DEPR: Rolling.win_type returning freq & is_datetimelike

doc/source/whatsnew/v1.3.0.rst

@@ -161,6 +161,7 @@ Deprecations
 - Deprecated :meth:`MultiIndex.is_lexsorted` and :meth:`MultiIndex.lexsort_depth` as a public methods, users should use :meth:`MultiIndex.is_monotonic_increasing` instead (:issue:`32259`)
 - Deprecated keyword ``try_cast`` in :meth:`Series.where`, :meth:`Series.mask`, :meth:`DataFrame.where`, :meth:`DataFrame.mask`; cast results manually if desired (:issue:`38836`)
 - Deprecated comparison of :class:`Timestamp` object with ``datetime.date`` objects.  Instead of e.g. ``ts <= mydate`` use ``ts <= pd.Timestamp(mydate)`` or ``ts.date() <= mydate`` (:issue:`36131`)
+- Deprecated :attr:`Rolling.win_type` returning ``"freq"`` (:issue:`38963`)
 -
 
 .. ---------------------------------------------------------------------------

pandas/core/window/rolling.py

@@ -110,7 +110,8 @@ def __init__(
         self.window = window
         self.min_periods = min_periods
         self.center = center
-        self.win_type = win_type
+        # TODO: Change this back to self.win_type once deprecation is enforced
+        self._win_type = win_type
         self.axis = obj._get_axis_number(axis) if axis is not None else None
         self.method = method
         self._win_freq_i8 = None
@@ -131,6 +132,18 @@ def __init__(
             )
         self.validate()
 
+    @property
+    def win_type(self):
+        if self._win_freq_i8 is not None:
+            warnings.warn(
+                "win_type will no longer return 'freq' in a future version. "
+                "Check the type of self.window instead.",
+                FutureWarning,
+                stacklevel=2,
+            )
+            return "freq"
+        return self._win_type
+
     def validate(self) -> None:
         if self.center is not None and not is_bool(self.center):
             raise ValueError("center must be a boolean")

pandas/tests/window/test_win_type.py

@@ -4,7 +4,7 @@
 from pandas.errors import UnsupportedFunctionCall
 import pandas.util._test_decorators as td
 
-from pandas import DataFrame, Series, Timedelta, concat
+from pandas import DataFrame, Series, Timedelta, concat, date_range
 import pandas._testing as tm
 from pandas.api.indexers import BaseIndexer
 
@@ -137,6 +137,12 @@ def test_consistent_win_type_freq(arg):
         s.rolling(arg, win_type="freq")
 
 
+def test_win_type_freq_return_deprecation():
+    freq_roll = Series(range(2), index=date_range("2020", periods=2)).rolling("2s")
+    with tm.assert_produces_warning(FutureWarning):
+        freq_roll.win_type
+
+
 @td.skip_if_no_scipy
 def test_win_type_not_implemented():
     class CustomIndexer(BaseIndexer):