Unit test for groupby.rolling.corr
- [ ] closes #44078  
- [ ] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) 
- [ ] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).


pre-commit.ci autofix thanks @omar-elbaz 