Fixed Issue Preventing Agg on RollingGroupBy Objects
State: closed

- [X] closes #15072
- [X] tests added / passed
- [X] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

AFAICT the fact that RollingGroupBy could not use `agg` with a list of functions is simply due to the fact that the GroupByMixing it inherits from could not handle the reduction in dimensions that occurs via the normal aggregation functions.

Labels:
name: Groupby
name: Reshaping
description: Concat, Merge/Join, Stack/Unstack, Explode

Comments:
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/21323?src=pr&el=h1) Report
> Merging [#21323](https://codecov.io/gh/pandas-dev/pandas/pull/21323?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/6b1f46052f0bd69f1a45989f1bfe650ba1c55ee1?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/21323/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/21323?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #21323      +/-   ##
==========================================
+ Coverage   92.18%   92.19%   +<.01%     
==========================================
  Files         169      169              
  Lines       50819    50823       +4     
==========================================
+ Hits        46850    46855       +5     
+ Misses       3969     3968       -1
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.6% <100%> (ø)` | :arrow_up: |
| #single | `42.37% <0%> (-0.01%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/21323?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/groupby/base.py](https://codecov.io/gh/pandas-dev/pandas/pull/21323/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ3JvdXBieS9iYXNlLnB5) | `91.83% <100%> (+0.72%)` | :arrow_up: |
| [pandas/core/base.py](https://codecov.io/gh/pandas-dev/pandas/pull/21323/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvYmFzZS5weQ==) | `97.61% <100%> (ø)` | :arrow_up: |
| [pandas/core/strings.py](https://codecov.io/gh/pandas-dev/pandas/pull/21323/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvc3RyaW5ncy5weQ==) | `98.63% <0%> (ø)` | :arrow_up: |
| [pandas/core/window.py](https://codecov.io/gh/pandas-dev/pandas/pull/21323/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvd2luZG93LnB5) | `96.4% <0%> (+0.11%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/21323?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/21323?src=pr&el=footer). Last update [6b1f460...c234b36](https://codecov.io/gh/pandas-dev/pandas/pull/21323?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).

Test errors have to do with the column sorting of the returned frame. Do we make any guarantees about how that is supposed to be ordered across versions? 
i would use an ordered dict for tests (so no guarantees on actual ordering)
@WillAyd can you rebase
Hello @WillAyd! Thanks for updating the PR.

 - There are no PEP8 issues in the file [`pandas/core/base.py`](https://github.com/WillAyd/pandas/blob/c234b364847a3e06dd471d805e554f1c852f8419/pandas/core/base.py) !

 - There are no PEP8 issues in the file [`pandas/core/groupby/base.py`](https://github.com/WillAyd/pandas/blob/c234b364847a3e06dd471d805e554f1c852f8419/pandas/core/groupby/base.py) !

 - There are no PEP8 issues in the file [`pandas/tests/groupby/test_groupby.py`](https://github.com/WillAyd/pandas/blob/c234b364847a3e06dd471d805e554f1c852f8419/pandas/tests/groupby/test_groupby.py) !

 - There are no PEP8 issues in the file [`pandas/tests/test_window.py`](https://github.com/WillAyd/pandas/blob/c234b364847a3e06dd471d805e554f1c852f8419/pandas/tests/test_window.py) !



##### Comment last updated on September 25, 2018 at 19:09 Hours UTC
@jreback all green
thanks @WillAyd