ENH: Raise ValueError for unsupported Window functions

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
 

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:
 

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)