ENH: Add masked support for rolling operations

[bollard]

Feature Type

• Adding new functionality to pandas

• Changing existing functionality in pandas

• Removing existing functionality in pandas

Problem Description

As per #50399, pandas does not currently support extension arrays in rolling operations

Feature Description

import pandas as pd

ser = pd.Series([i / 10 for i in range(1, 20)]).astype(pd.Float64Dtype())
ser.rolling(2).mean().dtype # dtype('float64') currently, pd.Float64Dtype() ideally

Alternative Solutions

Continue to rely on numpy types

Additional Context

#50399

[ihsansecer]

Looks like this can be done by implementing a _rolling_op function in BaseMaskedArray similar to _groupby_op. Interested in working on this if you are happy to take a PR?