BUG: Respect axis when doing DataFrame.expanding (pandas-dev#23402)

Closes pandas-devgh-23372.

doc/source/whatsnew/v0.24.0.txt

@@ -1239,6 +1239,7 @@ Groupby/Resample/Rolling
 - Bug in :meth:`SeriesGroupBy.mean` when values were integral but could not fit inside of int64, overflowing instead. (:issue:`22487`)
 - :func:`RollingGroupby.agg` and :func:`ExpandingGroupby.agg` now support multiple aggregation functions as parameters (:issue:`15072`)
 - Bug in :meth:`DataFrame.resample` and :meth:`Series.resample` when resampling by a weekly offset (``'W'``) across a DST transition (:issue:`9119`, :issue:`21459`)
+- Bug in :meth:`DataFrame.expanding` in which the ``axis`` argument was not being respected during aggregations (:issue:`23372`)
 
 Reshaping
 ^^^^^^^^^

pandas/core/window.py

@@ -1866,12 +1866,25 @@ def _constructor(self):
         return Expanding
 
     def _get_window(self, other=None):
-        obj = self._selected_obj
-        if other is None:
-            return (max(len(obj), self.min_periods) if self.min_periods
-                    else len(obj))
-        return (max((len(obj) + len(obj)), self.min_periods)
-                if self.min_periods else (len(obj) + len(obj)))
+        """
+        Get the window length over which to perform some operation.
+
+        Parameters
+        ----------
+        other : object, default None
+            The other object that is involved in the operation.
+            Such an object is involved for operations like covariance.
+
+        Returns
+        -------
+        window : int
+            The window length.
+        """
+        axis = self.obj._get_axis(self.axis)
+        length = len(axis) + (other is not None) * len(axis)
+
+        other = self.min_periods or -1
+        return max(length, other)
 
     _agg_doc = dedent("""
     Examples

pandas/tests/test_window.py

@@ -627,6 +627,25 @@ def test_iter_raises(self, klass):
         with pytest.raises(NotImplementedError):
             iter(obj.rolling(2))
 
+    def test_rolling_axis(self, axis_frame):
+        # see gh-23372.
+        df = DataFrame(np.ones((10, 20)))
+        axis = df._get_axis_number(axis_frame)
+
+        if axis == 0:
+            expected = DataFrame({
+                i: [np.nan] * 2 + [3.0] * 8
+                for i in range(20)
+            })
+        else:
+            # axis == 1
+            expected = DataFrame([
+                [np.nan] * 2 + [3.0] * 18
+            ] * 10)
+
+        result = df.rolling(3, axis=axis_frame).sum()
+        tm.assert_frame_equal(result, expected)
+
 
 class TestExpanding(Base):
 
@@ -714,6 +733,25 @@ def test_iter_raises(self, klass):
         with pytest.raises(NotImplementedError):
             iter(obj.expanding(2))
 
+    def test_expanding_axis(self, axis_frame):
+        # see gh-23372.
+        df = DataFrame(np.ones((10, 20)))
+        axis = df._get_axis_number(axis_frame)
+
+        if axis == 0:
+            expected = DataFrame({
+                i: [np.nan] * 2 + [float(j) for j in range(3, 11)]
+                for i in range(20)
+            })
+        else:
+            # axis == 1
+            expected = DataFrame([
+                [np.nan] * 2 + [float(i) for i in range(3, 21)]
+            ] * 10)
+
+        result = df.expanding(3, axis=axis_frame).sum()
+        tm.assert_frame_equal(result, expected)
+
 
 class TestEWM(Base):