trading_calendar.py 文件源码

def minutes_window(self, start_dt, count):
        start_dt_nanos = start_dt.value
        all_minutes_nanos = self._trading_minutes_nanos
        start_idx = all_minutes_nanos.searchsorted(start_dt_nanos)

        # searchsorted finds the index of the minute **on or after** start_dt.
        # If the latter, push back to the prior minute.
        if all_minutes_nanos[start_idx] != start_dt_nanos:
            start_idx -= 1

        if start_idx < 0 or start_idx >= len(all_minutes_nanos):
            raise KeyError("Can't start minute window at {}".format(start_dt))

        end_idx = start_idx + count

        if start_idx > end_idx:
            return self.all_minutes[(end_idx + 1):(start_idx + 1)]
        else:
            return self.all_minutes[start_idx:end_idx]