So my next plan was to try a few different ways to format the data correctly.
I have not tried this but please observe the below.
import yfinance as yf
data = yf.download("SPY", start="2008-01-01", end="2017-04-30")['Close']
dd=data.to_numpy()
s=int(np.ceil(len(dd)/100))
s

def strided_app(a, L, S ):  # Window len = L, Stride len/stepsize = S
    nrows = ((a.size-L)//S)+1
    n = a.strides[0]
    return np.lib.stride_tricks.as_strided(a, shape=(nrows,L), strides=(S*n,n))

ddd= strided_app(dd, 100, s)



def f(x):
    # return math.sqrt(x)
    return torch.from_numpy(np.array(x))


ffxx=list(map(f, ddd))
torch.stack(ffxx)