From 8e0346137e3993b2265cd3fddbda515c2f3b501c Mon Sep 17 00:00:00 2001
From: ihsan <ihsansecer@gmail.com>
Date: Sun, 7 Jul 2019 16:06:39 +0300
Subject: [PATCH 01/16] ENH: Raise ValueError for unsupported Window functions

---
 pandas/core/window.py       | 22 ++++++++++++++++++++++
 pandas/tests/test_window.py | 11 +++++++++++
 2 files changed, 33 insertions(+)

diff --git a/pandas/core/window.py b/pandas/core/window.py
index 27588249b1b3c..ba106bf854181 100644
--- a/pandas/core/window.py
+++ b/pandas/core/window.py
@@ -659,6 +659,26 @@ def validate(self):
         else:
             raise ValueError("Invalid window {0}".format(window))
 
+    def _validate_aggregate(self, arg, *args, **kwargs):
+        # supported weighted window functions
+        valid_ops = ["mean", "sum"]
+
+        def validate_str(op):
+            if op not in valid_ops:
+                raise ValueError(
+                    "{op} function is not supported "
+                    "for weighted windows.".format(op=op)
+                )
+
+        if isinstance(arg, str):
+            validate_str(arg)
+        elif isinstance(arg, (list, tuple, dict)):
+            ops = arg.values() if isinstance(arg, dict) else arg
+
+            for op in ops:
+                if isinstance(op, str):
+                    validate_str(op)
+
     def _prep_window(self, **kwargs):
         """
         Provide validation for our window type, return the window
@@ -815,6 +835,8 @@ def f(arg, *args, **kwargs):
     )
     @Appender(_shared_docs["aggregate"])
     def aggregate(self, arg, *args, **kwargs):
+        self._validate_aggregate(arg)
+
         result, how = self._aggregate(arg, *args, **kwargs)
         if result is None:
 
diff --git a/pandas/tests/test_window.py b/pandas/tests/test_window.py
index 27700d778df19..e495271f88758 100644
--- a/pandas/tests/test_window.py
+++ b/pandas/tests/test_window.py
@@ -480,6 +480,17 @@ def test_numpy_compat(self, method):
         with pytest.raises(UnsupportedFunctionCall, match=msg):
             getattr(w, method)(dtype=np.float64)
 
+    @pytest.mark.parametrize(
+        "arg", ["std", ["mean", "std"], ("mean", "std"), {"A": "mean", "B": "std"}]
+    )
+    def test_agg_function_support(self, arg):
+        ser = pd.DataFrame({"A": np.arange(5), "B": np.arange(5)})
+        roll = ser.rolling(2, win_type="triang")
+
+        msg = "std function is not supported for weighted windows."
+        with pytest.raises(ValueError, match=msg):
+            roll.agg(arg)
+
 
 class TestRolling(Base):
     def setup_method(self, method):

From b6714846de8ec04390e98cce54aec68e42b80a4c Mon Sep 17 00:00:00 2001
From: ihsan <ihsansecer@gmail.com>
Date: Sun, 7 Jul 2019 16:15:49 +0300
Subject: [PATCH 02/16] Improve docs for win_type

---
 pandas/core/window.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/pandas/core/window.py b/pandas/core/window.py
index ba106bf854181..10f62d3a09908 100644
--- a/pandas/core/window.py
+++ b/pandas/core/window.py
@@ -511,6 +511,7 @@ class Window(_Window):
         Set the labels at the center of the window.
     win_type : str, default None
         Provide a window type. If ``None``, all points are evenly weighted.
+        Other types are only applicable for `mean` and `sum` functions.
         See the notes below for further information.
     on : str, optional
         For a DataFrame, column on which to calculate

From 693c9d1c8bb75cbe887dfa8d9bc0ab7c18b3b111 Mon Sep 17 00:00:00 2001
From: ihsan <ihsansecer@gmail.com>
Date: Sun, 7 Jul 2019 16:23:28 +0300
Subject: [PATCH 03/16] Add whatsnew

