'Calculate the minutes which should be excluded when a window
occurs on days which had an early close, i.e. days where the close
based on the regular period of minutes per day and the market close
do not match.
Returns
List of DatetimeIndex representing the minutes to exclude because
of early closes.'

def _minutes_to_exclude(self):

    market_opens = self._market_opens.values.astype('datetime64[m]')
    market_closes = self._market_closes.values.astype('datetime64[m]')
    minutes_per_day = (market_closes - market_opens).astype(np.int64)
    early_indices = np.where((minutes_per_day != (self._minutes_per_day - 1)))[0]
    early_opens = self._market_opens[early_indices]
    early_closes = self._market_closes[early_indices]
    minutes = [(market_open, early_close) for (market_open, early_close) in zip(early_opens, early_closes)]
    return minutes
