ENH: Raise useful error when iterating a Window

Until Issue pandas-dev#11704 is completed, raise a NotImplementedError to provide
a more clear error message when attempting to iterate over a Rolling
or Expanding window.

Author: selik

pandas/core/window.py

@@ -181,6 +181,10 @@ def __unicode__(self):
         return "{klass} [{attrs}]".format(klass=self._window_type,
                                           attrs=','.join(attrs))
 
+    def __iter__(self):
+        url = 'https://github.com/pandas-dev/pandas/issues/11704'
+        raise NotImplementedError('See issue #11704 %s' % (url,))
+
     def _get_index(self, index=None):
         """
         Return index as ndarrays