work around OSX math undefs

Author: chris-b1

doc/source/whatsnew/v0.23.4.txt

@@ -16,7 +16,7 @@ and bug fixes. We recommend that all users upgrade to this version.
 Fixed Regressions
 ~~~~~~~~~~~~~~~~~
 
-- 
+- Python 3.7 with Windows gave all missing values for rolling variance calculations (:issue:`21813`)
 -
 
 .. _whatsnew_0234.bug_fixes:

pandas/_libs/src/headers/cmath

@@ -6,6 +6,7 @@
 #if defined(_MSC_VER) && (_MSC_VER < 1800)
 #include <cmath>
 namespace std {
+  #define isnan(x) _isnan(x)
   __inline int signbit(double num) { return _copysign(1.0, num) < 0; }
 }
 #else

pandas/_libs/window.pyx

@@ -14,12 +14,10 @@ cnp.import_array()
 
 
 cdef extern from "../src/headers/cmath" namespace "std":
+    bint isnan(double) nogil
     int signbit(double) nogil
     double sqrt(double x) nogil
 
-cdef extern from "numpy/npy_math.h":
-    bint npy_isnan(double) nogil
-
 cimport util
 from util cimport numeric
 
@@ -657,8 +655,8 @@ cdef inline void add_var(const double val, double *nobs, double *mean_x,
                          double *ssqdm_x) nogil:
     """ add a value from the var calc """
     cdef double delta
-    # `isnan` instead of equality as fix for GH-21813
-    if npy_isnan(val):
+    # `isnan` instead of equality as fix for GH-21813, msvc 2017 bug
+    if isnan(val):
         return
 
     nobs[0] = nobs[0] + 1