TST: split tests for windows to sub-modules
Splitting the test_window.py file into the test_rolling.py files, test_expanding.py
and test_ewma.py

- [x] closes #19228
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19667?src=pr&el=h1) Report
> Merging [#19667](https://codecov.io/gh/pandas-dev/pandas/pull/19667?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/cdfce2b0ad99f7faad57cc5247cf33aab5725bed?src=pr&el=desc) will **decrease** coverage by `0.21%`.
> The diff coverage is `0%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/19667/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/19667?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #19667      +/-   ##
==========================================
- Coverage   91.82%    91.6%   -0.22%     
==========================================
  Files         152      150       -2     
  Lines       49248    48864     -384     
==========================================
- Hits        45222    44763     -459     
- Misses       4026     4101      +75
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.98% <0%> (-0.24%)` | :arrow_down: |
| #single | `41.75% <0%> (-0.15%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/19667?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/19667/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.22% <0%> (+0.04%)` | :arrow_up: |
| [pandas/tseries/plotting.py](https://codecov.io/gh/pandas-dev/pandas/pull/19667/diff?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvcGxvdHRpbmcucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/core/dtypes/base.py](https://codecov.io/gh/pandas-dev/pandas/pull/19667/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZHR5cGVzL2Jhc2UucHk=) | `47.61% <0%> (-44.28%)` | :arrow_down: |
| [pandas/plotting/\_compat.py](https://codecov.io/gh/pandas-dev/pandas/pull/19667/diff?src=pr&el=tree#diff-cGFuZGFzL3Bsb3R0aW5nL19jb21wYXQucHk=) | `62% <0%> (-28.91%)` | :arrow_down: |
| [pandas/core/arrays/base.py](https://codecov.io/gh/pandas-dev/pandas/pull/19667/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvYXJyYXlzL2Jhc2UucHk=) | `60% <0%> (-24.15%)` | :arrow_down: |
| [pandas/io/s3.py](https://codecov.io/gh/pandas-dev/pandas/pull/19667/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3MzLnB5) | `72.72% <0%> (-13.64%)` | :arrow_down: |
| [pandas/core/missing.py](https://codecov.io/gh/pandas-dev/pandas/pull/19667/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvbWlzc2luZy5weQ==) | `85.9% <0%> (-5.75%)` | :arrow_down: |
| [pandas/plotting/\_timeseries.py](https://codecov.io/gh/pandas-dev/pandas/pull/19667/diff?src=pr&el=tree#diff-cGFuZGFzL3Bsb3R0aW5nL190aW1lc2VyaWVzLnB5) | `60.82% <0%> (-4.49%)` | :arrow_down: |
| [pandas/core/reshape/tile.py](https://codecov.io/gh/pandas-dev/pandas/pull/19667/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvcmVzaGFwZS90aWxlLnB5) | `90.25% <0%> (-3.12%)` | :arrow_down: |
| [pandas/io/html.py](https://codecov.io/gh/pandas-dev/pandas/pull/19667/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2h0bWwucHk=) | `85.98% <0%> (-2.81%)` | :arrow_down: |
| ... and [60 more](https://codecov.io/gh/pandas-dev/pandas/pull/19667/diff?src=pr&el=tree-more) | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19667?src=pr&el=continue).
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> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19667?src=pr&el=footer). Last update [cdfce2b...8ee74d9](https://codecov.io/gh/pandas-dev/pandas/pull/19667?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 looks like you picked up some other commits (in the parquet module), can you merge master (or revert these if you did those). want to parameterize some of these, but can wait for another pass for that. @jreback I'm a little confused, because I sent two PR's, but I did not understand why it was all together! Can you help me? for a new PR checkout from master like this
git checkout -b new_branch origin/master

for now you need to rebase on master and remove those commits - like

git rebase -i origin/master

and delete the uneeded commits @jreback I did the suggested fix, could you check it now? someting when really wrong. you need to ``git merge upstream/master`` (if ``upstream`` is the pandas-dev repo, sometimes also called ``origin``).

only *your* changes should be here. Now I think it worked! Can you check, please? you have a ton of other changes in here. you need to have just the 4 files (the original and the split off ones) can you update can you rebase / update can you rebase closing as stale