BUG: Maintain column order in table method rolling (#60465)

* BUG: Maintain column order in table method rolling

* BUG: Add bug description to whatsnew/v3.0.0.rst

doc/source/whatsnew/v3.0.0.rst

@@ -737,6 +737,7 @@ Groupby/resample/rolling
 - Bug in :meth:`DataFrameGroupBy.cumsum` and :meth:`DataFrameGroupBy.cumprod` where ``numeric_only`` parameter was passed indirectly through kwargs instead of passing directly. (:issue:`58811`)
 - Bug in :meth:`DataFrameGroupBy.cumsum` where it did not return the correct dtype when the label contained ``None``. (:issue:`58811`)
 - Bug in :meth:`DataFrameGroupby.transform` and :meth:`SeriesGroupby.transform` with a reducer and ``observed=False`` that coerces dtype to float when there are unobserved categories. (:issue:`55326`)
+- Bug in :meth:`Rolling.apply` for ``method="table"`` where column order was not being respected due to the columns getting sorted by default. (:issue:`59666`)
 - Bug in :meth:`Rolling.apply` where the applied function could be called on fewer than ``min_period`` periods if ``method="table"``. (:issue:`58868`)
 - Bug in :meth:`Series.resample` could raise when the the date range ended shortly before a non-existent time. (:issue:`58380`)
 

pandas/core/window/rolling.py

@@ -269,7 +269,7 @@ def _create_data(self, obj: NDFrameT, numeric_only: bool = False) -> NDFrameT:
         """
         # filter out the on from the object
         if self.on is not None and not isinstance(self.on, Index) and obj.ndim == 2:
-            obj = obj.reindex(columns=obj.columns.difference([self.on]))
+            obj = obj.reindex(columns=obj.columns.difference([self.on], sort=False))
         if obj.ndim > 1 and numeric_only:
             obj = self._make_numeric_only(obj)
         return obj

pandas/tests/window/test_numba.py

@@ -459,6 +459,38 @@ def f(x):
         )
         tm.assert_frame_equal(result, expected)
 
+    def test_table_method_rolling_apply_col_order(self):
+        # GH#59666
+        def f(x):
+            return np.nanmean(x[:, 0] - x[:, 1])
+
+        df = DataFrame(
+            {
+                "a": [1, 2, 3, 4, 5, 6],
+                "b": [6, 7, 8, 5, 6, 7],
+            }
+        )
+        result = df.rolling(3, method="table", min_periods=0)[["a", "b"]].apply(
+            f, raw=True, engine="numba"
+        )
+        expected = DataFrame(
+            {
+                "a": [-5, -5, -5, -3.66667, -2.33333, -1],
+                "b": [-5, -5, -5, -3.66667, -2.33333, -1],
+            }
+        )
+        tm.assert_almost_equal(result, expected)
+        result = df.rolling(3, method="table", min_periods=0)[["b", "a"]].apply(
+            f, raw=True, engine="numba"
+        )
+        expected = DataFrame(
+            {
+                "b": [5, 5, 5, 3.66667, 2.33333, 1],
+                "a": [5, 5, 5, 3.66667, 2.33333, 1],
+            }
+        )
+        tm.assert_almost_equal(result, expected)
+
     def test_table_method_rolling_weighted_mean(self, step):
         def weighted_mean(x):
             arr = np.ones((1, x.shape[1]))