
+    expected.columns = MultiIndex.from_tuples([("A", "mean"), ("A", "std")])
+    tm.assert_frame_equal(result, expected)
+
+    result = r["A"].aggregate(["mean", "sum"])
+    expected = concat([a_mean, a_sum], axis=1)
+    expected.columns = ["mean", "sum"]
+    tm.assert_frame_equal(result, expected)
+
+    msg = "nested renamer is not supported"
+    with pytest.raises(SpecificationError, match=msg):
+        # using a dict with renaming
+        r.aggregate({"A": {"mean": "mean", "sum": "sum"}})
+
+    with pytest.raises(SpecificationError, match=msg):
+        r.aggregate(
+            {"A": {"mean": "mean", "sum": "sum"}, "B": {"mean2": "mean", "sum2": "sum"}}
+        )
+
+    result = r.aggregate({"A": ["mean", "std"], "B": ["mean", "std"]})
+    expected = concat([a_mean, a_std, b_mean, b_std], axis=1)
+
+    exp_cols = [("A", "mean"), ("A", "std"), ("B", "mean"), ("B", "std")]
+    expected.columns = MultiIndex.from_tuples(exp_cols)
+    tm.assert_frame_equal(result, expected, check_like=True)
+
+
+@pytest.mark.parametrize(
+    "func", [["min"], ["mean", "max"], {"b": "sum"}, {"b": "prod", "c": "median"}]
+)
+def test_multi_axis_1_raises(func):
+    # GH#46904
+    df = DataFrame({"a": [1, 1, 2], "b": [3, 4, 5], "c": [6, 7, 8]})
+    msg = "Support for axis=1 in DataFrame.rolling is deprecated"
+    with tm.assert_produces_warning(FutureWarning, match=msg):
+        r = df.rolling(window=3, axis=1)
+    with pytest.raises(NotImplementedError, match="axis other than 0 is not supported"):
+        r.agg(func)
+
+
+def test_agg_apply(raw):
+    # passed lambda
+    df = DataFrame({"A": range(5), "B": range(0, 10, 2)})
+
+    r = df.rolling(window=3)
+    a_sum = r["A"].sum()
+
+    with tm.assert_produces_warning(FutureWarning, match="using Rolling.[sum|std]"):
+        result = r.agg({"A": np.sum, "B": lambda x: np.std(x, ddof=1)})
+    rcustom = r["B"].apply(lambda x: np.std(x, ddof=1), raw=raw)
+    expected = concat([a_sum, rcustom], axis=1)
+    tm.assert_frame_equal(result, expected, check_like=True)
+
+
+def test_agg_consistency(step):
+    df = DataFrame({"A": range(5), "B": range(0, 10, 2)})
+    r = df.rolling(window=3, step=step)
+
+    with tm.assert_produces_warning(FutureWarning, match="using Rolling.[sum|mean]"):
+        result = r.agg([np.sum, np.mean]).columns
+    expected = MultiIndex.from_product([list("AB"), ["sum", "mean"]])
+    tm.assert_index_equal(result, expected)
+
+    with tm.assert_produces_warning(FutureWarning, match="using Rolling.[sum|mean]"):
+        result = r["A"].agg([np.sum, np.mean]).columns
+    expected = Index(["sum", "mean"])
+    tm.assert_index_equal(result, expected)
+
+    with tm.assert_produces_warning(FutureWarning, match="using Rolling.[sum|mean]"):
+        result = r.agg({"A": [np.sum, np.mean]}).columns
+    expected = MultiIndex.from_tuples([("A", "sum"), ("A", "mean")])
+    tm.assert_index_equal(result, expected)
+
+
+def test_agg_nested_dicts():
+    # API change for disallowing these types of nested dicts
+    df = DataFrame({"A": range(5), "B": range(0, 10, 2)})
+    r = df.rolling(window=3)
+
+    msg = "nested renamer is not supported"
+    with pytest.raises(SpecificationError, match=msg):
+        r.aggregate({"r1": {"A": ["mean", "sum"]}, "r2": {"B": ["mean", "sum"]}})
+
+    expected = concat(
+        [r["A"].mean(), r["A"].std(), r["B"].mean(), r["B"].std()], axis=1
+    )
+    expected.columns = MultiIndex.from_tuples(
+        [("ra", "mean"), ("ra", "std"), ("rb", "mean"), ("rb", "std")]
+    )
+    with pytest.raises(SpecificationError, match=msg):
+        r[["A", "B"]].agg({"A": {"ra": ["mean", "std"]}, "B": {"rb": ["mean", "std"]}})
+
+    with pytest.raises(SpecificationError, match=msg):
+        r.agg({"A": {"ra": ["mean", "std"]}, "B": {"rb": ["mean", "std"]}})
+
+
+def test_count_nonnumeric_types(step):
+    # GH12541
+    cols = [
+        "int",
+        "float",
+        "string",
+        "datetime",
+        "timedelta",
+        "periods",
+        "fl_inf",
+        "fl_nan",
+        "str_nan",
+        "dt_nat",
+        "periods_nat",
+    ]
+    dt_nat_col = [Timestamp("20170101"), Timestamp("20170203"), Timestamp(None)]
+
+    df = DataFrame(
+        {
+            "int": [1, 2, 3],
+            "float": [4.0, 5.0, 6.0],
+            "string": list("abc"),
+            "datetime": date_range("20170101", periods=3),
+            "timedelta": timedelta_range("1 s", periods=3, freq="s"),
+            "periods": [
+                Period("2012-01"),
+                Period("2012-02"),
+                Period("2012-03"),
+            ],
+            "fl_inf": [1.0, 2.0, np.inf],
+            "fl_nan": [1.0, 2.0, np.nan],
+            "str_nan": ["aa", "bb", np.nan],
+            "dt_nat": dt_nat_col,
+            "periods_nat": [
+                Period("2012-01"),
+                Period("2012-02"),
+                Period(None),
+            ],
+        },
+        columns=cols,
+    )
+
+    expected = DataFrame(
+        {
+            "int": [1.0, 2.0, 2.0],
+            "float": [1.0, 2.0, 2.0],
+            "string": [1.0, 2.0, 2.0],
+            "datetime": [1.0, 2.0, 2.0],
+            "timedelta": [1.0, 2.0, 2.0],
+            "periods": [1.0, 2.0, 2.0],
+            "fl_inf": [1.0, 2.0, 2.0],
+            "fl_nan": [1.0, 2.0, 1.0],
+            "str_nan": [1.0, 2.0, 1.0],
+            "dt_nat": [1.0, 2.0, 1.0],
+            "periods_nat": [1.0, 2.0, 1.0],
+        },
+        columns=cols,
+    )[::step]
+
+    result = df.rolling(window=2, min_periods=0, step=step).count()
+    tm.assert_frame_equal(result, expected)
+
+    result = df.rolling(1, min_periods=0, step=step).count()
+    expected = df.notna().astype(float)[::step]
+    tm.assert_frame_equal(result, expected)
+
+
+def test_preserve_metadata():
+    # GH 10565
+    s = Series(np.arange(100), name="foo")
+
+    s2 = s.rolling(30).sum()
+    s3 = s.rolling(20).sum()
+    assert s2.name == "foo"
+    assert s3.name == "foo"
+
+
+@pytest.mark.parametrize(
+    "func,window_size,expected_vals",
+    [
+        (
+            "rolling",
+            2,
+            [
+                [np.nan, np.nan, np.nan, np.nan],
+                [15.0, 20.0, 25.0, 20.0],
+                [25.0, 30.0, 35.0, 30.0],
+                [np.nan, np.nan, np.nan, np.nan],
+                [20.0, 30.0, 35.0, 30.0],
+                [35.0, 40.0, 60.0, 40.0],
+                [60.0, 80.0, 85.0, 80],
+            ],
+        ),
+        (
+            "expanding",
+            None,
+            [
+                [10.0, 10.0, 20.0, 20.0],
+                [15.0, 20.0, 25.0, 20.0],
+                [20.0, 30.0, 30.0, 20.0],
+                [10.0, 10.0, 30.0, 30.0],
+                [20.0, 30.0, 35.0, 30.0],
+                [26.666667, 40.0, 50.0, 30.0],
+                [40.0, 80.0, 60.0, 30.0],
+            ],
+        ),
+    ],
+)
+def test_multiple_agg_funcs(func, window_size, expected_vals):
+    # GH 15072
+    df = DataFrame(
+        [
+            ["A", 10, 20],
+            ["A", 20, 30],
+            ["A", 30, 40],
+            ["B", 10, 30],
+            ["B", 30, 40],
+            ["B", 40, 80],
+            ["B", 80, 90],
+        ],
+        columns=["stock", "low", "high"],
+    )
+
+    f = getattr(df.groupby("stock"), func)
+    if window_size:
+        window = f(window_size)
+    else:
+        window = f()
+
+    index = MultiIndex.from_tuples(
+        [("A", 0), ("A", 1), ("A", 2), ("B", 3), ("B", 4), ("B", 5), ("B", 6)],
+        names=["stock", None],
+    )
+    columns = MultiIndex.from_tuples(
+        [("low", "mean"), ("low", "max"), ("high", "mean"), ("high", "min")]
+    )
+    expected = DataFrame(expected_vals, index=index, columns=columns)
+
+    result = window.agg({"low": ["mean", "max"], "high": ["mean", "min"]})
+
+    tm.assert_frame_equal(result, expected)
+
+
+def test_dont_modify_attributes_after_methods(
+    arithmetic_win_operators, closed, center, min_periods, step
+):
+    # GH 39554
+    roll_obj = Series(range(1)).rolling(
+        1, center=center, closed=closed, min_periods=min_periods, step=step
+    )
+    expected = {attr: getattr(roll_obj, attr) for attr in roll_obj._attributes}
+    getattr(roll_obj, arithmetic_win_operators)()
+    result = {attr: getattr(roll_obj, attr) for attr in roll_obj._attributes}
+    assert result == expected
+
+
+def test_centered_axis_validation(step):
+    # ok
+    msg = "The 'axis' keyword in Series.rolling is deprecated"
+    with tm.assert_produces_warning(FutureWarning, match=msg):
+        Series(np.ones(10)).rolling(window=3, center=True, axis=0, step=step).mean()
+
+    # bad axis
+    msg = "No axis named 1 for object type Series"
+    with pytest.raises(ValueError, match=msg):
+        Series(np.ones(10)).rolling(window=3, center=True, axis=1, step=step).mean()
+
+    # ok ok
+    df = DataFrame(np.ones((10, 10)))
+    msg = "The 'axis' keyword in DataFrame.rolling is deprecated"
+    with tm.assert_produces_warning(FutureWarning, match=msg):
+        df.rolling(window=3, center=True, axis=0, step=step).mean()
+    msg = "Support for axis=1 in DataFrame.rolling is deprecated"
+    with tm.assert_produces_warning(FutureWarning, match=msg):
+        df.rolling(window=3, center=True, axis=1, step=step).mean()
+
+    # bad axis
+    msg = "No axis named 2 for object type DataFrame"
+    with pytest.raises(ValueError, match=msg):
+        (df.rolling(window=3, center=True, axis=2, step=step).mean())
+
+
+def test_rolling_min_min_periods(step):
+    a = Series([1, 2, 3, 4, 5])
+    result = a.rolling(window=100, min_periods=1, step=step).min()
+    expected = Series(np.ones(len(a)))[::step]
+    tm.assert_series_equal(result, expected)
+    msg = "min_periods 5 must be <= window 3"
+    with pytest.raises(ValueError, match=msg):
+        Series([1, 2, 3]).rolling(window=3, min_periods=5, step=step).min()
+
+
+def test_rolling_max_min_periods(step):
+    a = Series([1, 2, 3, 4, 5], dtype=np.float64)
+    result = a.rolling(window=100, min_periods=1, step=step).max()
+    expected = a[::step]
+    tm.assert_almost_equal(result, expected)
+    msg = "min_periods 5 must be <= window 3"
+    with pytest.raises(ValueError, match=msg):
+        Series([1, 2, 3]).rolling(window=3, min_periods=5, step=step).max()

venv/lib/python3.12/site-packages/pandas/tests/window/test_apply.py

@@ -0,0 +1,328 @@
+import numpy as np
+import pytest
+
+from pandas import (
+    DataFrame,
+    Index,
+    MultiIndex,
+    Series,
+    Timestamp,
+    concat,
+    date_range,
+    isna,
+    notna,
+)
+import pandas._testing as tm
+
+from pandas.tseries import offsets
+
+# suppress warnings about empty slices, as we are deliberately testing
+# with a 0-length Series
+pytestmark = pytest.mark.filterwarnings(
+    "ignore:.*(empty slice|0 for slice).*:RuntimeWarning"
+)
+
+
+def f(x):
+    return x[np.isfinite(x)].mean()
+
+
+@pytest.mark.parametrize("bad_raw", [None, 1, 0])
+def test_rolling_apply_invalid_raw(bad_raw):
+    with pytest.raises(ValueError, match="raw parameter must be `True` or `False`"):
+        Series(range(3)).rolling(1).apply(len, raw=bad_raw)
+
+
+def test_rolling_apply_out_of_bounds(engine_and_raw):
+    # gh-1850
+    engine, raw = engine_and_raw
+
+    vals = Series([1, 2, 3, 4])
+
+    result = vals.rolling(10).apply(np.sum, engine=engine, raw=raw)
+    assert result.isna().all()
+
+    result = vals.rolling(10, min_periods=1).apply(np.sum, engine=engine, raw=raw)
+    expected = Series([1, 3, 6, 10], dtype=float)
+    tm.assert_almost_equal(result, expected)
+
+
+@pytest.mark.parametrize("window", [2, "2s"])
+def test_rolling_apply_with_pandas_objects(window):
+    # 5071
+    df = DataFrame(
+        {
+            "A": np.random.default_rng(2).standard_normal(5),
+            "B": np.random.default_rng(2).integers(0, 10, size=5),
+        },
+        index=date_range("20130101", periods=5, freq="s"),
+    )
+
+    # we have an equal spaced timeseries index
+    # so simulate removing the first period
+    def f(x):
+        if x.index[0] == df.index[0]:
+            return np.nan
+        return x.iloc[-1]
+
+    result = df.rolling(window).apply(f, raw=False)
+    expected = df.iloc[2:].reindex_like(df)
+    tm.assert_frame_equal(result, expected)
+
+    with tm.external_error_raised(AttributeError):
+        df.rolling(window).apply(f, raw=True)
+
+
+def test_rolling_apply(engine_and_raw, step):
+    engine, raw = engine_and_raw
+
+    expected = Series([], dtype="float64")
+    result = expected.rolling(10, step=step).apply(
+        lambda x: x.mean(), engine=engine, raw=raw
+    )
+    tm.assert_series_equal(result, expected)
+
+    # gh-8080
+    s = Series([None, None, None])
+    result = s.rolling(2, min_periods=0, step=step).apply(
+        lambda x: len(x), engine=engine, raw=raw
+    )
+    expected = Series([1.0, 2.0, 2.0])[::step]
+    tm.assert_series_equal(result, expected)
+
+    result = s.rolling(2, min_periods=0, step=step).apply(len, engine=engine, raw=raw)
+    tm.assert_series_equal(result, expected)
+
+
+def test_all_apply(engine_and_raw):
+    engine, raw = engine_and_raw
+
+    df = (
+        DataFrame(
+            {"A": date_range("20130101", periods=5, freq="s"), "B": range(5)}
+        ).set_index("A")
+        * 2
+    )
+    er = df.rolling(window=1)
+    r = df.rolling(window="1s")
+
+    result = r.apply(lambda x: 1, engine=engine, raw=raw)
+    expected = er.apply(lambda x: 1, engine=engine, raw=raw)
+    tm.assert_frame_equal(result, expected)
+
+
+def test_ragged_apply(engine_and_raw):
+    engine, raw = engine_and_raw
+
+    df = DataFrame({"B": range(5)})
+    df.index = [
+        Timestamp("20130101 09:00:00"),
+        Timestamp("20130101 09:00:02"),
+        Timestamp("20130101 09:00:03"),
+        Timestamp("20130101 09:00:05"),
+        Timestamp("20130101 09:00:06"),
+    ]
+
+    f = lambda x: 1
+    result = df.rolling(window="1s", min_periods=1).apply(f, engine=engine, raw=raw)
+    expected = df.copy()
+    expected["B"] = 1.0
+    tm.assert_frame_equal(result, expected)
+
+    result = df.rolling(window="2s", min_periods=1).apply(f, engine=engine, raw=raw)
+    expected = df.copy()
+    expected["B"] = 1.0
+    tm.assert_frame_equal(result, expected)
+
+    result = df.rolling(window="5s", min_periods=1).apply(f, engine=engine, raw=raw)
+    expected = df.copy()
+    expected["B"] = 1.0
+    tm.assert_frame_equal(result, expected)
+
+
+def test_invalid_engine():
+    with pytest.raises(ValueError, match="engine must be either 'numba' or 'cython'"):
+        Series(range(1)).rolling(1).apply(lambda x: x, engine="foo")
+
+
+def test_invalid_engine_kwargs_cython():
+    with pytest.raises(ValueError, match="cython engine does not accept engine_kwargs"):
+        Series(range(1)).rolling(1).apply(
+            lambda x: x, engine="cython", engine_kwargs={"nopython": False}
+        )
+
+
+def test_invalid_raw_numba():
+    with pytest.raises(
+        ValueError, match="raw must be `True` when using the numba engine"
+    ):
+        Series(range(1)).rolling(1).apply(lambda x: x, raw=False, engine="numba")
+
+
+@pytest.mark.parametrize("args_kwargs", [[None, {"par": 10}], [(10,), None]])
+def test_rolling_apply_args_kwargs(args_kwargs):
+    # GH 33433
+    def numpysum(x, par):
+        return np.sum(x + par)
+
+    df = DataFrame({"gr": [1, 1], "a": [1, 2]})
+
+    idx = Index(["gr", "a"])
+    expected = DataFrame([[11.0, 11.0], [11.0, 12.0]], columns=idx)
+
+    result = df.rolling(1).apply(numpysum, args=args_kwargs[0], kwargs=args_kwargs[1])
+    tm.assert_frame_equal(result, expected)
+
+    midx = MultiIndex.from_tuples([(1, 0), (1, 1)], names=["gr", None])
+    expected = Series([11.0, 12.0], index=midx, name="a")
+
+    gb_rolling = df.groupby("gr")["a"].rolling(1)
+
+    result = gb_rolling.apply(numpysum, args=args_kwargs[0], kwargs=args_kwargs[1])
+    tm.assert_series_equal(result, expected)
+
+
+def test_nans(raw):
+    obj = Series(np.random.default_rng(2).standard_normal(50))
+    obj[:10] = np.nan
+    obj[-10:] = np.nan
+
+    result = obj.rolling(50, min_periods=30).apply(f, raw=raw)
+    tm.assert_almost_equal(result.iloc[-1], np.mean(obj[10:-10]))
+
+    # min_periods is working correctly
+    result = obj.rolling(20, min_periods=15).apply(f, raw=raw)
+    assert isna(result.iloc[23])
+    assert not isna(result.iloc[24])
+
+    assert not isna(result.iloc[-6])
+    assert isna(result.iloc[-5])
+
+    obj2 = Series(np.random.default_rng(2).standard_normal(20))
+    result = obj2.rolling(10, min_periods=5).apply(f, raw=raw)
+    assert isna(result.iloc[3])
+    assert notna(result.iloc[4])
+
+    result0 = obj.rolling(20, min_periods=0).apply(f, raw=raw)
+    result1 = obj.rolling(20, min_periods=1).apply(f, raw=raw)
+    tm.assert_almost_equal(result0, result1)
+
+
+def test_center(raw):
+    obj = Series(np.random.default_rng(2).standard_normal(50))
+    obj[:10] = np.nan
+    obj[-10:] = np.nan
+
+    result = obj.rolling(20, min_periods=15, center=True).apply(f, raw=raw)
+    expected = (
+        concat([obj, Series([np.nan] * 9)])
+        .rolling(20, min_periods=15)
+        .apply(f, raw=raw)
+        .iloc[9:]
+        .reset_index(drop=True)
+    )
+    tm.assert_series_equal(result, expected)
+
+
+def test_series(raw, series):
+    result = series.rolling(50).apply(f, raw=raw)
+    assert isinstance(result, Series)
+    tm.assert_almost_equal(result.iloc[-1], np.mean(series[-50:]))
+
+
+def test_frame(raw, frame):
+    result = frame.rolling(50).apply(f, raw=raw)
+    assert isinstance(result, DataFrame)
+    tm.assert_series_equal(
+        result.iloc[-1, :],
+        frame.iloc[-50:, :].apply(np.mean, axis=0, raw=raw),
+        check_names=False,
+    )
+
+
+def test_time_rule_series(raw, series):
+    win = 25
+    minp = 10
+    ser = series[::2].resample("B").mean()
+    series_result = ser.rolling(window=win, min_periods=minp).apply(f, raw=raw)
+    last_date = series_result.index[-1]
+    prev_date = last_date - 24 * offsets.BDay()
+
+    trunc_series = series[::2].truncate(prev_date, last_date)
+    tm.assert_almost_equal(series_result.iloc[-1], np.mean(trunc_series))
+
+
+def test_time_rule_frame(raw, frame):
+    win = 25
+    minp = 10
+    frm = frame[::2].resample("B").mean()
+    frame_result = frm.rolling(window=win, min_periods=minp).apply(f, raw=raw)
+    last_date = frame_result.index[-1]
+    prev_date = last_date - 24 * offsets.BDay()
+
+    trunc_frame = frame[::2].truncate(prev_date, last_date)
+    tm.assert_series_equal(
+        frame_result.xs(last_date),
+        trunc_frame.apply(np.mean, raw=raw),
+        check_names=False,
+    )
+
+
+@pytest.mark.parametrize("minp", [0, 99, 100])
+def test_min_periods(raw, series, minp, step):
+    result = series.rolling(len(series) + 1, min_periods=minp, step=step).apply(
+        f, raw=raw
+    )
+    expected = series.rolling(len(series), min_periods=minp, step=step).apply(
+        f, raw=raw
+    )
+    nan_mask = isna(result)
+    tm.assert_series_equal(nan_mask, isna(expected))
+
+    nan_mask = ~nan_mask
+    tm.assert_almost_equal(result[nan_mask], expected[nan_mask])
+
+
+def test_center_reindex_series(raw, series):
+    # shifter index
+    s = [f"x{x:d}" for x in range(12)]
+    minp = 10
+
+    series_xp = (
+        series.reindex(list(series.index) + s)
+        .rolling(window=25, min_periods=minp)
+        .apply(f, raw=raw)
+        .shift(-12)
+        .reindex(series.index)
+    )
+    series_rs = series.rolling(window=25, min_periods=minp, center=True).apply(
+        f, raw=raw
+    )
+    tm.assert_series_equal(series_xp, series_rs)
+
+
+def test_center_reindex_frame(raw):
+    # shifter index
+    frame = DataFrame(range(100), index=date_range("2020-01-01", freq="D", periods=100))
+    s = [f"x{x:d}" for x in range(12)]
+    minp = 10
+
+    frame_xp = (
+        frame.reindex(list(frame.index) + s)
+        .rolling(window=25, min_periods=minp)
+        .apply(f, raw=raw)
+        .shift(-12)
+        .reindex(frame.index)
+    )
+    frame_rs = frame.rolling(window=25, min_periods=minp, center=True).apply(f, raw=raw)
+    tm.assert_frame_equal(frame_xp, frame_rs)
+
+
+def test_axis1(raw):
+    # GH 45912
+    df = DataFrame([1, 2])
+    msg = "Support for axis=1 in DataFrame.rolling is deprecated"
+    with tm.assert_produces_warning(FutureWarning, match=msg):
+        result = df.rolling(window=1, axis=1).apply(np.sum, raw=raw)
+    expected = DataFrame([1.0, 2.0])
+    tm.assert_frame_equal(result, expected)

