Method _apply

pandas/core/window/rolling.py:692–751

(
        self,
        func: Callable[..., Any],
        name: str,
        numeric_only: bool = False,
        numba_args: tuple[Any, ...] = (),
        **kwargs,
    )

        super().__init__(obj, *args, **kwargs)

    def _apply(
        self,
        func: Callable[..., Any],
        name: str,
        numeric_only: bool = False,
        numba_args: tuple[Any, ...] = (),
        **kwargs,
    ) -> DataFrame | Series:
        result = super()._apply(
            func,
            name,
            numeric_only,
            numba_args,
            **kwargs,
        )
        # Reconstruct the resulting MultiIndex
        # 1st set of levels = group by labels
        # 2nd set of levels = original DataFrame/Series index
        grouped_object_index = self.obj.index
        grouped_index_name = [*grouped_object_index.names]
        groupby_keys = copy.copy(self._grouper.names)
        result_index_names = groupby_keys + grouped_index_name

        drop_columns = [
            key
            for key in self._grouper.names
            if key not in self.obj.index.names or key is None
        ]

        if len(drop_columns) != len(groupby_keys):
            # Our result will have still kept the column in the result
            result = result.drop(columns=drop_columns, errors="ignore")

        codes = self._grouper.codes
        levels = copy.copy(self._grouper.levels)

        group_indices = self._grouper.indices.values()
        if group_indices:
            indexer = np.concatenate(list(group_indices))
        else:
            indexer = np.array([], dtype=np.intp)
        codes = [c.take(indexer) for c in codes]

        # if the index of the original dataframe needs to be preserved, append
        # this index (but reordered) to the codes/levels from the groupby
        if grouped_object_index is not None:
            idx = grouped_object_index.take(indexer)
            if not isinstance(idx, MultiIndex):
                idx = MultiIndex.from_arrays([idx])
            codes.extend(list(idx.codes))
            levels.extend(list(idx.levels))

        result_index = MultiIndex(
            levels, codes, names=result_index_names, verify_integrity=False
        )

        result.index = result_index
        if not self._as_index: