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BUG: Offset-based rolling window, with closed='left' and max as aggregation function, make python crash

See original GitHub issue

Code Sample, a copy-pastable example if possible

import pandas as pd
import numpy as np
from pandas.tseries.frequencies import to_offset

df = pd.Series(data=np.arange(10), 
               index=pd.date_range('2000', periods=10))

df.rolling(to_offset('3D'), closed='left').max()

Problem description

With this rolling and aggregation function, python just crashes. It does too with .min() or .agg(np.max) as aggregation steps. It does not when closed='right' or with mean as an aggregation function.

Expected Output

2000-01-01    NaN
2000-01-02    0.0
2000-01-03    1.0
2000-01-04    2.0
2000-01-05    3.0
2000-01-06    4.0
2000-01-07    5.0
2000-01-08    6.0
2000-01-09    7.0
2000-01-10    8.0
Freq: D, dtype: float64

or, if closed='left' raises complicated problems (as it is not implemented for fixed windows), disable it too for the offset-based windows.

Output of `pd.show_versions()`

INSTALLED VERSIONS

commit: None python: 3.6.3.final.0 python-bits: 64 OS: Windows OS-release: 7 machine: AMD64 processor: Intel64 Family 6 Model 61 Stepping 4, GenuineIntel byteorder: little LC_ALL: None LANG: None LOCALE: None.None

pandas: 0.23.1 pytest: 3.2.1 pip: 10.0.1 setuptools: 36.5.0.post20170921 Cython: 0.26.1 numpy: 1.12.1 scipy: 0.19.1 pyarrow: None xarray: None IPython: 6.1.0 sphinx: 1.6.3 patsy: 0.4.1 dateutil: 2.6.1 pytz: 2017.2 blosc: None bottleneck: 1.2.1 tables: 3.4.2 numexpr: 2.6.2 feather: None matplotlib: 2.1.0 openpyxl: 2.4.8 xlrd: 1.1.0 xlwt: 1.3.0 xlsxwriter: 1.0.2 lxml: 4.1.0 bs4: 4.5.3 html5lib: 0.9999999 sqlalchemy: 1.1.13 pymysql: None psycopg2: 2.7.3.2 (dt dec pq3 ext lo64) jinja2: 2.10 s3fs: None fastparquet: None pandas_gbq: None pandas_datareader: None