Updates based on comments

Author: dsm054

doc/source/whatsnew/v1.3.4.rst

@@ -23,6 +23,7 @@ Fixed regressions
 
 Bug fixes
 ~~~~~~~~~
+- Bug in :meth:`pandas.DataFrame.groupby.rolling` and :class:`pandas.api.indexers.FixedForwardWindowIndexer` leading to segfaults and window endpoints being mixed across groups (:issue:`43267`)
 -
 -
 

pandas/core/indexers/objects.py

@@ -342,8 +342,7 @@ def get_window_bounds(
             )
             start = start.astype(np.int64)
             end = end.astype(np.int64)
-            # From get_window_bounds, those two should be equal in length of array
-            assert len(start) == len(end)
+            assert len(start) == len(end), 'these should be equal in length from get_window_bounds'
             # Cannot use groupby_indices as they might not be monotonic with the object
             # we're rolling over
             window_indices = np.arange(
@@ -352,7 +351,7 @@ def get_window_bounds(
             window_indices_start += len(indices)
             # Extend as we'll be slicing window like [start, end)
             window_indices = np.append(window_indices, [window_indices[-1] + 1]).astype(
-                np.int64
+                np.int64, copy=False
             )
             start_arrays.append(window_indices.take(ensure_platform_int(start)))
             end_arrays.append(window_indices.take(ensure_platform_int(end)))

pandas/core/window/rolling.py

@@ -301,8 +301,7 @@ def __iter__(self):
             closed=self.closed,
         )
 
-        # From get_window_bounds, those two should be equal in length of array
-        assert len(start) == len(end)
+        assert len(start) == len(end), 'these should be equal in length from get_window_bounds'
 
         for s, e in zip(start, end):
             result = obj.iloc[slice(s, e)]
@@ -555,9 +554,8 @@ def calc(x):
                     center=self.center,
                     closed=self.closed,
                 )
+                assert len(start) == len(end), 'these should be equal in length from get_window_bounds'
 
-                # From get_window_bounds, those two should be equal in length of array
-                assert len(start) == len(end)
                 return func(x, start, end, min_periods, *numba_args)
 
             with np.errstate(all="ignore"):
@@ -1441,8 +1439,7 @@ def cov_func(x, y):
                 closed=self.closed,
             )
 
-            # From get_window_bounds, those two should be equal in length of array
-            assert len(start) == len(end)
+            assert len(start) == len(end), 'these should be equal in length from get_window_bounds'
 
             with np.errstate(all="ignore"):
                 mean_x_y = window_aggregations.roll_mean(
@@ -1484,8 +1481,7 @@ def corr_func(x, y):
                 closed=self.closed,
             )
 
-            # From get_window_bounds, those two should be equal in length of array
-            assert len(start) == len(end)
+            assert len(start) == len(end), 'these should be equal in length from get_window_bounds'
 
             with np.errstate(all="ignore"):
                 mean_x_y = window_aggregations.roll_mean(