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Added a new test case to roll_quantile_test to trigger a TypeError when called with a string.
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pandas/tests/test_window.py

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@@ -1090,6 +1090,9 @@ def alt(x):
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self.assertRaises(ValueError, mom.rolling_quantile,
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np.array([1, 2, 3]), window=3, quantile=10)
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self.assertRaises(TypeError, mom.rolling_quantile,
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np.array([1, 2, 3]), window=3, quantile='foo')
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def test_rolling_apply(self):
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# suppress warnings about empty slices, as we are deliberately testing
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# with a 0-length Series

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