---
 doc/source/whatsnew/v0.25.0.rst | 1 +
 1 file changed, 1 insertion(+)

diff --git a/doc/source/whatsnew/v0.25.0.rst b/doc/source/whatsnew/v0.25.0.rst
index 101addfa097f8..17708510159da 100644
--- a/doc/source/whatsnew/v0.25.0.rst
+++ b/doc/source/whatsnew/v0.25.0.rst
@@ -1130,6 +1130,7 @@ Groupby/resample/rolling
 - Bug in :meth:`pandas.core.window.Rolling.median` and :meth:`pandas.core.window.Rolling.quantile` where incorrect results are returned with ``closed='left'`` and ``closed='neither'`` (:issue:`26005`)
 - Improved :class:`pandas.core.window.Rolling`, :class:`pandas.core.window.Window` and :class:`pandas.core.window.EWM` functions to exclude nuisance columns from results instead of raising errors and raise a ``DataError`` only if all columns are nuisance (:issue:`12537`)
 - Bug in :meth:`pandas.core.window.Rolling.max` and :meth:`pandas.core.window.Rolling.min` where incorrect results are returned with an empty variable window`` (:issue:`26005`)
+- Raise a helpful exception when an unsupported weighted window function is used as an argument of :meth:`pandas.core.window.Window.aggregate` (:issue:`26597`)
 
 Reshaping
 ^^^^^^^^^

From e8b62b60191a1c194a0edc7adb13763acff064cd Mon Sep 17 00:00:00 2001
From: ihsan <ihsansecer@gmail.com>
Date: Sun, 7 Jul 2019 19:05:58 +0300
Subject: [PATCH 04/16] Catch AttributeError and raise ValueError instead

---
 pandas/core/base.py         | 11 +++++++----
 pandas/core/window.py       | 22 ----------------------
 pandas/tests/test_window.py |  2 +-
 3 files changed, 8 insertions(+), 27 deletions(-)

diff --git a/pandas/core/base.py b/pandas/core/base.py
index 15baf1bed0ecd..16457242e94cd 100644
--- a/pandas/core/base.py
+++ b/pandas/core/base.py
@@ -314,7 +314,13 @@ def _try_aggregate_string_function(self, arg, *args, **kwargs):
 
         f = getattr(np, arg, None)
         if f is not None:
-            return f(self, *args, **kwargs)
+            try:
+                return f(self, *args, **kwargs)
+            except AttributeError:
+                raise ValueError(
+                    "'{arg}' is not a valid function for "
+                    "'{cls}' object".format(arg=arg, cls=type(self).__name__)
+                )
 
         raise ValueError("{arg} is an unknown string function".format(arg=arg))
 
@@ -603,9 +609,6 @@ def _aggregate_multiple_funcs(self, arg, _level, _axis):
                     keys.append(col)
                 except (TypeError, DataError):
                     pass
-                except ValueError:
-                    # cannot aggregate
-                    continue
                 except SpecificationError:
                     raise
 
diff --git a/pandas/core/window.py b/pandas/core/window.py
index 10f62d3a09908..d0a25c26dcacf 100644
--- a/pandas/core/window.py
+++ b/pandas/core/window.py
@@ -660,26 +660,6 @@ def validate(self):
         else:
             raise ValueError("Invalid window {0}".format(window))
 
-    def _validate_aggregate(self, arg, *args, **kwargs):
-        # supported weighted window functions
-        valid_ops = ["mean", "sum"]
-
-        def validate_str(op):
-            if op not in valid_ops:
-                raise ValueError(
-                    "{op} function is not supported "
-                    "for weighted windows.".format(op=op)
-                )
-
-        if isinstance(arg, str):
-            validate_str(arg)
-        elif isinstance(arg, (list, tuple, dict)):
-            ops = arg.values() if isinstance(arg, dict) else arg
-
-            for op in ops:
-                if isinstance(op, str):
-                    validate_str(op)
-
     def _prep_window(self, **kwargs):
         """
         Provide validation for our window type, return the window
@@ -836,8 +816,6 @@ def f(arg, *args, **kwargs):
     )
     @Appender(_shared_docs["aggregate"])
     def aggregate(self, arg, *args, **kwargs):
-        self._validate_aggregate(arg)
-
         result, how = self._aggregate(arg, *args, **kwargs)
         if result is None:
 
diff --git a/pandas/tests/test_window.py b/pandas/tests/test_window.py
index e495271f88758..0fc88686075ff 100644
--- a/pandas/tests/test_window.py
+++ b/pandas/tests/test_window.py
@@ -487,7 +487,7 @@ def test_agg_function_support(self, arg):
         ser = pd.DataFrame({"A": np.arange(5), "B": np.arange(5)})
         roll = ser.rolling(2, win_type="triang")
 
