ENH: Raise ValueError for unsupported Window functions

doc/source/whatsnew/v0.25.0.rst

@@ -1130,6 +1130,7 @@ Groupby/resample/rolling
 - Bug in :meth:`pandas.core.window.Rolling.median` and :meth:`pandas.core.window.Rolling.quantile` where incorrect results are returned with ``closed='left'`` and ``closed='neither'`` (:issue:`26005`)
 - Improved :class:`pandas.core.window.Rolling`, :class:`pandas.core.window.Window` and :class:`pandas.core.window.EWM` functions to exclude nuisance columns from results instead of raising errors and raise a ``DataError`` only if all columns are nuisance (:issue:`12537`)
 - Bug in :meth:`pandas.core.window.Rolling.max` and :meth:`pandas.core.window.Rolling.min` where incorrect results are returned with an empty variable window`` (:issue:`26005`)
+- Raise a helpful exception when an unsupported weighted window function is used as an argument of :meth:`pandas.core.window.Window.aggregate` (:issue:`26597`)
 
 Reshaping
 ^^^^^^^^^

pandas/core/base.py

@@ -314,7 +314,13 @@ def _try_aggregate_string_function(self, arg, *args, **kwargs):
 
  f = getattr(np, arg, None)
  if f is not None:
- return f(self, *args, **kwargs)
+ try:
+ return f(self, *args, **kwargs)
+ except AttributeError:
+ raise ValueError(
+ "'{arg}' is not a valid function for "
+ "'{cls}' object".format(arg=arg, cls=type(self).__name__)
+ )
 
  raise ValueError("{arg} is an unknown string function".format(arg=arg))
 
@@ -554,7 +560,16 @@ def is_any_frame():
  return result, True
  elif is_list_like(arg):
  # we require a list, but not an 'str'
- return self._aggregate_multiple_funcs(arg, _level=_level, _axis=_axis), None
+ try:
+ return self._aggregate_multiple_funcs(arg, _level=_level, _axis=_axis), None
+
+ # if no results
+ except ValueError:
+ raise ValueError(
+ "'{arg}' is not a valid set of functions for "
+ "'{cls}' object".format(arg=", ".join(arg), cls=type(self).__name__)
+ )
+
  else:
  result = None
 

pandas/core/window.py

@@ -511,6 +511,7 @@ class Window(_Window):
  Set the labels at the center of the window.
  win_type : str, default None
  Provide a window type. If ``None``, all points are evenly weighted.
+ Other types are only applicable for `mean` and `sum` functions.
  See the notes below for further information.
  on : str, optional
  For a DataFrame, column on which to calculate

pandas/tests/test_window.py

@@ -480,6 +480,22 @@ def test_numpy_compat(self, method):
  with pytest.raises(UnsupportedFunctionCall, match=msg):
  getattr(w, method)(dtype=np.float64)
 
+ @pytest.mark.parametrize(
+ "arg", ["std", ["mean", "std"], ("mean", "std"), {"A": "mean", "B": "std"}]
+ )
+ def test_agg_function_support(self, arg):
+ ser = pd.DataFrame({"A": np.arange(5), "B": np.arange(5)})
+ roll = ser.rolling(2, win_type="triang")
+
+ if isinstance(arg, (list, tuple)):
+ msg = ("'{arg}' is not a valid set of functions for "
+ "'Window' object".format(arg=", ".join(arg)))
+ else:
+ msg = "'std' is not a valid function for 'Window' object"
+
+ with pytest.raises(ValueError, match=msg):
+ roll.agg(arg)
+
 
 class TestRolling(Base):
  def setup_method(self, method):