Change defaults for rolling/expanding.apply engine kwargs to None (#35374)

* Change defaults for rolling/expanding.apply engine kwargs to None

* Add whatsnew

Co-authored-by: Matt Roeschke <mroeschke@housecanary.com>

Author: mroeschke

doc/source/whatsnew/v1.1.0.rst

@@ -338,7 +338,7 @@ Other enhancements
 - :meth:`read_csv` now accepts string values like "0", "0.0", "1", "1.0" as convertible to the nullable boolean dtype (:issue:`34859`)
 - :class:`pandas.core.window.ExponentialMovingWindow` now supports a ``times`` argument that allows ``mean`` to be calculated with observations spaced by the timestamps in ``times`` (:issue:`34839`)
 - :meth:`DataFrame.agg` and :meth:`Series.agg` now accept named aggregation for renaming the output columns/indexes. (:issue:`26513`)
-- ``compute.use_numba`` now exists as a configuration option that utilizes the numba engine when available (:issue:`33966`)
+- ``compute.use_numba`` now exists as a configuration option that utilizes the numba engine when available (:issue:`33966`, :issue:`35374`)
 - :meth:`Series.plot` now supports asymmetric error bars. Previously, if :meth:`Series.plot` received a "2xN" array with error values for `yerr` and/or `xerr`, the left/lower values (first row) were mirrored, while the right/upper values (second row) were ignored. Now, the first row represents the left/lower error values and the second row the right/upper error values. (:issue:`9536`)
 
 .. ---------------------------------------------------------------------------

pandas/core/window/expanding.py

@@ -137,7 +137,7 @@ def apply(
         self,
         func,
         raw: bool = False,
-        engine: str = "cython",
+        engine: Optional[str] = None,
         engine_kwargs: Optional[Dict[str, bool]] = None,
         args=None,
         kwargs=None,

pandas/core/window/rolling.py

@@ -1344,7 +1344,7 @@ def apply(
         self,
         func,
         raw: bool = False,
-        engine: str = "cython",
+        engine: Optional[str] = None,
         engine_kwargs: Optional[Dict] = None,
         args: Optional[Tuple] = None,
         kwargs: Optional[Dict] = None,