ENH: Add get_window method on a rolling object

[ThomasBourgeois]

Is your feature request related to a problem?

Yes. I would like to make a test of a function that is then applied on a rolling object. Making that test on just one window of the rolling object would be convenient.

Describe the solution you'd like

Someting similar to get_group for a groupby object. This would be something like : rolling.get_window(0) for first window for example.

API breaking implications

I do not know of any.

Describe alternatives you've considered

Additional context

[mroeschke]

Sure, I suppose rolling objects could have a get_window method that acts similarly to get_group for groupby objects.

The current workaround today would be to just iterate over the rolling object until you encounter the desired window.

PRs welcome!

[jreback]

you can kind of do this now with iteration: #34201, e.g. skip thru the groups to get the one you want.

[leonarduschen]

I'll take this

[leonarduschen]

take