code: 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
docs: 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.