From e503c34ce8dc38df0f2c97a1b63526aab4b191e8 Mon Sep 17 00:00:00 2001
From: Abdullah Ihsan Secer <ihsansecer@gmail.com>
Date: Sun, 3 Sep 2023 00:09:31 +0100
Subject: [PATCH 1/8] Fix BaseWindowGroupby.aggregate where as_index is ignored

---
 doc/source/whatsnew/v2.2.0.rst      |  1 +
 pandas/core/window/rolling.py       |  8 ++++++++
 pandas/tests/window/test_groupby.py | 22 ++++++++++++++++------
 3 files changed, 25 insertions(+), 6 deletions(-)

diff --git a/doc/source/whatsnew/v2.2.0.rst b/doc/source/whatsnew/v2.2.0.rst
index 17abb3debe3e7..32bb0b89b7b45 100644
--- a/doc/source/whatsnew/v2.2.0.rst
+++ b/doc/source/whatsnew/v2.2.0.rst
@@ -168,6 +168,7 @@ Performance improvements
 Bug fixes
 ~~~~~~~~~
 - Bug in :class:`AbstractHolidayCalendar` where timezone data was not propagated when computing holiday observances (:issue:`54580`)
+- Bug in :meth:`BaseWindowGroupby.aggregate` where ``_as_index`` attribute is ignored (:issue:`31007`)
 
 Categorical
 ^^^^^^^^^^^
diff --git a/pandas/core/window/rolling.py b/pandas/core/window/rolling.py
index becbba703f92c..b6f3ecd90e3e0 100644
--- a/pandas/core/window/rolling.py
+++ b/pandas/core/window/rolling.py
@@ -875,6 +875,14 @@ def _gotitem(self, key, ndim, subset=None):
             subset = self.obj.set_index(self._on)
         return super()._gotitem(key, ndim, subset=subset)
 
+    def aggregate(self, func, *args, **kwargs):
+        result = super().aggregate(func, *args, **kwargs)
+        if not self._as_index:
+            result = result.reset_index(level=list(range(len(self._grouper.names))))
+        return result
+
+    agg = aggregate
+
 
 class Window(BaseWindow):
     """
diff --git a/pandas/tests/window/test_groupby.py b/pandas/tests/window/test_groupby.py
index ab00e18fc4812..145f7972c03cd 100644
--- a/pandas/tests/window/test_groupby.py
+++ b/pandas/tests/window/test_groupby.py
@@ -846,10 +846,20 @@ def test_groupby_level(self):
         tm.assert_series_equal(result, expected)
 
     @pytest.mark.parametrize(
-        "by, expected_data",
+        "func, by, expected_data",
         [
-            [["id"], {"num": [100.0, 150.0, 150.0, 200.0]}],
             [
+                lambda x: x.agg({"num": "mean"}),
+                ["id"],
+                {"num": [100.0, 150.0, 150.0, 200.0]},
+            ],
+            [
+                lambda x: x.mean(),
+                ["id"],
+                {"num": [100.0, 150.0, 150.0, 200.0]},
+            ],
+            [
+                lambda x: x.mean(),
                 ["id", "index"],
                 {
                     "date": [
@@ -863,8 +873,8 @@ def test_groupby_level(self):
             ],
         ],
     )
-    def test_as_index_false(self, by, expected_data):
-        # GH 39433
+    def test_as_index_false(self, func, by, expected_data):
+        # GH 39433, 31007
         data = [
             ["A", "2018-01-01", 100.0],
             ["A", "2018-01-02", 200.0],
@@ -876,8 +886,8 @@ def test_as_index_false(self, by, expected_data):
         df = df.set_index(["date"])
 
         gp_by = [getattr(df, attr) for attr in by]
-        result = (
-            df.groupby(gp_by, as_index=False).rolling(window=2, min_periods=1).mean()
+        result = func(
+            df.groupby(gp_by, as_index=False).rolling(window=2, min_periods=1)
         )
 
         expected = {"id": ["A", "A", "B", "B"]}

From ac3c0a1bcd6a8db42de74dae6f6ea77c34d48291 Mon Sep 17 00:00:00 2001
From: Abdullah Ihsan Secer <ihsansecer@gmail.com>
Date: Sun, 3 Sep 2023 18:11:07 +0100
Subject: [PATCH 2/8] Fix mypy base class incompatibility issue

---
 pandas/core/window/ewm.py       | 5 +++++
 pandas/core/window/expanding.py | 5 +++++
 pandas/core/window/rolling.py   | 5 +++++
 3 files changed, 15 insertions(+)

diff --git a/pandas/core/window/ewm.py b/pandas/core/window/ewm.py
index 775f3cd428677..ea0f9501c37fb 100644
--- a/pandas/core/window/ewm.py
+++ b/pandas/core/window/ewm.py
