def create_initial_day_panel(days_needed, fields, sids, dt): index = days_index_at_dt(days_needed, dt) # Use original index in case of 1 bar. if days_needed != 1: index = index[:-1] window = len(index) rp = RollingPanel(window, fields, sids) for i, day in enumerate(index): rp.index_buf[i] = day rp.pos = window return rp