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    <p>This seems tailor-made for a <code>collections.deque</code> since you essentially have a FIFO (add to one end, remove from the other). However, even if you use a <code>list</code> you shouldn't be slicing twice; instead, you should probably just <code>pop(0)</code> from the list and <code>append()</code> the new item.</p> <p>Here is an optimized deque-based implementation patterned after your original:</p> <pre><code>from collections import deque def window(seq, n=2): it = iter(seq) win = deque((next(it, None) for _ in xrange(n)), maxlen=n) yield win append = win.append for e in it: append(e) yield win </code></pre> <p>In my tests it handily beats everything else posted here most of the time, though pillmuncher's <code>tee</code> version beats it for large iterables and small windows. On larger windows, the <code>deque</code> pulls ahead again in raw speed.</p> <p>Access to individual items in the <code>deque</code> may be faster or slower than with lists or tuples. (Items near the beginning are faster, or items near the end if you use a negative index.) I put a <code>sum(w)</code> in the body of my loop; this plays to the deque's strength (iterating from one item to the next is fast, so this loop ran a a full 20% faster than the next fastest method, pillmuncher's). When I changed it to individually look up and add items in a window of ten, the tables turned and the <code>tee</code> method was 20% faster. I was able to recover some speed by using negative indexes for the last five terms in the addition, but <code>tee</code> was still a little faster. Overall I would estimate that either one is plenty fast for most uses and if you need a little more performance, profile and pick the one that works best.</p>
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    1. PORolling or sliding window iterator?
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    1. COI almost included the `collections.deque` idea in the original question as an example of a possible improvement. Using pop(0) and append(...) (or '+') is, of course, much better. The version in my question seems to indicate that I think lists are arrays...
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    2. COActually, on further reflection, it's *possible* that the method call overhead from `append()` and `pop()` would be slower than the slicing, especially for small values. This overhead can be reduced by assigning a local variable to point to these methods.
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    3. COWrote you a deque-based implementation and did a little profiling of the various solutions posted here.
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