venv/lib/python3.12/site-packages/pandas/tests/window/test_base_indexer.py

@@ -0,0 +1,519 @@
+import numpy as np
+import pytest
+
+from pandas import (
+    DataFrame,
+    MultiIndex,
+    Series,
+    concat,
+    date_range,
+)
+import pandas._testing as tm
+from pandas.api.indexers import (
+    BaseIndexer,
+    FixedForwardWindowIndexer,
+)
+from pandas.core.indexers.objects import (
+    ExpandingIndexer,
+    FixedWindowIndexer,
+    VariableOffsetWindowIndexer,
+)
+
+from pandas.tseries.offsets import BusinessDay
+
+
+def test_bad_get_window_bounds_signature():
+    class BadIndexer(BaseIndexer):
+        def get_window_bounds(self):
+            return None
+
+    indexer = BadIndexer()
+    with pytest.raises(ValueError, match="BadIndexer does not implement"):
+        Series(range(5)).rolling(indexer)
+
+
+def test_expanding_indexer():
+    s = Series(range(10))
+    indexer = ExpandingIndexer()
+    result = s.rolling(indexer).mean()
+    expected = s.expanding().mean()
+    tm.assert_series_equal(result, expected)
+
+
+def test_indexer_constructor_arg():
+    # Example found in computation.rst
+    use_expanding = [True, False, True, False, True]
+    df = DataFrame({"values": range(5)})
+
+    class CustomIndexer(BaseIndexer):
+        def get_window_bounds(self, num_values, min_periods, center, closed, step):
+            start = np.empty(num_values, dtype=np.int64)
+            end = np.empty(num_values, dtype=np.int64)
+            for i in range(num_values):
+                if self.use_expanding[i]:
+                    start[i] = 0
+                    end[i] = i + 1
+                else:
+                    start[i] = i
+                    end[i] = i + self.window_size
+            return start, end
+
+    indexer = CustomIndexer(window_size=1, use_expanding=use_expanding)
+    result = df.rolling(indexer).sum()
+    expected = DataFrame({"values": [0.0, 1.0, 3.0, 3.0, 10.0]})
+    tm.assert_frame_equal(result, expected)
+
+
+def test_indexer_accepts_rolling_args():
+    df = DataFrame({"values": range(5)})
+
+    class CustomIndexer(BaseIndexer):
+        def get_window_bounds(self, num_values, min_periods, center, closed, step):
+            start = np.empty(num_values, dtype=np.int64)
+            end = np.empty(num_values, dtype=np.int64)
+            for i in range(num_values):
+                if (
+                    center
+                    and min_periods == 1
+                    and closed == "both"
+                    and step == 1
+                    and i == 2
+                ):
+                    start[i] = 0
+                    end[i] = num_values
+                else:
+                    start[i] = i
+                    end[i] = i + self.window_size
+            return start, end
+
+    indexer = CustomIndexer(window_size=1)
+    result = df.rolling(
+        indexer, center=True, min_periods=1, closed="both", step=1
+    ).sum()
+    expected = DataFrame({"values": [0.0, 1.0, 10.0, 3.0, 4.0]})
+    tm.assert_frame_equal(result, expected)
+
+
+@pytest.mark.parametrize(
+    "func,np_func,expected,np_kwargs",
+    [
+        ("count", len, [3.0, 3.0, 3.0, 3.0, 3.0, 3.0, 3.0, 3.0, 2.0, np.nan], {}),
+        ("min", np.min, [0.0, 1.0, 2.0, 3.0, 4.0, 6.0, 6.0, 7.0, 8.0, np.nan], {}),
+        (
+            "max",
+            np.max,
+            [2.0, 3.0, 4.0, 100.0, 100.0, 100.0, 8.0, 9.0, 9.0, np.nan],
+            {},
+        ),
+        (
+            "std",
+            np.std,
+            [
+                1.0,
+                1.0,
+                1.0,
+                55.71654452,
+                54.85739087,
+                53.9845657,
+                1.0,
+                1.0,
+                0.70710678,
+                np.nan,
+            ],
+            {"ddof": 1},
+        ),
+        (
+            "var",
+            np.var,
+            [
+                1.0,
+                1.0,
+                1.0,
+                3104.333333,
+                3009.333333,
+                2914.333333,
+                1.0,
+                1.0,
+                0.500000,
+                np.nan,
+            ],
+            {"ddof": 1},
+        ),
+        (
+            "median",
+            np.median,
+            [1.0, 2.0, 3.0, 4.0, 6.0, 7.0, 7.0, 8.0, 8.5, np.nan],
+            {},
+        ),
+    ],
+)
+def test_rolling_forward_window(
+    frame_or_series, func, np_func, expected, np_kwargs, step
+):
+    # GH 32865
+    values = np.arange(10.0)
+    values[5] = 100.0
+
+    indexer = FixedForwardWindowIndexer(window_size=3)
+
+    match = "Forward-looking windows can't have center=True"
+    with pytest.raises(ValueError, match=match):
+        rolling = frame_or_series(values).rolling(window=indexer, center=True)
+        getattr(rolling, func)()
+
+    match = "Forward-looking windows don't support setting the closed argument"
+    with pytest.raises(ValueError, match=match):
+        rolling = frame_or_series(values).rolling(window=indexer, closed="right")
+        getattr(rolling, func)()
+
+    rolling = frame_or_series(values).rolling(window=indexer, min_periods=2, step=step)
+    result = getattr(rolling, func)()
+
+    # Check that the function output matches the explicitly provided array
+    expected = frame_or_series(expected)[::step]
+    tm.assert_equal(result, expected)
+
+    # Check that the rolling function output matches applying an alternative
+    # function to the rolling window object
+    expected2 = frame_or_series(rolling.apply(lambda x: np_func(x, **np_kwargs)))
+    tm.assert_equal(result, expected2)
+
+    # Check that the function output matches applying an alternative function
+    # if min_periods isn't specified
+    # GH 39604: After count-min_periods deprecation, apply(lambda x: len(x))
+    # is equivalent to count after setting min_periods=0
+    min_periods = 0 if func == "count" else None
+    rolling3 = frame_or_series(values).rolling(window=indexer, min_periods=min_periods)
+    result3 = getattr(rolling3, func)()
+    expected3 = frame_or_series(rolling3.apply(lambda x: np_func(x, **np_kwargs)))
+    tm.assert_equal(result3, expected3)
+
+
+def test_rolling_forward_skewness(frame_or_series, step):
+    values = np.arange(10.0)
+    values[5] = 100.0
+
+    indexer = FixedForwardWindowIndexer(window_size=5)
+    rolling = frame_or_series(values).rolling(window=indexer, min_periods=3, step=step)
+    result = rolling.skew()
+
+    expected = frame_or_series(
+        [
+            0.0,
+            2.232396,
+            2.229508,
+            2.228340,
+            2.229091,
+            2.231989,
+            0.0,
+            0.0,
+            np.nan,
+            np.nan,
+        ]
+    )[::step]
+    tm.assert_equal(result, expected)
+
+
+@pytest.mark.parametrize(
+    "func,expected",
+    [
+        ("cov", [2.0, 2.0, 2.0, 97.0, 2.0, -93.0, 2.0, 2.0, np.nan, np.nan]),
+        (
+            "corr",
+            [
+                1.0,
+                1.0,
+                1.0,
+                0.8704775290207161,
+                0.018229084250926637,
+                -0.861357304646493,
+                1.0,
+                1.0,
+                np.nan,
+                np.nan,
+            ],
+        ),
+    ],
+)
+def test_rolling_forward_cov_corr(func, expected):
+    values1 = np.arange(10).reshape(-1, 1)
+    values2 = values1 * 2
+    values1[5, 0] = 100
+    values = np.concatenate([values1, values2], axis=1)
+
+    indexer = FixedForwardWindowIndexer(window_size=3)
+    rolling = DataFrame(values).rolling(window=indexer, min_periods=3)
+    # We are interested in checking only pairwise covariance / correlation
+    result = getattr(rolling, func)().loc[(slice(None), 1), 0]
+    result = result.reset_index(drop=True)
+    expected = Series(expected).reset_index(drop=True)
+    expected.name = result.name
+    tm.assert_equal(result, expected)
+
+
+@pytest.mark.parametrize(
+    "closed,expected_data",
+    [
+        ["right", [0.0, 1.0, 2.0, 3.0, 7.0, 12.0, 6.0, 7.0, 8.0, 9.0]],
+        ["left", [0.0, 0.0, 1.0, 2.0, 5.0, 9.0, 5.0, 6.0, 7.0, 8.0]],
+    ],
+)
+def test_non_fixed_variable_window_indexer(closed, expected_data):
+    index = date_range("2020", periods=10)
+    df = DataFrame(range(10), index=index)
+    offset = BusinessDay(1)
+    indexer = VariableOffsetWindowIndexer(index=index, offset=offset)
+    result = df.rolling(indexer, closed=closed).sum()
+    expected = DataFrame(expected_data, index=index)
+    tm.assert_frame_equal(result, expected)
+
+
+def test_variableoffsetwindowindexer_not_dti():
+    # GH 54379
+    with pytest.raises(ValueError, match="index must be a DatetimeIndex."):
+        VariableOffsetWindowIndexer(index="foo", offset=BusinessDay(1))
+
+
+def test_variableoffsetwindowindexer_not_offset():
+    # GH 54379
+    idx = date_range("2020", periods=10)
+    with pytest.raises(ValueError, match="offset must be a DateOffset-like object."):
+        VariableOffsetWindowIndexer(index=idx, offset="foo")
+
+
+def test_fixed_forward_indexer_count(step):
+    # GH: 35579
+    df = DataFrame({"b": [None, None, None, 7]})
+    indexer = FixedForwardWindowIndexer(window_size=2)
+    result = df.rolling(window=indexer, min_periods=0, step=step).count()
+    expected = DataFrame({"b": [0.0, 0.0, 1.0, 1.0]})[::step]
+    tm.assert_frame_equal(result, expected)
+
+
+@pytest.mark.parametrize(
+    ("end_value", "values"), [(1, [0.0, 1, 1, 3, 2]), (-1, [0.0, 1, 0, 3, 1])]
+)
+@pytest.mark.parametrize(("func", "args"), [("median", []), ("quantile", [0.5])])
+def test_indexer_quantile_sum(end_value, values, func, args):
+    # GH 37153
+    class CustomIndexer(BaseIndexer):
+        def get_window_bounds(self, num_values, min_periods, center, closed, step):
+            start = np.empty(num_values, dtype=np.int64)
+            end = np.empty(num_values, dtype=np.int64)
+            for i in range(num_values):
+                if self.use_expanding[i]:
+                    start[i] = 0
+                    end[i] = max(i + end_value, 1)
+                else:
+                    start[i] = i
+                    end[i] = i + self.window_size
+            return start, end
+
+    use_expanding = [True, False, True, False, True]
+    df = DataFrame({"values": range(5)})
+
+    indexer = CustomIndexer(window_size=1, use_expanding=use_expanding)
+    result = getattr(df.rolling(indexer), func)(*args)
+    expected = DataFrame({"values": values})
+    tm.assert_frame_equal(result, expected)
+
+
+@pytest.mark.parametrize(
+    "indexer_class", [FixedWindowIndexer, FixedForwardWindowIndexer, ExpandingIndexer]
+)
+@pytest.mark.parametrize("window_size", [1, 2, 12])
+@pytest.mark.parametrize(
+    "df_data",
+    [
+        {"a": [1, 1], "b": [0, 1]},
+        {"a": [1, 2], "b": [0, 1]},
+        {"a": [1] * 16, "b": [np.nan, 1, 2, np.nan] + list(range(4, 16))},
+    ],
+)
+def test_indexers_are_reusable_after_groupby_rolling(
+    indexer_class, window_size, df_data
+):
+    # GH 43267
+    df = DataFrame(df_data)
+    num_trials = 3
+    indexer = indexer_class(window_size=window_size)
+    original_window_size = indexer.window_size
+    for i in range(num_trials):
+        df.groupby("a")["b"].rolling(window=indexer, min_periods=1).mean()
+        assert indexer.window_size == original_window_size
+
+
+@pytest.mark.parametrize(
+    "window_size, num_values, expected_start, expected_end",
+    [
+        (1, 1, [0], [1]),
+        (1, 2, [0, 1], [1, 2]),
+        (2, 1, [0], [1]),
+        (2, 2, [0, 1], [2, 2]),
+        (5, 12, range(12), list(range(5, 12)) + [12] * 5),
+        (12, 5, range(5), [5] * 5),
+        (0, 0, np.array([]), np.array([])),
+        (1, 0, np.array([]), np.array([])),
+        (0, 1, [0], [0]),
+    ],
+)
+def test_fixed_forward_indexer_bounds(
+    window_size, num_values, expected_start, expected_end, step
+):
+    # GH 43267
+    indexer = FixedForwardWindowIndexer(window_size=window_size)
+    start, end = indexer.get_window_bounds(num_values=num_values, step=step)
+
+    tm.assert_numpy_array_equal(
+        start, np.array(expected_start[::step]), check_dtype=False
+    )
+    tm.assert_numpy_array_equal(end, np.array(expected_end[::step]), check_dtype=False)
+    assert len(start) == len(end)
+
+
+@pytest.mark.parametrize(
+    "df, window_size, expected",
+    [
+        (
+            DataFrame({"b": [0, 1, 2], "a": [1, 2, 2]}),
+            2,
+            Series(
+                [0, 1.5, 2.0],
+                index=MultiIndex.from_arrays([[1, 2, 2], range(3)], names=["a", None]),
+                name="b",
+                dtype=np.float64,
+            ),
+        ),
+        (
+            DataFrame(
+                {
+                    "b": [np.nan, 1, 2, np.nan] + list(range(4, 18)),
+                    "a": [1] * 7 + [2] * 11,
+                    "c": range(18),
+                }
+            ),
+            12,
+            Series(
+                [
+                    3.6,
+                    3.6,
+                    4.25,
+                    5.0,
+                    5.0,
+                    5.5,
+                    6.0,
+                    12.0,
+                    12.5,
+                    13.0,
+                    13.5,
+                    14.0,
+                    14.5,
+                    15.0,
+                    15.5,
+                    16.0,
+                    16.5,
+                    17.0,
+                ],
+                index=MultiIndex.from_arrays(
+                    [[1] * 7 + [2] * 11, range(18)], names=["a", None]
+                ),
+                name="b",
+                dtype=np.float64,
+            ),
+        ),
+    ],
+)
+def test_rolling_groupby_with_fixed_forward_specific(df, window_size, expected):
+    # GH 43267
+    indexer = FixedForwardWindowIndexer(window_size=window_size)
+    result = df.groupby("a")["b"].rolling(window=indexer, min_periods=1).mean()
+    tm.assert_series_equal(result, expected)
+
+
+@pytest.mark.parametrize(
+    "group_keys",
+    [
+        (1,),
+        (1, 2),
+        (2, 1),
+        (1, 1, 2),
+        (1, 2, 1),
+        (1, 1, 2, 2),
+        (1, 2, 3, 2, 3),
+        (1, 1, 2) * 4,
+        (1, 2, 3) * 5,
+    ],
+)
+@pytest.mark.parametrize("window_size", [1, 2, 3, 4, 5, 8, 20])
+def test_rolling_groupby_with_fixed_forward_many(group_keys, window_size):
+    # GH 43267
+    df = DataFrame(
+        {
+            "a": np.array(list(group_keys)),
+            "b": np.arange(len(group_keys), dtype=np.float64) + 17,
+            "c": np.arange(len(group_keys), dtype=np.int64),
+        }
+    )
+
+    indexer = FixedForwardWindowIndexer(window_size=window_size)
+    result = df.groupby("a")["b"].rolling(window=indexer, min_periods=1).sum()
+    result.index.names = ["a", "c"]
+
+    groups = df.groupby("a")[["a", "b", "c"]]
+    manual = concat(
+        [
+            g.assign(
+                b=[
+                    g["b"].iloc[i : i + window_size].sum(min_count=1)
+                    for i in range(len(g))
+                ]
+            )
+            for _, g in groups
+        ]
+    )
+    manual = manual.set_index(["a", "c"])["b"]
+
+    tm.assert_series_equal(result, manual)
+
+
+def test_unequal_start_end_bounds():
+    class CustomIndexer(BaseIndexer):
+        def get_window_bounds(self, num_values, min_periods, center, closed, step):
+            return np.array([1]), np.array([1, 2])
+
+    indexer = CustomIndexer()
+    roll = Series(1).rolling(indexer)
+    match = "start"
+    with pytest.raises(ValueError, match=match):
+        roll.mean()
+
+    with pytest.raises(ValueError, match=match):
+        next(iter(roll))
+
+    with pytest.raises(ValueError, match=match):
+        roll.corr(pairwise=True)
+
+    with pytest.raises(ValueError, match=match):
+        roll.cov(pairwise=True)
+
+
+def test_unequal_bounds_to_object():
+    # GH 44470
+    class CustomIndexer(BaseIndexer):
+        def get_window_bounds(self, num_values, min_periods, center, closed, step):
+            return np.array([1]), np.array([2])
+
+    indexer = CustomIndexer()
+    roll = Series([1, 1]).rolling(indexer)
+    match = "start and end"
+    with pytest.raises(ValueError, match=match):
+        roll.mean()
+
+    with pytest.raises(ValueError, match=match):
+        next(iter(roll))
+
+    with pytest.raises(ValueError, match=match):
+        roll.corr(pairwise=True)
+
+    with pytest.raises(ValueError, match=match):
+        roll.cov(pairwise=True)

venv/lib/python3.12/site-packages/pandas/tests/window/test_cython_aggregations.py

@@ -0,0 +1,111 @@
+from functools import partial
+import sys
+
+import numpy as np
+import pytest
+
+import pandas._libs.window.aggregations as window_aggregations
+
+from pandas import Series
+import pandas._testing as tm
+
+
+def _get_rolling_aggregations():
+    # list pairs of name and function
+    # each function has this signature:
+    # (const float64_t[:] values, ndarray[int64_t] start,
+    #  ndarray[int64_t] end, int64_t minp) -> np.ndarray
+    named_roll_aggs = (
+        [
+            ("roll_sum", window_aggregations.roll_sum),
+            ("roll_mean", window_aggregations.roll_mean),
+        ]
+        + [
+            (f"roll_var({ddof})", partial(window_aggregations.roll_var, ddof=ddof))
+            for ddof in [0, 1]
+        ]
+        + [
+            ("roll_skew", window_aggregations.roll_skew),
+            ("roll_kurt", window_aggregations.roll_kurt),
+            ("roll_median_c", window_aggregations.roll_median_c),
+            ("roll_max", window_aggregations.roll_max),
+            ("roll_min", window_aggregations.roll_min),
+        ]
+        + [
+            (
+                f"roll_quantile({quantile},{interpolation})",
+                partial(
+                    window_aggregations.roll_quantile,
+                    quantile=quantile,
+                    interpolation=interpolation,
+                ),
+            )
+            for quantile in [0.0001, 0.5, 0.9999]
+            for interpolation in window_aggregations.interpolation_types
+        ]
+        + [
+            (
+                f"roll_rank({percentile},{method},{ascending})",
+                partial(
+                    window_aggregations.roll_rank,
+                    percentile=percentile,
+                    method=method,
+                    ascending=ascending,
+                ),
+            )
+            for percentile in [True, False]
+            for method in window_aggregations.rolling_rank_tiebreakers.keys()
+            for ascending in [True, False]
+        ]
+    )
+    # unzip to a list of 2 tuples, names and functions
+    unzipped = list(zip(*named_roll_aggs))
+    return {"ids": unzipped[0], "params": unzipped[1]}
+
+
+_rolling_aggregations = _get_rolling_aggregations()
+
+
+@pytest.fixture(
+    params=_rolling_aggregations["params"], ids=_rolling_aggregations["ids"]
+)
+def rolling_aggregation(request):
+    """Make a rolling aggregation function as fixture."""
+    return request.param
+
+
+def test_rolling_aggregation_boundary_consistency(rolling_aggregation):
+    # GH-45647
+    minp, step, width, size, selection = 0, 1, 3, 11, [2, 7]
+    values = np.arange(1, 1 + size, dtype=np.float64)
+    end = np.arange(width, size, step, dtype=np.int64)
+    start = end - width
+    selarr = np.array(selection, dtype=np.int32)
+    result = Series(rolling_aggregation(values, start[selarr], end[selarr], minp))
+    expected = Series(rolling_aggregation(values, start, end, minp)[selarr])
+    tm.assert_equal(expected, result)
+
+
+def test_rolling_aggregation_with_unused_elements(rolling_aggregation):
+    # GH-45647
+    minp, width = 0, 5  # width at least 4 for kurt
+    size = 2 * width + 5
+    values = np.arange(1, size + 1, dtype=np.float64)
+    values[width : width + 2] = sys.float_info.min
+    values[width + 2] = np.nan
+    values[width + 3 : width + 5] = sys.float_info.max
+    start = np.array([0, size - width], dtype=np.int64)
+    end = np.array([width, size], dtype=np.int64)
+    loc = np.array(
+        [j for i in range(len(start)) for j in range(start[i], end[i])],
+        dtype=np.int32,
+    )
+    result = Series(rolling_aggregation(values, start, end, minp))
+    compact_values = np.array(values[loc], dtype=np.float64)
+    compact_start = np.arange(0, len(start) * width, width, dtype=np.int64)
+    compact_end = compact_start + width
+    expected = Series(
+        rolling_aggregation(compact_values, compact_start, compact_end, minp)
+    )
+    assert np.isfinite(expected.values).all(), "Not all expected values are finite"
+    tm.assert_equal(expected, result)

venv/lib/python3.12/site-packages/pandas/tests/window/test_dtypes.py

@@ -0,0 +1,173 @@
+import numpy as np
+import pytest
+
+from pandas.errors import DataError
+
+from pandas.core.dtypes.common import pandas_dtype
+
+from pandas import (
+    NA,
+    DataFrame,
+    Series,
+)
+import pandas._testing as tm
+
+# gh-12373 : rolling functions error on float32 data
+# make sure rolling functions works for different dtypes
+#
+# further note that we are only checking rolling for fully dtype
+# compliance (though both expanding and ewm inherit)
+
+
+def get_dtype(dtype, coerce_int=None):
+    if coerce_int is False and "int" in dtype:
+        return None
+    return pandas_dtype(dtype)
+
+
+@pytest.fixture(
+    params=[
+        "object",
+        "category",
+        "int8",
+        "int16",
+        "int32",
+        "int64",
+        "uint8",
+        "uint16",
+        "uint32",
+        "uint64",
+        "float16",
+        "float32",
+        "float64",
+        "m8[ns]",
+        "M8[ns]",
+        "datetime64[ns, UTC]",
+    ]
+)
+def dtypes(request):
+    """Dtypes for window tests"""
+    return request.param
+
+
+@pytest.mark.parametrize(
+    "method, data, expected_data, coerce_int, min_periods",
+    [
+        ("count", np.arange(5), [1, 2, 2, 2, 2], True, 0),
+        ("count", np.arange(10, 0, -2), [1, 2, 2, 2, 2], True, 0),
+        ("count", [0, 1, 2, np.nan, 4], [1, 2, 2, 1, 1], False, 0),
+        ("max", np.arange(5), [np.nan, 1, 2, 3, 4], True, None),
+        ("max", np.arange(10, 0, -2), [np.nan, 10, 8, 6, 4], True, None),
+        ("max", [0, 1, 2, np.nan, 4], [np.nan, 1, 2, np.nan, np.nan], False, None),
+        ("min", np.arange(5), [np.nan, 0, 1, 2, 3], True, None),
+        ("min", np.arange(10, 0, -2), [np.nan, 8, 6, 4, 2], True, None),
+        ("min", [0, 1, 2, np.nan, 4], [np.nan, 0, 1, np.nan, np.nan], False, None),
+        ("sum", np.arange(5), [np.nan, 1, 3, 5, 7], True, None),
+        ("sum", np.arange(10, 0, -2), [np.nan, 18, 14, 10, 6], True, None),
+        ("sum", [0, 1, 2, np.nan, 4], [np.nan, 1, 3, np.nan, np.nan], False, None),
+        ("mean", np.arange(5), [np.nan, 0.5, 1.5, 2.5, 3.5], True, None),
+        ("mean", np.arange(10, 0, -2), [np.nan, 9, 7, 5, 3], True, None),
+        ("mean", [0, 1, 2, np.nan, 4], [np.nan, 0.5, 1.5, np.nan, np.nan], False, None),
+        ("std", np.arange(5), [np.nan] + [np.sqrt(0.5)] * 4, True, None),
+        ("std", np.arange(10, 0, -2), [np.nan] + [np.sqrt(2)] * 4, True, None),
+        (
+            "std",
+            [0, 1, 2, np.nan, 4],
+            [np.nan] + [np.sqrt(0.5)] * 2 + [np.nan] * 2,
+            False,
+            None,
+        ),
+        ("var", np.arange(5), [np.nan, 0.5, 0.5, 0.5, 0.5], True, None),
+        ("var", np.arange(10, 0, -2), [np.nan, 2, 2, 2, 2], True, None),
+        ("var", [0, 1, 2, np.nan, 4], [np.nan, 0.5, 0.5, np.nan, np.nan], False, None),
+        ("median", np.arange(5), [np.nan, 0.5, 1.5, 2.5, 3.5], True, None),
+        ("median", np.arange(10, 0, -2), [np.nan, 9, 7, 5, 3], True, None),
+        (
+            "median",
+            [0, 1, 2, np.nan, 4],
+            [np.nan, 0.5, 1.5, np.nan, np.nan],
+            False,
+            None,
+        ),
+    ],
+)
+def test_series_dtypes(
+    method, data, expected_data, coerce_int, dtypes, min_periods, step
+):
+    ser = Series(data, dtype=get_dtype(dtypes, coerce_int=coerce_int))
+    rolled = ser.rolling(2, min_periods=min_periods, step=step)
+
+    if dtypes in ("m8[ns]", "M8[ns]", "datetime64[ns, UTC]") and method != "count":
+        msg = "No numeric types to aggregate"
+        with pytest.raises(DataError, match=msg):
+            getattr(rolled, method)()
+    else:
+        result = getattr(rolled, method)()
+        expected = Series(expected_data, dtype="float64")[::step]
+        tm.assert_almost_equal(result, expected)
+
+
+def test_series_nullable_int(any_signed_int_ea_dtype, step):
+    # GH 43016
+    ser = Series([0, 1, NA], dtype=any_signed_int_ea_dtype)
+    result = ser.rolling(2, step=step).mean()
+    expected = Series([np.nan, 0.5, np.nan])[::step]
+    tm.assert_series_equal(result, expected)
+
+
+@pytest.mark.parametrize(
+    "method, expected_data, min_periods",
+    [
+        ("count", {0: Series([1, 2, 2, 2, 2]), 1: Series([1, 2, 2, 2, 2])}, 0),
+        (
+            "max",
+            {0: Series([np.nan, 2, 4, 6, 8]), 1: Series([np.nan, 3, 5, 7, 9])},
+            None,
+        ),
+        (
+            "min",
+            {0: Series([np.nan, 0, 2, 4, 6]), 1: Series([np.nan, 1, 3, 5, 7])},
+            None,
+        ),
+        (
+            "sum",
+            {0: Series([np.nan, 2, 6, 10, 14]), 1: Series([np.nan, 4, 8, 12, 16])},
+            None,
+        ),
+        (
+            "mean",
+            {0: Series([np.nan, 1, 3, 5, 7]), 1: Series([np.nan, 2, 4, 6, 8])},
+            None,
+        ),
+        (
+            "std",
+            {
+                0: Series([np.nan] + [np.sqrt(2)] * 4),
+                1: Series([np.nan] + [np.sqrt(2)] * 4),
+            },
+            None,
+        ),
+        (
+            "var",
+            {0: Series([np.nan, 2, 2, 2, 2]), 1: Series([np.nan, 2, 2, 2, 2])},
+            None,
+        ),
+        (
+            "median",
+            {0: Series([np.nan, 1, 3, 5, 7]), 1: Series([np.nan, 2, 4, 6, 8])},
+            None,
+        ),
+    ],
+)
+def test_dataframe_dtypes(method, expected_data, dtypes, min_periods, step):
+    df = DataFrame(np.arange(10).reshape((5, 2)), dtype=get_dtype(dtypes))
+    rolled = df.rolling(2, min_periods=min_periods, step=step)
+
+    if dtypes in ("m8[ns]", "M8[ns]", "datetime64[ns, UTC]") and method != "count":
+        msg = "Cannot aggregate non-numeric type"
+        with pytest.raises(DataError, match=msg):
+            getattr(rolled, method)()
+    else:
+        result = getattr(rolled, method)()
+        expected = DataFrame(expected_data, dtype="float64")[::step]
+        tm.assert_frame_equal(result, expected)