@@ -919,6 +919,11 @@ def _get_window_indexer(self) -> GroupbyIndexer:
         )
         return window_indexer
 
+    def aggregate(self, func, *args, **kwargs):
+        return super().aggregate(func, *args, **kwargs)
+
+    agg = aggregate
+
 
 class OnlineExponentialMovingWindow(ExponentialMovingWindow):
     def __init__(
diff --git a/pandas/core/window/expanding.py b/pandas/core/window/expanding.py
index aac10596ffc69..5904362c601fa 100644
--- a/pandas/core/window/expanding.py
+++ b/pandas/core/window/expanding.py
@@ -962,3 +962,8 @@ def _get_window_indexer(self) -> GroupbyIndexer:
             window_indexer=ExpandingIndexer,
         )
         return window_indexer
+
+    def aggregate(self, func, *args, **kwargs):
+        return super().aggregate(func, *args, **kwargs)
+
+    agg = aggregate
diff --git a/pandas/core/window/rolling.py b/pandas/core/window/rolling.py
index b6f3ecd90e3e0..f2f18ff50cf7d 100644
--- a/pandas/core/window/rolling.py
+++ b/pandas/core/window/rolling.py
@@ -2919,3 +2919,8 @@ def _validate_datetimelike_monotonic(self):
                     f"Each group within {on} must be monotonic. "
                     f"Sort the values in {on} first."
                 )
+
+    def aggregate(self, func, *args, **kwargs):
+        return super().aggregate(func, *args, **kwargs)
+
+    agg = aggregate

From 4d2875bd085cad64a3a33e7cdb47dbe6e3b83b98 Mon Sep 17 00:00:00 2001
From: Abdullah Ihsan Secer <ihsansecer@gmail.com>
Date: Sun, 3 Sep 2023 19:52:07 +0100
Subject: [PATCH 3/8] Add @doc

---
 pandas/core/window/ewm.py       | 1 +
 pandas/core/window/expanding.py | 1 +
 pandas/core/window/rolling.py   | 1 +
 3 files changed, 3 insertions(+)

diff --git a/pandas/core/window/ewm.py b/pandas/core/window/ewm.py
index ea0f9501c37fb..5a02682cc537f 100644
--- a/pandas/core/window/ewm.py
+++ b/pandas/core/window/ewm.py
@@ -919,6 +919,7 @@ def _get_window_indexer(self) -> GroupbyIndexer:
         )
         return window_indexer
 
+    @doc(_shared_docs["aggregate"])
     def aggregate(self, func, *args, **kwargs):
         return super().aggregate(func, *args, **kwargs)
 
diff --git a/pandas/core/window/expanding.py b/pandas/core/window/expanding.py
index 5904362c601fa..5a9435704afd2 100644
--- a/pandas/core/window/expanding.py
+++ b/pandas/core/window/expanding.py
@@ -963,6 +963,7 @@ def _get_window_indexer(self) -> GroupbyIndexer:
         )
         return window_indexer
 
+    @doc(_shared_docs["aggregate"])
     def aggregate(self, func, *args, **kwargs):
         return super().aggregate(func, *args, **kwargs)
 
diff --git a/pandas/core/window/rolling.py b/pandas/core/window/rolling.py
index f2f18ff50cf7d..295d753eed18d 100644
--- a/pandas/core/window/rolling.py
+++ b/pandas/core/window/rolling.py
@@ -2920,6 +2920,7 @@ def _validate_datetimelike_monotonic(self):
                     f"Sort the values in {on} first."
                 )
 
+    @doc(_shared_docs["aggregate"])
     def aggregate(self, func, *args, **kwargs):
         return super().aggregate(func, *args, **kwargs)
 

From cbfb7b9ef58da56920fbd7619c90d0b3d0721dbe Mon Sep 17 00:00:00 2001
From: Abdullah Ihsan Secer <ihsansecer@gmail.com>
Date: Wed, 6 Sep 2023 00:58:36 +0100
Subject: [PATCH 4/8] Update whatsnew

---
 doc/source/whatsnew/v2.2.0.rst | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/doc/source/whatsnew/v2.2.0.rst b/doc/source/whatsnew/v2.2.0.rst
index 32bb0b89b7b45..e3047381facf6 100644
--- a/doc/source/whatsnew/v2.2.0.rst
+++ b/doc/source/whatsnew/v2.2.0.rst
@@ -168,7 +168,7 @@ Performance improvements
 Bug fixes
 ~~~~~~~~~
 - Bug in :class:`AbstractHolidayCalendar` where timezone data was not propagated when computing holiday observances (:issue:`54580`)
-- Bug in :meth:`BaseWindowGroupby.aggregate` where ``_as_index`` attribute is ignored (:issue:`31007`)
+- Bug in :meth:`DataFrameGroupBy.rolling.agg` where ``as_index`` is ignored with list-like and dictionary-like ``func`` parameters (:issue:`31007`)
 
