'Given a dt, find that day\'s close and period start (close - offset).'

def calculate_dates(self, dt):

    period_end = self.cal.open_and_close_for_session(self.cal.minute_to_session_label(dt))[1]
    self._period_end = self.cal.execution_time_from_close(period_end)
    self._period_start = (self._period_end - self.offset)
    self._period_close = self._period_end
