nice package!
we have had this open issue in main pandas for a while: https://github.com/pandas-dev/pandas/issues/10030
here is a prospective API (which is similar to what you did): https://github.com/pandas-dev/pandas/issues/15039
If you'd have a look would be great. I think what you did here would be a nice contribution if you are interested.
Thanks, Jeff! Exciting to hear that similar functionality might be coming to pandas. I'd certainly consider making the contribution myself, but it might take me a while, and I wouldn't want to be a bottleneck. (Would need to get up to speed on pandas internals / style / conventions, et cetera.) In the meantime, anyone else should feel free to incorporate the weightedcalcs code for this purpose.