fix issue pandas-dev#15305, update _libs\window.pyx and tests\test_window.py

Author: FXocena

doc/source/whatsnew/v0.21.0.txt

@@ -296,6 +296,8 @@ Groupby/Resample/Rolling
 - Bug in :func:`infer_freq` causing indices with 2-day gaps during the working week to be wrongly inferred as business daily (:issue:`16624`)
 - Bug in ``.rolling(...).quantile()`` which incorrectly used different defaults than :func:`Series.quantile()` and :func:`DataFrame.quantile()` (:issue:`9413`, :issue:`16211`)
 - Bug in ``groupby.transform()`` that would coerce boolean dtypes back to float (:issue:`16875`)
+- Bug in ``.rolling(...).apply(...)`` where when rolling apply on DataFrame
+  with Datetime index and min_periods set to be greater than 1 (:issue:`15305`)
 
 Sparse
 ^^^^^^

pandas/tests/test_window.py

@@ -424,7 +424,7 @@ def test_constructor_with_timedelta_window(self):
             tm.assert_frame_equal(result, expected)
 
     def test_constructor_with_timedelta_window_and_minperiods(self):
-        # GH 15440
+        # GH 15305
         n = 10
         df = pd.DataFrame({'value': np.arange(n)},
                           index=pd.date_range('2015-12-24',