venv/lib/python3.12/site-packages/pandas/tests/window/test_ewm.py

@@ -0,0 +1,727 @@
+import numpy as np
+import pytest
+
+from pandas import (
+    DataFrame,
+    DatetimeIndex,
+    Series,
+    date_range,
+)
+import pandas._testing as tm
+
+
+def test_doc_string():
+    df = DataFrame({"B": [0, 1, 2, np.nan, 4]})
+    df
+    df.ewm(com=0.5).mean()
+
+
+def test_constructor(frame_or_series):
+    c = frame_or_series(range(5)).ewm
+
+    # valid
+    c(com=0.5)
+    c(span=1.5)
+    c(alpha=0.5)
+    c(halflife=0.75)
+    c(com=0.5, span=None)
+    c(alpha=0.5, com=None)
+    c(halflife=0.75, alpha=None)
+
+    # not valid: mutually exclusive
+    msg = "comass, span, halflife, and alpha are mutually exclusive"
+    with pytest.raises(ValueError, match=msg):
+        c(com=0.5, alpha=0.5)
+    with pytest.raises(ValueError, match=msg):
+        c(span=1.5, halflife=0.75)
+    with pytest.raises(ValueError, match=msg):
+        c(alpha=0.5, span=1.5)
+
+    # not valid: com < 0
+    msg = "comass must satisfy: comass >= 0"
+    with pytest.raises(ValueError, match=msg):
+        c(com=-0.5)
+
+    # not valid: span < 1
+    msg = "span must satisfy: span >= 1"
+    with pytest.raises(ValueError, match=msg):
+        c(span=0.5)
+
+    # not valid: halflife <= 0
+    msg = "halflife must satisfy: halflife > 0"
+    with pytest.raises(ValueError, match=msg):
+        c(halflife=0)
+
+    # not valid: alpha <= 0 or alpha > 1
+    msg = "alpha must satisfy: 0 < alpha <= 1"
+    for alpha in (-0.5, 1.5):
+        with pytest.raises(ValueError, match=msg):
+            c(alpha=alpha)
+
+
+def test_ewma_times_not_datetime_type():
+    msg = r"times must be datetime64 dtype."
+    with pytest.raises(ValueError, match=msg):
+        Series(range(5)).ewm(times=np.arange(5))
+
+
+def test_ewma_times_not_same_length():
+    msg = "times must be the same length as the object."
+    with pytest.raises(ValueError, match=msg):
+        Series(range(5)).ewm(times=np.arange(4).astype("datetime64[ns]"))
+
+
+def test_ewma_halflife_not_correct_type():
+    msg = "halflife must be a timedelta convertible object"
+    with pytest.raises(ValueError, match=msg):
+        Series(range(5)).ewm(halflife=1, times=np.arange(5).astype("datetime64[ns]"))
+
+
+def test_ewma_halflife_without_times(halflife_with_times):
+    msg = "halflife can only be a timedelta convertible argument if times is not None."
+    with pytest.raises(ValueError, match=msg):
+        Series(range(5)).ewm(halflife=halflife_with_times)
+
+
+@pytest.mark.parametrize(
+    "times",
+    [
+        np.arange(10).astype("datetime64[D]").astype("datetime64[ns]"),
+        date_range("2000", freq="D", periods=10),
+        date_range("2000", freq="D", periods=10).tz_localize("UTC"),
+    ],
+)
+@pytest.mark.parametrize("min_periods", [0, 2])
+def test_ewma_with_times_equal_spacing(halflife_with_times, times, min_periods):
+    halflife = halflife_with_times
+    data = np.arange(10.0)
+    data[::2] = np.nan
+    df = DataFrame({"A": data})
+    result = df.ewm(halflife=halflife, min_periods=min_periods, times=times).mean()
+    expected = df.ewm(halflife=1.0, min_periods=min_periods).mean()
+    tm.assert_frame_equal(result, expected)
+
+
+def test_ewma_with_times_variable_spacing(tz_aware_fixture, unit):
+    tz = tz_aware_fixture
+    halflife = "23 days"
+    times = (
+        DatetimeIndex(["2020-01-01", "2020-01-10T00:04:05", "2020-02-23T05:00:23"])
+        .tz_localize(tz)
+        .as_unit(unit)
+    )
+    data = np.arange(3)
+    df = DataFrame(data)
+    result = df.ewm(halflife=halflife, times=times).mean()
+    expected = DataFrame([0.0, 0.5674161888241773, 1.545239952073459])
+    tm.assert_frame_equal(result, expected)
+
+
+def test_ewm_with_nat_raises(halflife_with_times):
+    # GH#38535
+    ser = Series(range(1))
+    times = DatetimeIndex(["NaT"])
+    with pytest.raises(ValueError, match="Cannot convert NaT values to integer"):
+        ser.ewm(com=0.1, halflife=halflife_with_times, times=times)
+
+
+def test_ewm_with_times_getitem(halflife_with_times):
+    # GH 40164
+    halflife = halflife_with_times
+    data = np.arange(10.0)
+    data[::2] = np.nan
+    times = date_range("2000", freq="D", periods=10)
+    df = DataFrame({"A": data, "B": data})
+    result = df.ewm(halflife=halflife, times=times)["A"].mean()
+    expected = df.ewm(halflife=1.0)["A"].mean()
+    tm.assert_series_equal(result, expected)
+
+
+@pytest.mark.parametrize("arg", ["com", "halflife", "span", "alpha"])
+def test_ewm_getitem_attributes_retained(arg, adjust, ignore_na):
+    # GH 40164
+    kwargs = {arg: 1, "adjust": adjust, "ignore_na": ignore_na}
+    ewm = DataFrame({"A": range(1), "B": range(1)}).ewm(**kwargs)
+    expected = {attr: getattr(ewm, attr) for attr in ewm._attributes}
+    ewm_slice = ewm["A"]
+    result = {attr: getattr(ewm, attr) for attr in ewm_slice._attributes}
+    assert result == expected
+
+
+def test_ewma_times_adjust_false_raises():
+    # GH 40098
+    with pytest.raises(
+        NotImplementedError, match="times is not supported with adjust=False."
+    ):
+        Series(range(1)).ewm(
+            0.1, adjust=False, times=date_range("2000", freq="D", periods=1)
+        )
+
+
+@pytest.mark.parametrize(
+    "func, expected",
+    [
+        [
+            "mean",
+            DataFrame(
+                {
+                    0: range(5),
+                    1: range(4, 9),
+                    2: [7.428571, 9, 10.571429, 12.142857, 13.714286],
+                },
+                dtype=float,
+            ),
+        ],
+        [
+            "std",
+            DataFrame(
+                {
+                    0: [np.nan] * 5,
+                    1: [4.242641] * 5,
+                    2: [4.6291, 5.196152, 5.781745, 6.380775, 6.989788],
+                }
+            ),
+        ],
+        [
+            "var",
+            DataFrame(
+                {
+                    0: [np.nan] * 5,
+                    1: [18.0] * 5,
+                    2: [21.428571, 27, 33.428571, 40.714286, 48.857143],
+                }
+            ),
+        ],
+    ],
+)
+def test_float_dtype_ewma(func, expected, float_numpy_dtype):
+    # GH#42452
+
+    df = DataFrame(
+        {0: range(5), 1: range(6, 11), 2: range(10, 20, 2)}, dtype=float_numpy_dtype
+    )
+    msg = "Support for axis=1 in DataFrame.ewm is deprecated"
+    with tm.assert_produces_warning(FutureWarning, match=msg):
+        e = df.ewm(alpha=0.5, axis=1)
+    result = getattr(e, func)()
+
+    tm.assert_frame_equal(result, expected)
+
+
+def test_times_string_col_raises():
+    # GH 43265
+    df = DataFrame(
+        {"A": np.arange(10.0), "time_col": date_range("2000", freq="D", periods=10)}
+    )
+    with pytest.raises(ValueError, match="times must be datetime64"):
+        df.ewm(halflife="1 day", min_periods=0, times="time_col")
+
+
+def test_ewm_sum_adjust_false_notimplemented():
+    data = Series(range(1)).ewm(com=1, adjust=False)
+    with pytest.raises(NotImplementedError, match="sum is not"):
+        data.sum()
+
+
+@pytest.mark.parametrize(
+    "expected_data, ignore",
+    [[[10.0, 5.0, 2.5, 11.25], False], [[10.0, 5.0, 5.0, 12.5], True]],
+)
+def test_ewm_sum(expected_data, ignore):
+    # xref from Numbagg tests
+    # https://github.com/numbagg/numbagg/blob/v0.2.1/numbagg/test/test_moving.py#L50
+    data = Series([10, 0, np.nan, 10])
+    result = data.ewm(alpha=0.5, ignore_na=ignore).sum()
+    expected = Series(expected_data)
+    tm.assert_series_equal(result, expected)
+
+
+def test_ewma_adjust():
+    vals = Series(np.zeros(1000))
+    vals[5] = 1
+    result = vals.ewm(span=100, adjust=False).mean().sum()
+    assert np.abs(result - 1) < 1e-2
+
+
+def test_ewma_cases(adjust, ignore_na):
+    # try adjust/ignore_na args matrix
+
+    s = Series([1.0, 2.0, 4.0, 8.0])
+
+    if adjust:
+        expected = Series([1.0, 1.6, 2.736842, 4.923077])
+    else:
+        expected = Series([1.0, 1.333333, 2.222222, 4.148148])
+
+    result = s.ewm(com=2.0, adjust=adjust, ignore_na=ignore_na).mean()
+    tm.assert_series_equal(result, expected)
+
+
+def test_ewma_nan_handling():
+    s = Series([1.0] + [np.nan] * 5 + [1.0])
+    result = s.ewm(com=5).mean()
+    tm.assert_series_equal(result, Series([1.0] * len(s)))
+
+    s = Series([np.nan] * 2 + [1.0] + [np.nan] * 2 + [1.0])
+    result = s.ewm(com=5).mean()
+    tm.assert_series_equal(result, Series([np.nan] * 2 + [1.0] * 4))
+
+
+@pytest.mark.parametrize(
+    "s, adjust, ignore_na, w",
+    [
+        (
+            Series([np.nan, 1.0, 101.0]),
+            True,
+            False,
+            [np.nan, (1.0 - (1.0 / (1.0 + 2.0))), 1.0],
+        ),
+        (
+            Series([np.nan, 1.0, 101.0]),
+            True,
+            True,
+            [np.nan, (1.0 - (1.0 / (1.0 + 2.0))), 1.0],
+        ),
+        (
+            Series([np.nan, 1.0, 101.0]),
+            False,
+            False,
+            [np.nan, (1.0 - (1.0 / (1.0 + 2.0))), (1.0 / (1.0 + 2.0))],
+        ),
+        (
+            Series([np.nan, 1.0, 101.0]),
+            False,
+            True,
+            [np.nan, (1.0 - (1.0 / (1.0 + 2.0))), (1.0 / (1.0 + 2.0))],
+        ),
+        (
+            Series([1.0, np.nan, 101.0]),
+            True,
+            False,
+            [(1.0 - (1.0 / (1.0 + 2.0))) ** 2, np.nan, 1.0],
+        ),
+        (
+            Series([1.0, np.nan, 101.0]),
+            True,
+            True,
+            [(1.0 - (1.0 / (1.0 + 2.0))), np.nan, 1.0],
+        ),
+        (
+            Series([1.0, np.nan, 101.0]),
+            False,
+            False,
+            [(1.0 - (1.0 / (1.0 + 2.0))) ** 2, np.nan, (1.0 / (1.0 + 2.0))],
+        ),
+        (
+            Series([1.0, np.nan, 101.0]),
+            False,
+            True,
+            [(1.0 - (1.0 / (1.0 + 2.0))), np.nan, (1.0 / (1.0 + 2.0))],
+        ),
+        (
+            Series([np.nan, 1.0, np.nan, np.nan, 101.0, np.nan]),
+            True,
+            False,
+            [np.nan, (1.0 - (1.0 / (1.0 + 2.0))) ** 3, np.nan, np.nan, 1.0, np.nan],
+        ),
+        (
+            Series([np.nan, 1.0, np.nan, np.nan, 101.0, np.nan]),
+            True,
+            True,
+            [np.nan, (1.0 - (1.0 / (1.0 + 2.0))), np.nan, np.nan, 1.0, np.nan],
+        ),
+        (
+            Series([np.nan, 1.0, np.nan, np.nan, 101.0, np.nan]),
+            False,
+            False,
+            [
+                np.nan,
+                (1.0 - (1.0 / (1.0 + 2.0))) ** 3,
+                np.nan,
+                np.nan,
+                (1.0 / (1.0 + 2.0)),
+                np.nan,
+            ],
+        ),
+        (
+            Series([np.nan, 1.0, np.nan, np.nan, 101.0, np.nan]),
+            False,
+            True,
+            [
+                np.nan,
+                (1.0 - (1.0 / (1.0 + 2.0))),
+                np.nan,
+                np.nan,
+                (1.0 / (1.0 + 2.0)),
+                np.nan,
+            ],
+        ),
+        (
+            Series([1.0, np.nan, 101.0, 50.0]),
+            True,
+            False,
+            [
+                (1.0 - (1.0 / (1.0 + 2.0))) ** 3,
+                np.nan,
+                (1.0 - (1.0 / (1.0 + 2.0))),
+                1.0,
+            ],
+        ),
+        (
+            Series([1.0, np.nan, 101.0, 50.0]),
+            True,
+            True,
+            [
+                (1.0 - (1.0 / (1.0 + 2.0))) ** 2,
+                np.nan,
+                (1.0 - (1.0 / (1.0 + 2.0))),
+                1.0,
+            ],
+        ),
+        (
+            Series([1.0, np.nan, 101.0, 50.0]),
+            False,
+            False,
+            [
+                (1.0 - (1.0 / (1.0 + 2.0))) ** 3,
+                np.nan,
+                (1.0 - (1.0 / (1.0 + 2.0))) * (1.0 / (1.0 + 2.0)),
+                (1.0 / (1.0 + 2.0))
+                * ((1.0 - (1.0 / (1.0 + 2.0))) ** 2 + (1.0 / (1.0 + 2.0))),
+            ],
+        ),
+        (
+            Series([1.0, np.nan, 101.0, 50.0]),
+            False,
+            True,
+            [
+                (1.0 - (1.0 / (1.0 + 2.0))) ** 2,
+                np.nan,
+                (1.0 - (1.0 / (1.0 + 2.0))) * (1.0 / (1.0 + 2.0)),
+                (1.0 / (1.0 + 2.0)),
+            ],
+        ),
+    ],
+)
+def test_ewma_nan_handling_cases(s, adjust, ignore_na, w):
+    # GH 7603
+    expected = (s.multiply(w).cumsum() / Series(w).cumsum()).ffill()
+    result = s.ewm(com=2.0, adjust=adjust, ignore_na=ignore_na).mean()
+
+    tm.assert_series_equal(result, expected)
+    if ignore_na is False:
+        # check that ignore_na defaults to False
+        result = s.ewm(com=2.0, adjust=adjust).mean()
+        tm.assert_series_equal(result, expected)
+
+
+def test_ewm_alpha():
+    # GH 10789
+    arr = np.random.default_rng(2).standard_normal(100)
+    locs = np.arange(20, 40)
+    arr[locs] = np.nan
+
+    s = Series(arr)
+    a = s.ewm(alpha=0.61722699889169674).mean()
+    b = s.ewm(com=0.62014947789973052).mean()
+    c = s.ewm(span=2.240298955799461).mean()
+    d = s.ewm(halflife=0.721792864318).mean()
+    tm.assert_series_equal(a, b)
+    tm.assert_series_equal(a, c)
+    tm.assert_series_equal(a, d)
+
+
+def test_ewm_domain_checks():
+    # GH 12492
+    arr = np.random.default_rng(2).standard_normal(100)
+    locs = np.arange(20, 40)
+    arr[locs] = np.nan
+
+    s = Series(arr)
+    msg = "comass must satisfy: comass >= 0"
+    with pytest.raises(ValueError, match=msg):
+        s.ewm(com=-0.1)
+    s.ewm(com=0.0)
+    s.ewm(com=0.1)
+
+    msg = "span must satisfy: span >= 1"
+    with pytest.raises(ValueError, match=msg):
+        s.ewm(span=-0.1)
+    with pytest.raises(ValueError, match=msg):
+        s.ewm(span=0.0)
+    with pytest.raises(ValueError, match=msg):
+        s.ewm(span=0.9)
+    s.ewm(span=1.0)
+    s.ewm(span=1.1)
+
+    msg = "halflife must satisfy: halflife > 0"
+    with pytest.raises(ValueError, match=msg):
+        s.ewm(halflife=-0.1)
+    with pytest.raises(ValueError, match=msg):
+        s.ewm(halflife=0.0)
+    s.ewm(halflife=0.1)
+
+    msg = "alpha must satisfy: 0 < alpha <= 1"
+    with pytest.raises(ValueError, match=msg):
+        s.ewm(alpha=-0.1)
+    with pytest.raises(ValueError, match=msg):
+        s.ewm(alpha=0.0)
+    s.ewm(alpha=0.1)
+    s.ewm(alpha=1.0)
+    with pytest.raises(ValueError, match=msg):
+        s.ewm(alpha=1.1)
+
+
+@pytest.mark.parametrize("method", ["mean", "std", "var"])
+def test_ew_empty_series(method):
+    vals = Series([], dtype=np.float64)
+
+    ewm = vals.ewm(3)
+    result = getattr(ewm, method)()
+    tm.assert_almost_equal(result, vals)
+
+
+@pytest.mark.parametrize("min_periods", [0, 1])
+@pytest.mark.parametrize("name", ["mean", "var", "std"])
+def test_ew_min_periods(min_periods, name):
+    # excluding NaNs correctly
+    arr = np.random.default_rng(2).standard_normal(50)
+    arr[:10] = np.nan
+    arr[-10:] = np.nan
+    s = Series(arr)
+
+    # check min_periods
+    # GH 7898
+    result = getattr(s.ewm(com=50, min_periods=2), name)()
+    assert result[:11].isna().all()
+    assert not result[11:].isna().any()
+
+    result = getattr(s.ewm(com=50, min_periods=min_periods), name)()
+    if name == "mean":
+        assert result[:10].isna().all()
+        assert not result[10:].isna().any()
+    else:
+        # ewm.std, ewm.var (with bias=False) require at least
+        # two values
+        assert result[:11].isna().all()
+        assert not result[11:].isna().any()
+
+    # check series of length 0
+    result = getattr(Series(dtype=object).ewm(com=50, min_periods=min_periods), name)()
+    tm.assert_series_equal(result, Series(dtype="float64"))
+
+    # check series of length 1
+    result = getattr(Series([1.0]).ewm(50, min_periods=min_periods), name)()
+    if name == "mean":
+        tm.assert_series_equal(result, Series([1.0]))
+    else:
+        # ewm.std, ewm.var with bias=False require at least
+        # two values
+        tm.assert_series_equal(result, Series([np.nan]))
+
+    # pass in ints
+    result2 = getattr(Series(np.arange(50)).ewm(span=10), name)()
+    assert result2.dtype == np.float64
+
+
+@pytest.mark.parametrize("name", ["cov", "corr"])
+def test_ewm_corr_cov(name):
+    A = Series(np.random.default_rng(2).standard_normal(50), index=range(50))
+    B = A[2:] + np.random.default_rng(2).standard_normal(48)
+
+    A[:10] = np.nan
+    B.iloc[-10:] = np.nan
+
+    result = getattr(A.ewm(com=20, min_periods=5), name)(B)
+    assert np.isnan(result.values[:14]).all()
+    assert not np.isnan(result.values[14:]).any()
+
+
+@pytest.mark.parametrize("min_periods", [0, 1, 2])
+@pytest.mark.parametrize("name", ["cov", "corr"])
+def test_ewm_corr_cov_min_periods(name, min_periods):
+    # GH 7898
+    A = Series(np.random.default_rng(2).standard_normal(50), index=range(50))
+    B = A[2:] + np.random.default_rng(2).standard_normal(48)
+
+    A[:10] = np.nan
+    B.iloc[-10:] = np.nan
+
+    result = getattr(A.ewm(com=20, min_periods=min_periods), name)(B)
+    # binary functions (ewmcov, ewmcorr) with bias=False require at
+    # least two values
+    assert np.isnan(result.values[:11]).all()
+    assert not np.isnan(result.values[11:]).any()
+
+    # check series of length 0
+    empty = Series([], dtype=np.float64)
+    result = getattr(empty.ewm(com=50, min_periods=min_periods), name)(empty)
+    tm.assert_series_equal(result, empty)
+
+    # check series of length 1
+    result = getattr(Series([1.0]).ewm(com=50, min_periods=min_periods), name)(
+        Series([1.0])
+    )
+    tm.assert_series_equal(result, Series([np.nan]))
+
+
+@pytest.mark.parametrize("name", ["cov", "corr"])
+def test_different_input_array_raise_exception(name):
+    A = Series(np.random.default_rng(2).standard_normal(50), index=range(50))
+    A[:10] = np.nan
+
+    msg = "other must be a DataFrame or Series"
+    # exception raised is Exception
+    with pytest.raises(ValueError, match=msg):
+        getattr(A.ewm(com=20, min_periods=5), name)(
+            np.random.default_rng(2).standard_normal(50)
+        )
+
+
+@pytest.mark.parametrize("name", ["var", "std", "mean"])
+def test_ewma_series(series, name):
+    series_result = getattr(series.ewm(com=10), name)()
+    assert isinstance(series_result, Series)
+
+
+@pytest.mark.parametrize("name", ["var", "std", "mean"])
+def test_ewma_frame(frame, name):
+    frame_result = getattr(frame.ewm(com=10), name)()
+    assert isinstance(frame_result, DataFrame)
+
+
+def test_ewma_span_com_args(series):
+    A = series.ewm(com=9.5).mean()
+    B = series.ewm(span=20).mean()
+    tm.assert_almost_equal(A, B)
+    msg = "comass, span, halflife, and alpha are mutually exclusive"
+    with pytest.raises(ValueError, match=msg):
+        series.ewm(com=9.5, span=20)
+
+    msg = "Must pass one of comass, span, halflife, or alpha"
+    with pytest.raises(ValueError, match=msg):
+        series.ewm().mean()
+
+
+def test_ewma_halflife_arg(series):
+    A = series.ewm(com=13.932726172912965).mean()
+    B = series.ewm(halflife=10.0).mean()
+    tm.assert_almost_equal(A, B)
+    msg = "comass, span, halflife, and alpha are mutually exclusive"
+    with pytest.raises(ValueError, match=msg):
+        series.ewm(span=20, halflife=50)
+    with pytest.raises(ValueError, match=msg):
+        series.ewm(com=9.5, halflife=50)
+    with pytest.raises(ValueError, match=msg):
+        series.ewm(com=9.5, span=20, halflife=50)
+    msg = "Must pass one of comass, span, halflife, or alpha"
+    with pytest.raises(ValueError, match=msg):
+        series.ewm()
+
+
+def test_ewm_alpha_arg(series):
+    # GH 10789
+    s = series
+    msg = "Must pass one of comass, span, halflife, or alpha"
+    with pytest.raises(ValueError, match=msg):
+        s.ewm()
+
+    msg = "comass, span, halflife, and alpha are mutually exclusive"
+    with pytest.raises(ValueError, match=msg):
+        s.ewm(com=10.0, alpha=0.5)
+    with pytest.raises(ValueError, match=msg):
+        s.ewm(span=10.0, alpha=0.5)
+    with pytest.raises(ValueError, match=msg):
+        s.ewm(halflife=10.0, alpha=0.5)
+
+
+@pytest.mark.parametrize("func", ["cov", "corr"])
+def test_ewm_pairwise_cov_corr(func, frame):
+    result = getattr(frame.ewm(span=10, min_periods=5), func)()
+    result = result.loc[(slice(None), 1), 5]
+    result.index = result.index.droplevel(1)
+    expected = getattr(frame[1].ewm(span=10, min_periods=5), func)(frame[5])
+    tm.assert_series_equal(result, expected, check_names=False)
+
+
+def test_numeric_only_frame(arithmetic_win_operators, numeric_only):
+    # GH#46560
+    kernel = arithmetic_win_operators
+    df = DataFrame({"a": [1], "b": 2, "c": 3})
+    df["c"] = df["c"].astype(object)
+    ewm = df.ewm(span=2, min_periods=1)
+    op = getattr(ewm, kernel, None)
+    if op is not None:
+        result = op(numeric_only=numeric_only)
+
+        columns = ["a", "b"] if numeric_only else ["a", "b", "c"]
+        expected = df[columns].agg([kernel]).reset_index(drop=True).astype(float)
+        assert list(expected.columns) == columns
+
+        tm.assert_frame_equal(result, expected)
+
+
+@pytest.mark.parametrize("kernel", ["corr", "cov"])
+@pytest.mark.parametrize("use_arg", [True, False])
+def test_numeric_only_corr_cov_frame(kernel, numeric_only, use_arg):
+    # GH#46560
+    df = DataFrame({"a": [1, 2, 3], "b": 2, "c": 3})
+    df["c"] = df["c"].astype(object)
+    arg = (df,) if use_arg else ()
+    ewm = df.ewm(span=2, min_periods=1)
+    op = getattr(ewm, kernel)
+    result = op(*arg, numeric_only=numeric_only)
+
+    # Compare result to op using float dtypes, dropping c when numeric_only is True
+    columns = ["a", "b"] if numeric_only else ["a", "b", "c"]
+    df2 = df[columns].astype(float)
+    arg2 = (df2,) if use_arg else ()
+    ewm2 = df2.ewm(span=2, min_periods=1)
+    op2 = getattr(ewm2, kernel)
+    expected = op2(*arg2, numeric_only=numeric_only)
+
+    tm.assert_frame_equal(result, expected)
+
+
+@pytest.mark.parametrize("dtype", [int, object])
+def test_numeric_only_series(arithmetic_win_operators, numeric_only, dtype):
+    # GH#46560
+    kernel = arithmetic_win_operators
+    ser = Series([1], dtype=dtype)
+    ewm = ser.ewm(span=2, min_periods=1)
+    op = getattr(ewm, kernel, None)
+    if op is None:
+        # Nothing to test
+        pytest.skip("No op to test")
+    if numeric_only and dtype is object:
+        msg = f"ExponentialMovingWindow.{kernel} does not implement numeric_only"
+        with pytest.raises(NotImplementedError, match=msg):
+            op(numeric_only=numeric_only)
+    else:
+        result = op(numeric_only=numeric_only)
+        expected = ser.agg([kernel]).reset_index(drop=True).astype(float)
+        tm.assert_series_equal(result, expected)
+
+
+@pytest.mark.parametrize("kernel", ["corr", "cov"])
+@pytest.mark.parametrize("use_arg", [True, False])
+@pytest.mark.parametrize("dtype", [int, object])
+def test_numeric_only_corr_cov_series(kernel, use_arg, numeric_only, dtype):
+    # GH#46560
+    ser = Series([1, 2, 3], dtype=dtype)
+    arg = (ser,) if use_arg else ()
+    ewm = ser.ewm(span=2, min_periods=1)
+    op = getattr(ewm, kernel)
+    if numeric_only and dtype is object:
+        msg = f"ExponentialMovingWindow.{kernel} does not implement numeric_only"
+        with pytest.raises(NotImplementedError, match=msg):
+            op(*arg, numeric_only=numeric_only)
+    else:
+        result = op(*arg, numeric_only=numeric_only)
+
+        ser2 = ser.astype(float)
+        arg2 = (ser2,) if use_arg else ()
+        ewm2 = ser2.ewm(span=2, min_periods=1)
+        op2 = getattr(ewm2, kernel)
+        expected = op2(*arg2, numeric_only=numeric_only)
+        tm.assert_series_equal(result, expected)