-        msg = "std function is not supported for weighted windows."
+        msg = "'std' is not a valid function for 'Window' object"
         with pytest.raises(ValueError, match=msg):
             roll.agg(arg)
 

From b65b9e5feee0b85595862662c4d4cdca665608f9 Mon Sep 17 00:00:00 2001
From: ihsan <ihsansecer@gmail.com>
Date: Mon, 8 Jul 2019 18:20:23 +0300
Subject: [PATCH 05/16] Hangle list-like args

---
 pandas/core/base.py         | 14 +++++++++++++-
 pandas/tests/test_window.py |  7 ++++++-
 2 files changed, 19 insertions(+), 2 deletions(-)

diff --git a/pandas/core/base.py b/pandas/core/base.py
index 16457242e94cd..513f48335f605 100644
--- a/pandas/core/base.py
+++ b/pandas/core/base.py
@@ -560,7 +560,16 @@ def is_any_frame():
             return result, True
         elif is_list_like(arg):
             # we require a list, but not an 'str'
-            return self._aggregate_multiple_funcs(arg, _level=_level, _axis=_axis), None
+            try:
+                return self._aggregate_multiple_funcs(arg, _level=_level, _axis=_axis), None
+
+            # if no results
+            except ValueError:
+                raise ValueError(
+                    "'{arg}' is not a valid set of functions for "
+                    "'{cls}' object".format(arg=", ".join(arg), cls=type(self).__name__)
+                )
+
         else:
             result = None
 
@@ -609,6 +618,9 @@ def _aggregate_multiple_funcs(self, arg, _level, _axis):
                     keys.append(col)
                 except (TypeError, DataError):
                     pass
+                except ValueError:
+                    # cannot aggregate
+                    continue
                 except SpecificationError:
                     raise
 
diff --git a/pandas/tests/test_window.py b/pandas/tests/test_window.py
index 0fc88686075ff..7f7abd04ef697 100644
--- a/pandas/tests/test_window.py
+++ b/pandas/tests/test_window.py
@@ -487,7 +487,12 @@ def test_agg_function_support(self, arg):
         ser = pd.DataFrame({"A": np.arange(5), "B": np.arange(5)})
         roll = ser.rolling(2, win_type="triang")
 
-        msg = "'std' is not a valid function for 'Window' object"
+        if isinstance(arg, (list, tuple)):
+            msg = ("'{arg}' is not a valid set of functions for "
+                   "'Window' object".format(arg=", ".join(arg)))
+        else:
+            msg = "'std' is not a valid function for 'Window' object"
+
         with pytest.raises(ValueError, match=msg):
             roll.agg(arg)
 

From 6be036f92b2c51bb2e12fc7e65369c1d4bba5025 Mon Sep 17 00:00:00 2001
From: ihsan <ihsansecer@gmail.com>
Date: Mon, 8 Jul 2019 18:57:44 +0300
Subject: [PATCH 06/16] Skip if no scipy

---
 pandas/tests/test_window.py | 1 +
 1 file changed, 1 insertion(+)

diff --git a/pandas/tests/test_window.py b/pandas/tests/test_window.py
index 7f7abd04ef697..dbdf813ab7e31 100644
--- a/pandas/tests/test_window.py
+++ b/pandas/tests/test_window.py
@@ -480,6 +480,7 @@ def test_numpy_compat(self, method):
         with pytest.raises(UnsupportedFunctionCall, match=msg):
             getattr(w, method)(dtype=np.float64)
 
+    @td.skip_if_no_scipy
     @pytest.mark.parametrize(
         "arg", ["std", ["mean", "std"], ("mean", "std"), {"A": "mean", "B": "std"}]
     )

From 5fd5f5063314d68bcf872146d7ec31330d7687a0 Mon Sep 17 00:00:00 2001
From: ihsan <ihsansecer@gmail.com>
Date: Mon, 8 Jul 2019 21:13:22 +0300
Subject: [PATCH 07/16] Format using black

