Fix memory leak in roll_quantile
closes #21965

looks reasonable, can you add a whatsnew note for 0.23.4 (bug fixes) # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/21966?src=pr&el=h1) Report
> Merging [#21966](https://codecov.io/gh/pandas-dev/pandas/pull/21966?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/1ce2473716630e337fe7705a7a728d7c5f6cc301?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/21966/graphs/tree.svg?width=650&height=150&src=pr&token=eZ4WkYLtcO)](https://codecov.io/gh/pandas-dev/pandas/pull/21966?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           master   #21966   +/-   ##
=======================================
  Coverage   91.96%   91.96%           
=======================================
  Files         166      166           
  Lines       50329    50329           
=======================================
  Hits        46287    46287           
  Misses       4042     4042
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.36% <ø> (ø)` | :arrow_up: |
| #single | `42.23% <ø> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/21966?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/generic.py](https://codecov.io/gh/pandas-dev/pandas/pull/21966/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ2VuZXJpYy5weQ==) | `96.46% <0%> (ø)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/21966?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/21966?src=pr&el=footer). Last update [1ce2473...13cca8e](https://codecov.io/gh/pandas-dev/pandas/pull/21966?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 Sure, I just amended the commit thanks @fl4p 