title: rolling with string variables
body: <p>Consider this example</p>
  
  <pre><code>import pandas as pd
  import numpy as np
  
  df = pd.DataFrame({'mytime' : [pd.to_datetime('2018-01-01 14:34:12.340'),
                               pd.to_datetime('2018-01-01 14:34:13.0'),
                               pd.to_datetime('2018-01-01 14:34:15.342'),
                               pd.to_datetime('2018-01-01 14:34:16.42'),
                               pd.to_datetime('2018-01-01 14:34:28.742')],
                      'myvalue' : [1,2,np.NaN,3,1],
                      'mychart' : ['a','b','c','d','e']})
  
  df.set_index('mytime', inplace = True)
  
  df
  Out[15]: 
                          mychart  myvalue
  mytime                                  
  2018-01-01 14:34:12.340       a      1.0
  2018-01-01 14:34:13.000       b      2.0
  2018-01-01 14:34:15.342       c      NaN
  2018-01-01 14:34:16.420       d      3.0
  2018-01-01 14:34:28.742       e      1.0
  </code></pre>
  
  <p>Here I want to <code>concatenate</code> the strings in <code>mychart</code> using the values in the last <strong>2 seconds</strong> (not the last two observations).</p>
  
  <p>Unfortunately, both attempts below fail miserably</p>
  
  <pre><code>df.mychart.rolling(window = '2s', closed = 'right').apply(lambda x: ' '.join(x), raw = False)
  df.mychart.rolling(window = '2s', closed = 'right').apply(lambda x: (x + ' ').cumsum(), raw = False)
  
  TypeError: cannot handle this type -&gt; object
  </code></pre>
  
  <p>Are we finally hitting the limits of what <code>Pandas 23.4</code> can do? :)
  Thanks!</p>