ach series, number of instruments]</span>

<span class="sd">    The resulting data_y array shape:</span>
<span class="sd">    [amount of rolling windows, number of instruments]</span>

<span class="sd">    :param data_X:              The dataset of time series</span>
<span class="sd">    :type  data_X:              np.array</span>

<span class="sd">    :param data_y:              The target dataset of time series</span>
<span class="sd">    :type  data_y:              np.array</span>

<span class="sd">    :