 Categorical
 ^^^^^^^^^^^

From 27ce5dc3b111b7970edcb064d413a5872c28819d Mon Sep 17 00:00:00 2001
From: Abdullah Ihsan Secer <ihsansecer@gmail.com>
Date: Wed, 6 Sep 2023 01:00:26 +0100
Subject: [PATCH 5/8] Add a separate test and test different func params

---
 pandas/tests/window/test_groupby.py | 58 +++++++++++++++++++++--------
 1 file changed, 42 insertions(+), 16 deletions(-)

diff --git a/pandas/tests/window/test_groupby.py b/pandas/tests/window/test_groupby.py
index 145f7972c03cd..e2cfdbb35a501 100644
--- a/pandas/tests/window/test_groupby.py
+++ b/pandas/tests/window/test_groupby.py
@@ -846,20 +846,10 @@ def test_groupby_level(self):
         tm.assert_series_equal(result, expected)
 
     @pytest.mark.parametrize(
-        "func, by, expected_data",
+        "by, expected_data",
         [
+            [["id"], {"num": [100.0, 150.0, 150.0, 200.0]}],
             [
-                lambda x: x.agg({"num": "mean"}),
-                ["id"],
-                {"num": [100.0, 150.0, 150.0, 200.0]},
-            ],
-            [
-                lambda x: x.mean(),
-                ["id"],
-                {"num": [100.0, 150.0, 150.0, 200.0]},
-            ],
-            [
-                lambda x: x.mean(),
                 ["id", "index"],
                 {
                     "date": [
@@ -873,8 +863,8 @@ def test_groupby_level(self):
             ],
         ],
     )
-    def test_as_index_false(self, func, by, expected_data):
-        # GH 39433, 31007
+    def test_as_index_false(self, by, expected_data):
+        # GH 39433
         data = [
             ["A", "2018-01-01", 100.0],
             ["A", "2018-01-02", 200.0],
@@ -886,8 +876,8 @@ def test_as_index_false(self, func, by, expected_data):
         df = df.set_index(["date"])
 
         gp_by = [getattr(df, attr) for attr in by]
-        result = func(
-            df.groupby(gp_by, as_index=False).rolling(window=2, min_periods=1)
+        result = (
+            df.groupby(gp_by, as_index=False).rolling(window=2, min_periods=1).mean()
         )
 
         expected = {"id": ["A", "A", "B", "B"]}
@@ -898,6 +888,42 @@ def test_as_index_false(self, func, by, expected_data):
         )
         tm.assert_frame_equal(result, expected)
 
