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):
        """
        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.
        """
        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