L = pd.Series(range(15))

def gen_strides(a, stride_len=5, window_len=5):
    n_strides = ((a.size-window_len)//stride_len) + 1
    return np.array([a[s:(s+window_len)] for s in np.arange(0, a.size, stride_len)[:n_strides]])

gen_strides(L, stride_len=2, window_len=4)