GetTradingDays Throws Error When Looping Through Results

[DerekMelchin]

Expected Behavior

We can loop through the results after calling GetTradingDays.

trading_days_obj = self.TradingCalendar.GetTradingDays(datetime(2020, 4, 28), datetime(2020, 4, 10))
days = [x for x in trading_days_obj]

Actual Behavior

Looping through trading_days_obj throws

Runtime Error: ArgumentOutOfRangeException : Specified argument was out of the range of valid values. (Parameter 'count')
at System.Linq.ThrowHelper.ThrowArgumentOutOfRangeException(ExceptionArgument argument)
at System.Linq.Enumerable.Range(Int32 start, Int32 count)
at QuantConnect.TradingCalendar.PopulateTradingDays(DateTime start, DateTime end)+MoveNext() in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/TradingCalendar.cs:line 83

at Python.Runtime.Iterator.tp_iternext(IntPtr ob)
at
days = [x for x at trading_days_obj]
File "main.py" in main.py:line 12

ArgumentOutOfRangeException : Specified argument was out of the range of valid values. (Parameter 'count')
at System.Linq.ThrowHelper.ThrowArgumentOutOfRangeException(ExceptionArgument argument)
at System.Linq.Enumerable.Range(Int32 start, Int32 count)
at QuantConnect.TradingCalendar.PopulateTradingDays(DateTime start, DateTime end)+MoveNext() in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/TradingCalendar.cs:line 83

at Python.Runtime.Iterator.tp_iternext(IntPtr ob) (Open Stacktrace)

Potential Solution

N/A

Reproducing the Problem

Run this algorithm

class TestingAlgorithm(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020,4,29)  
        self.SetEndDate(2020,5,6) 
        self.SetCash(100000) 
        self.UniverseSettings.Resolution = Resolution.Daily
        self.aapl = self.AddEquity("AAPL")
        
    def OnData(self, data):
        trading_days_obj = self.TradingCalendar.GetTradingDays(datetime(2020, 4, 28), datetime(2020, 4, 10))
        days = [x for x in trading_days_obj]

System Information

QC Cloud

Checklist

• I have completely filled out this template
• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues

• I have provided detailed steps to reproduce the issue