venv/lib/python3.12/site-packages/pandas/tests/window/test_expanding.py

@@ -0,0 +1,723 @@
+import numpy as np
+import pytest
+
+from pandas import (
+    DataFrame,
+    DatetimeIndex,
+    Index,
+    MultiIndex,
+    Series,
+    isna,
+    notna,
+)
+import pandas._testing as tm
+
+
+def test_doc_string():
+    df = DataFrame({"B": [0, 1, 2, np.nan, 4]})
+    df
+    df.expanding(2).sum()
+
+
+def test_constructor(frame_or_series):
+    # GH 12669
+
+    c = frame_or_series(range(5)).expanding
+
+    # valid
+    c(min_periods=1)
+
+
+@pytest.mark.parametrize("w", [2.0, "foo", np.array([2])])
+def test_constructor_invalid(frame_or_series, w):
+    # not valid
+
+    c = frame_or_series(range(5)).expanding
+    msg = "min_periods must be an integer"
+    with pytest.raises(ValueError, match=msg):
+        c(min_periods=w)
+
+
+@pytest.mark.parametrize(
+    "expander",
+    [
+        1,
+        pytest.param(
+            "ls",
+            marks=pytest.mark.xfail(
+                reason="GH#16425 expanding with offset not supported"
+            ),
+        ),
+    ],
+)
+def test_empty_df_expanding(expander):
+    # GH 15819 Verifies that datetime and integer expanding windows can be
+    # applied to empty DataFrames
+
+    expected = DataFrame()
+    result = DataFrame().expanding(expander).sum()
+    tm.assert_frame_equal(result, expected)
+
+    # Verifies that datetime and integer expanding windows can be applied
+    # to empty DataFrames with datetime index
+    expected = DataFrame(index=DatetimeIndex([]))
+    result = DataFrame(index=DatetimeIndex([])).expanding(expander).sum()
+    tm.assert_frame_equal(result, expected)
+
+
+def test_missing_minp_zero():
+    # https://github.com/pandas-dev/pandas/pull/18921
+    # minp=0
+    x = Series([np.nan])
+    result = x.expanding(min_periods=0).sum()
+    expected = Series([0.0])
+    tm.assert_series_equal(result, expected)
+
+    # minp=1
+    result = x.expanding(min_periods=1).sum()
+    expected = Series([np.nan])
+    tm.assert_series_equal(result, expected)
+
+
+def test_expanding_axis(axis_frame):
+    # see gh-23372.
+    df = DataFrame(np.ones((10, 20)))
+    axis = df._get_axis_number(axis_frame)
+
+    if axis == 0:
+        msg = "The 'axis' keyword in DataFrame.expanding is deprecated"
+        expected = DataFrame(
+            {i: [np.nan] * 2 + [float(j) for j in range(3, 11)] for i in range(20)}
+        )
+    else:
+        # axis == 1
+        msg = "Support for axis=1 in DataFrame.expanding is deprecated"
+        expected = DataFrame([[np.nan] * 2 + [float(i) for i in range(3, 21)]] * 10)
+
+    with tm.assert_produces_warning(FutureWarning, match=msg):
+        result = df.expanding(3, axis=axis_frame).sum()
+    tm.assert_frame_equal(result, expected)
+
+
+def test_expanding_count_with_min_periods(frame_or_series):
+    # GH 26996
+    result = frame_or_series(range(5)).expanding(min_periods=3).count()
+    expected = frame_or_series([np.nan, np.nan, 3.0, 4.0, 5.0])
+    tm.assert_equal(result, expected)
+
+
+def test_expanding_count_default_min_periods_with_null_values(frame_or_series):
+    # GH 26996
+    values = [1, 2, 3, np.nan, 4, 5, 6]
+    expected_counts = [1.0, 2.0, 3.0, 3.0, 4.0, 5.0, 6.0]
+
+    result = frame_or_series(values).expanding().count()
+    expected = frame_or_series(expected_counts)
+    tm.assert_equal(result, expected)
+
+
+def test_expanding_count_with_min_periods_exceeding_series_length(frame_or_series):
+    # GH 25857
+    result = frame_or_series(range(5)).expanding(min_periods=6).count()
+    expected = frame_or_series([np.nan, np.nan, np.nan, np.nan, np.nan])
+    tm.assert_equal(result, expected)
+
+
+@pytest.mark.parametrize(
+    "df,expected,min_periods",
+    [
+        (
+            DataFrame({"A": [1, 2, 3], "B": [4, 5, 6]}),
+            [
+                ({"A": [1], "B": [4]}, [0]),
+                ({"A": [1, 2], "B": [4, 5]}, [0, 1]),
+                ({"A": [1, 2, 3], "B": [4, 5, 6]}, [0, 1, 2]),
+            ],
+            3,
+        ),
+        (
+            DataFrame({"A": [1, 2, 3], "B": [4, 5, 6]}),
+            [
+                ({"A": [1], "B": [4]}, [0]),
+                ({"A": [1, 2], "B": [4, 5]}, [0, 1]),
+                ({"A": [1, 2, 3], "B": [4, 5, 6]}, [0, 1, 2]),
+            ],
+            2,
+        ),
+        (
+            DataFrame({"A": [1, 2, 3], "B": [4, 5, 6]}),
+            [
+                ({"A": [1], "B": [4]}, [0]),
+                ({"A": [1, 2], "B": [4, 5]}, [0, 1]),
+                ({"A": [1, 2, 3], "B": [4, 5, 6]}, [0, 1, 2]),
+            ],
+            1,
+        ),
+        (DataFrame({"A": [1], "B": [4]}), [], 2),
+        (DataFrame(), [({}, [])], 1),
+        (
+            DataFrame({"A": [1, np.nan, 3], "B": [np.nan, 5, 6]}),
+            [
+                ({"A": [1.0], "B": [np.nan]}, [0]),
+                ({"A": [1, np.nan], "B": [np.nan, 5]}, [0, 1]),
+                ({"A": [1, np.nan, 3], "B": [np.nan, 5, 6]}, [0, 1, 2]),
+            ],
+            3,
+        ),
+        (
+            DataFrame({"A": [1, np.nan, 3], "B": [np.nan, 5, 6]}),
+            [
+                ({"A": [1.0], "B": [np.nan]}, [0]),
+                ({"A": [1, np.nan], "B": [np.nan, 5]}, [0, 1]),
+                ({"A": [1, np.nan, 3], "B": [np.nan, 5, 6]}, [0, 1, 2]),
+            ],
+            2,
+        ),
+        (
+            DataFrame({"A": [1, np.nan, 3], "B": [np.nan, 5, 6]}),
+            [
+                ({"A": [1.0], "B": [np.nan]}, [0]),
+                ({"A": [1, np.nan], "B": [np.nan, 5]}, [0, 1]),
+                ({"A": [1, np.nan, 3], "B": [np.nan, 5, 6]}, [0, 1, 2]),
+            ],
+            1,
+        ),
+    ],
+)
+def test_iter_expanding_dataframe(df, expected, min_periods):
+    # GH 11704
+    expected = [DataFrame(values, index=index) for (values, index) in expected]
+
+    for expected, actual in zip(expected, df.expanding(min_periods)):
+        tm.assert_frame_equal(actual, expected)
+
+
+@pytest.mark.parametrize(
+    "ser,expected,min_periods",
+    [
+        (Series([1, 2, 3]), [([1], [0]), ([1, 2], [0, 1]), ([1, 2, 3], [0, 1, 2])], 3),
+        (Series([1, 2, 3]), [([1], [0]), ([1, 2], [0, 1]), ([1, 2, 3], [0, 1, 2])], 2),
+        (Series([1, 2, 3]), [([1], [0]), ([1, 2], [0, 1]), ([1, 2, 3], [0, 1, 2])], 1),
+        (Series([1, 2]), [([1], [0]), ([1, 2], [0, 1])], 2),
+        (Series([np.nan, 2]), [([np.nan], [0]), ([np.nan, 2], [0, 1])], 2),
+        (Series([], dtype="int64"), [], 2),
+    ],
+)
+def test_iter_expanding_series(ser, expected, min_periods):
+    # GH 11704
+    expected = [Series(values, index=index) for (values, index) in expected]
+
+    for expected, actual in zip(expected, ser.expanding(min_periods)):
+        tm.assert_series_equal(actual, expected)
+
+
+def test_center_invalid():
+    # GH 20647
+    df = DataFrame()
+    with pytest.raises(TypeError, match=".* got an unexpected keyword"):
+        df.expanding(center=True)
+
+
+def test_expanding_sem(frame_or_series):
+    # GH: 26476
+    obj = frame_or_series([0, 1, 2])
+    result = obj.expanding().sem()
+    if isinstance(result, DataFrame):
+        result = Series(result[0].values)
+    expected = Series([np.nan] + [0.707107] * 2)
+    tm.assert_series_equal(result, expected)
+
+
+@pytest.mark.parametrize("method", ["skew", "kurt"])
+def test_expanding_skew_kurt_numerical_stability(method):
+    # GH: 6929
+    s = Series(np.random.default_rng(2).random(10))
+    expected = getattr(s.expanding(3), method)()
+    s = s + 5000
+    result = getattr(s.expanding(3), method)()
+    tm.assert_series_equal(result, expected)
+
+
+@pytest.mark.parametrize("window", [1, 3, 10, 20])
+@pytest.mark.parametrize("method", ["min", "max", "average"])
+@pytest.mark.parametrize("pct", [True, False])
+@pytest.mark.parametrize("ascending", [True, False])
+@pytest.mark.parametrize("test_data", ["default", "duplicates", "nans"])
+def test_rank(window, method, pct, ascending, test_data):
+    length = 20
+    if test_data == "default":
+        ser = Series(data=np.random.default_rng(2).random(length))
+    elif test_data == "duplicates":
+        ser = Series(data=np.random.default_rng(2).choice(3, length))
+    elif test_data == "nans":
+        ser = Series(
+            data=np.random.default_rng(2).choice(
+                [1.0, 0.25, 0.75, np.nan, np.inf, -np.inf], length
+            )
+        )
+
+    expected = ser.expanding(window).apply(
+        lambda x: x.rank(method=method, pct=pct, ascending=ascending).iloc[-1]
+    )
+    result = ser.expanding(window).rank(method=method, pct=pct, ascending=ascending)
+
+    tm.assert_series_equal(result, expected)
+
+
+def test_expanding_corr(series):
+    A = series.dropna()
+    B = (A + np.random.default_rng(2).standard_normal(len(A)))[:-5]
+
+    result = A.expanding().corr(B)
+
+    rolling_result = A.rolling(window=len(A), min_periods=1).corr(B)
+
+    tm.assert_almost_equal(rolling_result, result)
+
+
+def test_expanding_count(series):
+    result = series.expanding(min_periods=0).count()
+    tm.assert_almost_equal(
+        result, series.rolling(window=len(series), min_periods=0).count()
+    )
+
+
+def test_expanding_quantile(series):
+    result = series.expanding().quantile(0.5)
+
+    rolling_result = series.rolling(window=len(series), min_periods=1).quantile(0.5)
+
+    tm.assert_almost_equal(result, rolling_result)
+
+
+def test_expanding_cov(series):
+    A = series
+    B = (A + np.random.default_rng(2).standard_normal(len(A)))[:-5]
+
+    result = A.expanding().cov(B)
+
+    rolling_result = A.rolling(window=len(A), min_periods=1).cov(B)
+
+    tm.assert_almost_equal(rolling_result, result)
+
+
+def test_expanding_cov_pairwise(frame):
+    result = frame.expanding().cov()
+
+    rolling_result = frame.rolling(window=len(frame), min_periods=1).cov()
+
+    tm.assert_frame_equal(result, rolling_result)
+
+
+def test_expanding_corr_pairwise(frame):
+    result = frame.expanding().corr()
+
+    rolling_result = frame.rolling(window=len(frame), min_periods=1).corr()
+    tm.assert_frame_equal(result, rolling_result)
+
+
+@pytest.mark.parametrize(
+    "func,static_comp",
+    [
+        ("sum", np.sum),
+        ("mean", lambda x: np.mean(x, axis=0)),
+        ("max", lambda x: np.max(x, axis=0)),
+        ("min", lambda x: np.min(x, axis=0)),
+    ],
+    ids=["sum", "mean", "max", "min"],
+)
+def test_expanding_func(func, static_comp, frame_or_series):
+    data = frame_or_series(np.array(list(range(10)) + [np.nan] * 10))
+
+    msg = "The 'axis' keyword in (Series|DataFrame).expanding is deprecated"
+    with tm.assert_produces_warning(FutureWarning, match=msg):
+        obj = data.expanding(min_periods=1, axis=0)
+    result = getattr(obj, func)()
+    assert isinstance(result, frame_or_series)
+
+    msg = "The behavior of DataFrame.sum with axis=None is deprecated"
+    warn = None
+    if frame_or_series is DataFrame and static_comp is np.sum:
+        warn = FutureWarning
+    with tm.assert_produces_warning(warn, match=msg, check_stacklevel=False):
+        expected = static_comp(data[:11])
+    if frame_or_series is Series:
+        tm.assert_almost_equal(result[10], expected)
+    else:
+        tm.assert_series_equal(result.iloc[10], expected, check_names=False)
+
+
+@pytest.mark.parametrize(
+    "func,static_comp",
+    [("sum", np.sum), ("mean", np.mean), ("max", np.max), ("min", np.min)],
+    ids=["sum", "mean", "max", "min"],
+)
+def test_expanding_min_periods(func, static_comp):
+    ser = Series(np.random.default_rng(2).standard_normal(50))
+
+    msg = "The 'axis' keyword in Series.expanding is deprecated"
+    with tm.assert_produces_warning(FutureWarning, match=msg):
+        result = getattr(ser.expanding(min_periods=30, axis=0), func)()
+    assert result[:29].isna().all()
+    tm.assert_almost_equal(result.iloc[-1], static_comp(ser[:50]))
+
+    # min_periods is working correctly
+    with tm.assert_produces_warning(FutureWarning, match=msg):
+        result = getattr(ser.expanding(min_periods=15, axis=0), func)()
+    assert isna(result.iloc[13])
+    assert notna(result.iloc[14])
+
+    ser2 = Series(np.random.default_rng(2).standard_normal(20))
+    with tm.assert_produces_warning(FutureWarning, match=msg):
+        result = getattr(ser2.expanding(min_periods=5, axis=0), func)()
+    assert isna(result[3])
+    assert notna(result[4])
+
+    # min_periods=0
+    with tm.assert_produces_warning(FutureWarning, match=msg):
+        result0 = getattr(ser.expanding(min_periods=0, axis=0), func)()
+    with tm.assert_produces_warning(FutureWarning, match=msg):
+        result1 = getattr(ser.expanding(min_periods=1, axis=0), func)()
+    tm.assert_almost_equal(result0, result1)
+
+    with tm.assert_produces_warning(FutureWarning, match=msg):
+        result = getattr(ser.expanding(min_periods=1, axis=0), func)()
+    tm.assert_almost_equal(result.iloc[-1], static_comp(ser[:50]))
+
+
+def test_expanding_apply(engine_and_raw, frame_or_series):
+    engine, raw = engine_and_raw
+    data = frame_or_series(np.array(list(range(10)) + [np.nan] * 10))
+    result = data.expanding(min_periods=1).apply(
+        lambda x: x.mean(), raw=raw, engine=engine
+    )
+    assert isinstance(result, frame_or_series)
+
+    if frame_or_series is Series:
+        tm.assert_almost_equal(result[9], np.mean(data[:11], axis=0))
+    else:
+        tm.assert_series_equal(
+            result.iloc[9], np.mean(data[:11], axis=0), check_names=False
+        )
+
+
+def test_expanding_min_periods_apply(engine_and_raw):
+    engine, raw = engine_and_raw
+    ser = Series(np.random.default_rng(2).standard_normal(50))
+
+    result = ser.expanding(min_periods=30).apply(
+        lambda x: x.mean(), raw=raw, engine=engine
+    )
+    assert result[:29].isna().all()
+    tm.assert_almost_equal(result.iloc[-1], np.mean(ser[:50]))
+
+    # min_periods is working correctly
+    result = ser.expanding(min_periods=15).apply(
+        lambda x: x.mean(), raw=raw, engine=engine
+    )
+    assert isna(result.iloc[13])
+    assert notna(result.iloc[14])
+
+    ser2 = Series(np.random.default_rng(2).standard_normal(20))
+    result = ser2.expanding(min_periods=5).apply(
+        lambda x: x.mean(), raw=raw, engine=engine
+    )
+    assert isna(result[3])
+    assert notna(result[4])
+
+    # min_periods=0
+    result0 = ser.expanding(min_periods=0).apply(
+        lambda x: x.mean(), raw=raw, engine=engine
+    )
+    result1 = ser.expanding(min_periods=1).apply(
+        lambda x: x.mean(), raw=raw, engine=engine
+    )
+    tm.assert_almost_equal(result0, result1)
+
+    result = ser.expanding(min_periods=1).apply(
+        lambda x: x.mean(), raw=raw, engine=engine
+    )
+    tm.assert_almost_equal(result.iloc[-1], np.mean(ser[:50]))
+
+
+@pytest.mark.parametrize(
+    "f",
+    [
+        lambda x: (x.expanding(min_periods=5).cov(x, pairwise=True)),
+        lambda x: (x.expanding(min_periods=5).corr(x, pairwise=True)),
+    ],
+)
+def test_moment_functions_zero_length_pairwise(f):
+    df1 = DataFrame()
+    df2 = DataFrame(columns=Index(["a"], name="foo"), index=Index([], name="bar"))
+    df2["a"] = df2["a"].astype("float64")
+
+    df1_expected = DataFrame(index=MultiIndex.from_product([df1.index, df1.columns]))
+    df2_expected = DataFrame(
+        index=MultiIndex.from_product([df2.index, df2.columns], names=["bar", "foo"]),
+        columns=Index(["a"], name="foo"),
+        dtype="float64",
+    )
+
+    df1_result = f(df1)
+    tm.assert_frame_equal(df1_result, df1_expected)
+
+    df2_result = f(df2)
+    tm.assert_frame_equal(df2_result, df2_expected)
+
+
+@pytest.mark.parametrize(
+    "f",
+    [
+        lambda x: x.expanding().count(),
+        lambda x: x.expanding(min_periods=5).cov(x, pairwise=False),
+        lambda x: x.expanding(min_periods=5).corr(x, pairwise=False),
+        lambda x: x.expanding(min_periods=5).max(),
+        lambda x: x.expanding(min_periods=5).min(),
+        lambda x: x.expanding(min_periods=5).sum(),
+        lambda x: x.expanding(min_periods=5).mean(),
+        lambda x: x.expanding(min_periods=5).std(),
+        lambda x: x.expanding(min_periods=5).var(),
+        lambda x: x.expanding(min_periods=5).skew(),
+        lambda x: x.expanding(min_periods=5).kurt(),
+        lambda x: x.expanding(min_periods=5).quantile(0.5),
+        lambda x: x.expanding(min_periods=5).median(),
+        lambda x: x.expanding(min_periods=5).apply(sum, raw=False),
+        lambda x: x.expanding(min_periods=5).apply(sum, raw=True),
+    ],
+)
+def test_moment_functions_zero_length(f):
+    # GH 8056
+    s = Series(dtype=np.float64)
+    s_expected = s
+    df1 = DataFrame()
+    df1_expected = df1
+    df2 = DataFrame(columns=["a"])
+    df2["a"] = df2["a"].astype("float64")
+    df2_expected = df2
+
+    s_result = f(s)
+    tm.assert_series_equal(s_result, s_expected)
+
+    df1_result = f(df1)
+    tm.assert_frame_equal(df1_result, df1_expected)
+
+    df2_result = f(df2)
+    tm.assert_frame_equal(df2_result, df2_expected)
+
+
+def test_expanding_apply_empty_series(engine_and_raw):
+    engine, raw = engine_and_raw
+    ser = Series([], dtype=np.float64)
+    tm.assert_series_equal(
+        ser, ser.expanding().apply(lambda x: x.mean(), raw=raw, engine=engine)
+    )
+
+
+def test_expanding_apply_min_periods_0(engine_and_raw):
+    # GH 8080
+    engine, raw = engine_and_raw
+    s = Series([None, None, None])
+    result = s.expanding(min_periods=0).apply(lambda x: len(x), raw=raw, engine=engine)
+    expected = Series([1.0, 2.0, 3.0])
+    tm.assert_series_equal(result, expected)
+
+
+def test_expanding_cov_diff_index():
+    # GH 7512
+    s1 = Series([1, 2, 3], index=[0, 1, 2])
+    s2 = Series([1, 3], index=[0, 2])
+    result = s1.expanding().cov(s2)
+    expected = Series([None, None, 2.0])
+    tm.assert_series_equal(result, expected)
+
+    s2a = Series([1, None, 3], index=[0, 1, 2])
+    result = s1.expanding().cov(s2a)
+    tm.assert_series_equal(result, expected)
+
+    s1 = Series([7, 8, 10], index=[0, 1, 3])
+    s2 = Series([7, 9, 10], index=[0, 2, 3])
+    result = s1.expanding().cov(s2)
+    expected = Series([None, None, None, 4.5])
+    tm.assert_series_equal(result, expected)
+
+
+def test_expanding_corr_diff_index():
+    # GH 7512
+    s1 = Series([1, 2, 3], index=[0, 1, 2])
+    s2 = Series([1, 3], index=[0, 2])
+    result = s1.expanding().corr(s2)
+    expected = Series([None, None, 1.0])
+    tm.assert_series_equal(result, expected)
+
+    s2a = Series([1, None, 3], index=[0, 1, 2])
+    result = s1.expanding().corr(s2a)
+    tm.assert_series_equal(result, expected)
+
+    s1 = Series([7, 8, 10], index=[0, 1, 3])
+    s2 = Series([7, 9, 10], index=[0, 2, 3])
+    result = s1.expanding().corr(s2)
+    expected = Series([None, None, None, 1.0])
+    tm.assert_series_equal(result, expected)
+
+
+def test_expanding_cov_pairwise_diff_length():
+    # GH 7512
+    df1 = DataFrame([[1, 5], [3, 2], [3, 9]], columns=Index(["A", "B"], name="foo"))
+    df1a = DataFrame(
+        [[1, 5], [3, 9]], index=[0, 2], columns=Index(["A", "B"], name="foo")
+    )
+    df2 = DataFrame(
+        [[5, 6], [None, None], [2, 1]], columns=Index(["X", "Y"], name="foo")
+    )
+    df2a = DataFrame(
+        [[5, 6], [2, 1]], index=[0, 2], columns=Index(["X", "Y"], name="foo")
+    )
+    # TODO: xref gh-15826
+    # .loc is not preserving the names
+    result1 = df1.expanding().cov(df2, pairwise=True).loc[2]
+    result2 = df1.expanding().cov(df2a, pairwise=True).loc[2]
+    result3 = df1a.expanding().cov(df2, pairwise=True).loc[2]
+    result4 = df1a.expanding().cov(df2a, pairwise=True).loc[2]
+    expected = DataFrame(
+        [[-3.0, -6.0], [-5.0, -10.0]],
+        columns=Index(["A", "B"], name="foo"),
+        index=Index(["X", "Y"], name="foo"),
+    )
+    tm.assert_frame_equal(result1, expected)
+    tm.assert_frame_equal(result2, expected)
+    tm.assert_frame_equal(result3, expected)
+    tm.assert_frame_equal(result4, expected)
+
+
+def test_expanding_corr_pairwise_diff_length():
+    # GH 7512
+    df1 = DataFrame(
+        [[1, 2], [3, 2], [3, 4]], columns=["A", "B"], index=Index(range(3), name="bar")
+    )
+    df1a = DataFrame(
+        [[1, 2], [3, 4]], index=Index([0, 2], name="bar"), columns=["A", "B"]
+    )
+    df2 = DataFrame(
+        [[5, 6], [None, None], [2, 1]],
+        columns=["X", "Y"],
+        index=Index(range(3), name="bar"),
+    )
+    df2a = DataFrame(
+        [[5, 6], [2, 1]], index=Index([0, 2], name="bar"), columns=["X", "Y"]
+    )
+    result1 = df1.expanding().corr(df2, pairwise=True).loc[2]
+    result2 = df1.expanding().corr(df2a, pairwise=True).loc[2]
+    result3 = df1a.expanding().corr(df2, pairwise=True).loc[2]
+    result4 = df1a.expanding().corr(df2a, pairwise=True).loc[2]
+    expected = DataFrame(
+        [[-1.0, -1.0], [-1.0, -1.0]], columns=["A", "B"], index=Index(["X", "Y"])
+    )
+    tm.assert_frame_equal(result1, expected)
+    tm.assert_frame_equal(result2, expected)
+    tm.assert_frame_equal(result3, expected)
+    tm.assert_frame_equal(result4, expected)
+
+
+def test_expanding_apply_args_kwargs(engine_and_raw):
+    def mean_w_arg(x, const):
+        return np.mean(x) + const
+
+    engine, raw = engine_and_raw
+
+    df = DataFrame(np.random.default_rng(2).random((20, 3)))
+
+    expected = df.expanding().apply(np.mean, engine=engine, raw=raw) + 20.0
+
+    result = df.expanding().apply(mean_w_arg, engine=engine, raw=raw, args=(20,))
+    tm.assert_frame_equal(result, expected)
+
+    result = df.expanding().apply(mean_w_arg, raw=raw, kwargs={"const": 20})
+    tm.assert_frame_equal(result, expected)
+
+
+def test_numeric_only_frame(arithmetic_win_operators, numeric_only):
+    # GH#46560
+    kernel = arithmetic_win_operators
+    df = DataFrame({"a": [1], "b": 2, "c": 3})
+    df["c"] = df["c"].astype(object)
+    expanding = df.expanding()
+    op = getattr(expanding, kernel, None)
+    if op is not None:
+        result = op(numeric_only=numeric_only)
+
+        columns = ["a", "b"] if numeric_only else ["a", "b", "c"]
+        expected = df[columns].agg([kernel]).reset_index(drop=True).astype(float)
+        assert list(expected.columns) == columns
+
+        tm.assert_frame_equal(result, expected)
+
+
+@pytest.mark.parametrize("kernel", ["corr", "cov"])
+@pytest.mark.parametrize("use_arg", [True, False])
+def test_numeric_only_corr_cov_frame(kernel, numeric_only, use_arg):
+    # GH#46560
+    df = DataFrame({"a": [1, 2, 3], "b": 2, "c": 3})
+    df["c"] = df["c"].astype(object)
+    arg = (df,) if use_arg else ()
+    expanding = df.expanding()
+    op = getattr(expanding, kernel)
+    result = op(*arg, numeric_only=numeric_only)
+
+    # Compare result to op using float dtypes, dropping c when numeric_only is True
+    columns = ["a", "b"] if numeric_only else ["a", "b", "c"]
+    df2 = df[columns].astype(float)
+    arg2 = (df2,) if use_arg else ()
+    expanding2 = df2.expanding()
+    op2 = getattr(expanding2, kernel)
+    expected = op2(*arg2, numeric_only=numeric_only)
+
+    tm.assert_frame_equal(result, expected)
+
+
+@pytest.mark.parametrize("dtype", [int, object])
+def test_numeric_only_series(arithmetic_win_operators, numeric_only, dtype):
+    # GH#46560
+    kernel = arithmetic_win_operators
+    ser = Series([1], dtype=dtype)
+    expanding = ser.expanding()
+    op = getattr(expanding, kernel)
+    if numeric_only and dtype is object:
+        msg = f"Expanding.{kernel} does not implement numeric_only"
+        with pytest.raises(NotImplementedError, match=msg):
+            op(numeric_only=numeric_only)
+    else:
+        result = op(numeric_only=numeric_only)
+        expected = ser.agg([kernel]).reset_index(drop=True).astype(float)
+        tm.assert_series_equal(result, expected)
+
+
+@pytest.mark.parametrize("kernel", ["corr", "cov"])
+@pytest.mark.parametrize("use_arg", [True, False])
+@pytest.mark.parametrize("dtype", [int, object])
+def test_numeric_only_corr_cov_series(kernel, use_arg, numeric_only, dtype):
+    # GH#46560
+    ser = Series([1, 2, 3], dtype=dtype)
+    arg = (ser,) if use_arg else ()
+    expanding = ser.expanding()
+    op = getattr(expanding, kernel)
+    if numeric_only and dtype is object:
+        msg = f"Expanding.{kernel} does not implement numeric_only"
+        with pytest.raises(NotImplementedError, match=msg):
+            op(*arg, numeric_only=numeric_only)
+    else:
+        result = op(*arg, numeric_only=numeric_only)
+
+        ser2 = ser.astype(float)
+        arg2 = (ser2,) if use_arg else ()
+        expanding2 = ser2.expanding()
+        op2 = getattr(expanding2, kernel)
+        expected = op2(*arg2, numeric_only=numeric_only)
+        tm.assert_series_equal(result, expected)
+
+
+def test_keyword_quantile_deprecated():
+    # GH #52550
+    ser = Series([1, 2, 3, 4])
+    with tm.assert_produces_warning(FutureWarning):
+        ser.expanding().quantile(quantile=0.5)

