Adding doc-strings and PEP8 corrections

Also, adding whatsnew entry

Author: carlosdanielcsantos

doc/source/whatsnew/v0.20.0.txt

@@ -319,6 +319,7 @@ To convert a ``SparseDataFrame`` back to sparse SciPy matrix in COO format, you
 Other Enhancements
 ^^^^^^^^^^^^^^^^^^
 
+- ``DataFrame.rolling()`` now accepts the parameter ``closed='right'|'left'|'both'|'neither'`` to choose the rolling window endpoint closedness. (:issue:`13965`)
 - Integration with the ``feather-format``, including a new top-level ``pd.read_feather()`` and ``DataFrame.to_feather()`` method, see :ref:`here <io.feather>`.
 - ``Series.str.replace()`` now accepts a callable, as replacement, which is passed to ``re.sub`` (:issue:`15055`)
 - ``Series.str.replace()`` now accepts a compiled regular expression as a pattern (:issue:`15446`)

pandas/core/window.py

@@ -800,7 +800,6 @@ def apply(self, func, args=(), kwargs={}):
         window = self._get_window()
         offset = _offset(window, self.center)
         index, indexi = self._get_index()
-        closed = self.closed
 
         def f(arg, window, min_periods, closed):
             minp = _use_window(min_periods, window)

pandas/core/window.pyx

@@ -158,6 +158,10 @@ cdef class MockFixedWindowIndexer(WindowIndexer):
         index of the input
     floor: optional
         unit for flooring
+    l_closed: bint
+        left endpoint closedness
+    r_closed: bint
+        right endpoint closedness
 
     """
     def __init__(self, ndarray input, int64_t win, int64_t minp,
@@ -192,6 +196,10 @@ cdef class FixedWindowIndexer(WindowIndexer):
         index of the input
     floor: optional
         unit for flooring the unit
+    l_closed: bint
+        left endpoint closedness
+    r_closed: bint
+        right endpoint closedness
 
     """
     def __init__(self, ndarray input, int64_t win, int64_t minp,
@@ -231,10 +239,14 @@ cdef class VariableWindowIndexer(WindowIndexer):
         min number of obs in a window to consider non-NaN
     index: ndarray
         index of the input
+    l_closed: bint
+        left endpoint closedness
+    r_closed: bint
+        right endpoint closedness
 
     """
     def __init__(self, ndarray input, int64_t win, int64_t minp,
-                 ndarray index, bint l_closed=False, bint r_closed=True):
+                 ndarray index, bint l_closed, bint r_closed):
 
         self.is_variable = 1
         self.N = len(index)
@@ -251,9 +263,8 @@ cdef class VariableWindowIndexer(WindowIndexer):
         # max window size
         self.win = (self.end - self.start).max()
 
-
     def build(self, ndarray[int64_t] index, int64_t win, bint l_closed,
-                    bint r_closed):
+              bint r_closed):
 
         cdef:
             ndarray[int64_t] start, end
@@ -266,9 +277,9 @@ cdef class VariableWindowIndexer(WindowIndexer):
 
         start[0] = 0
 
-        if r_closed: # right endpoint is closed
+        if r_closed:  # right endpoint is closed
             end[0] = 1
-        else:        # right endpoint is open
+        else:         # right endpoint is open
             end[0] = 0
 
         with nogil:
@@ -279,7 +290,7 @@ cdef class VariableWindowIndexer(WindowIndexer):
                 end_bound = index[i]
                 start_bound = index[i] - win
 
-                if l_closed: # left endpoint is closed
+                if l_closed:  # left endpoint is closed
                     start_bound -= 1
 
                 # advance the start bound until we are
@@ -314,6 +325,8 @@ def get_window_indexer(input, win, minp, index, closed,
     minp: integer, minimum periods
     index: 1d ndarray, optional
         index to the input array
+    closed: 'right', 'left', 'both', 'neither'
+        window endpoint closedness
     floor: optional
         unit for flooring the unit
     use_mock: boolean, default True
@@ -1024,8 +1037,8 @@ def roll_median_c(ndarray[float64_t] input, int64_t win, int64_t minp,
                   object index, object closed):
     cdef:
         double val, res, prev
-        bint err=0, is_variable
-        int ret=0
+        bint err = 0, is_variable
+        int ret = 0
         skiplist_t *sl
         Py_ssize_t i, j
         int64_t nobs = 0, N, s, e

pandas/tests/test_window.py

@@ -3386,12 +3386,12 @@ def test_min_periods(self):
         tm.assert_frame_equal(result, expected)
 
     def test_closed(self):
-        df = DataFrame({'A': [1]*5},
-                        index = [pd.Timestamp('20130101 09:00:01'),
-                                 pd.Timestamp('20130101 09:00:02'),
-                                 pd.Timestamp('20130101 09:00:03'),
-                                 pd.Timestamp('20130101 09:00:04'),
-                                 pd.Timestamp('20130101 09:00:06')])
+        df = DataFrame({'A': [1] * 5},
+                       index=[pd.Timestamp('20130101 09:00:01'),
+                              pd.Timestamp('20130101 09:00:02'),
+                              pd.Timestamp('20130101 09:00:03'),
+                              pd.Timestamp('20130101 09:00:04'),
+                              pd.Timestamp('20130101 09:00:06')])
 
         # closed must be 'right', 'left', 'both', 'neither'
         with self.assertRaises(ValueError):