---
 pandas/core/base.py         | 5 ++++-
 pandas/tests/test_window.py | 6 ++++--
 2 files changed, 8 insertions(+), 3 deletions(-)

diff --git a/pandas/core/base.py b/pandas/core/base.py
index 513f48335f605..7d99a5a46f3d1 100644
--- a/pandas/core/base.py
+++ b/pandas/core/base.py
@@ -561,7 +561,10 @@ def is_any_frame():
         elif is_list_like(arg):
             # we require a list, but not an 'str'
             try:
-                return self._aggregate_multiple_funcs(arg, _level=_level, _axis=_axis), None
+                return (
+                    self._aggregate_multiple_funcs(arg, _level=_level, _axis=_axis),
+                    None,
+                )
 
             # if no results
             except ValueError:
diff --git a/pandas/tests/test_window.py b/pandas/tests/test_window.py
index dbdf813ab7e31..95ab04033fa1d 100644
--- a/pandas/tests/test_window.py
+++ b/pandas/tests/test_window.py
@@ -489,8 +489,10 @@ def test_agg_function_support(self, arg):
         roll = ser.rolling(2, win_type="triang")
 
         if isinstance(arg, (list, tuple)):
-            msg = ("'{arg}' is not a valid set of functions for "
-                   "'Window' object".format(arg=", ".join(arg)))
+            msg = (
+                "'{arg}' is not a valid set of functions for "
+                "'Window' object".format(arg=", ".join(arg))
+            )
         else:
             msg = "'std' is not a valid function for 'Window' object"
 

From 3988dab2b6b1de7dee00b1a3905e51e9f83fad6e Mon Sep 17 00:00:00 2001
From: ihsan <ihsansecer@gmail.com>
Date: Wed, 10 Jul 2019 12:36:35 +0300
Subject: [PATCH 08/16] Raise AttributeError instead of conflicting ValueError

---
 pandas/core/base.py         | 15 ++-------------
 pandas/tests/test_window.py | 11 ++---------
 2 files changed, 4 insertions(+), 22 deletions(-)

diff --git a/pandas/core/base.py b/pandas/core/base.py
index 7d99a5a46f3d1..87092f4802fc9 100644
--- a/pandas/core/base.py
+++ b/pandas/core/base.py
@@ -317,7 +317,7 @@ def _try_aggregate_string_function(self, arg, *args, **kwargs):
             try:
                 return f(self, *args, **kwargs)
             except AttributeError:
-                raise ValueError(
+                raise AttributeError(
                     "'{arg}' is not a valid function for "
                     "'{cls}' object".format(arg=arg, cls=type(self).__name__)
                 )
@@ -560,18 +560,7 @@ def is_any_frame():
             return result, True
         elif is_list_like(arg):
             # we require a list, but not an 'str'
-            try:
-                return (
-                    self._aggregate_multiple_funcs(arg, _level=_level, _axis=_axis),
-                    None,
-                )
-
-            # if no results
-            except ValueError:
-                raise ValueError(
-                    "'{arg}' is not a valid set of functions for "
-                    "'{cls}' object".format(arg=", ".join(arg), cls=type(self).__name__)
-                )
+            return self._aggregate_multiple_funcs(arg, _level=_level, _axis=_axis), None
 
         else:
             result = None
diff --git a/pandas/tests/test_window.py b/pandas/tests/test_window.py
index 95ab04033fa1d..cc518aa8857d4 100644
--- a/pandas/tests/test_window.py
+++ b/pandas/tests/test_window.py
@@ -488,15 +488,8 @@ def test_agg_function_support(self, arg):
         ser = pd.DataFrame({"A": np.arange(5), "B": np.arange(5)})
         roll = ser.rolling(2, win_type="triang")
 
-        if isinstance(arg, (list, tuple)):
-            msg = (
-                "'{arg}' is not a valid set of functions for "
-                "'Window' object".format(arg=", ".join(arg))
-            )
-        else:
-            msg = "'std' is not a valid function for 'Window' object"
-
-        with pytest.raises(ValueError, match=msg):
+        msg = "'std' is not a valid function for 'Window' object"
+        with pytest.raises(AttributeError, match=msg):
             roll.agg(arg)
 
