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https://github.com/pydata/xarray/issues/641#issuecomment-159756115 https://api.github.com/repos/pydata/xarray/issues/641 159756115 MDEyOklzc3VlQ29tbWVudDE1OTc1NjExNQ== 1217238 2015-11-25T23:42:05Z 2015-11-25T23:42:05Z MEMBER

@jreback probably should move discussion here back to the pandas issue :). I don't see any reason why the iteration for moving windows (with __iter__) should be to be done in Cython. Basically it is just repeated slicing in a loop, e.g., something like

def __iter__(self): for n in range(...): yield self.obj[n : n + self.window]

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