venv/lib/python3.12/site-packages/pandas/tests/window/test_numba.py

@@ -0,0 +1,455 @@
+import numpy as np
+import pytest
+
+from pandas.errors import NumbaUtilError
+import pandas.util._test_decorators as td
+
+from pandas import (
+    DataFrame,
+    Series,
+    option_context,
+    to_datetime,
+)
+import pandas._testing as tm
+
+pytestmark = pytest.mark.single_cpu
+
+
+@pytest.fixture(params=["single", "table"])
+def method(request):
+    """method keyword in rolling/expanding/ewm constructor"""
+    return request.param
+
+
+@pytest.fixture(
+    params=[
+        ["sum", {}],
+        ["mean", {}],
+        ["median", {}],
+        ["max", {}],
+        ["min", {}],
+        ["var", {}],
+        ["var", {"ddof": 0}],
+        ["std", {}],
+        ["std", {"ddof": 0}],
+    ]
+)
+def arithmetic_numba_supported_operators(request):
+    return request.param
+
+
+@td.skip_if_no("numba")
+@pytest.mark.filterwarnings("ignore")
+# Filter warnings when parallel=True and the function can't be parallelized by Numba
+class TestEngine:
+    @pytest.mark.parametrize("jit", [True, False])
+    def test_numba_vs_cython_apply(self, jit, nogil, parallel, nopython, center, step):
+        def f(x, *args):
+            arg_sum = 0
+            for arg in args:
+                arg_sum += arg
+            return np.mean(x) + arg_sum
+
+        if jit:
+            import numba
+
+            f = numba.jit(f)
+
+        engine_kwargs = {"nogil": nogil, "parallel": parallel, "nopython": nopython}
+        args = (2,)
+
+        s = Series(range(10))
+        result = s.rolling(2, center=center, step=step).apply(
+            f, args=args, engine="numba", engine_kwargs=engine_kwargs, raw=True
+        )
+        expected = s.rolling(2, center=center, step=step).apply(
+            f, engine="cython", args=args, raw=True
+        )
+        tm.assert_series_equal(result, expected)
+
+    @pytest.mark.parametrize(
+        "data",
+        [
+            DataFrame(np.eye(5)),
+            DataFrame(
+                [
+                    [5, 7, 7, 7, np.nan, np.inf, 4, 3, 3, 3],
+                    [5, 7, 7, 7, np.nan, np.inf, 7, 3, 3, 3],
+                    [np.nan, np.nan, 5, 6, 7, 5, 5, 5, 5, 5],
+                ]
+            ).T,
+            Series(range(5), name="foo"),
+            Series([20, 10, 10, np.inf, 1, 1, 2, 3]),
+            Series([20, 10, 10, np.nan, 10, 1, 2, 3]),
+        ],
+    )
+    def test_numba_vs_cython_rolling_methods(
+        self,
+        data,
+        nogil,
+        parallel,
+        nopython,
+        arithmetic_numba_supported_operators,
+        step,
+    ):
+        method, kwargs = arithmetic_numba_supported_operators
+
+        engine_kwargs = {"nogil": nogil, "parallel": parallel, "nopython": nopython}
+
+        roll = data.rolling(3, step=step)
+        result = getattr(roll, method)(
+            engine="numba", engine_kwargs=engine_kwargs, **kwargs
+        )
+        expected = getattr(roll, method)(engine="cython", **kwargs)
+        tm.assert_equal(result, expected)
+
+    @pytest.mark.parametrize(
+        "data", [DataFrame(np.eye(5)), Series(range(5), name="foo")]
+    )
+    def test_numba_vs_cython_expanding_methods(
+        self, data, nogil, parallel, nopython, arithmetic_numba_supported_operators
+    ):
+        method, kwargs = arithmetic_numba_supported_operators
+
+        engine_kwargs = {"nogil": nogil, "parallel": parallel, "nopython": nopython}
+
+        data = DataFrame(np.eye(5))
+        expand = data.expanding()
+        result = getattr(expand, method)(
+            engine="numba", engine_kwargs=engine_kwargs, **kwargs
+        )
+        expected = getattr(expand, method)(engine="cython", **kwargs)
+        tm.assert_equal(result, expected)
+
+    @pytest.mark.parametrize("jit", [True, False])
+    def test_cache_apply(self, jit, nogil, parallel, nopython, step):
+        # Test that the functions are cached correctly if we switch functions
+        def func_1(x):
+            return np.mean(x) + 4
+
+        def func_2(x):
+            return np.std(x) * 5
+
+        if jit:
+            import numba
+
+            func_1 = numba.jit(func_1)
+            func_2 = numba.jit(func_2)
+
+        engine_kwargs = {"nogil": nogil, "parallel": parallel, "nopython": nopython}
+
+        roll = Series(range(10)).rolling(2, step=step)
+        result = roll.apply(
+            func_1, engine="numba", engine_kwargs=engine_kwargs, raw=True
+        )
+        expected = roll.apply(func_1, engine="cython", raw=True)
+        tm.assert_series_equal(result, expected)
+
+        result = roll.apply(
+            func_2, engine="numba", engine_kwargs=engine_kwargs, raw=True
+        )
+        expected = roll.apply(func_2, engine="cython", raw=True)
+        tm.assert_series_equal(result, expected)
+        # This run should use the cached func_1
+        result = roll.apply(
+            func_1, engine="numba", engine_kwargs=engine_kwargs, raw=True
+        )
+        expected = roll.apply(func_1, engine="cython", raw=True)
+        tm.assert_series_equal(result, expected)
+
+    @pytest.mark.parametrize(
+        "window,window_kwargs",
+        [
+            ["rolling", {"window": 3, "min_periods": 0}],
+            ["expanding", {}],
+        ],
+    )
+    def test_dont_cache_args(
+        self, window, window_kwargs, nogil, parallel, nopython, method
+    ):
+        # GH 42287
+
+        def add(values, x):
+            return np.sum(values) + x
+
+        engine_kwargs = {"nopython": nopython, "nogil": nogil, "parallel": parallel}
+        df = DataFrame({"value": [0, 0, 0]})
+        result = getattr(df, window)(method=method, **window_kwargs).apply(
+            add, raw=True, engine="numba", engine_kwargs=engine_kwargs, args=(1,)
+        )
+        expected = DataFrame({"value": [1.0, 1.0, 1.0]})
+        tm.assert_frame_equal(result, expected)
+
+        result = getattr(df, window)(method=method, **window_kwargs).apply(
+            add, raw=True, engine="numba", engine_kwargs=engine_kwargs, args=(2,)
+        )
+        expected = DataFrame({"value": [2.0, 2.0, 2.0]})
+        tm.assert_frame_equal(result, expected)
+
+    def test_dont_cache_engine_kwargs(self):
+        # If the user passes a different set of engine_kwargs don't return the same
+        # jitted function
+        nogil = False
+        parallel = True
+        nopython = True
+
+        def func(x):
+            return nogil + parallel + nopython
+
+        engine_kwargs = {"nopython": nopython, "nogil": nogil, "parallel": parallel}
+        df = DataFrame({"value": [0, 0, 0]})
+        result = df.rolling(1).apply(
+            func, raw=True, engine="numba", engine_kwargs=engine_kwargs
+        )
+        expected = DataFrame({"value": [2.0, 2.0, 2.0]})
+        tm.assert_frame_equal(result, expected)
+
+        parallel = False
+        engine_kwargs = {"nopython": nopython, "nogil": nogil, "parallel": parallel}
+        result = df.rolling(1).apply(
+            func, raw=True, engine="numba", engine_kwargs=engine_kwargs
+        )
+        expected = DataFrame({"value": [1.0, 1.0, 1.0]})
+        tm.assert_frame_equal(result, expected)
+
+
+@td.skip_if_no("numba")
+class TestEWM:
+    @pytest.mark.parametrize(
+        "grouper", [lambda x: x, lambda x: x.groupby("A")], ids=["None", "groupby"]
+    )
+    @pytest.mark.parametrize("method", ["mean", "sum"])
+    def test_invalid_engine(self, grouper, method):
+        df = DataFrame({"A": ["a", "b", "a", "b"], "B": range(4)})
+        with pytest.raises(ValueError, match="engine must be either"):
+            getattr(grouper(df).ewm(com=1.0), method)(engine="foo")
+
+    @pytest.mark.parametrize(
+        "grouper", [lambda x: x, lambda x: x.groupby("A")], ids=["None", "groupby"]
+    )
+    @pytest.mark.parametrize("method", ["mean", "sum"])
+    def test_invalid_engine_kwargs(self, grouper, method):
+        df = DataFrame({"A": ["a", "b", "a", "b"], "B": range(4)})
+        with pytest.raises(ValueError, match="cython engine does not"):
+            getattr(grouper(df).ewm(com=1.0), method)(
+                engine="cython", engine_kwargs={"nopython": True}
+            )
+
+    @pytest.mark.parametrize("grouper", ["None", "groupby"])
+    @pytest.mark.parametrize("method", ["mean", "sum"])
+    def test_cython_vs_numba(
+        self, grouper, method, nogil, parallel, nopython, ignore_na, adjust
+    ):
+        df = DataFrame({"B": range(4)})
+        if grouper == "None":
+            grouper = lambda x: x
+        else:
+            df["A"] = ["a", "b", "a", "b"]
+            grouper = lambda x: x.groupby("A")
+        if method == "sum":
+            adjust = True
+        ewm = grouper(df).ewm(com=1.0, adjust=adjust, ignore_na=ignore_na)
+
+        engine_kwargs = {"nogil": nogil, "parallel": parallel, "nopython": nopython}
+        result = getattr(ewm, method)(engine="numba", engine_kwargs=engine_kwargs)
+        expected = getattr(ewm, method)(engine="cython")
+
+        tm.assert_frame_equal(result, expected)
+
+    @pytest.mark.parametrize("grouper", ["None", "groupby"])
+    def test_cython_vs_numba_times(self, grouper, nogil, parallel, nopython, ignore_na):
+        # GH 40951
+
+        df = DataFrame({"B": [0, 0, 1, 1, 2, 2]})
+        if grouper == "None":
+            grouper = lambda x: x
+        else:
+            grouper = lambda x: x.groupby("A")
+            df["A"] = ["a", "b", "a", "b", "b", "a"]
+
+        halflife = "23 days"
+        times = to_datetime(
+            [
+                "2020-01-01",
+                "2020-01-01",
+                "2020-01-02",
+                "2020-01-10",
+                "2020-02-23",
+                "2020-01-03",
+            ]
+        )
+        ewm = grouper(df).ewm(
+            halflife=halflife, adjust=True, ignore_na=ignore_na, times=times
+        )
+
+        engine_kwargs = {"nogil": nogil, "parallel": parallel, "nopython": nopython}
+
+        result = ewm.mean(engine="numba", engine_kwargs=engine_kwargs)
+        expected = ewm.mean(engine="cython")
+
+        tm.assert_frame_equal(result, expected)
+
+
+@td.skip_if_no("numba")
+def test_use_global_config():
+    def f(x):
+        return np.mean(x) + 2
+
+    s = Series(range(10))
+    with option_context("compute.use_numba", True):
+        result = s.rolling(2).apply(f, engine=None, raw=True)
+    expected = s.rolling(2).apply(f, engine="numba", raw=True)
+    tm.assert_series_equal(expected, result)
+
+
+@td.skip_if_no("numba")
+def test_invalid_kwargs_nopython():
+    with pytest.raises(NumbaUtilError, match="numba does not support kwargs with"):
+        Series(range(1)).rolling(1).apply(
+            lambda x: x, kwargs={"a": 1}, engine="numba", raw=True
+        )
+
+
+@td.skip_if_no("numba")
+@pytest.mark.slow
+@pytest.mark.filterwarnings("ignore")
+# Filter warnings when parallel=True and the function can't be parallelized by Numba
+class TestTableMethod:
+    def test_table_series_valueerror(self):
+        def f(x):
+            return np.sum(x, axis=0) + 1
+
+        with pytest.raises(
+            ValueError, match="method='table' not applicable for Series objects."
+        ):
+            Series(range(1)).rolling(1, method="table").apply(
+                f, engine="numba", raw=True
+            )
+
+    def test_table_method_rolling_methods(
+        self,
+        axis,
+        nogil,
+        parallel,
+        nopython,
+        arithmetic_numba_supported_operators,
+        step,
+    ):
+        method, kwargs = arithmetic_numba_supported_operators
+
+        engine_kwargs = {"nogil": nogil, "parallel": parallel, "nopython": nopython}
+
+        df = DataFrame(np.eye(3))
+        roll_table = df.rolling(2, method="table", axis=axis, min_periods=0, step=step)
+        if method in ("var", "std"):
+            with pytest.raises(NotImplementedError, match=f"{method} not supported"):
+                getattr(roll_table, method)(
+                    engine_kwargs=engine_kwargs, engine="numba", **kwargs
+                )
+        else:
+            roll_single = df.rolling(
+                2, method="single", axis=axis, min_periods=0, step=step
+            )
+            result = getattr(roll_table, method)(
+                engine_kwargs=engine_kwargs, engine="numba", **kwargs
+            )
+            expected = getattr(roll_single, method)(
+                engine_kwargs=engine_kwargs, engine="numba", **kwargs
+            )
+            tm.assert_frame_equal(result, expected)
+
+    def test_table_method_rolling_apply(self, axis, nogil, parallel, nopython, step):
+        engine_kwargs = {"nogil": nogil, "parallel": parallel, "nopython": nopython}
+
+        def f(x):
+            return np.sum(x, axis=0) + 1
+
+        df = DataFrame(np.eye(3))
+        result = df.rolling(
+            2, method="table", axis=axis, min_periods=0, step=step
+        ).apply(f, raw=True, engine_kwargs=engine_kwargs, engine="numba")
+        expected = df.rolling(
+            2, method="single", axis=axis, min_periods=0, step=step
+        ).apply(f, raw=True, engine_kwargs=engine_kwargs, engine="numba")
+        tm.assert_frame_equal(result, expected)
+
+    def test_table_method_rolling_weighted_mean(self, step):
+        def weighted_mean(x):
+            arr = np.ones((1, x.shape[1]))
+            arr[:, :2] = (x[:, :2] * x[:, 2]).sum(axis=0) / x[:, 2].sum()
+            return arr
+
+        df = DataFrame([[1, 2, 0.6], [2, 3, 0.4], [3, 4, 0.2], [4, 5, 0.7]])
+        result = df.rolling(2, method="table", min_periods=0, step=step).apply(
+            weighted_mean, raw=True, engine="numba"
+        )
+        expected = DataFrame(
+            [
+                [1.0, 2.0, 1.0],
+                [1.8, 2.0, 1.0],
+                [3.333333, 2.333333, 1.0],
+                [1.555556, 7, 1.0],
+            ]
+        )[::step]
+        tm.assert_frame_equal(result, expected)
+
+    def test_table_method_expanding_apply(self, axis, nogil, parallel, nopython):
+        engine_kwargs = {"nogil": nogil, "parallel": parallel, "nopython": nopython}
+
+        def f(x):
+            return np.sum(x, axis=0) + 1
+
+        df = DataFrame(np.eye(3))
+        result = df.expanding(method="table", axis=axis).apply(
+            f, raw=True, engine_kwargs=engine_kwargs, engine="numba"
+        )
+        expected = df.expanding(method="single", axis=axis).apply(
+            f, raw=True, engine_kwargs=engine_kwargs, engine="numba"
+        )
+        tm.assert_frame_equal(result, expected)
+
+    def test_table_method_expanding_methods(
+        self, axis, nogil, parallel, nopython, arithmetic_numba_supported_operators
+    ):
+        method, kwargs = arithmetic_numba_supported_operators
+
+        engine_kwargs = {"nogil": nogil, "parallel": parallel, "nopython": nopython}
+
+        df = DataFrame(np.eye(3))
+        expand_table = df.expanding(method="table", axis=axis)
+        if method in ("var", "std"):
+            with pytest.raises(NotImplementedError, match=f"{method} not supported"):
+                getattr(expand_table, method)(
+                    engine_kwargs=engine_kwargs, engine="numba", **kwargs
+                )
+        else:
+            expand_single = df.expanding(method="single", axis=axis)
+            result = getattr(expand_table, method)(
+                engine_kwargs=engine_kwargs, engine="numba", **kwargs
+            )
+            expected = getattr(expand_single, method)(
+                engine_kwargs=engine_kwargs, engine="numba", **kwargs
+            )
+            tm.assert_frame_equal(result, expected)
+
+    @pytest.mark.parametrize("data", [np.eye(3), np.ones((2, 3)), np.ones((3, 2))])
+    @pytest.mark.parametrize("method", ["mean", "sum"])
+    def test_table_method_ewm(self, data, method, axis, nogil, parallel, nopython):
+        engine_kwargs = {"nogil": nogil, "parallel": parallel, "nopython": nopython}
+
+        df = DataFrame(data)
+
+        result = getattr(df.ewm(com=1, method="table", axis=axis), method)(
+            engine_kwargs=engine_kwargs, engine="numba"
+        )
+        expected = getattr(df.ewm(com=1, method="single", axis=axis), method)(
+            engine_kwargs=engine_kwargs, engine="numba"
+        )
+        tm.assert_frame_equal(result, expected)
+
+
+@td.skip_if_no("numba")
+def test_npfunc_no_warnings():
+    df = DataFrame({"col1": [1, 2, 3, 4, 5]})
+    with tm.assert_produces_warning(False):
+        df.col1.rolling(2).apply(np.prod, raw=True, engine="numba")

venv/lib/python3.12/site-packages/pandas/tests/window/test_online.py

@@ -0,0 +1,103 @@
+import numpy as np
+import pytest
+
+from pandas import (
+    DataFrame,
+    Series,
+)
+import pandas._testing as tm
+
+pytestmark = pytest.mark.single_cpu
+
+pytest.importorskip("numba")
+
+
+@pytest.mark.filterwarnings("ignore")
+# Filter warnings when parallel=True and the function can't be parallelized by Numba
+class TestEWM:
+    def test_invalid_update(self):
+        df = DataFrame({"a": range(5), "b": range(5)})
+        online_ewm = df.head(2).ewm(0.5).online()
+        with pytest.raises(
+            ValueError,
+            match="Must call mean with update=None first before passing update",
+        ):
+            online_ewm.mean(update=df.head(1))
+
+    @pytest.mark.slow
+    @pytest.mark.parametrize(
+        "obj", [DataFrame({"a": range(5), "b": range(5)}), Series(range(5), name="foo")]
+    )
+    def test_online_vs_non_online_mean(
+        self, obj, nogil, parallel, nopython, adjust, ignore_na
+    ):
+        expected = obj.ewm(0.5, adjust=adjust, ignore_na=ignore_na).mean()
+        engine_kwargs = {"nogil": nogil, "parallel": parallel, "nopython": nopython}
+
+        online_ewm = (
+            obj.head(2)
+            .ewm(0.5, adjust=adjust, ignore_na=ignore_na)
+            .online(engine_kwargs=engine_kwargs)
+        )
+        # Test resetting once
+        for _ in range(2):
+            result = online_ewm.mean()
+            tm.assert_equal(result, expected.head(2))
+
+            result = online_ewm.mean(update=obj.tail(3))
+            tm.assert_equal(result, expected.tail(3))
+
+            online_ewm.reset()
+
+    @pytest.mark.xfail(raises=NotImplementedError)
+    @pytest.mark.parametrize(
+        "obj", [DataFrame({"a": range(5), "b": range(5)}), Series(range(5), name="foo")]
+    )
+    def test_update_times_mean(
+        self, obj, nogil, parallel, nopython, adjust, ignore_na, halflife_with_times
+    ):
+        times = Series(
+            np.array(
+                ["2020-01-01", "2020-01-05", "2020-01-07", "2020-01-17", "2020-01-21"],
+                dtype="datetime64[ns]",
+            )
+        )
+        expected = obj.ewm(
+            0.5,
+            adjust=adjust,
+            ignore_na=ignore_na,
+            times=times,
+            halflife=halflife_with_times,
+        ).mean()
+
+        engine_kwargs = {"nogil": nogil, "parallel": parallel, "nopython": nopython}
+        online_ewm = (
+            obj.head(2)
+            .ewm(
+                0.5,
+                adjust=adjust,
+                ignore_na=ignore_na,
+                times=times.head(2),
+                halflife=halflife_with_times,
+            )
+            .online(engine_kwargs=engine_kwargs)
+        )
+        # Test resetting once
+        for _ in range(2):
+            result = online_ewm.mean()
+            tm.assert_equal(result, expected.head(2))
+
+            result = online_ewm.mean(update=obj.tail(3), update_times=times.tail(3))
+            tm.assert_equal(result, expected.tail(3))
+
+            online_ewm.reset()
+
+    @pytest.mark.parametrize("method", ["aggregate", "std", "corr", "cov", "var"])
+    def test_ewm_notimplementederror_raises(self, method):
+        ser = Series(range(10))
+        kwargs = {}
+        if method == "aggregate":
+            kwargs["func"] = lambda x: x
+
+        with pytest.raises(NotImplementedError, match=".* is not implemented."):
+            getattr(ser.ewm(1).online(), method)(**kwargs)

venv/lib/python3.12/site-packages/pandas/tests/window/test_pairwise.py

@@ -0,0 +1,445 @@
+import numpy as np
+import pytest
+
+from pandas.compat import IS64
+
+from pandas import (
+    DataFrame,
+    Index,
+    MultiIndex,
+    Series,
+    date_range,
+)
+import pandas._testing as tm
+from pandas.core.algorithms import safe_sort
+
+
+@pytest.fixture(
+    params=[
+        DataFrame([[2, 4], [1, 2], [5, 2], [8, 1]], columns=[1, 0]),
+        DataFrame([[2, 4], [1, 2], [5, 2], [8, 1]], columns=[1, 1]),
+        DataFrame([[2, 4], [1, 2], [5, 2], [8, 1]], columns=["C", "C"]),
+        DataFrame([[2, 4], [1, 2], [5, 2], [8, 1]], columns=[1.0, 0]),
+        DataFrame([[2, 4], [1, 2], [5, 2], [8, 1]], columns=[0.0, 1]),
+        DataFrame([[2, 4], [1, 2], [5, 2], [8, 1]], columns=["C", 1]),
+        DataFrame([[2.0, 4.0], [1.0, 2.0], [5.0, 2.0], [8.0, 1.0]], columns=[1, 0.0]),
+        DataFrame([[2, 4.0], [1, 2.0], [5, 2.0], [8, 1.0]], columns=[0, 1.0]),
+        DataFrame([[2, 4], [1, 2], [5, 2], [8, 1.0]], columns=[1.0, "X"]),
+    ]
+)
+def pairwise_frames(request):
+    """Pairwise frames test_pairwise"""
+    return request.param
+
+
+@pytest.fixture
+def pairwise_target_frame():
+    """Pairwise target frame for test_pairwise"""
+    return DataFrame([[2, 4], [1, 2], [5, 2], [8, 1]], columns=[0, 1])
+
+
+@pytest.fixture
+def pairwise_other_frame():
+    """Pairwise other frame for test_pairwise"""
+    return DataFrame(
+        [[None, 1, 1], [None, 1, 2], [None, 3, 2], [None, 8, 1]],
+        columns=["Y", "Z", "X"],
+    )
+
+
+def test_rolling_cov(series):
+    A = series
+    B = A + np.random.default_rng(2).standard_normal(len(A))
+
+    result = A.rolling(window=50, min_periods=25).cov(B)
+    tm.assert_almost_equal(result.iloc[-1], np.cov(A[-50:], B[-50:])[0, 1])
+
+
+def test_rolling_corr(series):
+    A = series
+    B = A + np.random.default_rng(2).standard_normal(len(A))
+
+    result = A.rolling(window=50, min_periods=25).corr(B)
+    tm.assert_almost_equal(result.iloc[-1], np.corrcoef(A[-50:], B[-50:])[0, 1])
+
+
+def test_rolling_corr_bias_correction():
+    # test for correct bias correction
+    a = Series(
+        np.arange(20, dtype=np.float64), index=date_range("2020-01-01", periods=20)
+    )
+    b = a.copy()
+    a[:5] = np.nan
+    b[:10] = np.nan
+
+    result = a.rolling(window=len(a), min_periods=1).corr(b)
+    tm.assert_almost_equal(result.iloc[-1], a.corr(b))
+
+
+@pytest.mark.parametrize("func", ["cov", "corr"])
+def test_rolling_pairwise_cov_corr(func, frame):
+    result = getattr(frame.rolling(window=10, min_periods=5), func)()
+    result = result.loc[(slice(None), 1), 5]
+    result.index = result.index.droplevel(1)
+    expected = getattr(frame[1].rolling(window=10, min_periods=5), func)(frame[5])
+    tm.assert_series_equal(result, expected, check_names=False)
+
+
+@pytest.mark.parametrize("method", ["corr", "cov"])
+def test_flex_binary_frame(method, frame):
+    series = frame[1]
+
+    res = getattr(series.rolling(window=10), method)(frame)
+    res2 = getattr(frame.rolling(window=10), method)(series)
+    exp = frame.apply(lambda x: getattr(series.rolling(window=10), method)(x))
+
+    tm.assert_frame_equal(res, exp)
+    tm.assert_frame_equal(res2, exp)
+
+    frame2 = frame.copy()
+    frame2 = DataFrame(
+        np.random.default_rng(2).standard_normal(frame2.shape),
+        index=frame2.index,
+        columns=frame2.columns,
+    )
+
+    res3 = getattr(frame.rolling(window=10), method)(frame2)
+    exp = DataFrame(
+        {k: getattr(frame[k].rolling(window=10), method)(frame2[k]) for k in frame}
+    )
+    tm.assert_frame_equal(res3, exp)
+
+
+@pytest.mark.parametrize("window", range(7))
+def test_rolling_corr_with_zero_variance(window):
+    # GH 18430
+    s = Series(np.zeros(20))
+    other = Series(np.arange(20))
+
+    assert s.rolling(window=window).corr(other=other).isna().all()
+
+
+def test_corr_sanity():
+    # GH 3155
+    df = DataFrame(
+        np.array(
+            [
+                [0.87024726, 0.18505595],
+                [0.64355431, 0.3091617],
+                [0.92372966, 0.50552513],
+                [0.00203756, 0.04520709],
+                [0.84780328, 0.33394331],
+                [0.78369152, 0.63919667],
+            ]
+        )
+    )
+
+    res = df[0].rolling(5, center=True).corr(df[1])
+    assert all(np.abs(np.nan_to_num(x)) <= 1 for x in res)
+
+    df = DataFrame(np.random.default_rng(2).random((30, 2)))
+    res = df[0].rolling(5, center=True).corr(df[1])
+    assert all(np.abs(np.nan_to_num(x)) <= 1 for x in res)
+
+
+def test_rolling_cov_diff_length():
+    # GH 7512
+    s1 = Series([1, 2, 3], index=[0, 1, 2])
+    s2 = Series([1, 3], index=[0, 2])
+    result = s1.rolling(window=3, min_periods=2).cov(s2)
+    expected = Series([None, None, 2.0])
+    tm.assert_series_equal(result, expected)
+
+    s2a = Series([1, None, 3], index=[0, 1, 2])
+    result = s1.rolling(window=3, min_periods=2).cov(s2a)
+    tm.assert_series_equal(result, expected)
+
+
+def test_rolling_corr_diff_length():
+    # GH 7512
+    s1 = Series([1, 2, 3], index=[0, 1, 2])
+    s2 = Series([1, 3], index=[0, 2])
+    result = s1.rolling(window=3, min_periods=2).corr(s2)
+    expected = Series([None, None, 1.0])
+    tm.assert_series_equal(result, expected)
+
+    s2a = Series([1, None, 3], index=[0, 1, 2])
+    result = s1.rolling(window=3, min_periods=2).corr(s2a)
+    tm.assert_series_equal(result, expected)
+
+
+@pytest.mark.parametrize(
+    "f",
+    [
+        lambda x: (x.rolling(window=10, min_periods=5).cov(x, pairwise=True)),
+        lambda x: (x.rolling(window=10, min_periods=5).corr(x, pairwise=True)),
+    ],
+)
+def test_rolling_functions_window_non_shrinkage_binary(f):
+    # corr/cov return a MI DataFrame
+    df = DataFrame(
+        [[1, 5], [3, 2], [3, 9], [-1, 0]],
+        columns=Index(["A", "B"], name="foo"),
+        index=Index(range(4), name="bar"),
+    )
+    df_expected = DataFrame(
+        columns=Index(["A", "B"], name="foo"),
+        index=MultiIndex.from_product([df.index, df.columns], names=["bar", "foo"]),
+        dtype="float64",
+    )
+    df_result = f(df)
+    tm.assert_frame_equal(df_result, df_expected)
+
+
+@pytest.mark.parametrize(
+    "f",
+    [
+        lambda x: (x.rolling(window=10, min_periods=5).cov(x, pairwise=True)),
+        lambda x: (x.rolling(window=10, min_periods=5).corr(x, pairwise=True)),
+    ],
+)
+def test_moment_functions_zero_length_pairwise(f):
+    df1 = DataFrame()
+    df2 = DataFrame(columns=Index(["a"], name="foo"), index=Index([], name="bar"))
+    df2["a"] = df2["a"].astype("float64")
+
+    df1_expected = DataFrame(index=MultiIndex.from_product([df1.index, df1.columns]))
+    df2_expected = DataFrame(
+        index=MultiIndex.from_product([df2.index, df2.columns], names=["bar", "foo"]),
+        columns=Index(["a"], name="foo"),
+        dtype="float64",
+    )
+
+    df1_result = f(df1)
+    tm.assert_frame_equal(df1_result, df1_expected)
+
+    df2_result = f(df2)
+    tm.assert_frame_equal(df2_result, df2_expected)
+
+
+class TestPairwise:
+    # GH 7738
+    @pytest.mark.parametrize("f", [lambda x: x.cov(), lambda x: x.corr()])
+    def test_no_flex(self, pairwise_frames, pairwise_target_frame, f):
+        # DataFrame methods (which do not call flex_binary_moment())
+
+        result = f(pairwise_frames)
+        tm.assert_index_equal(result.index, pairwise_frames.columns)
+        tm.assert_index_equal(result.columns, pairwise_frames.columns)
+        expected = f(pairwise_target_frame)
+        # since we have sorted the results
+        # we can only compare non-nans
+        result = result.dropna().values
+        expected = expected.dropna().values
+
+        tm.assert_numpy_array_equal(result, expected, check_dtype=False)
+
+    @pytest.mark.parametrize(
+        "f",
+        [
+            lambda x: x.expanding().cov(pairwise=True),
+            lambda x: x.expanding().corr(pairwise=True),
+            lambda x: x.rolling(window=3).cov(pairwise=True),
+            lambda x: x.rolling(window=3).corr(pairwise=True),
+            lambda x: x.ewm(com=3).cov(pairwise=True),
+            lambda x: x.ewm(com=3).corr(pairwise=True),
+        ],
+    )
+    def test_pairwise_with_self(self, pairwise_frames, pairwise_target_frame, f):
+        # DataFrame with itself, pairwise=True
+        # note that we may construct the 1st level of the MI
+        # in a non-monotonic way, so compare accordingly
+        result = f(pairwise_frames)
+        tm.assert_index_equal(
+            result.index.levels[0], pairwise_frames.index, check_names=False
+        )
+        tm.assert_index_equal(
+            safe_sort(result.index.levels[1]),
+            safe_sort(pairwise_frames.columns.unique()),
+        )
+        tm.assert_index_equal(result.columns, pairwise_frames.columns)
+        expected = f(pairwise_target_frame)
+        # since we have sorted the results
+        # we can only compare non-nans
+        result = result.dropna().values
+        expected = expected.dropna().values
+
+        tm.assert_numpy_array_equal(result, expected, check_dtype=False)
+
+    @pytest.mark.parametrize(
+        "f",
+        [
+            lambda x: x.expanding().cov(pairwise=False),
+            lambda x: x.expanding().corr(pairwise=False),
+            lambda x: x.rolling(window=3).cov(pairwise=False),
+            lambda x: x.rolling(window=3).corr(pairwise=False),
+            lambda x: x.ewm(com=3).cov(pairwise=False),
+            lambda x: x.ewm(com=3).corr(pairwise=False),
+        ],
+    )
+    def test_no_pairwise_with_self(self, pairwise_frames, pairwise_target_frame, f):
+        # DataFrame with itself, pairwise=False
+        result = f(pairwise_frames)
+        tm.assert_index_equal(result.index, pairwise_frames.index)
+        tm.assert_index_equal(result.columns, pairwise_frames.columns)
+        expected = f(pairwise_target_frame)
+        # since we have sorted the results
+        # we can only compare non-nans
+        result = result.dropna().values
+        expected = expected.dropna().values
+
+        tm.assert_numpy_array_equal(result, expected, check_dtype=False)
+
+    @pytest.mark.parametrize(
+        "f",
+        [
+            lambda x, y: x.expanding().cov(y, pairwise=True),
+            lambda x, y: x.expanding().corr(y, pairwise=True),
+            lambda x, y: x.rolling(window=3).cov(y, pairwise=True),
+            # TODO: We're missing a flag somewhere in meson
+            pytest.param(
+                lambda x, y: x.rolling(window=3).corr(y, pairwise=True),
+                marks=pytest.mark.xfail(
+                    not IS64, reason="Precision issues on 32 bit", strict=False
+                ),
+            ),
+            lambda x, y: x.ewm(com=3).cov(y, pairwise=True),
+            lambda x, y: x.ewm(com=3).corr(y, pairwise=True),
+        ],
+    )
+    def test_pairwise_with_other(
+        self, pairwise_frames, pairwise_target_frame, pairwise_other_frame, f
+    ):
+        # DataFrame with another DataFrame, pairwise=True
+        result = f(pairwise_frames, pairwise_other_frame)
+        tm.assert_index_equal(
+            result.index.levels[0], pairwise_frames.index, check_names=False
+        )
+        tm.assert_index_equal(
+            safe_sort(result.index.levels[1]),
+            safe_sort(pairwise_other_frame.columns.unique()),
+        )
+        expected = f(pairwise_target_frame, pairwise_other_frame)
+        # since we have sorted the results
+        # we can only compare non-nans
+        result = result.dropna().values
+        expected = expected.dropna().values
+
+        tm.assert_numpy_array_equal(result, expected, check_dtype=False)
+
+    @pytest.mark.filterwarnings("ignore:RuntimeWarning")
+    @pytest.mark.parametrize(
+        "f",
+        [
+            lambda x, y: x.expanding().cov(y, pairwise=False),
+            lambda x, y: x.expanding().corr(y, pairwise=False),
+            lambda x, y: x.rolling(window=3).cov(y, pairwise=False),
+            lambda x, y: x.rolling(window=3).corr(y, pairwise=False),
+            lambda x, y: x.ewm(com=3).cov(y, pairwise=False),
+            lambda x, y: x.ewm(com=3).corr(y, pairwise=False),
+        ],
+    )
+    def test_no_pairwise_with_other(self, pairwise_frames, pairwise_other_frame, f):
+        # DataFrame with another DataFrame, pairwise=False
+        result = (
+            f(pairwise_frames, pairwise_other_frame)
+            if pairwise_frames.columns.is_unique
+            else None
+        )
+        if result is not None:
+            # we can have int and str columns
+            expected_index = pairwise_frames.index.union(pairwise_other_frame.index)
+            expected_columns = pairwise_frames.columns.union(
+                pairwise_other_frame.columns
+            )
+            tm.assert_index_equal(result.index, expected_index)
+            tm.assert_index_equal(result.columns, expected_columns)
+        else:
+            with pytest.raises(ValueError, match="'arg1' columns are not unique"):
+                f(pairwise_frames, pairwise_other_frame)
+            with pytest.raises(ValueError, match="'arg2' columns are not unique"):
+                f(pairwise_other_frame, pairwise_frames)
+
+    @pytest.mark.parametrize(
+        "f",
+        [
+            lambda x, y: x.expanding().cov(y),
+            lambda x, y: x.expanding().corr(y),
+            lambda x, y: x.rolling(window=3).cov(y),
+            lambda x, y: x.rolling(window=3).corr(y),
+            lambda x, y: x.ewm(com=3).cov(y),
+            lambda x, y: x.ewm(com=3).corr(y),
+        ],
+    )
+    def test_pairwise_with_series(self, pairwise_frames, pairwise_target_frame, f):
+        # DataFrame with a Series
+        result = f(pairwise_frames, Series([1, 1, 3, 8]))
+        tm.assert_index_equal(result.index, pairwise_frames.index)
+        tm.assert_index_equal(result.columns, pairwise_frames.columns)
+        expected = f(pairwise_target_frame, Series([1, 1, 3, 8]))
+        # since we have sorted the results
+        # we can only compare non-nans
+        result = result.dropna().values
+        expected = expected.dropna().values
+        tm.assert_numpy_array_equal(result, expected, check_dtype=False)
+
+        result = f(Series([1, 1, 3, 8]), pairwise_frames)
+        tm.assert_index_equal(result.index, pairwise_frames.index)
+        tm.assert_index_equal(result.columns, pairwise_frames.columns)
+        expected = f(Series([1, 1, 3, 8]), pairwise_target_frame)
+        # since we have sorted the results
+        # we can only compare non-nans
+        result = result.dropna().values
+        expected = expected.dropna().values
+        tm.assert_numpy_array_equal(result, expected, check_dtype=False)
+
+    def test_corr_freq_memory_error(self):
+        # GH 31789
+        s = Series(range(5), index=date_range("2020", periods=5))
+        result = s.rolling("12h").corr(s)
+        expected = Series([np.nan] * 5, index=date_range("2020", periods=5))
+        tm.assert_series_equal(result, expected)
+
+    def test_cov_mulittindex(self):
+        # GH 34440
+
+        columns = MultiIndex.from_product([list("ab"), list("xy"), list("AB")])
+        index = range(3)
+        df = DataFrame(np.arange(24).reshape(3, 8), index=index, columns=columns)
+
+        result = df.ewm(alpha=0.1).cov()
+
+        index = MultiIndex.from_product([range(3), list("ab"), list("xy"), list("AB")])
+        columns = MultiIndex.from_product([list("ab"), list("xy"), list("AB")])
+        expected = DataFrame(
+            np.vstack(
+                (
+                    np.full((8, 8), np.nan),
+                    np.full((8, 8), 32.000000),
+                    np.full((8, 8), 63.881919),
+                )
+            ),
+            index=index,
+            columns=columns,
+        )
+
+        tm.assert_frame_equal(result, expected)
+
+    def test_multindex_columns_pairwise_func(self):
+        # GH 21157
+        columns = MultiIndex.from_arrays([["M", "N"], ["P", "Q"]], names=["a", "b"])
+        df = DataFrame(np.ones((5, 2)), columns=columns)
+        result = df.rolling(3).corr()
+        expected = DataFrame(
+            np.nan,
+            index=MultiIndex.from_arrays(
+                [
+                    np.repeat(np.arange(5, dtype=np.int64), 2),
+                    ["M", "N"] * 5,
+                    ["P", "Q"] * 5,
+                ],
+                names=[None, "a", "b"],
+            ),
+            columns=columns,
+        )
+        tm.assert_frame_equal(result, expected)