+    @pytest.mark.parametrize(
+        "f", ["mean", lambda x: x.mean(), {"agg_col": "mean"}, ["mean"]]
+    )
+    def test_aggregate_as_index_false(self, f):
+        # GH 31007
+        index = date_range(end="2020-01-01", periods=10)
+        groupby_col = ["A", "A", "A", "A", "A", "B", "B", "B", "B", "B"]
+        df = DataFrame(
+            {"groupby_col": groupby_col, "agg_col": [1, 1, 0, 1, 0, 0, 0, 0, 1, 0]},
+            index=index,
+        )
+
+        result = df.groupby("groupby_col", as_index=False).rolling(4).agg(f)
+        if isinstance(f, list):
+            result.columns = result.columns.get_level_values(0)
+
+        expected = DataFrame(
+            {
+                "groupby_col": groupby_col,
+                "agg_col": [
+                    np.nan,
+                    np.nan,
+                    np.nan,
+                    0.75,
+                    0.5,
+                    np.nan,
+                    np.nan,
+                    np.nan,
+                    0.25,
+                    0.25,
+                ],
+            },
+            index=index,
+        )
+        tm.assert_frame_equal(result, expected)
+
     def test_nan_and_zero_endpoints(self, any_int_numpy_dtype):
         # https://github.com/twosigma/pandas/issues/53
         typ = np.dtype(any_int_numpy_dtype).type

From 22bc4f7c7cf1ad8e2823255154586c8c0fc68180 Mon Sep 17 00:00:00 2001
From: Abdullah Ihsan Secer <ihsansecer@gmail.com>
Date: Wed, 6 Sep 2023 01:05:30 +0100
Subject: [PATCH 6/8] Add type ignore and remove agg functions

---
 pandas/core/window/ewm.py       | 12 +++++-------
 pandas/core/window/expanding.py | 10 +++-------
 pandas/core/window/rolling.py   | 10 +++-------
 3 files changed, 11 insertions(+), 21 deletions(-)

diff --git a/pandas/core/window/ewm.py b/pandas/core/window/ewm.py
index 5a02682cc537f..c72fec8a29a78 100644
--- a/pandas/core/window/ewm.py
+++ b/pandas/core/window/ewm.py
@@ -887,7 +887,11 @@ def _cov(X, Y):
         )
 
 
-class ExponentialMovingWindowGroupby(BaseWindowGroupby, ExponentialMovingWindow):
+# error: Definition of "agg" in base class "BaseWindowGroupby" is
+# incompatible with definition in base class "ExponentialMovingWindow"
+class ExponentialMovingWindowGroupby(
+    BaseWindowGroupby, ExponentialMovingWindow
+):  # type: ignore[misc]
     """
     Provide an exponential moving window groupby implementation.
     """
@@ -919,12 +923,6 @@ def _get_window_indexer(self) -> GroupbyIndexer:
         )
         return window_indexer
 
-    @doc(_shared_docs["aggregate"])
-    def aggregate(self, func, *args, **kwargs):
-        return super().aggregate(func, *args, **kwargs)
-
-    agg = aggregate
-
 
 class OnlineExponentialMovingWindow(ExponentialMovingWindow):
     def __init__(
diff --git a/pandas/core/window/expanding.py b/pandas/core/window/expanding.py
index 5a9435704afd2..1a220990d15e3 100644
--- a/pandas/core/window/expanding.py
+++ b/pandas/core/window/expanding.py
@@ -942,7 +942,9 @@ def corr(
         )
 
