BUG: Fix metadata propagation in df.corr and df.cov, GH28283 (pandas-dev#48616)

* Add finalize to df.corr and df.cov

* Clean

Author: yuanx749

doc/source/whatsnew/v1.6.0.rst

@@ -258,6 +258,11 @@ Styler
 -
 -
 
+Metadata
+^^^^^^^^
+- Fixed metadata propagation in :meth:`DataFrame.corr` and :meth:`DataFrame.cov` (:issue:`28283`)
+-
+
 Other
 ^^^^^
 

pandas/core/frame.py

@@ -10356,7 +10356,8 @@ def corr(
                 f"'{method}' was supplied"
             )
 
-        return self._constructor(correl, index=idx, columns=cols)
+        result = self._constructor(correl, index=idx, columns=cols)
+        return result.__finalize__(self, method="corr")
 
     def cov(
         self,
@@ -10491,7 +10492,8 @@ def cov(
         else:
             base_cov = libalgos.nancorr(mat, cov=True, minp=min_periods)
 
-        return self._constructor(base_cov, index=idx, columns=cols)
+        result = self._constructor(base_cov, index=idx, columns=cols)
+        return result.__finalize__(self, method="cov")
 
     def corrwith(
         self,

pandas/tests/generic/test_finalize.py

@@ -192,14 +192,10 @@
     pytest.param(
         (pd.DataFrame, frame_data, operator.methodcaller("round", 2)),
     ),
-    pytest.param(
-        (pd.DataFrame, frame_data, operator.methodcaller("corr")),
-        marks=not_implemented_mark,
-    ),
+    (pd.DataFrame, frame_data, operator.methodcaller("corr")),
     pytest.param(
         (pd.DataFrame, frame_data, operator.methodcaller("cov")),
         marks=[
-            not_implemented_mark,
             pytest.mark.filterwarnings("ignore::RuntimeWarning"),
         ],
     ),