def rolling_window(array, length):
    """
    Restride an array of shape

        (X_0, ... X_N)

    into an array of shape

        (length, X_0 - length + 1, ... X_N)

    where each slice at index i along the first axis is equivalent to

        result[i] = array[length * i:length * (i + 1)]

    Parameters
    ----------
    array : np.ndarray
        The base array.
    length : int
        Length of the synthetic first axis to generate.

    Returns
    -------
    out : np.ndarray

    Example
    -------
    >>> from numpy import arange
    >>> a = arange(25).reshape(5, 5)
    >>> a
    array([[ 0,  1,  2,  3,  4],
           [ 5,  6,  7,  8,  9],
           [10, 11, 12, 13, 14],
           [15, 16, 17, 18, 19],
           [20, 21, 22, 23, 24]])

    >>> rolling_window(a, 2)
    array([[[ 0,  1,  2,  3,  4],
            [ 5,  6,  7,  8,  9]],
    <BLANKLINE>
           [[ 5,  6,  7,  8,  9],
            [10, 11, 12, 13, 14]],
    <BLANKLINE>
           [[10, 11, 12, 13, 14],
            [15, 16, 17, 18, 19]],
    <BLANKLINE>
           [[15, 16, 17, 18, 19],
            [20, 21, 22, 23, 24]]])
    """
    orig_shape = array.shape
    if not orig_shape:
        raise IndexError("Can't restride a scalar.")
    elif orig_shape[0] <= length:
        raise IndexError(
            "Can't restride array of shape {shape} with"
            " a window length of {len}".format(
                shape=orig_shape,
                len=length,
            )
        )

    num_windows = (length + 1 - orig_shape[0])
    new_shape = (num_windows, length) + orig_shape[1:]

    new_strides = (array.strides[0],) + array.strides

    return as_strided(array, new_shape, new_strides)


# Sentinel value that isn't NaT.
dataset/ETHPy150Open quantopian/zipline/zipline/utils/numpy_utils.py/rolling_window/swapped operands of `-`