random shuffled range iterator

In python3 range doesn't return a list but an iterator.

This is great and have some advantages such as not generating the whole list at once but only generating the elements when needed.

Now suppose that I want a range in a random order (basically a shuffled range). In python2 I'd just do:

my_list = range(n)
np.random.shuffle(my_list)

But won't work in python3. Once solution is to generate the actual list and then shuffling (which will then do the same as python2)

my_list = list(range(n))
np.random.shuffle(my_list)

But using this strategy we loose the advantage of the iterator.

Question: How can I create random ordered range iterator that will only give me indexes when requested?