ENH: Add support for rolling apply on multiple columns or whole DataF…

[Jruth44]

ENH: Add support for rolling apply on multiple columns or whole DataFrame

• closes ENH: rolling apply multiple columns or whole dataframe #53235

• Tests added and passed for adding a new feature

• All code checks passed.

• Added type annotations to new arguments/methods/functions.

• Added an entry in the latest doc/source/whatsnew/v3.0.0.rst file for adding a new feature.

This pull request adds support for applying a function to multiple columns or the entire DataFrame when using the rolling.apply method. The new multi_column parameter has been introduced to enable this functionality.

Key changes:

• Modified the _apply function in pandas/core/window/rolling.py to handle the multi_column parameter and apply the function accordingly.
• Added test cases in pandas/tests/window/test_rolling_apply.py to cover the new functionality.
• Added an entry in the release notes (doc/source/whatsnew/v3.0.0.rst) to document the enhancement.

Usage example:

import pandas as pd
import numpy as np

data = {'value': [np.nan, np.nan, np.nan, 10],
        'weight': [np.nan, np.nan, 2, 3]}
df = pd.DataFrame(data)

def multi_column_func(window_df):
    return window_df['value'] * window_df['weight']

result = df.rolling(window=2, min_periods=1).apply(multi_column_func, multi_column=True)
print(result)

0         NaN
1         NaN
2         NaN
3    30.0000
dtype: float64

[mroeschke]

Thanks for the pull request, but it appears to have gone stale. If interested in continuing, please merge in the main branch, address any review comments and/or failing tests, and we can reopen.