sliding_window.py

import numpy as np

#https://stackoverflow.com/questions/6811183/rolling-window-for-1d-arrays-in-numpy/6811241#6811241
def rolling_window(a, window):
    shape = a.shape[:-1] + (a.shape[-1] - window + 1, window)
    strides = a.strides + (a.strides[-1],)
    return np.lib.stride_tricks.as_strided(a, shape=shape, strides=strides)

a = np.array(range(20))

print( rolling_window(a, 4) )
# array([[ 0,  1,  2,  3],
#       [ 1,  2,  3,  4],
#       [ 2,  3,  4,  5],
#       [ 3,  4,  5,  6],
#       [ 4,  5,  6,  7],
#       [ 5,  6,  7,  8],
#       [ 6,  7,  8,  9],
#       [ 7,  8,  9, 10],
#       [ 8,  9, 10, 11],
#       [ 9, 10, 11, 12],
#       [10, 11, 12, 13],
#       [11, 12, 13, 14],
#       [12, 13, 14, 15],
#       [13, 14, 15, 16],
#       [14, 15, 16, 17],
#       [15, 16, 17, 18],
#       [16, 17, 18, 19]])