DOC: Closed parameter not intuitively documented in DataFrame.rolling

pandas/core/groupby/groupby.py

@@ -3659,10 +3659,10 @@ def rolling(
         Parameters
         ----------
         window : int, timedelta, str, offset, or BaseIndexer subclass
-            Size of the moving window.
+            Interval of the moving window.
 
-            If an integer, the fixed number of observations used for
-            each window.
+            If an integer, the delta between the start and end of each window.
+            The number of points in the window depends on the ``closed`` argument.
 
             If a timedelta, str, or offset, the time period of each window. Each
             window will be a variable sized based on the observations included in
@@ -3709,17 +3709,18 @@ def rolling(
 
         closed : str, default None
             Determines the inclusivity of points in the window
-            If ``'right'``, (First, Last] the last point in the window
+
+            If ``'right'``, uses the window (first, last] meaning the last point
             is included in the calculations.
 
-            If ``'left'``, [First, Last) the first point in the window
+            If ``'left'``, uses the window [first, last) meaning the first point
             is included in the calculations.
 
-            If ``'both'``, [First, Last] all points in the window
-            are included in the calculations.
+            If ``'both'``, uses the window [first, last] meaning all points in
+            the window are included in the calculations.
 
-            If ``'neither'``, (First, Last) the first and last points
-            in the window are excludedfrom calculations.
+            If ``'neither'``, uses the window (first, last) meaning the first
+            and last points in the window are excluded from calculations.
 
             () and [] are referencing open and closed set
             notation respetively.

pandas/core/window/rolling.py

@@ -881,10 +881,10 @@ class Window(BaseWindow):
     Parameters
     ----------
     window : int, timedelta, str, offset, or BaseIndexer subclass
-        Size of the moving window.
+        Interval of the moving window.
 
-        If an integer, the fixed number of observations used for
-        each window.
+        If an integer, the delta between the start and end of each window.
+        The number of points in the window depends on the ``closed`` argument.
 
         If a timedelta, str, or offset, the time period of each window. Each
         window will be a variable sized based on the observations included in
@@ -930,17 +930,18 @@ class Window(BaseWindow):
 
     closed : str, default None
         Determines the inclusivity of points in the window
-        If ``'right'``, (First, Last] the last point in the window
+
+        If ``'right'``, uses the window (first, last] meaning the last point
         is included in the calculations.
 
-        If ``'left'``, [First, Last) the first point in the window
+        If ``'left'``, uses the window [first, last) meaning the first point
         is included in the calculations.
 
-        If ``'both'``, [First, Last] all points in the window
-        are included in the calculations.
+        If ``'both'``, uses the window [first, last] meaning all points in
+        the window are included in the calculations.
 
-        If ``'neither'``, (First, Last) the first and last points
-        in the window are excludedfrom calculations.
+        If ``'neither'``, uses the window (first, last) meaning the first
+        and last points in the window are excluded from calculations.
 
         () and [] are referencing open and closed set
         notation respetively.