DOC: Add example of NonFixedVariableWindowIndexer usage

doc/source/user_guide/computation.rst

@@ -597,6 +597,18 @@ You can view other examples of ``BaseIndexer`` subclasses `here <https://github.
 
 .. versionadded:: 1.1
 
+One subclass of note within those examples is the ``NonFixedVariableWindowIndexer`` that allows
+rolling operations over a non-fixed offset like a ``BusinessDay``.
+
+.. ipython:: python
+
+   from pandas.api.indexers import NonFixedVariableWindowIndexer
+   df = pd.DataFrame(range(10), index=pd.date_range('2020', periods=10))
+   offset = pd.offsets.BDay(1)
+   indexer = NonFixedVariableWindowIndexer(index=df.index, offset=offset)
+   df
+   df.rolling(indexer).sum()
+
 For some problems knowledge of the future is available for analysis. For example, this occurs when
 each data point is a full time series read from an experiment, and the task is to extract underlying
 conditions. In these cases it can be useful to perform forward-looking rolling window computations.

doc/source/whatsnew/v1.1.0.rst

@@ -673,6 +673,7 @@ Other API changes
 - ``loc`` lookups with an object-dtype :class:`Index` and an integer key will now raise ``KeyError`` instead of ``TypeError`` when key is missing (:issue:`31905`)
 - Using a :func:`pandas.api.indexers.BaseIndexer` with ``count``, ``min``, ``max``, ``median``, ``skew``,  ``cov``, ``corr`` will now return correct results for any monotonic :func:`pandas.api.indexers.BaseIndexer` descendant (:issue:`32865`)
 - Added a :func:`pandas.api.indexers.FixedForwardWindowIndexer` class to support forward-looking windows during ``rolling`` operations.
+- Added a :func:`pandas.api.indexers.NonFixedVariableWindowIndexer` class to support ``rolling`` operations with non-fixed offsets (:issue:`34994`)
 - Added :class:`pandas.errors.InvalidIndexError` (:issue:`34570`).
 - :meth:`DataFrame.swaplevels` now raises a  ``TypeError`` if the axis is not a :class:`MultiIndex`.
   Previously an ``AttributeError`` was raised (:issue:`31126`)

pandas/api/indexers/__init__.py

@@ -3,6 +3,15 @@
 """
 
 from pandas.core.indexers import check_array_indexer
-from pandas.core.window.indexers import BaseIndexer, FixedForwardWindowIndexer
+from pandas.core.window.indexers import (
+    BaseIndexer,
+    FixedForwardWindowIndexer,
+    NonFixedVariableWindowIndexer,
+)
 
-__all__ = ["check_array_indexer", "BaseIndexer", "FixedForwardWindowIndexer"]
+__all__ = [
+    "check_array_indexer",
+    "BaseIndexer",
+    "FixedForwardWindowIndexer",
+    "NonFixedVariableWindowIndexer",
+]