BUG: Segfault with string Index when using Rolling after Groupby

[phofl]

• closes BUG: Segmentation fault when doing pandas.core.window.rolling.RollingGroupBy.apply #36727
• tests added / passed
• passes black pandas
• passes git diff upstream/master -u -- "*.py" | flake8 --diff
• whatsnew entry

The segfault was caused by self.obj.index.asi8=None when Index is a string Index. self._on.asi8 solves that issue.

Additionally I noticed, that obj.index was already sorted, so the insert of extra_col mixed up the order. We should use self.obj.index.

I will add a whats new after #36689 is merged.

cc @mroeschke

[mroeschke]

Thanks @phofl! I suspect we may need to be using self._on in a lot more places as I don't think our test coverage of the on keyword is really extensive

[jreback]

pls add a whatsnew note 1.1.4 for rolling (note that the whatsnew hasn't been pushed yet)

[jreback]

hah you already mentioned

I will add a whats new after #36689 is merged.

[simonjayhawkins]

I will add a whats new after #36689 is merged.

@phofl

[jreback]

thanks @phofl very nice

[simonjayhawkins]

needs a release note

[simonjayhawkins]

@meeseeksdev backport 1.1.x

[lumberbot-app]

Owee, I'm MrMeeseeks, Look at me.

There seem to be a conflict, please backport manually. Here are approximate instructions:

1. Checkout backport branch and update it.

$ git checkout 1.1.x
$ git pull

2. Cherry pick the first parent branch of the this PR on top of the older branch:

$ git cherry-pick -m1 3a63fedefe9c4f06c66242c07a211e1bbcd0f596

3. You will likely have some merge/cherry-pick conflict here, fix them and commit:

$ git commit -am 'Backport PR #36753: BUG: Segfault with string Index when using Rolling after Groupby'

4. Push to a named branch :

git push YOURFORK 1.1.x:auto-backport-of-pr-36753-on-1.1.x

5. Create a PR against branch 1.1.x, I would have named this PR:

"Backport PR #36753 on branch 1.1.x"

And apply the correct labels and milestones.

Congratulation you did some good work ! Hopefully your backport PR will be tested by the continuous integration and merged soon!

If these instruction are inaccurate, feel free to suggest an improvement.

[phofl]

@jreback Thanks.

Sorry was busy today. Should I open another PR for a Release Note? cc @simonjayhawkins