BUG: Prevent segfault in roll_weighted_var
- closes #46760
- edit: I added a test to `test_win_type.py`
- I added an entry in the latest `doc/source/whatsnew/v1.5.0.rst` file because this fixes a bug
Ok, thanks.

I'm unsure how to verify that my test I added to `test_win_type.py` is working. I'm unfamiliar with implementing tests in projects like pandas, forgive me while I'm learning :) and thanks again for your help. Awesome, thanks @joseortiz3 (the failure was unrelated)