BUG: Pandas rolling removes imaginary part of complex

[fdelaigue]

Pandas version checks

• I have checked that this issue has not already been reported.

• I have confirmed this bug exists on the latest version of pandas.

• I have confirmed this bug exists on the main branch of pandas.

Reproducible Example

import pandas as pd
pd.DataFrame([1j,1+2j]).rolling(2).apply(lambda x: print(x) is None)

Output:
0   0
1   1
dtype: float64
	0
0	NaN
1	1

Issue Description

.rolling() casts complex128 values into float64, discarding the imaginary part.

Expected Behavior

.rolling() passes complex128 values as is without removing the imaginary part.

Expected Output:

import pandas as pd
pd.DataFrame([1j,1+2j]).rolling(2).apply(lambda x: print(x) is None)

0   0+1j
1   1+2j
dtype: complex128
	0
0	NaN
1	1

Installed Versions

INSTALLED VERSIONS

commit : 06d2301
python : 3.10.0.final.0
python-bits : 64
OS : Darwin
OS-release : 21.2.0
Version : Darwin Kernel Version 21.2.0: Sun Nov 28 20:28:54 PST 2021; root:xnu-8019.61.5~1/RELEASE_X86_64
machine : x86_64
processor : i386
byteorder : little
LC_ALL : None
LANG : None
LOCALE : None.UTF-8

pandas : 1.4.1
numpy : 1.21.5
pytz : 2021.3
dateutil : 2.8.2
pip : 21.3.1
setuptools : 60.2.0
Cython : None
pytest : 6.2.5
hypothesis : None
sphinx : None
blosc : None
feather : None
xlsxwriter : None
lxml.etree : 4.8.0
html5lib : None
pymysql : None
psycopg2 : None
jinja2 : 3.0.3
IPython : 8.1.1
pandas_datareader: 0.10.0
bs4 : 4.10.0
bottleneck : None
fastparquet : None
fsspec : None
gcsfs : None
matplotlib : 3.5.1
numba : 0.55.1
numexpr : None
odfpy : None
openpyxl : None
pandas_gbq : None
pyarrow : None
pyreadstat : None
pyxlsb : None
s3fs : None
scipy : 1.8.0
sqlalchemy : None
tables : None
tabulate : None
xarray : None
xlrd : None
xlwt : None
zstandard : None

[simonjayhawkins]

Thanks @fdelaigue for the report

.rolling() casts complex128 values into float64, discarding the imaginary part.

did you not get a warning?

/home/simon/miniconda3/envs/pandas-1.4.2/lib/python3.10/site-packages/pandas/core/window/rolling.py:348: ComplexWarning: Casting complex values to real discards the imaginary part
  values = ensure_float64(values)

relabeling as an enhancement request and not a bug report.

[fdelaigue]

Yes indeed - forgot I was catching warnings so didn't see it.

Nonetheless, adding astype(np.complex64) still returns float64:
pd.DataFrame([1j,1+2j]).astype(np.complex64).rolling(2).apply(lambda x: print(x) is None)
Output:
`

0 0
1 1
dtype: float64

	0
NaN
1

`

[lithomas1]

This isssue is still not addressed, but I will close and move to #53214, since that one is more general.