Rolling or sliding window iterator?

Question

I need a rolling window (aka sliding window) iterable over a sequence/iterator/generator. Default Python iteration can be considered a special case, where the window length

Answer 1

Optimized Function for sliding window data in Deep learning

def SlidingWindow(X, window_length, stride):
    indexer = np.arange(window_length)[None, :] + stride*np.arange(int(len(X)/stride)-window_length+4)[:, None]
    return X.take(indexer)

to apply on multidimensional array

import numpy as np
def SlidingWindow(X, window_length, stride1):
    stride=  X.shape[1]*stride1
    window_length = window_length*X.shape[1]
    indexer = np.arange(window_length)[None, :] + stride1*np.arange(int(len(X)/stride1)-window_length-1)[:, None]
    return X.take(indexer)