
Description
I've been thinking of improvements to pandas rolling window functionality. Namely, allowing users to supply their own indexers and allowing numba JIT'd kernels to be passed to apply/transform.
I floated the idea of a window.pyx refactor, and was told that "others are working on it". I've seen no issue for this on pandas-dev/pandas, but there's apperently an effort going privately at Twosigma to do a major redesign of this part of pandas.
Of course they're free to develop whatever they want internally, but if this is meant for inclusion in pandas, why is the design not being discussed here? and if it's an internal effort only (perfectly fine), why should their efforts influence efforts by contributors such as myself?
I'd kindly to like to have this clarified before I waste time working on my own PR.
There seems to be an intention to push some bits to pandas, but not others ?
jreback: I would do this versus pandas/master. Best to push whatever we can there
in small uncontroversial bits.
See #27305, and twosigma#4
cc @jreback , @mroeschke