Strides with rolling window

rolling_window.py

def rolling_window(self, ts, window, stride):
    shape = ts.shape[:-1] + (int((ts.shape[-1] - window)/stride + 1), window)
    strides = (stride*ts.strides[-1],) + (ts.strides[-1],)
    return np.lib.stride_tricks.as_strided(ts,
                                           shape=shape,
                                           strides=strides)