Memory leak with .rolling().max() in pandas 0.24.2 
#### Code Sample, a copy-pastable example if possible

```python
import pandas as pd
df = pd.read_csv('file.csv', index_col=0, parse_dates=True)
while True:
    df['close'].rolling(4000).max()
```
#### Problem description

Memory leak which shuts down my application. This occurs in pandas 0.24.2 but not in pandas 0.23.4. My 16 GB memory gets filled in a few hours of running this code. file.csv is attached in zip, the memory leak might only occur on certain data.
[file.csv.zip](https://github.com/pandas-dev/pandas/files/3013836/file.csv.zip)

#### Expected Output
No memory leaks.

#### Output of ``pd.show_versions()``

<details>
INSTALLED VERSIONS
------------------
commit: None
python: 3.6.8.final.0
python-bits: 64
OS: Linux
OS-release: 4.15.0-46-generic
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8
LOCALE: en_US.UTF-8

pandas: 0.24.2
pytest: None
pip: 19.0.3
setuptools: 38.4.0
Cython: None
numpy: 1.14.5
scipy: None
pyarrow: None
xarray: None
IPython: 7.1.1
sphinx: None
patsy: None
dateutil: 2.7.5
pytz: 2018.5
blosc: None
bottleneck: None
tables: None
numexpr: None
feather: None
matplotlib: None
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml.etree: None
bs4: 4.7.1
html5lib: None
sqlalchemy: 1.2.14
pymysql: None
psycopg2: 2.7.6.1 (dt dec pq3 ext lo64)
jinja2: 2.10
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None
gcsfs: None

</details>
