[FIX] rolling to respect duplicate datetime indices on the right bound of centered windows (#43945)

* [FIX] rolling now respect duplicate datetime indices on the right bound of centered windows.

* blackified

* added whatsnew entry

Co-authored-by: Bert Palm <[email protected]>

Author: rosagold

doc/source/whatsnew/v1.4.0.rst

@@ -506,6 +506,7 @@ Groupby/resample/rolling
 - Bug in :meth:`GroupBy.apply` with time-based :class:`Grouper` objects incorrectly raising ``ValueError`` in corner cases where the grouping vector contains a ``NaT`` (:issue:`43500`, :issue:`43515`)
 - Bug in :meth:`GroupBy.mean` failing with ``complex`` dtype (:issue:`43701`)
 - Fixed bug in :meth:`Series.rolling` and :meth:`DataFrame.rolling` not calculating window bounds correctly for the first row when ``center=True`` and index is decreasing (:issue:`43927`)
+- Fixed bug in :meth:`Series.rolling` and :meth:`DataFrame.rolling` not respecting right bound on centered datetime-like windows, if the index contain duplicates (:issue:`#3944`)
 
 Reshaping
 ^^^^^^^^^

pandas/_libs/window/indexers.pyx

@@ -122,7 +122,6 @@ def calculate_variable_window_bounds(
                     elif ((index[j] - end_bound) * index_growth_sign == 0 and
                           right_closed):
                         end[i] = j + 1
-                        break
                     elif (index[j] - end_bound) * index_growth_sign >= 0:
                         end[i] = j
                         break

pandas/tests/window/test_rolling.py

@@ -250,6 +250,39 @@ def test_datetimelike_centered_offset_covers_all(
     tm.assert_equal(result, expected)
 
 
+@pytest.mark.parametrize(
+    "window,closed,expected",
+    [
+        ("2D", "right", [4, 4, 4, 4, 4, 4, 2, 2]),
+        ("2D", "left", [2, 2, 4, 4, 4, 4, 4, 4]),
+        ("2D", "both", [4, 4, 6, 6, 6, 6, 4, 4]),
+        ("2D", "neither", [2, 2, 2, 2, 2, 2, 2, 2]),
+    ],
+)
+def test_datetimelike_nonunique_index_centering(
+    window, closed, expected, frame_or_series
+):
+    index = DatetimeIndex(
+        [
+            "2020-01-01",
+            "2020-01-01",
+            "2020-01-02",
+            "2020-01-02",
+            "2020-01-03",
+            "2020-01-03",
+            "2020-01-04",
+            "2020-01-04",
+        ]
+    )
+
+    df = frame_or_series([1] * 8, index=index, dtype=float)
+    expected = frame_or_series(expected, index=index, dtype=float)
+
+    result = df.rolling(window, center=True, closed=closed).sum()
+
+    tm.assert_equal(result, expected)
+
+
 def test_even_number_window_alignment():
     # see discussion in GH 38780
     s = Series(range(3), index=date_range(start="2020-01-01", freq="D", periods=3))