BUG: Fix windowing over read-only arrays (pandas-dev#27767)

Author: kernc

doc/source/whatsnew/v0.25.1.rst

@@ -118,6 +118,7 @@ Groupby/resample/rolling
 ^^^^^^^^^^^^^^^^^^^^^^^^
 
 - Bug in :meth:`pandas.core.groupby.DataFrameGroupBy.transform` where applying a timezone conversion lambda function would drop timezone information (:issue:`27496`)
+- Bug in windowing over read-only arrays (:issue:`27766`)
 -
 -
 

pandas/core/window.py

@@ -246,8 +246,10 @@ def _prep_values(self, values: Optional[np.ndarray] = None) -> np.ndarray:
             except (ValueError, TypeError):
                 raise TypeError("cannot handle this type -> {0}".format(values.dtype))
 
-        # Always convert inf to nan
-        values[np.isinf(values)] = np.NaN
+        # Convert inf to nan for C funcs
+        inf = np.isinf(values)
+        if inf.any():
+            values = np.where(inf, np.nan, values)
 
         return values
 

pandas/tests/window/test_rolling.py

@@ -326,3 +326,11 @@ def test_rolling_axis_count(self, axis_frame):
 
         result = df.rolling(2, axis=axis_frame).count()
         tm.assert_frame_equal(result, expected)
+
+    def test_readonly_array(self):
+        # GH-27766
+        arr = np.array([1, 3, np.nan, 3, 5])
+        arr.setflags(write=False)
+        result = pd.Series(arr).rolling(2).mean()
+        expected = pd.Series([np.nan, 2, np.nan, np.nan, 4])
+        tm.assert_series_equal(result, expected)