 

From 1bf2e2ad14e6f5778c60e1c7810d87ec297282c8 Mon Sep 17 00:00:00 2001
From: ihsan <ihsansecer@gmail.com>
Date: Wed, 10 Jul 2019 15:26:42 +0300
Subject: [PATCH 09/16] Remove ' from whatsnew

---
 doc/source/whatsnew/v0.25.0.rst | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/doc/source/whatsnew/v0.25.0.rst b/doc/source/whatsnew/v0.25.0.rst
index e72350bbe858e..71fcc9039870f 100644
--- a/doc/source/whatsnew/v0.25.0.rst
+++ b/doc/source/whatsnew/v0.25.0.rst
@@ -1133,7 +1133,7 @@ Groupby/resample/rolling
 - Bug in :meth:`pandas.core.window.Rolling.median` and :meth:`pandas.core.window.Rolling.quantile` where MemoryError is raised with empty window (:issue:`26005`)
 - Bug in :meth:`pandas.core.window.Rolling.median` and :meth:`pandas.core.window.Rolling.quantile` where incorrect results are returned with ``closed='left'`` and ``closed='neither'`` (:issue:`26005`)
 - Improved :class:`pandas.core.window.Rolling`, :class:`pandas.core.window.Window` and :class:`pandas.core.window.EWM` functions to exclude nuisance columns from results instead of raising errors and raise a ``DataError`` only if all columns are nuisance (:issue:`12537`)
-- Bug in :meth:`pandas.core.window.Rolling.max` and :meth:`pandas.core.window.Rolling.min` where incorrect results are returned with an empty variable window`` (:issue:`26005`)
+- Bug in :meth:`pandas.core.window.Rolling.max` and :meth:`pandas.core.window.Rolling.min` where incorrect results are returned with an empty variable window (:issue:`26005`)
 - Raise a helpful exception when an unsupported weighted window function is used as an argument of :meth:`pandas.core.window.Window.aggregate` (:issue:`26597`)
 
 Reshaping

From 03b4dae809eadb56403e281a1a23805e88528945 Mon Sep 17 00:00:00 2001
From: ihsan <ihsansecer@gmail.com>
Date: Wed, 10 Jul 2019 22:18:50 +0300
Subject: [PATCH 10/16] Change ValueError with AttributeError and catch
 TypeError

AttributeError is raised since it is conflicting with the one when list-like arg is provided. TypeError is catched since it is raised when 'median' is passed as an arg
---
 pandas/core/base.py | 5 +++--
 1 file changed, 3 insertions(+), 2 deletions(-)

diff --git a/pandas/core/base.py b/pandas/core/base.py
index 87092f4802fc9..e7c893c478aed 100644
--- a/pandas/core/base.py
+++ b/pandas/core/base.py
@@ -316,13 +316,14 @@ def _try_aggregate_string_function(self, arg, *args, **kwargs):
         if f is not None:
             try:
                 return f(self, *args, **kwargs)
-            except AttributeError:
+
+            except (AttributeError, TypeError):
                 raise AttributeError(
                     "'{arg}' is not a valid function for "
                     "'{cls}' object".format(arg=arg, cls=type(self).__name__)
                 )
 
-        raise ValueError("{arg} is an unknown string function".format(arg=arg))
+        raise AttributeError("'{arg}' is an unknown string function".format(arg=arg))
 
     def _aggregate(self, arg, *args, **kwargs):
         """

From a3e81ccef16d15c80446ae86de077c7f44dc44d3 Mon Sep 17 00:00:00 2001
From: ihsan <ihsansecer@gmail.com>
Date: Wed, 10 Jul 2019 22:22:06 +0300
Subject: [PATCH 11/16] Test each function one by one

---
 pandas/tests/test_window.py | 17 +++++++++++------
 1 file changed, 11 insertions(+), 6 deletions(-)

diff --git a/pandas/tests/test_window.py b/pandas/tests/test_window.py
index 04341c17d7090..ab1d58a3625f9 100644
--- a/pandas/tests/test_window.py
+++ b/pandas/tests/test_window.py
@@ -481,17 +481,22 @@ def test_numpy_compat(self, method):
             getattr(w, method)(dtype=np.float64)
 
