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ed62d8a66a
- Instead of maintaining a separate `j` value, set the bounds of the range so that `i` is the values emitted by the range. - Change `close_loc` to `prev_close_loc` since the market close location is used to ensure that the data index stops at the market open if the entire day is nans. - Change the setting of `loc` to be done before the loop which check for nans, instead of setting to the previous close loc at the end of the loop. This prepares for a separate fix to prevent out of bounds access when the first session has nans for all minutes.