TST Add test for rolling window, see GH 34605

Author: gglanzani

pandas/tests/window/test_rolling.py

@@ -663,3 +663,21 @@ def test_iter_rolling_datetime(expected, expected_index, window):
 
     for (expected, actual) in zip(expected, ser.rolling(window)):
         tm.assert_series_equal(actual, expected)
+
+
+@pytest.mark.parametrize("groupings", [([{"level": 0}, {"by": "X"}])])
+def test_rolling_positional_argument(groupings):
+    # GH 34605
+
+    def scaled_sum(*args):
+        if len(args) < 2:
+            raise ValueError("The function needs two arguments")
+        array, scale = args
+        return array.sum() / scale
+
+    df = DataFrame(data={"X": range(5)}, index=[0, 0, 1, 1, 1])
+
+    df.rolling(1).apply(scaled_sum, raw=True, args=(2,))
+
+    for grouping in groupings:
+        df.groupby(**grouping).rolling(1).apply(scaled_sum, raw=True, args=(2,))