Create a Sliding Window function (with steps) using NumPy.

sliding_window.py

# Create a function to reshape a 1d array using a sliding window with a step.
# NOTE: The function uses numpy's internat as_strided function because looping in python is slow in comparison.

# Adopted from http://www.rigtorp.se/2011/01/01/rolling-statistics-numpy.html and 
# https://gist.github.com/codehacken/708f19ae746784cef6e68b037af65788
import numpy as np

# Reshape a numpy array 'a' of shape (x) to form shape((n - window_size) // step + 1, window_size))
def rolling_window(a, window, step):
    shape = a.shape[:-1] + ((a.shape[-1] - window + 1)//step, window)
    strides = (a.strides[0] * step,) + (a.strides[-1],)
    return np.lib.stride_tricks.as_strided(a, shape=shape, strides=strides)