rolling window 2d array
# Rolling window for 2D arrays in NumPy
import numpy as np
def rolling_window(a, shape): # rolling window for 2D array
s = (a.shape[0] - shape[0] + 1,) + (a.shape[1] - shape[1] + 1,) + shape
strides = a.strides + a.strides
return np.lib.stride_tricks.as_strided(a, shape=s, strides=strides)