Merge branch 'master' of https://github.com/pandas-dev/pandas into re…

…set-dropped-locs-5

pandas/core/window/rolling.py

@@ -22,7 +22,7 @@
 
 from pandas._libs.tslibs import BaseOffset, to_offset
 import pandas._libs.window.aggregations as window_aggregations
-from pandas._typing import ArrayLike, Axis, FrameOrSeriesUnion, Scalar
+from pandas._typing import ArrayLike, Axis, FrameOrSeriesUnion, Label
 from pandas.compat._optional import import_optional_dependency
 from pandas.compat.numpy import function as nv
 from pandas.util._decorators import Appender, Substitution, cache_readonly, doc
@@ -394,7 +394,7 @@ def _wrap_result(self, result, block=None, obj=None):
             return type(obj)(result, index=index, columns=block.columns)
         return result
 
-    def _wrap_results(self, results, blocks, obj, exclude=None) -> FrameOrSeriesUnion:
+    def _wrap_results(self, results, obj, skipped: List[int]) -> FrameOrSeriesUnion:
         """
         Wrap the results.
 
@@ -413,6 +413,13 @@ def _wrap_results(self, results, blocks, obj, exclude=None) -> FrameOrSeriesUnio
             assert len(results) == 1
             return Series(results[0], index=obj.index, name=obj.name)
 
+        exclude: List[Label] = []
+        orig_blocks = list(obj._to_dict_of_blocks(copy=False).values())
+        for i in skipped:
+            exclude.extend(orig_blocks[i].columns)
+
+        kept_blocks = [blk for i, blk in enumerate(orig_blocks) if i not in skipped]
+
         final = []
         for result, block in zip(results, kept_blocks):
 
@@ -532,7 +539,6 @@ def _apply_blockwise(
 
             except (TypeError, NotImplementedError):
                 skipped.append(i)
-                exclude.extend(b.columns)
                 continue
 
             result = homogeneous_func(values)