 
-class ExpandingGroupby(BaseWindowGroupby, Expanding):
+# error: Definition of "agg" in base class "BaseWindowGroupby" is
+# incompatible with definition in base class "Expanding"
+class ExpandingGroupby(BaseWindowGroupby, Expanding):  # type: ignore[misc]
     """
     Provide a expanding groupby implementation.
     """
@@ -962,9 +964,3 @@ def _get_window_indexer(self) -> GroupbyIndexer:
             window_indexer=ExpandingIndexer,
         )
         return window_indexer
-
-    @doc(_shared_docs["aggregate"])
-    def aggregate(self, func, *args, **kwargs):
-        return super().aggregate(func, *args, **kwargs)
-
-    agg = aggregate
diff --git a/pandas/core/window/rolling.py b/pandas/core/window/rolling.py
index 295d753eed18d..c0d437e0c47a2 100644
--- a/pandas/core/window/rolling.py
+++ b/pandas/core/window/rolling.py
@@ -2860,7 +2860,9 @@ def corr(
 Rolling.__doc__ = Window.__doc__
 
 
-class RollingGroupby(BaseWindowGroupby, Rolling):
+# error: Definition of "agg" in base class "BaseWindowGroupby" is
+# incompatible with definition in base class "Rolling"
+class RollingGroupby(BaseWindowGroupby, Rolling):  # type: ignore[misc]
     """
     Provide a rolling groupby implementation.
     """
@@ -2919,9 +2921,3 @@ def _validate_datetimelike_monotonic(self):
                     f"Each group within {on} must be monotonic. "
                     f"Sort the values in {on} first."
                 )
-
-    @doc(_shared_docs["aggregate"])
-    def aggregate(self, func, *args, **kwargs):
-        return super().aggregate(func, *args, **kwargs)
-
-    agg = aggregate

From 0a3bc078691392b87ea350fc42d91933cdae26d6 Mon Sep 17 00:00:00 2001
From: Abdullah Ihsan Secer <ihsansecer@gmail.com>
Date: Wed, 6 Sep 2023 01:07:32 +0100
Subject: [PATCH 7/8] Only reset index for list-like and dict-like

---
 pandas/core/window/rolling.py | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/pandas/core/window/rolling.py b/pandas/core/window/rolling.py
index c0d437e0c47a2..254a729424ce4 100644
--- a/pandas/core/window/rolling.py
+++ b/pandas/core/window/rolling.py
@@ -34,7 +34,9 @@
 from pandas.core.dtypes.common import (
     ensure_float64,
     is_bool,
+    is_dict_like,
     is_integer,
+    is_list_like,
     is_numeric_dtype,
     needs_i8_conversion,
 )
@@ -877,7 +879,7 @@ def _gotitem(self, key, ndim, subset=None):
 
     def aggregate(self, func, *args, **kwargs):
         result = super().aggregate(func, *args, **kwargs)
-        if not self._as_index:
+        if not self._as_index and (is_list_like(func) or is_dict_like(func)):
             result = result.reset_index(level=list(range(len(self._grouper.names))))
         return result
 

From 4a1d5bc84c34c224879ef4a96f812b947e0f3443 Mon Sep 17 00:00:00 2001
From: Abdullah Ihsan Secer <ihsansecer@gmail.com>
Date: Wed, 6 Sep 2023 01:18:39 +0100
Subject: [PATCH 8/8] Move type ignore to top

---
 pandas/core/window/ewm.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/pandas/core/window/ewm.py b/pandas/core/window/ewm.py
index c72fec8a29a78..3d15955a12564 100644
--- a/pandas/core/window/ewm.py
+++ b/pandas/core/window/ewm.py
@@ -889,9 +889,9 @@ def _cov(X, Y):
 
 # error: Definition of "agg" in base class "BaseWindowGroupby" is
 # incompatible with definition in base class "ExponentialMovingWindow"
-class ExponentialMovingWindowGroupby(
+class ExponentialMovingWindowGroupby(  # type: ignore[misc]
     BaseWindowGroupby, ExponentialMovingWindow
-):  # type: ignore[misc]
+):
     """
     Provide an exponential moving window groupby implementation.
     """