ENH: Raise useful error when iterating a Window
Until Issue #11704 is completed, raise a NotImplementedError to provide
a more clear error message when attempting to iterate over a Rolling
or Expanding window.
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/20996?src=pr&el=h1) Report
> Merging [#20996](https://codecov.io/gh/pandas-dev/pandas/pull/20996?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/eff1faf2729fa0fb0c2d7913107201e475de33d6?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/20996/graphs/tree.svg?height=150&width=650&token=eZ4WkYLtcO&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/20996?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #20996      +/-   ##
==========================================
+ Coverage   91.82%   91.82%   +<.01%     
==========================================
  Files         153      153              
  Lines       49488    49507      +19     
==========================================
+ Hits        45443    45462      +19     
  Misses       4045     4045
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.22% <100%> (ø)` | :arrow_up: |
| #single | `41.88% <50%> (+0.02%)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/20996?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/window.py](https://codecov.io/gh/pandas-dev/pandas/pull/20996/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvd2luZG93LnB5) | `96.28% <100%> (ø)` | :arrow_up: |
| [pandas/core/algorithms.py](https://codecov.io/gh/pandas-dev/pandas/pull/20996/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvYWxnb3JpdGhtcy5weQ==) | `94.5% <0%> (ø)` | :arrow_up: |
| [pandas/core/strings.py](https://codecov.io/gh/pandas-dev/pandas/pull/20996/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvc3RyaW5ncy5weQ==) | `98.62% <0%> (ø)` | :arrow_up: |
| [pandas/core/reshape/tile.py](https://codecov.io/gh/pandas-dev/pandas/pull/20996/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvcmVzaGFwZS90aWxlLnB5) | `93.37% <0%> (ø)` | :arrow_up: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/20996/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.22% <0%> (ø)` | :arrow_up: |
| [pandas/core/indexes/datetimes.py](https://codecov.io/gh/pandas-dev/pandas/pull/20996/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9kYXRldGltZXMucHk=) | `95.77% <0%> (+0.01%)` | :arrow_up: |
| [pandas/core/indexes/interval.py](https://codecov.io/gh/pandas-dev/pandas/pull/20996/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9pbnRlcnZhbC5weQ==) | `93.14% <0%> (+0.05%)` | :arrow_up: |
| [pandas/core/indexes/timedeltas.py](https://codecov.io/gh/pandas-dev/pandas/pull/20996/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy90aW1lZGVsdGFzLnB5) | `91.24% <0%> (+0.08%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/20996?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/20996?src=pr&el=footer). Last update [eff1faf...6bd748d](https://codecov.io/gh/pandas-dev/pandas/pull/20996?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 We'll want a test and a note in the whatsnew. @TomAugspurger @WillAyd Would the test be to confirm that a `NotImplementedError` is raised or to fail when it's raised? Hello @selik! Thanks for updating the PR.





Cheers ! There are no PEP8 issues in this Pull Request. :beers: 

##### Comment last updated on May 12, 2018 at 16:13 Hours UTC I added tests for both rolling and expanding in the new functional pytest style. I wasn't sure from the contribution guide whether to continue with the class-organized style of the existing tests or to use the new style. https://pandas.pydata.org/pandas-docs/stable/contributing.html#transitioning-to-pytest

One issue with the functional pytest style is that parameterizing on fixtures is awkward. https://github.com/pytest-dev/pytest/issues/349 Thanks!