def _handle_history_out_of_bounds(self, bar_count):
suggested_start_day = (
self.trading_calendar.all_minutes[self._first_trading_minute_loc +
bar_count] +
self.trading_calendar.day).date()
raise HistoryWindowStartsBeforeData(
first_trading_day=self._first_trading_day.date(),
bar_count=bar_count,
suggested_start_day=suggested_start_day,
)
def _get_days_for_window(self, end_date, bar_count):
tds = self.trading_calendar.all_sessions
end_loc = tds.get_loc(end_date)
start_loc = end_loc - bar_count + 1
if start_loc < self._first_trading_day_loc:
raise HistoryWindowStartsBeforeData(
first_trading_day=self._first_trading_day.date(),
bar_count=bar_count,
suggested_start_day=tds[self._first_trading_day_loc +
bar_count].date(),
)
return tds[start_loc:end_loc + 1]
def _handle_minute_history_out_of_bounds(self, bar_count):
cal = self.trading_calendar
first_trading_minute_loc = (cal.all_minutes.get_loc(
self._first_trading_minute) if self._first_trading_minute
is not None else None)
suggested_start_day = cal.minute_to_session_label(
cal.all_minutes[first_trading_minute_loc + bar_count] + cal.day)
raise HistoryWindowStartsBeforeData(
first_trading_day=self._first_trading_day.date(),
bar_count=bar_count,
suggested_start_day=suggested_start_day.date(),
)