Basic thread pool example whipped up quickly for #python discussion. Don't judge me.

hacky_thread_pool.py

import threading
import Queue
import time

QUEUE_TIMEOUT_s = 0.1
WORKER_COUNT = 200 # play with this! If switching to multiprocessing, use ncores+1 (or 2)
NUM_TASKS = 1000
SLOW_ADD_TIME_s = 0.1

done_event = threading.Event()
start_event = threading.Event() # not needed, but somewhat nice to sync them 

task_queue = Queue.Queue()
answer_queue = Queue.Queue()

all_args = zip(range(NUM_TASKS), range(NUM_TASKS))

# the function you want to execute in parallel...
def parallel_slow_add(x, y):
    time.sleep(SLOW_ADD_TIME_s)
    return x + y

def worker_task(se, in_q, out_q):
    start_event.wait() # all threads wait until we say go before chewing CPU
    while True:
        try:
            task = task_queue.get(timeout=QUEUE_TIMEOUT_s)
        except Queue.Empty:
            if done_event.is_set():
                break
        else:
            x, y = task
            ans = parallel_slow_add(x, y)
            answer_queue.put(ans)

# Make a pool of workers...
worker_args = (start_event, task_queue, answer_queue)
worker_pool = [threading.Thread(target=worker_task, args=worker_args) for i in range(WORKER_COUNT)]

# Start your workers (which will all wait for us)...
for worker in worker_pool:
    worker.setDaemon(True)
    worker.start()

# Fill the task queue (you would stuff your window sizes and data here)...
for args in all_args:
    task_queue.put(args)

# Kick it off!
start_time_s = time.time()
start_event.set()

# Collect responses as they come in...
# - here we'll just add them all as your final rollup
answer_count = 0
total = 0
while answer_count < NUM_TASKS:
    ans = answer_queue.get() # this blocks forever, you want to be smarter here
    total += ans
    answer_count += 1
    if answer_count % 100 == 0:
        print("Got %d answers so far!" % answer_count)

elapsed_time_s = time.time() - start_time_s

# Neatly close our workers...
done_event.set()
for worker in worker_pool:
    worker.join()

print("Done! Moronic parallel slow add result was %d" % total)
cpu_time_s = NUM_TASKS * SLOW_ADD_TIME_s
print("Total cpu time for %d jobs was %.2fs. Clock time was %.2fs" % (NUM_TASKS,
                                                                      cpu_time_s,
                                                                      elapsed_time_s))