title: Aggregate group by rolling window - KeyError: 'Column not found: foo'
body: <p>Original dataset:</p>
  
  <pre><code>index = pd.MultiIndex.from_product([['AAA','BBB'], pd.DatetimeIndex(['2017-08-17', '2017-08-20', '2017-09-08'])])
  df = pd.DataFrame(data=[[1.0], [3.0], [5.0], [7.0], [9.0], [11.0]], index=index, columns=['foo'])
  </code></pre>
  
  <p>Reindex dataframe to be abble to use centered rolling window (make index uniform).</p>
  
  <pre><code>df = df.reindex(pd.MultiIndex.from_product([['AAA','BBB'], pd.date_range('2017-08-15', '2017-09-10')]))
  
  df.head(10)
  </code></pre>
  
  <p><a href="https://i.stack.imgur.com/nYhMV.png" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/nYhMV.png" alt="enter image description here"></a></p>
  
  <p>The following code works as expected.</p>
  
  <pre><code>df['foo'].groupby(level=0, group_keys=False).rolling(7, min_periods=1, center=True).mean().head(10)
  
  AAA  2017-08-15    1.0
       2017-08-16    1.0
       2017-08-17    2.0
       2017-08-18    2.0
       2017-08-19    2.0
       2017-08-20    2.0
       2017-08-21    3.0
       2017-08-22    3.0
       2017-08-23    3.0
       2017-08-24    NaN
  Name: foo, dtype: float64
  </code></pre>
  
  <p>But it raises the error if I try to use aggregation.</p>
  
  <pre><code>df['foo'].groupby(level=0, group_keys=False).rolling(7, min_periods=1, center=True).agg(['mean', 'count'])
  
  KeyError: 'Column not found: foo'
  </code></pre>
  
  <p>Stacktrace: <a href="https://pastebin.com/fV24HCQ7" rel="nofollow noreferrer">https://pastebin.com/fV24HCQ7</a></p>