def minute_index_to_session_labels(self, index): """ Given a sorted DatetimeIndex of market minutes, return a DatetimeIndex of the corresponding session labels. Parameters ---------- index: pd.DatetimeIndex or pd.Series The ordered list of market minutes we want session labels for. Returns ------- pd.DatetimeIndex (UTC) The list of session labels corresponding to the given minutes. """ def minute_to_session_label_nanos(dt_nanos): return self.minute_to_session_label(dt_nanos).value return DatetimeIndex(minutes_to_session_labels( index.values.astype(np.int64), minute_to_session_label_nanos, self.market_closes_nanos, ).astype('datetime64[ns]'), tz='UTC')