Quickly calculate a sliding window of a Numpy array.

sliding_window.py

import numpy as np
def sliding_window(x: np.ndarray, n: int) -> np.ndarray:
    """Returns a sliding window of n elements from x.
    Raises a ValueError of n > len(x).
    """
    if n > len(x): raise ValueError("N must be less than the array length")
    # Courtesy of https://stackoverflow.com/questions/13728392/moving-average-or-running-mean
    return np.convolve(x, np.ones((n,)) / n, mode='valid')