BUG: Respect axis when doing DataFrame.expanding

Closes gh-23372.

Author: gfyoung

doc/source/whatsnew/v0.24.0.txt

@@ -1213,6 +1213,7 @@ Groupby/Resample/Rolling
 - Bug in :meth:`SeriesGroupBy.mean` when values were integral but could not fit inside of int64, overflowing instead. (:issue:`22487`)
 - :func:`RollingGroupby.agg` and :func:`ExpandingGroupby.agg` now support multiple aggregation functions as parameters (:issue:`15072`)
 - Bug in :meth:`DataFrame.resample` and :meth:`Series.resample` when resampling by a weekly offset (``'W'``) across a DST transition (:issue:`9119`, :issue:`21459`)
+- Bug in :meth:`DataFrame.expanding` in which the ``axis`` argument was not being respected during aggregations (:issue:`23372`)
 
 Reshaping
 ^^^^^^^^^

pandas/core/window.py

@@ -1866,12 +1866,11 @@ def _constructor(self):
         return Expanding
 
     def _get_window(self, other=None):
-        obj = self._selected_obj
-        if other is None:
-            return (max(len(obj), self.min_periods) if self.min_periods
-                    else len(obj))
-        return (max((len(obj) + len(obj)), self.min_periods)
-                if self.min_periods else (len(obj) + len(obj)))
+        axis = self.obj._get_axis(self.axis)
+        length = len(axis) + (other is not None) * len(axis)
+
+        other = self.min_periods or -1
+        return max(length, other)
 
     _agg_doc = dedent("""
     Examples

pandas/tests/test_window.py

@@ -627,6 +627,22 @@ def test_iter_raises(self, klass):
         with pytest.raises(NotImplementedError):
             iter(obj.rolling(2))
 
+    @pytest.mark.parametrize("axis,expected", [
+        (0, DataFrame({
+            i: [np.nan] * 2 + [3.0] * 8
+            for i in range(20)
+        })),
+        (1, DataFrame([
+            [np.nan] * 2 + [3.0] * 18
+        ] * 10))
+    ])
+    def test_rolling_axis(self, axis, expected):
+        # see gh-23372.
+        df = DataFrame(np.ones((10, 20)))
+
+        result = df.rolling(3, axis=axis).sum()
+        tm.assert_frame_equal(result, expected)
+
 
 class TestExpanding(Base):
 
@@ -714,6 +730,22 @@ def test_iter_raises(self, klass):
         with pytest.raises(NotImplementedError):
             iter(obj.expanding(2))
 
+    @pytest.mark.parametrize("axis,expected", [
+        (0, DataFrame({
+            i: [np.nan] * 2 + [float(j) for j in range(3, 11)]
+            for i in range(20)
+        })),
+        (1, DataFrame([
+            [np.nan] * 2 + [float(i) for i in range(3, 21)]
+        ] * 10))
+    ])
+    def test_expanding_axis(self, axis, expected):
+        # see gh-23372.
+        df = DataFrame(np.ones((10, 20)))
+
+        result = df.expanding(3, axis=axis).sum()
+        tm.assert_frame_equal(result, expected)
+
 
 class TestEWM(Base):