venv/lib/python3.12/site-packages/pandas/tests/window/test_rolling_functions.py

@@ -0,0 +1,532 @@
+from datetime import datetime
+
+import numpy as np
+import pytest
+
+import pandas.util._test_decorators as td
+
+from pandas import (
+    DataFrame,
+    DatetimeIndex,
+    Series,
+    concat,
+    isna,
+    notna,
+)
+import pandas._testing as tm
+
+from pandas.tseries import offsets
+
+
+@pytest.mark.parametrize(
+    "compare_func, roll_func, kwargs",
+    [
+        [np.mean, "mean", {}],
+        [np.nansum, "sum", {}],
+        [
+            lambda x: np.isfinite(x).astype(float).sum(),
+            "count",
+            {},
+        ],
+        [np.median, "median", {}],
+        [np.min, "min", {}],
+        [np.max, "max", {}],
+        [lambda x: np.std(x, ddof=1), "std", {}],
+        [lambda x: np.std(x, ddof=0), "std", {"ddof": 0}],
+        [lambda x: np.var(x, ddof=1), "var", {}],
+        [lambda x: np.var(x, ddof=0), "var", {"ddof": 0}],
+    ],
+)
+def test_series(series, compare_func, roll_func, kwargs, step):
+    result = getattr(series.rolling(50, step=step), roll_func)(**kwargs)
+    assert isinstance(result, Series)
+    end = range(0, len(series), step or 1)[-1] + 1
+    tm.assert_almost_equal(result.iloc[-1], compare_func(series[end - 50 : end]))
+
+
+@pytest.mark.parametrize(
+    "compare_func, roll_func, kwargs",
+    [
+        [np.mean, "mean", {}],
+        [np.nansum, "sum", {}],
+        [
+            lambda x: np.isfinite(x).astype(float).sum(),
+            "count",
+            {},
+        ],
+        [np.median, "median", {}],
+        [np.min, "min", {}],
+        [np.max, "max", {}],
+        [lambda x: np.std(x, ddof=1), "std", {}],
+        [lambda x: np.std(x, ddof=0), "std", {"ddof": 0}],
+        [lambda x: np.var(x, ddof=1), "var", {}],
+        [lambda x: np.var(x, ddof=0), "var", {"ddof": 0}],
+    ],
+)
+def test_frame(raw, frame, compare_func, roll_func, kwargs, step):
+    result = getattr(frame.rolling(50, step=step), roll_func)(**kwargs)
+    assert isinstance(result, DataFrame)
+    end = range(0, len(frame), step or 1)[-1] + 1
+    tm.assert_series_equal(
+        result.iloc[-1, :],
+        frame.iloc[end - 50 : end, :].apply(compare_func, axis=0, raw=raw),
+        check_names=False,
+    )
+
+
+@pytest.mark.parametrize(
+    "compare_func, roll_func, kwargs, minp",
+    [
+        [np.mean, "mean", {}, 10],
+        [np.nansum, "sum", {}, 10],
+        [lambda x: np.isfinite(x).astype(float).sum(), "count", {}, 0],
+        [np.median, "median", {}, 10],
+        [np.min, "min", {}, 10],
+        [np.max, "max", {}, 10],
+        [lambda x: np.std(x, ddof=1), "std", {}, 10],
+        [lambda x: np.std(x, ddof=0), "std", {"ddof": 0}, 10],
+        [lambda x: np.var(x, ddof=1), "var", {}, 10],
+        [lambda x: np.var(x, ddof=0), "var", {"ddof": 0}, 10],
+    ],
+)
+def test_time_rule_series(series, compare_func, roll_func, kwargs, minp):
+    win = 25
+    ser = series[::2].resample("B").mean()
+    series_result = getattr(ser.rolling(window=win, min_periods=minp), roll_func)(
+        **kwargs
+    )
+    last_date = series_result.index[-1]
+    prev_date = last_date - 24 * offsets.BDay()
+
+    trunc_series = series[::2].truncate(prev_date, last_date)
+    tm.assert_almost_equal(series_result.iloc[-1], compare_func(trunc_series))
+
+
+@pytest.mark.parametrize(
+    "compare_func, roll_func, kwargs, minp",
+    [
+        [np.mean, "mean", {}, 10],
+        [np.nansum, "sum", {}, 10],
+        [lambda x: np.isfinite(x).astype(float).sum(), "count", {}, 0],
+        [np.median, "median", {}, 10],
+        [np.min, "min", {}, 10],
+        [np.max, "max", {}, 10],
+        [lambda x: np.std(x, ddof=1), "std", {}, 10],
+        [lambda x: np.std(x, ddof=0), "std", {"ddof": 0}, 10],
+        [lambda x: np.var(x, ddof=1), "var", {}, 10],
+        [lambda x: np.var(x, ddof=0), "var", {"ddof": 0}, 10],
+    ],
+)
+def test_time_rule_frame(raw, frame, compare_func, roll_func, kwargs, minp):
+    win = 25
+    frm = frame[::2].resample("B").mean()
+    frame_result = getattr(frm.rolling(window=win, min_periods=minp), roll_func)(
+        **kwargs
+    )
+    last_date = frame_result.index[-1]
+    prev_date = last_date - 24 * offsets.BDay()
+
+    trunc_frame = frame[::2].truncate(prev_date, last_date)
+    tm.assert_series_equal(
+        frame_result.xs(last_date),
+        trunc_frame.apply(compare_func, raw=raw),
+        check_names=False,
+    )
+
+
+@pytest.mark.parametrize(
+    "compare_func, roll_func, kwargs",
+    [
+        [np.mean, "mean", {}],
+        [np.nansum, "sum", {}],
+        [np.median, "median", {}],
+        [np.min, "min", {}],
+        [np.max, "max", {}],
+        [lambda x: np.std(x, ddof=1), "std", {}],
+        [lambda x: np.std(x, ddof=0), "std", {"ddof": 0}],
+        [lambda x: np.var(x, ddof=1), "var", {}],
+        [lambda x: np.var(x, ddof=0), "var", {"ddof": 0}],
+    ],
+)
+def test_nans(compare_func, roll_func, kwargs):
+    obj = Series(np.random.default_rng(2).standard_normal(50))
+    obj[:10] = np.nan
+    obj[-10:] = np.nan
+
+    result = getattr(obj.rolling(50, min_periods=30), roll_func)(**kwargs)
+    tm.assert_almost_equal(result.iloc[-1], compare_func(obj[10:-10]))
+
+    # min_periods is working correctly
+    result = getattr(obj.rolling(20, min_periods=15), roll_func)(**kwargs)
+    assert isna(result.iloc[23])
+    assert not isna(result.iloc[24])
+
+    assert not isna(result.iloc[-6])
+    assert isna(result.iloc[-5])
+
+    obj2 = Series(np.random.default_rng(2).standard_normal(20))
+    result = getattr(obj2.rolling(10, min_periods=5), roll_func)(**kwargs)
+    assert isna(result.iloc[3])
+    assert notna(result.iloc[4])
+
+    if roll_func != "sum":
+        result0 = getattr(obj.rolling(20, min_periods=0), roll_func)(**kwargs)
+        result1 = getattr(obj.rolling(20, min_periods=1), roll_func)(**kwargs)
+        tm.assert_almost_equal(result0, result1)
+
+
+def test_nans_count():
+    obj = Series(np.random.default_rng(2).standard_normal(50))
+    obj[:10] = np.nan
+    obj[-10:] = np.nan
+    result = obj.rolling(50, min_periods=30).count()
+    tm.assert_almost_equal(
+        result.iloc[-1], np.isfinite(obj[10:-10]).astype(float).sum()
+    )
+
+
+@pytest.mark.parametrize(
+    "roll_func, kwargs",
+    [
+        ["mean", {}],
+        ["sum", {}],
+        ["median", {}],
+        ["min", {}],
+        ["max", {}],
+        ["std", {}],
+        ["std", {"ddof": 0}],
+        ["var", {}],
+        ["var", {"ddof": 0}],
+    ],
+)
+@pytest.mark.parametrize("minp", [0, 99, 100])
+def test_min_periods(series, minp, roll_func, kwargs, step):
+    result = getattr(
+        series.rolling(len(series) + 1, min_periods=minp, step=step), roll_func
+    )(**kwargs)
+    expected = getattr(
+        series.rolling(len(series), min_periods=minp, step=step), roll_func
+    )(**kwargs)
+    nan_mask = isna(result)
+    tm.assert_series_equal(nan_mask, isna(expected))
+
+    nan_mask = ~nan_mask
+    tm.assert_almost_equal(result[nan_mask], expected[nan_mask])
+
+
+def test_min_periods_count(series, step):
+    result = series.rolling(len(series) + 1, min_periods=0, step=step).count()
+    expected = series.rolling(len(series), min_periods=0, step=step).count()
+    nan_mask = isna(result)
+    tm.assert_series_equal(nan_mask, isna(expected))
+
+    nan_mask = ~nan_mask
+    tm.assert_almost_equal(result[nan_mask], expected[nan_mask])
+
+
+@pytest.mark.parametrize(
+    "roll_func, kwargs, minp",
+    [
+        ["mean", {}, 15],
+        ["sum", {}, 15],
+        ["count", {}, 0],
+        ["median", {}, 15],
+        ["min", {}, 15],
+        ["max", {}, 15],
+        ["std", {}, 15],
+        ["std", {"ddof": 0}, 15],
+        ["var", {}, 15],
+        ["var", {"ddof": 0}, 15],
+    ],
+)
+def test_center(roll_func, kwargs, minp):
+    obj = Series(np.random.default_rng(2).standard_normal(50))
+    obj[:10] = np.nan
+    obj[-10:] = np.nan
+
+    result = getattr(obj.rolling(20, min_periods=minp, center=True), roll_func)(
+        **kwargs
+    )
+    expected = (
+        getattr(
+            concat([obj, Series([np.nan] * 9)]).rolling(20, min_periods=minp), roll_func
+        )(**kwargs)
+        .iloc[9:]
+        .reset_index(drop=True)
+    )
+    tm.assert_series_equal(result, expected)
+
+
+@pytest.mark.parametrize(
+    "roll_func, kwargs, minp, fill_value",
+    [
+        ["mean", {}, 10, None],
+        ["sum", {}, 10, None],
+        ["count", {}, 0, 0],
+        ["median", {}, 10, None],
+        ["min", {}, 10, None],
+        ["max", {}, 10, None],
+        ["std", {}, 10, None],
+        ["std", {"ddof": 0}, 10, None],
+        ["var", {}, 10, None],
+        ["var", {"ddof": 0}, 10, None],
+    ],
+)
+def test_center_reindex_series(series, roll_func, kwargs, minp, fill_value):
+    # shifter index
+    s = [f"x{x:d}" for x in range(12)]
+
+    series_xp = (
+        getattr(
+            series.reindex(list(series.index) + s).rolling(window=25, min_periods=minp),
+            roll_func,
+        )(**kwargs)
+        .shift(-12)
+        .reindex(series.index)
+    )
+    series_rs = getattr(
+        series.rolling(window=25, min_periods=minp, center=True), roll_func
+    )(**kwargs)
+    if fill_value is not None:
+        series_xp = series_xp.fillna(fill_value)
+    tm.assert_series_equal(series_xp, series_rs)
+
+
+@pytest.mark.parametrize(
+    "roll_func, kwargs, minp, fill_value",
+    [
+        ["mean", {}, 10, None],
+        ["sum", {}, 10, None],
+        ["count", {}, 0, 0],
+        ["median", {}, 10, None],
+        ["min", {}, 10, None],
+        ["max", {}, 10, None],
+        ["std", {}, 10, None],
+        ["std", {"ddof": 0}, 10, None],
+        ["var", {}, 10, None],
+        ["var", {"ddof": 0}, 10, None],
+    ],
+)
+def test_center_reindex_frame(frame, roll_func, kwargs, minp, fill_value):
+    # shifter index
+    s = [f"x{x:d}" for x in range(12)]
+
+    frame_xp = (
+        getattr(
+            frame.reindex(list(frame.index) + s).rolling(window=25, min_periods=minp),
+            roll_func,
+        )(**kwargs)
+        .shift(-12)
+        .reindex(frame.index)
+    )
+    frame_rs = getattr(
+        frame.rolling(window=25, min_periods=minp, center=True), roll_func
+    )(**kwargs)
+    if fill_value is not None:
+        frame_xp = frame_xp.fillna(fill_value)
+    tm.assert_frame_equal(frame_xp, frame_rs)
+
+
+@pytest.mark.parametrize(
+    "f",
+    [
+        lambda x: x.rolling(window=10, min_periods=5).cov(x, pairwise=False),
+        lambda x: x.rolling(window=10, min_periods=5).corr(x, pairwise=False),
+        lambda x: x.rolling(window=10, min_periods=5).max(),
+        lambda x: x.rolling(window=10, min_periods=5).min(),
+        lambda x: x.rolling(window=10, min_periods=5).sum(),
+        lambda x: x.rolling(window=10, min_periods=5).mean(),
+        lambda x: x.rolling(window=10, min_periods=5).std(),
+        lambda x: x.rolling(window=10, min_periods=5).var(),
+        lambda x: x.rolling(window=10, min_periods=5).skew(),
+        lambda x: x.rolling(window=10, min_periods=5).kurt(),
+        lambda x: x.rolling(window=10, min_periods=5).quantile(q=0.5),
+        lambda x: x.rolling(window=10, min_periods=5).median(),
+        lambda x: x.rolling(window=10, min_periods=5).apply(sum, raw=False),
+        lambda x: x.rolling(window=10, min_periods=5).apply(sum, raw=True),
+        pytest.param(
+            lambda x: x.rolling(win_type="boxcar", window=10, min_periods=5).mean(),
+            marks=td.skip_if_no("scipy"),
+        ),
+    ],
+)
+def test_rolling_functions_window_non_shrinkage(f):
+    # GH 7764
+    s = Series(range(4))
+    s_expected = Series(np.nan, index=s.index)
+    df = DataFrame([[1, 5], [3, 2], [3, 9], [-1, 0]], columns=["A", "B"])
+    df_expected = DataFrame(np.nan, index=df.index, columns=df.columns)
+
+    s_result = f(s)
+    tm.assert_series_equal(s_result, s_expected)
+
+    df_result = f(df)
+    tm.assert_frame_equal(df_result, df_expected)
+
+
+def test_rolling_max_gh6297(step):
+    """Replicate result expected in GH #6297"""
+    indices = [datetime(1975, 1, i) for i in range(1, 6)]
+    # So that we can have 2 datapoints on one of the days
+    indices.append(datetime(1975, 1, 3, 6, 0))
+    series = Series(range(1, 7), index=indices)
+    # Use floats instead of ints as values
+    series = series.map(lambda x: float(x))
+    # Sort chronologically
+    series = series.sort_index()
+
+    expected = Series(
+        [1.0, 2.0, 6.0, 4.0, 5.0],
+        index=DatetimeIndex([datetime(1975, 1, i, 0) for i in range(1, 6)], freq="D"),
+    )[::step]
+    x = series.resample("D").max().rolling(window=1, step=step).max()
+    tm.assert_series_equal(expected, x)
+
+
+def test_rolling_max_resample(step):
+    indices = [datetime(1975, 1, i) for i in range(1, 6)]
+    # So that we can have 3 datapoints on last day (4, 10, and 20)
+    indices.append(datetime(1975, 1, 5, 1))
+    indices.append(datetime(1975, 1, 5, 2))
+    series = Series(list(range(5)) + [10, 20], index=indices)
+    # Use floats instead of ints as values
+    series = series.map(lambda x: float(x))
+    # Sort chronologically
+    series = series.sort_index()
+
+    # Default how should be max
+    expected = Series(
+        [0.0, 1.0, 2.0, 3.0, 20.0],
+        index=DatetimeIndex([datetime(1975, 1, i, 0) for i in range(1, 6)], freq="D"),
+    )[::step]
+    x = series.resample("D").max().rolling(window=1, step=step).max()
+    tm.assert_series_equal(expected, x)
+
+    # Now specify median (10.0)
+    expected = Series(
+        [0.0, 1.0, 2.0, 3.0, 10.0],
+        index=DatetimeIndex([datetime(1975, 1, i, 0) for i in range(1, 6)], freq="D"),
+    )[::step]
+    x = series.resample("D").median().rolling(window=1, step=step).max()
+    tm.assert_series_equal(expected, x)
+
+    # Now specify mean (4+10+20)/3
+    v = (4.0 + 10.0 + 20.0) / 3.0
+    expected = Series(
+        [0.0, 1.0, 2.0, 3.0, v],
+        index=DatetimeIndex([datetime(1975, 1, i, 0) for i in range(1, 6)], freq="D"),
+    )[::step]
+    x = series.resample("D").mean().rolling(window=1, step=step).max()
+    tm.assert_series_equal(expected, x)
+
+
+def test_rolling_min_resample(step):
+    indices = [datetime(1975, 1, i) for i in range(1, 6)]
+    # So that we can have 3 datapoints on last day (4, 10, and 20)
+    indices.append(datetime(1975, 1, 5, 1))
+    indices.append(datetime(1975, 1, 5, 2))
+    series = Series(list(range(5)) + [10, 20], index=indices)
+    # Use floats instead of ints as values
+    series = series.map(lambda x: float(x))
+    # Sort chronologically
+    series = series.sort_index()
+
+    # Default how should be min
+    expected = Series(
+        [0.0, 1.0, 2.0, 3.0, 4.0],
+        index=DatetimeIndex([datetime(1975, 1, i, 0) for i in range(1, 6)], freq="D"),
+    )[::step]
+    r = series.resample("D").min().rolling(window=1, step=step)
+    tm.assert_series_equal(expected, r.min())
+
+
+def test_rolling_median_resample():
+    indices = [datetime(1975, 1, i) for i in range(1, 6)]
+    # So that we can have 3 datapoints on last day (4, 10, and 20)
+    indices.append(datetime(1975, 1, 5, 1))
+    indices.append(datetime(1975, 1, 5, 2))
+    series = Series(list(range(5)) + [10, 20], index=indices)
+    # Use floats instead of ints as values
+    series = series.map(lambda x: float(x))
+    # Sort chronologically
+    series = series.sort_index()
+
+    # Default how should be median
+    expected = Series(
+        [0.0, 1.0, 2.0, 3.0, 10],
+        index=DatetimeIndex([datetime(1975, 1, i, 0) for i in range(1, 6)], freq="D"),
+    )
+    x = series.resample("D").median().rolling(window=1).median()
+    tm.assert_series_equal(expected, x)
+
+
+def test_rolling_median_memory_error():
+    # GH11722
+    n = 20000
+    Series(np.random.default_rng(2).standard_normal(n)).rolling(
+        window=2, center=False
+    ).median()
+    Series(np.random.default_rng(2).standard_normal(n)).rolling(
+        window=2, center=False
+    ).median()
+
+
+@pytest.mark.parametrize(
+    "data_type",
+    [np.dtype(f"f{width}") for width in [4, 8]]
+    + [np.dtype(f"{sign}{width}") for width in [1, 2, 4, 8] for sign in "ui"],
+)
+def test_rolling_min_max_numeric_types(data_type):
+    # GH12373
+
+    # Just testing that these don't throw exceptions and that
+    # the return type is float64. Other tests will cover quantitative
+    # correctness
+    result = DataFrame(np.arange(20, dtype=data_type)).rolling(window=5).max()
+    assert result.dtypes[0] == np.dtype("f8")
+    result = DataFrame(np.arange(20, dtype=data_type)).rolling(window=5).min()
+    assert result.dtypes[0] == np.dtype("f8")
+
+
+@pytest.mark.parametrize(
+    "f",
+    [
+        lambda x: x.rolling(window=10, min_periods=0).count(),
+        lambda x: x.rolling(window=10, min_periods=5).cov(x, pairwise=False),
+        lambda x: x.rolling(window=10, min_periods=5).corr(x, pairwise=False),
+        lambda x: x.rolling(window=10, min_periods=5).max(),
+        lambda x: x.rolling(window=10, min_periods=5).min(),
+        lambda x: x.rolling(window=10, min_periods=5).sum(),
+        lambda x: x.rolling(window=10, min_periods=5).mean(),
+        lambda x: x.rolling(window=10, min_periods=5).std(),
+        lambda x: x.rolling(window=10, min_periods=5).var(),
+        lambda x: x.rolling(window=10, min_periods=5).skew(),
+        lambda x: x.rolling(window=10, min_periods=5).kurt(),
+        lambda x: x.rolling(window=10, min_periods=5).quantile(0.5),
+        lambda x: x.rolling(window=10, min_periods=5).median(),
+        lambda x: x.rolling(window=10, min_periods=5).apply(sum, raw=False),
+        lambda x: x.rolling(window=10, min_periods=5).apply(sum, raw=True),
+        pytest.param(
+            lambda x: x.rolling(win_type="boxcar", window=10, min_periods=5).mean(),
+            marks=td.skip_if_no("scipy"),
+        ),
+    ],
+)
+def test_moment_functions_zero_length(f):
+    # GH 8056
+    s = Series(dtype=np.float64)
+    s_expected = s
+    df1 = DataFrame()
+    df1_expected = df1
+    df2 = DataFrame(columns=["a"])
+    df2["a"] = df2["a"].astype("float64")
+    df2_expected = df2
+
+    s_result = f(s)
+    tm.assert_series_equal(s_result, s_expected)
+
+    df1_result = f(df1)
+    tm.assert_frame_equal(df1_result, df1_expected)
+
+    df2_result = f(df2)
+    tm.assert_frame_equal(df2_result, df2_expected)

venv/lib/python3.12/site-packages/pandas/tests/window/test_rolling_quantile.py

@@ -0,0 +1,182 @@
+from functools import partial
+
+import numpy as np
+import pytest
+
+from pandas import (
+    DataFrame,
+    Series,
+    concat,
+    isna,
+    notna,
+)
+import pandas._testing as tm
+
+from pandas.tseries import offsets
+
+
+def scoreatpercentile(a, per):
+    values = np.sort(a, axis=0)
+
+    idx = int(per / 1.0 * (values.shape[0] - 1))
+
+    if idx == values.shape[0] - 1:
+        retval = values[-1]
+
+    else:
+        qlow = idx / (values.shape[0] - 1)
+        qhig = (idx + 1) / (values.shape[0] - 1)
+        vlow = values[idx]
+        vhig = values[idx + 1]
+        retval = vlow + (vhig - vlow) * (per - qlow) / (qhig - qlow)
+
+    return retval
+
+
+@pytest.mark.parametrize("q", [0.0, 0.1, 0.5, 0.9, 1.0])
+def test_series(series, q, step):
+    compare_func = partial(scoreatpercentile, per=q)
+    result = series.rolling(50, step=step).quantile(q)
+    assert isinstance(result, Series)
+    end = range(0, len(series), step or 1)[-1] + 1
+    tm.assert_almost_equal(result.iloc[-1], compare_func(series[end - 50 : end]))
+
+
+@pytest.mark.parametrize("q", [0.0, 0.1, 0.5, 0.9, 1.0])
+def test_frame(raw, frame, q, step):
+    compare_func = partial(scoreatpercentile, per=q)
+    result = frame.rolling(50, step=step).quantile(q)
+    assert isinstance(result, DataFrame)
+    end = range(0, len(frame), step or 1)[-1] + 1
+    tm.assert_series_equal(
+        result.iloc[-1, :],
+        frame.iloc[end - 50 : end, :].apply(compare_func, axis=0, raw=raw),
+        check_names=False,
+    )
+
+
+@pytest.mark.parametrize("q", [0.0, 0.1, 0.5, 0.9, 1.0])
+def test_time_rule_series(series, q):
+    compare_func = partial(scoreatpercentile, per=q)
+    win = 25
+    ser = series[::2].resample("B").mean()
+    series_result = ser.rolling(window=win, min_periods=10).quantile(q)
+    last_date = series_result.index[-1]
+    prev_date = last_date - 24 * offsets.BDay()
+
+    trunc_series = series[::2].truncate(prev_date, last_date)
+    tm.assert_almost_equal(series_result.iloc[-1], compare_func(trunc_series))
+
+
+@pytest.mark.parametrize("q", [0.0, 0.1, 0.5, 0.9, 1.0])
+def test_time_rule_frame(raw, frame, q):
+    compare_func = partial(scoreatpercentile, per=q)
+    win = 25
+    frm = frame[::2].resample("B").mean()
+    frame_result = frm.rolling(window=win, min_periods=10).quantile(q)
+    last_date = frame_result.index[-1]
+    prev_date = last_date - 24 * offsets.BDay()
+
+    trunc_frame = frame[::2].truncate(prev_date, last_date)
+    tm.assert_series_equal(
+        frame_result.xs(last_date),
+        trunc_frame.apply(compare_func, raw=raw),
+        check_names=False,
+    )
+
+
+@pytest.mark.parametrize("q", [0.0, 0.1, 0.5, 0.9, 1.0])
+def test_nans(q):
+    compare_func = partial(scoreatpercentile, per=q)
+    obj = Series(np.random.default_rng(2).standard_normal(50))
+    obj[:10] = np.nan
+    obj[-10:] = np.nan
+
+    result = obj.rolling(50, min_periods=30).quantile(q)
+    tm.assert_almost_equal(result.iloc[-1], compare_func(obj[10:-10]))
+
+    # min_periods is working correctly
+    result = obj.rolling(20, min_periods=15).quantile(q)
+    assert isna(result.iloc[23])
+    assert not isna(result.iloc[24])
+
+    assert not isna(result.iloc[-6])
+    assert isna(result.iloc[-5])
+
+    obj2 = Series(np.random.default_rng(2).standard_normal(20))
+    result = obj2.rolling(10, min_periods=5).quantile(q)
+    assert isna(result.iloc[3])
+    assert notna(result.iloc[4])
+
+    result0 = obj.rolling(20, min_periods=0).quantile(q)
+    result1 = obj.rolling(20, min_periods=1).quantile(q)
+    tm.assert_almost_equal(result0, result1)
+
+
+@pytest.mark.parametrize("minp", [0, 99, 100])
+@pytest.mark.parametrize("q", [0.0, 0.1, 0.5, 0.9, 1.0])
+def test_min_periods(series, minp, q, step):
+    result = series.rolling(len(series) + 1, min_periods=minp, step=step).quantile(q)
+    expected = series.rolling(len(series), min_periods=minp, step=step).quantile(q)
+    nan_mask = isna(result)
+    tm.assert_series_equal(nan_mask, isna(expected))
+
+    nan_mask = ~nan_mask
+    tm.assert_almost_equal(result[nan_mask], expected[nan_mask])
+
+
+@pytest.mark.parametrize("q", [0.0, 0.1, 0.5, 0.9, 1.0])
+def test_center(q):
+    obj = Series(np.random.default_rng(2).standard_normal(50))
+    obj[:10] = np.nan
+    obj[-10:] = np.nan
+
+    result = obj.rolling(20, center=True).quantile(q)
+    expected = (
+        concat([obj, Series([np.nan] * 9)])
+        .rolling(20)
+        .quantile(q)
+        .iloc[9:]
+        .reset_index(drop=True)
+    )
+    tm.assert_series_equal(result, expected)
+
+
+@pytest.mark.parametrize("q", [0.0, 0.1, 0.5, 0.9, 1.0])
+def test_center_reindex_series(series, q):
+    # shifter index
+    s = [f"x{x:d}" for x in range(12)]
+
+    series_xp = (
+        series.reindex(list(series.index) + s)
+        .rolling(window=25)
+        .quantile(q)
+        .shift(-12)
+        .reindex(series.index)
+    )
+
+    series_rs = series.rolling(window=25, center=True).quantile(q)
+    tm.assert_series_equal(series_xp, series_rs)
+
+
+@pytest.mark.parametrize("q", [0.0, 0.1, 0.5, 0.9, 1.0])
+def test_center_reindex_frame(frame, q):
+    # shifter index
+    s = [f"x{x:d}" for x in range(12)]
+
+    frame_xp = (
+        frame.reindex(list(frame.index) + s)
+        .rolling(window=25)
+        .quantile(q)
+        .shift(-12)
+        .reindex(frame.index)
+    )
+    frame_rs = frame.rolling(window=25, center=True).quantile(q)
+    tm.assert_frame_equal(frame_xp, frame_rs)
+
+
+def test_keyword_quantile_deprecated():
+    # GH #52550
+    s = Series([1, 2, 3, 4])
+    with tm.assert_produces_warning(FutureWarning):
+        s.rolling(2).quantile(quantile=0.4)

