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BUG: Do not loop-back when count is greater than historical dates #125

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merged 1 commit into from
Sep 2, 2020

Commits on Feb 11, 2020

  1. Update trading_calendar.py

    Made sure that `end_idx` in `sessions_window` method is always positive so that it does not loop-back when indexing on all_sessions when the count/lookback period is greater than the length of total historical dates. More details in quantopian#124.
    pavitrakumar78 committed Feb 11, 2020
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