Feature request: first & last for rolling() #33155
Description
Code Sample, a copy-pastable example if possible
# This works: df1 = df.resample(to_freq, closed='left', kind='period', ).agg(OrderedDict([('Open', 'first'), ('Close', 'last'), ])) # This doesn't: df2 = df.rolling(my_indexer).agg( OrderedDict([('Open', 'first'), ('Close', 'last') ])) >>> AttributeError: 'first' is not a valid function for 'Rolling' object df3 = df.rolling(my_indexer).agg( OrderedDict([ ('Close', 'last') ])) >>> AttributeError: 'last' is not a valid function for 'Rolling' objectPlease, could 'first' and 'last' be made available for rolling window?
Thanks for your support!
Bests,