venv/lib/python3.12/site-packages/pandas/tests/window/test_rolling_skew_kurt.py

@@ -0,0 +1,227 @@
+from functools import partial
+
+import numpy as np
+import pytest
+
+from pandas import (
+    DataFrame,
+    Series,
+    concat,
+    isna,
+    notna,
+)
+import pandas._testing as tm
+
+from pandas.tseries import offsets
+
+
+@pytest.mark.parametrize("sp_func, roll_func", [["kurtosis", "kurt"], ["skew", "skew"]])
+def test_series(series, sp_func, roll_func):
+    sp_stats = pytest.importorskip("scipy.stats")
+
+    compare_func = partial(getattr(sp_stats, sp_func), bias=False)
+    result = getattr(series.rolling(50), roll_func)()
+    assert isinstance(result, Series)
+    tm.assert_almost_equal(result.iloc[-1], compare_func(series[-50:]))
+
+
+@pytest.mark.parametrize("sp_func, roll_func", [["kurtosis", "kurt"], ["skew", "skew"]])
+def test_frame(raw, frame, sp_func, roll_func):
+    sp_stats = pytest.importorskip("scipy.stats")
+
+    compare_func = partial(getattr(sp_stats, sp_func), bias=False)
+    result = getattr(frame.rolling(50), roll_func)()
+    assert isinstance(result, DataFrame)
+    tm.assert_series_equal(
+        result.iloc[-1, :],
+        frame.iloc[-50:, :].apply(compare_func, axis=0, raw=raw),
+        check_names=False,
+    )
+
+
+@pytest.mark.parametrize("sp_func, roll_func", [["kurtosis", "kurt"], ["skew", "skew"]])
+def test_time_rule_series(series, sp_func, roll_func):
+    sp_stats = pytest.importorskip("scipy.stats")
+
+    compare_func = partial(getattr(sp_stats, sp_func), bias=False)
+    win = 25
+    ser = series[::2].resample("B").mean()
+    series_result = getattr(ser.rolling(window=win, min_periods=10), roll_func)()
+    last_date = series_result.index[-1]
+    prev_date = last_date - 24 * offsets.BDay()
+
+    trunc_series = series[::2].truncate(prev_date, last_date)
+    tm.assert_almost_equal(series_result.iloc[-1], compare_func(trunc_series))
+
+
+@pytest.mark.parametrize("sp_func, roll_func", [["kurtosis", "kurt"], ["skew", "skew"]])
+def test_time_rule_frame(raw, frame, sp_func, roll_func):
+    sp_stats = pytest.importorskip("scipy.stats")
+
+    compare_func = partial(getattr(sp_stats, sp_func), bias=False)
+    win = 25
+    frm = frame[::2].resample("B").mean()
+    frame_result = getattr(frm.rolling(window=win, min_periods=10), roll_func)()
+    last_date = frame_result.index[-1]
+    prev_date = last_date - 24 * offsets.BDay()
+
+    trunc_frame = frame[::2].truncate(prev_date, last_date)
+    tm.assert_series_equal(
+        frame_result.xs(last_date),
+        trunc_frame.apply(compare_func, raw=raw),
+        check_names=False,
+    )
+
+
+@pytest.mark.parametrize("sp_func, roll_func", [["kurtosis", "kurt"], ["skew", "skew"]])
+def test_nans(sp_func, roll_func):
+    sp_stats = pytest.importorskip("scipy.stats")
+
+    compare_func = partial(getattr(sp_stats, sp_func), bias=False)
+    obj = Series(np.random.default_rng(2).standard_normal(50))
+    obj[:10] = np.nan
+    obj[-10:] = np.nan
+
+    result = getattr(obj.rolling(50, min_periods=30), roll_func)()
+    tm.assert_almost_equal(result.iloc[-1], compare_func(obj[10:-10]))
+
+    # min_periods is working correctly
+    result = getattr(obj.rolling(20, min_periods=15), roll_func)()
+    assert isna(result.iloc[23])
+    assert not isna(result.iloc[24])
+
+    assert not isna(result.iloc[-6])
+    assert isna(result.iloc[-5])
+
+    obj2 = Series(np.random.default_rng(2).standard_normal(20))
+    result = getattr(obj2.rolling(10, min_periods=5), roll_func)()
+    assert isna(result.iloc[3])
+    assert notna(result.iloc[4])
+
+    result0 = getattr(obj.rolling(20, min_periods=0), roll_func)()
+    result1 = getattr(obj.rolling(20, min_periods=1), roll_func)()
+    tm.assert_almost_equal(result0, result1)
+
+
+@pytest.mark.parametrize("minp", [0, 99, 100])
+@pytest.mark.parametrize("roll_func", ["kurt", "skew"])
+def test_min_periods(series, minp, roll_func, step):
+    result = getattr(
+        series.rolling(len(series) + 1, min_periods=minp, step=step), roll_func
+    )()
+    expected = getattr(
+        series.rolling(len(series), min_periods=minp, step=step), roll_func
+    )()
+    nan_mask = isna(result)
+    tm.assert_series_equal(nan_mask, isna(expected))
+
+    nan_mask = ~nan_mask
+    tm.assert_almost_equal(result[nan_mask], expected[nan_mask])
+
+
+@pytest.mark.parametrize("roll_func", ["kurt", "skew"])
+def test_center(roll_func):
+    obj = Series(np.random.default_rng(2).standard_normal(50))
+    obj[:10] = np.nan
+    obj[-10:] = np.nan
+
+    result = getattr(obj.rolling(20, center=True), roll_func)()
+    expected = (
+        getattr(concat([obj, Series([np.nan] * 9)]).rolling(20), roll_func)()
+        .iloc[9:]
+        .reset_index(drop=True)
+    )
+    tm.assert_series_equal(result, expected)
+
+
+@pytest.mark.parametrize("roll_func", ["kurt", "skew"])
+def test_center_reindex_series(series, roll_func):
+    # shifter index
+    s = [f"x{x:d}" for x in range(12)]
+
+    series_xp = (
+        getattr(
+            series.reindex(list(series.index) + s).rolling(window=25),
+            roll_func,
+        )()
+        .shift(-12)
+        .reindex(series.index)
+    )
+    series_rs = getattr(series.rolling(window=25, center=True), roll_func)()
+    tm.assert_series_equal(series_xp, series_rs)
+
+
+@pytest.mark.slow
+@pytest.mark.parametrize("roll_func", ["kurt", "skew"])
+def test_center_reindex_frame(frame, roll_func):
+    # shifter index
+    s = [f"x{x:d}" for x in range(12)]
+
+    frame_xp = (
+        getattr(
+            frame.reindex(list(frame.index) + s).rolling(window=25),
+            roll_func,
+        )()
+        .shift(-12)
+        .reindex(frame.index)
+    )
+    frame_rs = getattr(frame.rolling(window=25, center=True), roll_func)()
+    tm.assert_frame_equal(frame_xp, frame_rs)
+
+
+def test_rolling_skew_edge_cases(step):
+    expected = Series([np.nan] * 4 + [0.0])[::step]
+    # yields all NaN (0 variance)
+    d = Series([1] * 5)
+    x = d.rolling(window=5, step=step).skew()
+    # index 4 should be 0 as it contains 5 same obs
+    tm.assert_series_equal(expected, x)
+
+    expected = Series([np.nan] * 5)[::step]
+    # yields all NaN (window too small)
+    d = Series(np.random.default_rng(2).standard_normal(5))
+    x = d.rolling(window=2, step=step).skew()
+    tm.assert_series_equal(expected, x)
+
+    # yields [NaN, NaN, NaN, 0.177994, 1.548824]
+    d = Series([-1.50837035, -0.1297039, 0.19501095, 1.73508164, 0.41941401])
+    expected = Series([np.nan, np.nan, np.nan, 0.177994, 1.548824])[::step]
+    x = d.rolling(window=4, step=step).skew()
+    tm.assert_series_equal(expected, x)
+
+
+def test_rolling_kurt_edge_cases(step):
+    expected = Series([np.nan] * 4 + [-3.0])[::step]
+
+    # yields all NaN (0 variance)
+    d = Series([1] * 5)
+    x = d.rolling(window=5, step=step).kurt()
+    tm.assert_series_equal(expected, x)
+
+    # yields all NaN (window too small)
+    expected = Series([np.nan] * 5)[::step]
+    d = Series(np.random.default_rng(2).standard_normal(5))
+    x = d.rolling(window=3, step=step).kurt()
+    tm.assert_series_equal(expected, x)
+
+    # yields [NaN, NaN, NaN, 1.224307, 2.671499]
+    d = Series([-1.50837035, -0.1297039, 0.19501095, 1.73508164, 0.41941401])
+    expected = Series([np.nan, np.nan, np.nan, 1.224307, 2.671499])[::step]
+    x = d.rolling(window=4, step=step).kurt()
+    tm.assert_series_equal(expected, x)
+
+
+def test_rolling_skew_eq_value_fperr(step):
+    # #18804 all rolling skew for all equal values should return Nan
+    # #46717 update: all equal values should return 0 instead of NaN
+    a = Series([1.1] * 15).rolling(window=10, step=step).skew()
+    assert (a[a.index >= 9] == 0).all()
+    assert a[a.index < 9].isna().all()
+
+
+def test_rolling_kurt_eq_value_fperr(step):
+    # #18804 all rolling kurt for all equal values should return Nan
+    # #46717 update: all equal values should return -3 instead of NaN
+    a = Series([1.1] * 15).rolling(window=10, step=step).kurt()
+    assert (a[a.index >= 9] == -3).all()
+    assert a[a.index < 9].isna().all()

venv/lib/python3.12/site-packages/pandas/tests/window/test_timeseries_window.py

@@ -0,0 +1,715 @@
+import numpy as np
+import pytest
+
+import pandas.util._test_decorators as td
+
+from pandas import (
+    DataFrame,
+    DatetimeIndex,
+    Index,
+    MultiIndex,
+    NaT,
+    Series,
+    Timestamp,
+    date_range,
+)
+import pandas._testing as tm
+
+from pandas.tseries import offsets
+
+
+@pytest.fixture
+def regular():
+    return DataFrame(
+        {"A": date_range("20130101", periods=5, freq="s"), "B": range(5)}
+    ).set_index("A")
+
+
+@pytest.fixture
+def ragged():
+    df = DataFrame({"B": range(5)})
+    df.index = [
+        Timestamp("20130101 09:00:00"),
+        Timestamp("20130101 09:00:02"),
+        Timestamp("20130101 09:00:03"),
+        Timestamp("20130101 09:00:05"),
+        Timestamp("20130101 09:00:06"),
+    ]
+    return df
+
+
+class TestRollingTS:
+    # rolling time-series friendly
+    # xref GH13327
+
+    def test_doc_string(self):
+        df = DataFrame(
+            {"B": [0, 1, 2, np.nan, 4]},
+            index=[
+                Timestamp("20130101 09:00:00"),
+                Timestamp("20130101 09:00:02"),
+                Timestamp("20130101 09:00:03"),
+                Timestamp("20130101 09:00:05"),
+                Timestamp("20130101 09:00:06"),
+            ],
+        )
+        df
+        df.rolling("2s").sum()
+
+    def test_invalid_window_non_int(self, regular):
+        # not a valid freq
+        msg = "passed window foobar is not compatible with a datetimelike index"
+        with pytest.raises(ValueError, match=msg):
+            regular.rolling(window="foobar")
+        # not a datetimelike index
+        msg = "window must be an integer"
+        with pytest.raises(ValueError, match=msg):
+            regular.reset_index().rolling(window="foobar")
+
+    @pytest.mark.parametrize("freq", ["2MS", offsets.MonthBegin(2)])
+    def test_invalid_window_nonfixed(self, freq, regular):
+        # non-fixed freqs
+        msg = "\\<2 \\* MonthBegins\\> is a non-fixed frequency"
+        with pytest.raises(ValueError, match=msg):
+            regular.rolling(window=freq)
+
+    @pytest.mark.parametrize("freq", ["1D", offsets.Day(2), "2ms"])
+    def test_valid_window(self, freq, regular):
+        regular.rolling(window=freq)
+
+    @pytest.mark.parametrize("minp", [1.0, "foo", np.array([1, 2, 3])])
+    def test_invalid_minp(self, minp, regular):
+        # non-integer min_periods
+        msg = (
+            r"local variable 'minp' referenced before assignment|"
+            "min_periods must be an integer"
+        )
+        with pytest.raises(ValueError, match=msg):
+            regular.rolling(window="1D", min_periods=minp)
+
+    def test_on(self, regular):
+        df = regular
+
+        # not a valid column
+        msg = (
+            r"invalid on specified as foobar, must be a column "
+            "\\(of DataFrame\\), an Index or None"
+        )
+        with pytest.raises(ValueError, match=msg):
+            df.rolling(window="2s", on="foobar")
+
+        # column is valid
+        df = df.copy()
+        df["C"] = date_range("20130101", periods=len(df))
+        df.rolling(window="2d", on="C").sum()
+
+        # invalid columns
+        msg = "window must be an integer"
+        with pytest.raises(ValueError, match=msg):
+            df.rolling(window="2d", on="B")
+
+        # ok even though on non-selected
+        df.rolling(window="2d", on="C").B.sum()
+
+    def test_monotonic_on(self):
+        # on/index must be monotonic
+        df = DataFrame(
+            {"A": date_range("20130101", periods=5, freq="s"), "B": range(5)}
+        )
+
+        assert df.A.is_monotonic_increasing
+        df.rolling("2s", on="A").sum()
+
+        df = df.set_index("A")
+        assert df.index.is_monotonic_increasing
+        df.rolling("2s").sum()
+
+    def test_non_monotonic_on(self):
+        # GH 19248
+        df = DataFrame(
+            {"A": date_range("20130101", periods=5, freq="s"), "B": range(5)}
+        )
+        df = df.set_index("A")
+        non_monotonic_index = df.index.to_list()
+        non_monotonic_index[0] = non_monotonic_index[3]
+        df.index = non_monotonic_index
+
+        assert not df.index.is_monotonic_increasing
+
+        msg = "index values must be monotonic"
+        with pytest.raises(ValueError, match=msg):
+            df.rolling("2s").sum()
+
+        df = df.reset_index()
+
+        msg = (
+            r"invalid on specified as A, must be a column "
+            "\\(of DataFrame\\), an Index or None"
+        )
+        with pytest.raises(ValueError, match=msg):
+            df.rolling("2s", on="A").sum()
+
+    def test_frame_on(self):
+        df = DataFrame(
+            {"B": range(5), "C": date_range("20130101 09:00:00", periods=5, freq="3s")}
+        )
+
+        df["A"] = [
+            Timestamp("20130101 09:00:00"),
+            Timestamp("20130101 09:00:02"),
+            Timestamp("20130101 09:00:03"),
+            Timestamp("20130101 09:00:05"),
+            Timestamp("20130101 09:00:06"),
+        ]
+
+        # we are doing simulating using 'on'
+        expected = df.set_index("A").rolling("2s").B.sum().reset_index(drop=True)
+
+        result = df.rolling("2s", on="A").B.sum()
+        tm.assert_series_equal(result, expected)
+
+        # test as a frame
+        # we should be ignoring the 'on' as an aggregation column
+        # note that the expected is setting, computing, and resetting
+        # so the columns need to be switched compared
+        # to the actual result where they are ordered as in the
+        # original
+        expected = (
+            df.set_index("A").rolling("2s")[["B"]].sum().reset_index()[["B", "A"]]
+        )
+
+        result = df.rolling("2s", on="A")[["B"]].sum()
+        tm.assert_frame_equal(result, expected)
+
+    def test_frame_on2(self, unit):
+        # using multiple aggregation columns
+        dti = DatetimeIndex(
+            [
+                Timestamp("20130101 09:00:00"),
+                Timestamp("20130101 09:00:02"),
+                Timestamp("20130101 09:00:03"),
+                Timestamp("20130101 09:00:05"),
+                Timestamp("20130101 09:00:06"),
+            ]
+        ).as_unit(unit)
+        df = DataFrame(
+            {
+                "A": [0, 1, 2, 3, 4],
+                "B": [0, 1, 2, np.nan, 4],
+                "C": dti,
+            },
+            columns=["A", "C", "B"],
+        )
+
+        expected1 = DataFrame(
+            {"A": [0.0, 1, 3, 3, 7], "B": [0, 1, 3, np.nan, 4], "C": df["C"]},
+            columns=["A", "C", "B"],
+        )
+
+        result = df.rolling("2s", on="C").sum()
+        expected = expected1
+        tm.assert_frame_equal(result, expected)
+
+        expected = Series([0, 1, 3, np.nan, 4], name="B")
+        result = df.rolling("2s", on="C").B.sum()
+        tm.assert_series_equal(result, expected)
+
+        expected = expected1[["A", "B", "C"]]
+        result = df.rolling("2s", on="C")[["A", "B", "C"]].sum()
+        tm.assert_frame_equal(result, expected)
+
+    def test_basic_regular(self, regular):
+        df = regular.copy()
+
+        df.index = date_range("20130101", periods=5, freq="D")
+        expected = df.rolling(window=1, min_periods=1).sum()
+        result = df.rolling(window="1D").sum()
+        tm.assert_frame_equal(result, expected)
+
+        df.index = date_range("20130101", periods=5, freq="2D")
+        expected = df.rolling(window=1, min_periods=1).sum()
+        result = df.rolling(window="2D", min_periods=1).sum()
+        tm.assert_frame_equal(result, expected)
+
+        expected = df.rolling(window=1, min_periods=1).sum()
+        result = df.rolling(window="2D", min_periods=1).sum()
+        tm.assert_frame_equal(result, expected)
+
+        expected = df.rolling(window=1).sum()
+        result = df.rolling(window="2D").sum()
+        tm.assert_frame_equal(result, expected)
+
+    def test_min_periods(self, regular):
+        # compare for min_periods
+        df = regular
+
+        # these slightly different
+        expected = df.rolling(2, min_periods=1).sum()
+        result = df.rolling("2s").sum()
+        tm.assert_frame_equal(result, expected)
+
+        expected = df.rolling(2, min_periods=1).sum()
+        result = df.rolling("2s", min_periods=1).sum()
+        tm.assert_frame_equal(result, expected)
+
+    def test_closed(self, regular, unit):
+        # xref GH13965
+
+        dti = DatetimeIndex(
+            [
+                Timestamp("20130101 09:00:01"),
+                Timestamp("20130101 09:00:02"),
+                Timestamp("20130101 09:00:03"),
+                Timestamp("20130101 09:00:04"),
+                Timestamp("20130101 09:00:06"),
+            ]
+        ).as_unit(unit)
+
+        df = DataFrame(
+            {"A": [1] * 5},
+            index=dti,
+        )
+
+        # closed must be 'right', 'left', 'both', 'neither'
+        msg = "closed must be 'right', 'left', 'both' or 'neither'"
+        with pytest.raises(ValueError, match=msg):
+            regular.rolling(window="2s", closed="blabla")
+
+        expected = df.copy()
+        expected["A"] = [1.0, 2, 2, 2, 1]
+        result = df.rolling("2s", closed="right").sum()
+        tm.assert_frame_equal(result, expected)
+
+        # default should be 'right'
+        result = df.rolling("2s").sum()
+        tm.assert_frame_equal(result, expected)
+
+        expected = df.copy()
+        expected["A"] = [1.0, 2, 3, 3, 2]
+        result = df.rolling("2s", closed="both").sum()
+        tm.assert_frame_equal(result, expected)
+
+        expected = df.copy()
+        expected["A"] = [np.nan, 1.0, 2, 2, 1]
+        result = df.rolling("2s", closed="left").sum()
+        tm.assert_frame_equal(result, expected)
+
+        expected = df.copy()
+        expected["A"] = [np.nan, 1.0, 1, 1, np.nan]
+        result = df.rolling("2s", closed="neither").sum()
+        tm.assert_frame_equal(result, expected)
+
+    def test_ragged_sum(self, ragged):
+        df = ragged
+        result = df.rolling(window="1s", min_periods=1).sum()
+        expected = df.copy()
+        expected["B"] = [0.0, 1, 2, 3, 4]
+        tm.assert_frame_equal(result, expected)
+
+        result = df.rolling(window="2s", min_periods=1).sum()
+        expected = df.copy()
+        expected["B"] = [0.0, 1, 3, 3, 7]
+        tm.assert_frame_equal(result, expected)
+
+        result = df.rolling(window="2s", min_periods=2).sum()
+        expected = df.copy()
+        expected["B"] = [np.nan, np.nan, 3, np.nan, 7]
+        tm.assert_frame_equal(result, expected)
+
+        result = df.rolling(window="3s", min_periods=1).sum()
+        expected = df.copy()
+        expected["B"] = [0.0, 1, 3, 5, 7]
+        tm.assert_frame_equal(result, expected)
+
+        result = df.rolling(window="3s").sum()
+        expected = df.copy()
+        expected["B"] = [0.0, 1, 3, 5, 7]
+        tm.assert_frame_equal(result, expected)
+
+        result = df.rolling(window="4s", min_periods=1).sum()
+        expected = df.copy()
+        expected["B"] = [0.0, 1, 3, 6, 9]
+        tm.assert_frame_equal(result, expected)
+
+        result = df.rolling(window="4s", min_periods=3).sum()
+        expected = df.copy()
+        expected["B"] = [np.nan, np.nan, 3, 6, 9]
+        tm.assert_frame_equal(result, expected)
+
+        result = df.rolling(window="5s", min_periods=1).sum()
+        expected = df.copy()
+        expected["B"] = [0.0, 1, 3, 6, 10]
+        tm.assert_frame_equal(result, expected)
+
+    def test_ragged_mean(self, ragged):
+        df = ragged
+        result = df.rolling(window="1s", min_periods=1).mean()
+        expected = df.copy()
+        expected["B"] = [0.0, 1, 2, 3, 4]
+        tm.assert_frame_equal(result, expected)
+
+        result = df.rolling(window="2s", min_periods=1).mean()
+        expected = df.copy()
+        expected["B"] = [0.0, 1, 1.5, 3.0, 3.5]
+        tm.assert_frame_equal(result, expected)
+
+    def test_ragged_median(self, ragged):
+        df = ragged
+        result = df.rolling(window="1s", min_periods=1).median()
+        expected = df.copy()
+        expected["B"] = [0.0, 1, 2, 3, 4]
+        tm.assert_frame_equal(result, expected)
+
+        result = df.rolling(window="2s", min_periods=1).median()
+        expected = df.copy()
+        expected["B"] = [0.0, 1, 1.5, 3.0, 3.5]
+        tm.assert_frame_equal(result, expected)
+
+    def test_ragged_quantile(self, ragged):
+        df = ragged
+        result = df.rolling(window="1s", min_periods=1).quantile(0.5)
+        expected = df.copy()
+        expected["B"] = [0.0, 1, 2, 3, 4]
+        tm.assert_frame_equal(result, expected)
+
+        result = df.rolling(window="2s", min_periods=1).quantile(0.5)
+        expected = df.copy()
+        expected["B"] = [0.0, 1, 1.5, 3.0, 3.5]
+        tm.assert_frame_equal(result, expected)
+
+    def test_ragged_std(self, ragged):
+        df = ragged
+        result = df.rolling(window="1s", min_periods=1).std(ddof=0)
+        expected = df.copy()
+        expected["B"] = [0.0] * 5
+        tm.assert_frame_equal(result, expected)
+
+        result = df.rolling(window="1s", min_periods=1).std(ddof=1)
+        expected = df.copy()
+        expected["B"] = [np.nan] * 5
+        tm.assert_frame_equal(result, expected)
+
+        result = df.rolling(window="3s", min_periods=1).std(ddof=0)
+        expected = df.copy()
+        expected["B"] = [0.0] + [0.5] * 4
+        tm.assert_frame_equal(result, expected)
+
+        result = df.rolling(window="5s", min_periods=1).std(ddof=1)
+        expected = df.copy()
+        expected["B"] = [np.nan, 0.707107, 1.0, 1.0, 1.290994]
+        tm.assert_frame_equal(result, expected)
+
+    def test_ragged_var(self, ragged):
+        df = ragged
+        result = df.rolling(window="1s", min_periods=1).var(ddof=0)
+        expected = df.copy()
+        expected["B"] = [0.0] * 5
+        tm.assert_frame_equal(result, expected)
+
+        result = df.rolling(window="1s", min_periods=1).var(ddof=1)
+        expected = df.copy()
+        expected["B"] = [np.nan] * 5
+        tm.assert_frame_equal(result, expected)
+
+        result = df.rolling(window="3s", min_periods=1).var(ddof=0)
+        expected = df.copy()
+        expected["B"] = [0.0] + [0.25] * 4
+        tm.assert_frame_equal(result, expected)
+
+        result = df.rolling(window="5s", min_periods=1).var(ddof=1)
+        expected = df.copy()
+        expected["B"] = [np.nan, 0.5, 1.0, 1.0, 1 + 2 / 3.0]
+        tm.assert_frame_equal(result, expected)
+
+    def test_ragged_skew(self, ragged):
+        df = ragged
+        result = df.rolling(window="3s", min_periods=1).skew()
+        expected = df.copy()
+        expected["B"] = [np.nan] * 5
+        tm.assert_frame_equal(result, expected)
+
+        result = df.rolling(window="5s", min_periods=1).skew()
+        expected = df.copy()
+        expected["B"] = [np.nan] * 2 + [0.0, 0.0, 0.0]
+        tm.assert_frame_equal(result, expected)
+
+    def test_ragged_kurt(self, ragged):
+        df = ragged
+        result = df.rolling(window="3s", min_periods=1).kurt()
+        expected = df.copy()
+        expected["B"] = [np.nan] * 5
+        tm.assert_frame_equal(result, expected)
+
+        result = df.rolling(window="5s", min_periods=1).kurt()
+        expected = df.copy()
+        expected["B"] = [np.nan] * 4 + [-1.2]
+        tm.assert_frame_equal(result, expected)
+
+    def test_ragged_count(self, ragged):
+        df = ragged
+        result = df.rolling(window="1s", min_periods=1).count()
+        expected = df.copy()
+        expected["B"] = [1.0, 1, 1, 1, 1]
+        tm.assert_frame_equal(result, expected)
+
+        df = ragged
+        result = df.rolling(window="1s").count()
+        tm.assert_frame_equal(result, expected)
+
+        result = df.rolling(window="2s", min_periods=1).count()
+        expected = df.copy()
+        expected["B"] = [1.0, 1, 2, 1, 2]
+        tm.assert_frame_equal(result, expected)
+
+        result = df.rolling(window="2s", min_periods=2).count()
+        expected = df.copy()
+        expected["B"] = [np.nan, np.nan, 2, np.nan, 2]
+        tm.assert_frame_equal(result, expected)
+
+    def test_regular_min(self):
+        df = DataFrame(
+            {"A": date_range("20130101", periods=5, freq="s"), "B": [0.0, 1, 2, 3, 4]}
+        ).set_index("A")
+        result = df.rolling("1s").min()
+        expected = df.copy()
+        expected["B"] = [0.0, 1, 2, 3, 4]
+        tm.assert_frame_equal(result, expected)
+
+        df = DataFrame(
+            {"A": date_range("20130101", periods=5, freq="s"), "B": [5, 4, 3, 4, 5]}
+        ).set_index("A")
+
+        tm.assert_frame_equal(result, expected)
+        result = df.rolling("2s").min()
+        expected = df.copy()
+        expected["B"] = [5.0, 4, 3, 3, 4]
+        tm.assert_frame_equal(result, expected)
+
+        result = df.rolling("5s").min()
+        expected = df.copy()
+        expected["B"] = [5.0, 4, 3, 3, 3]
+        tm.assert_frame_equal(result, expected)
+
+    def test_ragged_min(self, ragged):
+        df = ragged
+
+        result = df.rolling(window="1s", min_periods=1).min()
+        expected = df.copy()
+        expected["B"] = [0.0, 1, 2, 3, 4]
+        tm.assert_frame_equal(result, expected)
+
+        result = df.rolling(window="2s", min_periods=1).min()
+        expected = df.copy()
+        expected["B"] = [0.0, 1, 1, 3, 3]
+        tm.assert_frame_equal(result, expected)
+
+        result = df.rolling(window="5s", min_periods=1).min()
+        expected = df.copy()
+        expected["B"] = [0.0, 0, 0, 1, 1]
+        tm.assert_frame_equal(result, expected)
+
+    def test_perf_min(self):
+        N = 10000
+
+        dfp = DataFrame(
+            {"B": np.random.default_rng(2).standard_normal(N)},
+            index=date_range("20130101", periods=N, freq="s"),
+        )
+        expected = dfp.rolling(2, min_periods=1).min()
+        result = dfp.rolling("2s").min()
+        assert ((result - expected) < 0.01).all().all()
+
+        expected = dfp.rolling(200, min_periods=1).min()
+        result = dfp.rolling("200s").min()
+        assert ((result - expected) < 0.01).all().all()
+
+    def test_ragged_max(self, ragged):
+        df = ragged
+
+        result = df.rolling(window="1s", min_periods=1).max()
+        expected = df.copy()
+        expected["B"] = [0.0, 1, 2, 3, 4]
+        tm.assert_frame_equal(result, expected)
+
+        result = df.rolling(window="2s", min_periods=1).max()
+        expected = df.copy()
+        expected["B"] = [0.0, 1, 2, 3, 4]
+        tm.assert_frame_equal(result, expected)
+
+        result = df.rolling(window="5s", min_periods=1).max()
+        expected = df.copy()
+        expected["B"] = [0.0, 1, 2, 3, 4]
+        tm.assert_frame_equal(result, expected)
+
+    @pytest.mark.parametrize(
+        "freq, op, result_data",
+        [
+            ("ms", "min", [0.0] * 10),
+            ("ms", "mean", [0.0] * 9 + [2.0 / 9]),
+            ("ms", "max", [0.0] * 9 + [2.0]),
+            ("s", "min", [0.0] * 10),
+            ("s", "mean", [0.0] * 9 + [2.0 / 9]),
+            ("s", "max", [0.0] * 9 + [2.0]),
+            ("min", "min", [0.0] * 10),
+            ("min", "mean", [0.0] * 9 + [2.0 / 9]),
+            ("min", "max", [0.0] * 9 + [2.0]),
+            ("h", "min", [0.0] * 10),
+            ("h", "mean", [0.0] * 9 + [2.0 / 9]),
+            ("h", "max", [0.0] * 9 + [2.0]),
+            ("D", "min", [0.0] * 10),
+            ("D", "mean", [0.0] * 9 + [2.0 / 9]),
+            ("D", "max", [0.0] * 9 + [2.0]),
+        ],
+    )
+    def test_freqs_ops(self, freq, op, result_data):
+        # GH 21096
+        index = date_range(start="2018-1-1 01:00:00", freq=f"1{freq}", periods=10)
+        # Explicit cast to float to avoid implicit cast when setting nan
+        s = Series(data=0, index=index, dtype="float")
+        s.iloc[1] = np.nan
+        s.iloc[-1] = 2
+        result = getattr(s.rolling(window=f"10{freq}"), op)()
+        expected = Series(data=result_data, index=index)
+
+        tm.assert_series_equal(result, expected)
+
+    @pytest.mark.parametrize(
+        "f",
+        [
+            "sum",
+            "mean",
+            "count",
+            "median",
+            "std",
+            "var",
+            "kurt",
+            "skew",
+            "min",
+            "max",
+        ],
+    )
+    def test_all(self, f, regular):
+        # simple comparison of integer vs time-based windowing
+        df = regular * 2
+        er = df.rolling(window=1)
+        r = df.rolling(window="1s")
+
+        result = getattr(r, f)()
+        expected = getattr(er, f)()
+        tm.assert_frame_equal(result, expected)
+
+        result = r.quantile(0.5)
+        expected = er.quantile(0.5)
+        tm.assert_frame_equal(result, expected)
+
+    def test_all2(self, arithmetic_win_operators):
+        f = arithmetic_win_operators
+        # more sophisticated comparison of integer vs.
+        # time-based windowing
+        df = DataFrame(
+            {"B": np.arange(50)}, index=date_range("20130101", periods=50, freq="h")
+        )
+        # in-range data
+        dft = df.between_time("09:00", "16:00")
+
+        r = dft.rolling(window="5h")
+
+        result = getattr(r, f)()
+
+        # we need to roll the days separately
+        # to compare with a time-based roll
+        # finally groupby-apply will return a multi-index
+        # so we need to drop the day
+        def agg_by_day(x):
+            x = x.between_time("09:00", "16:00")
+            return getattr(x.rolling(5, min_periods=1), f)()
+
+        expected = (
+            df.groupby(df.index.day).apply(agg_by_day).reset_index(level=0, drop=True)
+        )
+
+        tm.assert_frame_equal(result, expected)
+
+    def test_rolling_cov_offset(self):
+        # GH16058
+
+        idx = date_range("2017-01-01", periods=24, freq="1h")
+        ss = Series(np.arange(len(idx)), index=idx)
+
+        result = ss.rolling("2h").cov()
+        expected = Series([np.nan] + [0.5] * (len(idx) - 1), index=idx)
+        tm.assert_series_equal(result, expected)
+
+        expected2 = ss.rolling(2, min_periods=1).cov()
+        tm.assert_series_equal(result, expected2)
+
+        result = ss.rolling("3h").cov()
+        expected = Series([np.nan, 0.5] + [1.0] * (len(idx) - 2), index=idx)
+        tm.assert_series_equal(result, expected)
+
+        expected2 = ss.rolling(3, min_periods=1).cov()
+        tm.assert_series_equal(result, expected2)
+
+    def test_rolling_on_decreasing_index(self, unit):
+        # GH-19248, GH-32385
+        index = DatetimeIndex(
+            [
+                Timestamp("20190101 09:00:30"),
+                Timestamp("20190101 09:00:27"),
+                Timestamp("20190101 09:00:20"),
+                Timestamp("20190101 09:00:18"),
+                Timestamp("20190101 09:00:10"),
+            ]
+        ).as_unit(unit)
+
+        df = DataFrame({"column": [3, 4, 4, 5, 6]}, index=index)
+        result = df.rolling("5s").min()
+        expected = DataFrame({"column": [3.0, 3.0, 4.0, 4.0, 6.0]}, index=index)
+        tm.assert_frame_equal(result, expected)
+
+    def test_rolling_on_empty(self):
+        # GH-32385
+        df = DataFrame({"column": []}, index=[])
+        result = df.rolling("5s").min()
+        expected = DataFrame({"column": []}, index=[])
+        tm.assert_frame_equal(result, expected)
+
+    def test_rolling_on_multi_index_level(self):
+        # GH-15584
+        df = DataFrame(
+            {"column": range(6)},
+            index=MultiIndex.from_product(
+                [date_range("20190101", periods=3), range(2)], names=["date", "seq"]
+            ),
+        )
+        result = df.rolling("10d", on=df.index.get_level_values("date")).sum()
+        expected = DataFrame(
+            {"column": [0.0, 1.0, 3.0, 6.0, 10.0, 15.0]}, index=df.index
+        )
+        tm.assert_frame_equal(result, expected)
+
+
+@pytest.mark.parametrize("msg, axis", [["column", 1], ["index", 0]])
+def test_nat_axis_error(msg, axis):
+    idx = [Timestamp("2020"), NaT]
+    kwargs = {"columns" if axis == 1 else "index": idx}
+    df = DataFrame(np.eye(2), **kwargs)
+    warn_msg = "The 'axis' keyword in DataFrame.rolling is deprecated"
+    if axis == 1:
+        warn_msg = "Support for axis=1 in DataFrame.rolling is deprecated"
+    with pytest.raises(ValueError, match=f"{msg} values must not have NaT"):
+        with tm.assert_produces_warning(FutureWarning, match=warn_msg):
+            df.rolling("D", axis=axis).mean()
+
+
+@td.skip_if_no("pyarrow")
+def test_arrow_datetime_axis():
+    # GH 55849
+    expected = Series(
+        np.arange(5, dtype=np.float64),
+        index=Index(
+            date_range("2020-01-01", periods=5), dtype="timestamp[ns][pyarrow]"
+        ),
+    )
+    result = expected.rolling("1D").sum()
+    tm.assert_series_equal(result, expected)

venv/lib/python3.12/site-packages/pandas/tests/window/test_win_type.py

@@ -0,0 +1,688 @@
+import numpy as np
+import pytest
+
+from pandas import (
+    DataFrame,
+    Series,
+    Timedelta,
+    concat,
+    date_range,
+)
+import pandas._testing as tm
+from pandas.api.indexers import BaseIndexer
+
+
+@pytest.fixture(
+    params=[
+        "triang",
+        "blackman",
+        "hamming",
+        "bartlett",
+        "bohman",
+        "blackmanharris",
+        "nuttall",
+        "barthann",
+    ]
+)
+def win_types(request):
+    return request.param
+
+
+@pytest.fixture(params=["kaiser", "gaussian", "general_gaussian", "exponential"])
+def win_types_special(request):
+    return request.param
+
+
+def test_constructor(frame_or_series):
+    # GH 12669
+    pytest.importorskip("scipy")
+    c = frame_or_series(range(5)).rolling
+
+    # valid
+    c(win_type="boxcar", window=2, min_periods=1)
+    c(win_type="boxcar", window=2, min_periods=1, center=True)
+    c(win_type="boxcar", window=2, min_periods=1, center=False)
+
+
+@pytest.mark.parametrize("w", [2.0, "foo", np.array([2])])
+def test_invalid_constructor(frame_or_series, w):
+    # not valid
+    pytest.importorskip("scipy")
+    c = frame_or_series(range(5)).rolling
+    with pytest.raises(ValueError, match="min_periods must be an integer"):
+        c(win_type="boxcar", window=2, min_periods=w)
+    with pytest.raises(ValueError, match="center must be a boolean"):
+        c(win_type="boxcar", window=2, min_periods=1, center=w)
+
+
+@pytest.mark.parametrize("wt", ["foobar", 1])
+def test_invalid_constructor_wintype(frame_or_series, wt):
+    pytest.importorskip("scipy")
+    c = frame_or_series(range(5)).rolling
+    with pytest.raises(ValueError, match="Invalid win_type"):
+        c(win_type=wt, window=2)
+
+
+def test_constructor_with_win_type(frame_or_series, win_types):
+    # GH 12669
+    pytest.importorskip("scipy")
+    c = frame_or_series(range(5)).rolling
+    c(win_type=win_types, window=2)
+
+
+@pytest.mark.parametrize("arg", ["median", "kurt", "skew"])
+def test_agg_function_support(arg):
+    pytest.importorskip("scipy")
+    df = DataFrame({"A": np.arange(5)})
+    roll = df.rolling(2, win_type="triang")
+
+    msg = f"'{arg}' is not a valid function for 'Window' object"
+    with pytest.raises(AttributeError, match=msg):
+        roll.agg(arg)
+
+    with pytest.raises(AttributeError, match=msg):
+        roll.agg([arg])
+
+    with pytest.raises(AttributeError, match=msg):
+        roll.agg({"A": arg})
+
+
+def test_invalid_scipy_arg():
+    # This error is raised by scipy
+    pytest.importorskip("scipy")
+    msg = r"boxcar\(\) got an unexpected"
+    with pytest.raises(TypeError, match=msg):
+        Series(range(3)).rolling(1, win_type="boxcar").mean(foo="bar")
+
+
+def test_constructor_with_win_type_invalid(frame_or_series):
+    # GH 13383
+    pytest.importorskip("scipy")
+    c = frame_or_series(range(5)).rolling
+
+    msg = "window must be an integer 0 or greater"
+
+    with pytest.raises(ValueError, match=msg):
+        c(-1, win_type="boxcar")
+
+
+def test_window_with_args(step):
+    # make sure that we are aggregating window functions correctly with arg
+    pytest.importorskip("scipy")
+    r = Series(np.random.default_rng(2).standard_normal(100)).rolling(
+        window=10, min_periods=1, win_type="gaussian", step=step
+    )
+    expected = concat([r.mean(std=10), r.mean(std=0.01)], axis=1)
+    expected.columns = ["<lambda>", "<lambda>"]
+    result = r.aggregate([lambda x: x.mean(std=10), lambda x: x.mean(std=0.01)])
+    tm.assert_frame_equal(result, expected)
+
+    def a(x):
+        return x.mean(std=10)
+
+    def b(x):
+        return x.mean(std=0.01)
+
+    expected = concat([r.mean(std=10), r.mean(std=0.01)], axis=1)
+    expected.columns = ["a", "b"]
+    result = r.aggregate([a, b])
+    tm.assert_frame_equal(result, expected)
+
+
+def test_win_type_with_method_invalid():
+    pytest.importorskip("scipy")
+    with pytest.raises(
+        NotImplementedError, match="'single' is the only supported method type."
+    ):
+        Series(range(1)).rolling(1, win_type="triang", method="table")
+
+
+@pytest.mark.parametrize("arg", [2000000000, "2s", Timedelta("2s")])
+def test_consistent_win_type_freq(arg):
+    # GH 15969
+    pytest.importorskip("scipy")
+    s = Series(range(1))
+    with pytest.raises(ValueError, match="Invalid win_type freq"):
+        s.rolling(arg, win_type="freq")
+
+
+def test_win_type_freq_return_none():
+    # GH 48838
+    freq_roll = Series(range(2), index=date_range("2020", periods=2)).rolling("2s")
+    assert freq_roll.win_type is None
+
+
+def test_win_type_not_implemented():
+    pytest.importorskip("scipy")
+
+    class CustomIndexer(BaseIndexer):
+        def get_window_bounds(self, num_values, min_periods, center, closed, step):
+            return np.array([0, 1]), np.array([1, 2])
+
+    df = DataFrame({"values": range(2)})
+    indexer = CustomIndexer()
+    with pytest.raises(NotImplementedError, match="BaseIndexer subclasses not"):
+        df.rolling(indexer, win_type="boxcar")
+
+
+def test_cmov_mean(step):
+    # GH 8238
+    pytest.importorskip("scipy")
+    vals = np.array([6.95, 15.21, 4.72, 9.12, 13.81, 13.49, 16.68, 9.48, 10.63, 14.48])
+    result = Series(vals).rolling(5, center=True, step=step).mean()
+    expected_values = [
+        np.nan,
+        np.nan,
+        9.962,
+        11.27,
+        11.564,
+        12.516,
+        12.818,
+        12.952,
+        np.nan,
+        np.nan,
+    ]
+    expected = Series(expected_values)[::step]
+    tm.assert_series_equal(expected, result)
+
+
+def test_cmov_window(step):
+    # GH 8238
+    pytest.importorskip("scipy")
+    vals = np.array([6.95, 15.21, 4.72, 9.12, 13.81, 13.49, 16.68, 9.48, 10.63, 14.48])
+    result = Series(vals).rolling(5, win_type="boxcar", center=True, step=step).mean()
+    expected_values = [
+        np.nan,
+        np.nan,
+        9.962,
+        11.27,
+        11.564,
+        12.516,
+        12.818,
+        12.952,
+        np.nan,
+        np.nan,
+    ]
+    expected = Series(expected_values)[::step]
+    tm.assert_series_equal(expected, result)
+
+
+def test_cmov_window_corner(step):
+    # GH 8238
+    # all nan
+    pytest.importorskip("scipy")
+    vals = Series([np.nan] * 10)
+    result = vals.rolling(5, center=True, win_type="boxcar", step=step).mean()
+    assert np.isnan(result).all()
+
+    # empty
+    vals = Series([], dtype=object)
+    result = vals.rolling(5, center=True, win_type="boxcar", step=step).mean()
+    assert len(result) == 0
+
+    # shorter than window
+    vals = Series(np.random.default_rng(2).standard_normal(5))
+    result = vals.rolling(10, win_type="boxcar", step=step).mean()
+    assert np.isnan(result).all()
+    assert len(result) == len(range(0, 5, step or 1))
+
+
+@pytest.mark.parametrize(
+    "f,xp",
+    [
+        (
+            "mean",
+            [
+                [np.nan, np.nan],
+                [np.nan, np.nan],
+                [9.252, 9.392],
+                [8.644, 9.906],
+                [8.87, 10.208],
+                [6.81, 8.588],
+                [7.792, 8.644],
+                [9.05, 7.824],
+                [np.nan, np.nan],
+                [np.nan, np.nan],
+            ],
+        ),
+        (
+            "std",
+            [
+                [np.nan, np.nan],
+                [np.nan, np.nan],
+                [3.789706, 4.068313],
+                [3.429232, 3.237411],
+                [3.589269, 3.220810],
+                [3.405195, 2.380655],
+                [3.281839, 2.369869],
+                [3.676846, 1.801799],
+                [np.nan, np.nan],
+                [np.nan, np.nan],
+            ],
+        ),
+        (
+            "var",
+            [
+                [np.nan, np.nan],
+                [np.nan, np.nan],
+                [14.36187, 16.55117],
+                [11.75963, 10.48083],
+                [12.88285, 10.37362],
+                [11.59535, 5.66752],
+                [10.77047, 5.61628],
+                [13.51920, 3.24648],
+                [np.nan, np.nan],
+                [np.nan, np.nan],
+            ],
+        ),
+        (
+            "sum",
+            [
+                [np.nan, np.nan],
+                [np.nan, np.nan],
+                [46.26, 46.96],
+                [43.22, 49.53],
+                [44.35, 51.04],
+                [34.05, 42.94],
+                [38.96, 43.22],
+                [45.25, 39.12],
+                [np.nan, np.nan],
+                [np.nan, np.nan],
+            ],
+        ),
+    ],
+)
+def test_cmov_window_frame(f, xp, step):
+    # Gh 8238
+    pytest.importorskip("scipy")
+    df = DataFrame(
+        np.array(
+            [
+                [12.18, 3.64],
+                [10.18, 9.16],
+                [13.24, 14.61],
+                [4.51, 8.11],
+                [6.15, 11.44],
+                [9.14, 6.21],
+                [11.31, 10.67],
+                [2.94, 6.51],
+                [9.42, 8.39],
+                [12.44, 7.34],
+            ]
+        )
+    )
+    xp = DataFrame(np.array(xp))[::step]
+
+    roll = df.rolling(5, win_type="boxcar", center=True, step=step)
+    rs = getattr(roll, f)()
+
+    tm.assert_frame_equal(xp, rs)
+
+
+@pytest.mark.parametrize("min_periods", [0, 1, 2, 3, 4, 5])
+def test_cmov_window_na_min_periods(step, min_periods):
+    pytest.importorskip("scipy")
+    vals = Series(np.random.default_rng(2).standard_normal(10))
+    vals[4] = np.nan
+    vals[8] = np.nan
+
+    xp = vals.rolling(5, min_periods=min_periods, center=True, step=step).mean()
+    rs = vals.rolling(
+        5, win_type="boxcar", min_periods=min_periods, center=True, step=step
+    ).mean()
+    tm.assert_series_equal(xp, rs)
+
+
+def test_cmov_window_regular(win_types, step):
+    # GH 8238
+    pytest.importorskip("scipy")
+    vals = np.array([6.95, 15.21, 4.72, 9.12, 13.81, 13.49, 16.68, 9.48, 10.63, 14.48])
+    xps = {
+        "hamming": [
+            np.nan,
+            np.nan,
+            8.71384,
+            9.56348,
+            12.38009,
+            14.03687,
+            13.8567,
+            11.81473,
+            np.nan,
+            np.nan,
+        ],
+        "triang": [
+            np.nan,
+            np.nan,
+            9.28667,
+            10.34667,
+            12.00556,
+            13.33889,
+            13.38,
+            12.33667,
+            np.nan,
+            np.nan,
+        ],
+        "barthann": [
+            np.nan,
+            np.nan,
+            8.4425,
+            9.1925,
+            12.5575,
+            14.3675,
+            14.0825,
+            11.5675,
+            np.nan,
+            np.nan,
+        ],
+        "bohman": [
+            np.nan,
+            np.nan,
+            7.61599,
+            9.1764,
+            12.83559,
+            14.17267,
+            14.65923,
+            11.10401,
+            np.nan,
+            np.nan,
+        ],
+        "blackmanharris": [
+            np.nan,
+            np.nan,
+            6.97691,
+            9.16438,
+            13.05052,
+            14.02156,
+            15.10512,
+            10.74574,
+            np.nan,
+            np.nan,
+        ],
+        "nuttall": [
+            np.nan,
+            np.nan,
+            7.04618,
+            9.16786,
+            13.02671,
+            14.03559,
+            15.05657,
+            10.78514,
+            np.nan,
+            np.nan,
+        ],
+        "blackman": [
+            np.nan,
+            np.nan,
+            7.73345,
+            9.17869,
+            12.79607,
+            14.20036,
+            14.57726,
+            11.16988,
+            np.nan,
+            np.nan,
+        ],
+        "bartlett": [
+            np.nan,
+            np.nan,
+            8.4425,
+            9.1925,
+            12.5575,
+            14.3675,
+            14.0825,
+            11.5675,
+            np.nan,
+            np.nan,
+        ],
+    }
+
+    xp = Series(xps[win_types])[::step]
+    rs = Series(vals).rolling(5, win_type=win_types, center=True, step=step).mean()
+    tm.assert_series_equal(xp, rs)
+
+
+def test_cmov_window_regular_linear_range(win_types, step):
+    # GH 8238
+    pytest.importorskip("scipy")
+    vals = np.array(range(10), dtype=float)
+    xp = vals.copy()
+    xp[:2] = np.nan
+    xp[-2:] = np.nan
+    xp = Series(xp)[::step]
+
+    rs = Series(vals).rolling(5, win_type=win_types, center=True, step=step).mean()
+    tm.assert_series_equal(xp, rs)
+
+
+def test_cmov_window_regular_missing_data(win_types, step):
+    # GH 8238
+    pytest.importorskip("scipy")
+    vals = np.array(
+        [6.95, 15.21, 4.72, 9.12, 13.81, 13.49, 16.68, np.nan, 10.63, 14.48]
+    )
+    xps = {
+        "bartlett": [
+            np.nan,
+            np.nan,
+            9.70333,
+            10.5225,
+            8.4425,
+            9.1925,
+            12.5575,
+            14.3675,
+            15.61667,
+            13.655,
+        ],
+        "blackman": [
+            np.nan,
+            np.nan,
+            9.04582,
+            11.41536,
+            7.73345,
+            9.17869,
+            12.79607,
+            14.20036,
+            15.8706,
+            13.655,
+        ],
+        "barthann": [
+            np.nan,
+            np.nan,
+            9.70333,
+            10.5225,
+            8.4425,
+            9.1925,
+            12.5575,
+            14.3675,
+            15.61667,
+            13.655,
+        ],
+        "bohman": [
+            np.nan,
+            np.nan,
+            8.9444,
+            11.56327,
+            7.61599,
+            9.1764,
+            12.83559,
+            14.17267,
+            15.90976,
+            13.655,
+        ],
+        "hamming": [
+            np.nan,
+            np.nan,
+            9.59321,
+            10.29694,
+            8.71384,
+            9.56348,
+            12.38009,
+            14.20565,
+            15.24694,
+            13.69758,
+        ],
+        "nuttall": [
+            np.nan,
+            np.nan,
+            8.47693,
+            12.2821,
+            7.04618,
+            9.16786,
+            13.02671,
+            14.03673,
+            16.08759,
+            13.65553,
+        ],
+        "triang": [
+            np.nan,
+            np.nan,
+            9.33167,
+            9.76125,
+            9.28667,
+            10.34667,
+            12.00556,
+            13.82125,
+            14.49429,
+            13.765,
+        ],
+        "blackmanharris": [
+            np.nan,
+            np.nan,
+            8.42526,
+            12.36824,
+            6.97691,
+            9.16438,
+            13.05052,
+            14.02175,
+            16.1098,
+            13.65509,
+        ],
+    }
+
+    xp = Series(xps[win_types])[::step]
+    rs = Series(vals).rolling(5, win_type=win_types, min_periods=3, step=step).mean()
+    tm.assert_series_equal(xp, rs)
+
+
+def test_cmov_window_special(win_types_special, step):
+    # GH 8238
+    pytest.importorskip("scipy")
+    kwds = {
+        "kaiser": {"beta": 1.0},
+        "gaussian": {"std": 1.0},
+        "general_gaussian": {"p": 2.0, "sig": 2.0},
+        "exponential": {"tau": 10},
+    }
+
+    vals = np.array([6.95, 15.21, 4.72, 9.12, 13.81, 13.49, 16.68, 9.48, 10.63, 14.48])
+
+    xps = {
+        "gaussian": [
+            np.nan,
+            np.nan,
+            8.97297,
+            9.76077,
+            12.24763,
+            13.89053,
+            13.65671,
+            12.01002,
+            np.nan,
+            np.nan,
+        ],
+        "general_gaussian": [
+            np.nan,
+            np.nan,
+            9.85011,
+            10.71589,
+            11.73161,
+            13.08516,
+            12.95111,
+            12.74577,
+            np.nan,
+            np.nan,
+        ],
+        "kaiser": [
+            np.nan,
+            np.nan,
+            9.86851,
+            11.02969,
+            11.65161,
+            12.75129,
+            12.90702,
+            12.83757,
+            np.nan,
+            np.nan,
+        ],
+        "exponential": [
+            np.nan,
+            np.nan,
+            9.83364,
+            11.10472,
+            11.64551,
+            12.66138,
+            12.92379,
+            12.83770,
+            np.nan,
+            np.nan,
+        ],
+    }
+
+    xp = Series(xps[win_types_special])[::step]
+    rs = (
+        Series(vals)
+        .rolling(5, win_type=win_types_special, center=True, step=step)
+        .mean(**kwds[win_types_special])
+    )
+    tm.assert_series_equal(xp, rs)
+
+
+def test_cmov_window_special_linear_range(win_types_special, step):
+    # GH 8238
+    pytest.importorskip("scipy")
+    kwds = {
+        "kaiser": {"beta": 1.0},
+        "gaussian": {"std": 1.0},
+        "general_gaussian": {"p": 2.0, "sig": 2.0},
+        "slepian": {"width": 0.5},
+        "exponential": {"tau": 10},
+    }
+
+    vals = np.array(range(10), dtype=float)
+    xp = vals.copy()
+    xp[:2] = np.nan
+    xp[-2:] = np.nan
+    xp = Series(xp)[::step]
+
+    rs = (
+        Series(vals)
+        .rolling(5, win_type=win_types_special, center=True, step=step)
+        .mean(**kwds[win_types_special])
+    )
+    tm.assert_series_equal(xp, rs)
+
+
+def test_weighted_var_big_window_no_segfault(win_types, center):
+    # GitHub Issue #46772
+    pytest.importorskip("scipy")
+    x = Series(0)
+    result = x.rolling(window=16, center=center, win_type=win_types).var()
+    expected = Series(np.nan)
+
+    tm.assert_series_equal(result, expected)
+
+
+def test_rolling_center_axis_1():
+    pytest.importorskip("scipy")
+    df = DataFrame(
+        {"a": [1, 1, 0, 0, 0, 1], "b": [1, 0, 0, 1, 0, 0], "c": [1, 0, 0, 1, 0, 1]}
+    )
+
+    msg = "Support for axis=1 in DataFrame.rolling is deprecated"
+    with tm.assert_produces_warning(FutureWarning, match=msg):
+        result = df.rolling(window=3, axis=1, win_type="boxcar", center=True).sum()
+
+    expected = DataFrame(
+        {"a": [np.nan] * 6, "b": [3.0, 1.0, 0.0, 2.0, 0.0, 2.0], "c": [np.nan] * 6}
+    )
+
+    tm.assert_frame_equal(result, expected, check_dtype=True)