add code sample for pandas-dev#35869

Author: simonjayhawkins

bisect/35869.py

@@ -0,0 +1,43 @@
+import numpy as np
+import pandas as pd
+import pandas.testing as tm
+
+print(pd.__version__)
+
+df = pd.DataFrame(
+    {
+        "column1": range(6),
+        "column2": range(6),
+        "group": 3 * ["A", "B"],
+        "date": pd.date_range(end="20190101", periods=6),
+    }
+)
+df
+
+res = df.groupby("group").rolling("3d", on="date")["column1"].count()
+print(res)
+
+expected = pd.Series(
+    np.array([1.0, 2.0, 2.0, 1.0, 2.0, 2.0]),
+    pd.MultiIndex.from_arrays(
+        [
+            ["A"] * 3 + ["B"] * 3,
+            pd.DatetimeIndex(
+                [
+                    "2018-12-27",
+                    "2018-12-29",
+                    "2018-12-31",
+                    "2018-12-28",
+                    "2018-12-30",
+                    "2019-01-01",
+                ],
+                dtype="datetime64[ns]",
+            ),
+        ],
+        names=["group", "date"],
+    ),
+    name="column1",
+)
+
+tm.assert_series_equal(res, expected)
+