     @td.skip_if_no_scipy
-    @pytest.mark.parametrize(
-        "arg", ["std", ["mean", "std"], ("mean", "std"), {"A": "mean", "B": "std"}]
-    )
+    @pytest.mark.parametrize("arg", ["median", "var", "std"])
     def test_agg_function_support(self, arg):
-        ser = pd.DataFrame({"A": np.arange(5), "B": np.arange(5)})
-        roll = ser.rolling(2, win_type="triang")
+        df = pd.DataFrame({"A": np.arange(5)})
+        roll = df.rolling(2, win_type="triang")
 
-        msg = "'std' is not a valid function for 'Window' object"
+        msg = ("'{arg}' is not a valid function for "
+               "'Window' object").format(arg=arg)
         with pytest.raises(AttributeError, match=msg):
             roll.agg(arg)
 
+        with pytest.raises(AttributeError, match=msg):
+            roll.agg([arg])
+
+        with pytest.raises(AttributeError, match=msg):
+            roll.agg({"A": arg})
+
 
 class TestRolling(Base):
     def setup_method(self, method):

From 69ae66d3963e8ba42c32ded3777e30c3ec49b92f Mon Sep 17 00:00:00 2001
From: ihsan <ihsansecer@gmail.com>
Date: Wed, 10 Jul 2019 22:24:03 +0300
Subject: [PATCH 12/16] Test unknown function

---
 pandas/tests/test_window.py | 14 ++++++++++++++
 1 file changed, 14 insertions(+)

diff --git a/pandas/tests/test_window.py b/pandas/tests/test_window.py
index ab1d58a3625f9..184fa898b78b3 100644
--- a/pandas/tests/test_window.py
+++ b/pandas/tests/test_window.py
@@ -979,6 +979,20 @@ def test_numpy_compat(self, method):
         with pytest.raises(UnsupportedFunctionCall, match=msg):
             getattr(e, method)(dtype=np.float64)
 
+    def test_agg_unknown(self):
+        df = pd.DataFrame({"A": np.arange(5)})
+        roll = df.rolling(2)
+
+        msg = "'foo' is an unknown string function"
+        with pytest.raises(AttributeError, match=msg):
+            roll.agg("foo")
+
+        with pytest.raises(AttributeError, match=msg):
+            roll.agg(["foo"])
+
+        with pytest.raises(AttributeError, match=msg):
+            roll.agg({"A": "foo"})
+
 
 # gh-12373 : rolling functions error on float32 data
 # make sure rolling functions works for different dtypes

From d3b989e37506c1104221b3610d518980b169eb82 Mon Sep 17 00:00:00 2001
From: ihsan <ihsansecer@gmail.com>
Date: Wed, 10 Jul 2019 22:25:50 +0300
Subject: [PATCH 13/16] Format

---
 pandas/tests/test_window.py | 3 +--
 1 file changed, 1 insertion(+), 2 deletions(-)

diff --git a/pandas/tests/test_window.py b/pandas/tests/test_window.py
index 184fa898b78b3..0a414399903ff 100644
--- a/pandas/tests/test_window.py
+++ b/pandas/tests/test_window.py
@@ -486,8 +486,7 @@ def test_agg_function_support(self, arg):
         df = pd.DataFrame({"A": np.arange(5)})
         roll = df.rolling(2, win_type="triang")
 
-        msg = ("'{arg}' is not a valid function for "
-               "'Window' object").format(arg=arg)
+        msg = "'{arg}' is not a valid function for " "'Window' object".format(arg=arg)
         with pytest.raises(AttributeError, match=msg):
             roll.agg(arg)
 

From 546479b0500adcc257f2b33cc9f421f39d824c51 Mon Sep 17 00:00:00 2001
From: ihsan <ihsansecer@gmail.com>
Date: Thu, 11 Jul 2019 18:35:17 +0300
Subject: [PATCH 14/16] Raise single error for invalid functions

