TST: add benchmark

Author: AlexKirko

asv_bench/benchmarks/rolling.py

@@ -165,4 +165,26 @@ def peakmem_fixed(self):
             self.roll.max()
 
 
+class ForwardWindowMethods:
+    params = (
+        ["DataFrame", "Series"],
+        [10, 1000],
+        ["int", "float"],
+        ["median", "mean", "max", "min", "kurt", "sum"],
+    )
+    param_names = ["constructor", "window_size", "dtype", "method"]
+
+    def setup(self):
+        N = 10 ** 5
+        arr = np.random.random(N).astype(dtype)
+        indexer = pd.api.indexers.FixedForwardWindowIndexer(window_size)
+        self.roll = getattr(pd, constructor)(arr).rolling(window=indexer)
+
+    def time_rolling(self, constructor, window, dtype, method):
+        getattr(self.roll, method)()
+
+    def peakmem_rolling(self, constructor, window, dtype, method):
+        getattr(self.roll, method)()
+
+
 from .pandas_vb_common import setup  # noqa: F401 isort:skip