BUG: crash in df.groupby.rolling.mean with forward window indexer

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Code Sample, a copy-pastable example

# Your code here

Here is a replicate code:
df = pd.DataFrame({'B': [np.nan, 1, 2, np.nan, 4,5,6,7,8,9,10,11,12,13,14,15]})
df['A']=1
indexer = pd.api.indexers.FixedForwardWindowIndexer(window_size=12) # forward 12 period
# First time is OK
df['mean']=df.groupby('A')['B'].rolling(window=indexer, min_periods=1).mean().reset_index().loc[:,'B']
# Second time would crash!
df['mean']=df.groupby('A')['B'].rolling(window=indexer, min_periods=1).mean().reset_index().loc[:,'B']

If don't have groupby, it won't crash.
If don't forward window indexer, it won't crash.
If in the first time, it won't crash.

Problem description

[this should explain why the current behaviour is a problem and why the expected output is a better solution]

When you use df.groupby.rolling.mean with a forward-looking period, it would crash if you run the df.groupby.rolling.mean again.

Expected Output

Output of pd.show_versions()

INSTALLED VERSIONS ------------------ commit : c7f7443c1bad8262358114d5e88cd9c8a308e8aa python : 3.8.11.final.0 python-bits : 64 OS : Windows OS-release : 10 Version : 10.0.19042 machine : AMD64 processor : Intel64 Family 6 Model 165 Stepping 2, GenuineIntel byteorder : little LC_ALL : None LANG : zh_CN LOCALE : Chinese (Simplified)_China.936

pandas : 1.3.1 numpy : 1.20.3 pytz : 2021.1 dateutil : 2.8.2 pip : 21.2.2 setuptools : 52.0.0.post20210125 Cython : 0.29.24 pytest : 6.2.4 hypothesis : None sphinx : 4.0.2 blosc : None feather : None xlsxwriter : 3.0.1 lxml.etree : 4.6.3 html5lib : 1.1 pymysql : None psycopg2 : None jinja2 : 2.11.3 IPython : 7.26.0 pandas_datareader: None bs4 : 4.9.3 bottleneck : 1.3.2 fsspec : 2021.07.0 fastparquet : None gcsfs : None matplotlib : 3.4.2 numexpr : 2.7.3 odfpy : None openpyxl : 3.0.7 pandas_gbq : None pyarrow : None pyxlsb : None s3fs : None scipy : 1.6.2 sqlalchemy : 1.4.22 tables : 3.6.1 tabulate : None xarray : None xlrd : 2.0.1 xlwt : 1.3.0 numba : 0.53.1 [paste the output of pd.show_versions() here leaving a blank line after the details tag]

[mroeschke]

Only the indexers here are public, https://pandas.pydata.org/pandas-docs/stable/reference/window.html#window-indexer, so other ones, including GroupbyIndexer, can have the spelling mistakes fixed.

Thanks for looking into a fix.

[simonjayhawkins]

Okay, I think I have a viable fix for both, and new tests have been added to verify the behaviour is sane in this and other cases.

The code sample did not segfault in pandas 1.1.5

first bad commit: [a8e2f92abd43c32e729704e0872171daa1c804f7] REF: Simplifying creation of window indexers internally (#37177)

since not all users update on every pandas release, we could perhaps consider backporting the fix for the segfault issue if the issues could be kept independent.