---
 pandas/core/base.py                | 10 +++++-----
 pandas/tests/window/test_window.py | 16 +---------------
 2 files changed, 6 insertions(+), 20 deletions(-)

diff --git a/pandas/core/base.py b/pandas/core/base.py
index e7c893c478aed..d4558a396ed13 100644
--- a/pandas/core/base.py
+++ b/pandas/core/base.py
@@ -318,12 +318,12 @@ def _try_aggregate_string_function(self, arg, *args, **kwargs):
                 return f(self, *args, **kwargs)
 
             except (AttributeError, TypeError):
-                raise AttributeError(
-                    "'{arg}' is not a valid function for "
-                    "'{cls}' object".format(arg=arg, cls=type(self).__name__)
-                )
+                pass
 
-        raise AttributeError("'{arg}' is an unknown string function".format(arg=arg))
+        raise AttributeError(
+            "'{arg}' is not a valid function for "
+            "'{cls}' object".format(arg=arg, cls=type(self).__name__)
+        )
 
     def _aggregate(self, arg, *args, **kwargs):
         """
diff --git a/pandas/tests/window/test_window.py b/pandas/tests/window/test_window.py
index 0761c28d7924e..3945a8aaa8b87 100644
--- a/pandas/tests/window/test_window.py
+++ b/pandas/tests/window/test_window.py
@@ -440,7 +440,7 @@ def test_numpy_compat(self, method):
             getattr(w, method)(dtype=np.float64)
 
     @td.skip_if_no_scipy
-    @pytest.mark.parametrize("arg", ["median", "var", "std"])
+    @pytest.mark.parametrize("arg", ["median", "var", "std", "kurt", "skew"])
     def test_agg_function_support(self, arg):
         df = pd.DataFrame({"A": np.arange(5)})
         roll = df.rolling(2, win_type="triang")
@@ -937,20 +937,6 @@ def test_numpy_compat(self, method):
         with pytest.raises(UnsupportedFunctionCall, match=msg):
             getattr(e, method)(dtype=np.float64)
 
-    def test_agg_unknown(self):
-        df = pd.DataFrame({"A": np.arange(5)})
-        roll = df.rolling(2)
-
-        msg = "'foo' is an unknown string function"
-        with pytest.raises(AttributeError, match=msg):
-            roll.agg("foo")
-
-        with pytest.raises(AttributeError, match=msg):
-            roll.agg(["foo"])
-
-        with pytest.raises(AttributeError, match=msg):
-            roll.agg({"A": "foo"})
-
 
 @pytest.mark.filterwarnings("ignore:can't resolve package:ImportWarning")
 class TestMoments(Base):

From 0a03b00e458962663aee142fb45f1f2003915c4e Mon Sep 17 00:00:00 2001
From: ihsan <ihsansecer@gmail.com>
Date: Thu, 11 Jul 2019 18:37:02 +0300
Subject: [PATCH 15/16] Remove from doc

---
 pandas/core/window.py | 1 -
 1 file changed, 1 deletion(-)

diff --git a/pandas/core/window.py b/pandas/core/window.py
index 9a6c77e6390fc..0c1f6a1a6dace 100644
--- a/pandas/core/window.py
+++ b/pandas/core/window.py
@@ -511,7 +511,6 @@ class Window(_Window):
         Set the labels at the center of the window.
     win_type : str, default None
         Provide a window type. If ``None``, all points are evenly weighted.
-        Other types are only applicable for `mean` and `sum` functions.
         See the notes below for further information.
     on : str, optional
         For a DataFrame, a datetime-like column on which to calculate the rolling

From 9b8baa0fe613c5231633b044f0c2a337046b2d7a Mon Sep 17 00:00:00 2001
From: ihsan <ihsansecer@gmail.com>
Date: Thu, 11 Jul 2019 18:38:40 +0300
Subject: [PATCH 16/16] Remove new line

---
 pandas/core/base.py | 1 -
 1 file changed, 1 deletion(-)

diff --git a/pandas/core/base.py b/pandas/core/base.py
index d4558a396ed13..9480e2e425f79 100644
--- a/pandas/core/base.py
+++ b/pandas/core/base.py
@@ -562,7 +562,6 @@ def is_any_frame():
         elif is_list_like(arg):
             # we require a list, but not an 'str'
             return self._aggregate_multiple_funcs(arg, _level=_level, _axis=_axis), None
-
         else:
             result = None