ENH: rolling mean with limited number of observations in a given period

[dcsaba89]

Is your feature request related to a problem?

Calculate rolling mean for 10 days, but only for data points not older than 1 month.

Describe the solution you'd like

DataFrame.rolling should get a new parameter max_periods to describe the maximum number of data points taken into account

API breaking implications

N/A

Describe alternatives you've considered

With using df.rolling(window='32D') we can filter out the outdated values, but we cannot control the number of observations taken into account.
With using df.rolling(window=10) we cannot control the number of observations, but we cannot filter out the outdated values taken into account.

Additional context

Let's say we have 4 data points, 2 for the beginning of the year and 2 for the end of the year and we want to calculate rolling mean for the last 2 observations with exluding the too old data (older than 3 months)

df.rolling(window=10) would not exclude Feb value when calculating mean for Nov.
df.rolling(window='32D') would not allow us to avoid calculating mean for more than 10 observations if the data is more dense within a given month.