Security `Session` contains bars with invalid time/end_time

[DerekMelchin]

Expected Behavior

The following algorithm runs without error

class SessionErrorAlgorithm(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2021, 1, 7)
        self._spy = self.add_equity("SPY", Resolution.DAILY)
        self._spy.session.size = 35
        self.set_warm_up(timedelta(60))
        
    def on_data(self, data):
        if self.is_warming_up:
            return
        bars = list(self._spy.session)[::-1]
        for b in bars:
            b.end_time

Actual Behavior

Runtime Error: The added or subtracted value results in an un-representable DateTime. (Parameter 't')
at on_data
b.end_time
in main.py: line 19 (Open Stack Trace)

The time of the problematic bar has a year of 9999 too

Potential Solution

N/A

Reproducing the Problem

Run the algorithm above.

System Information

QC Cloud

Checklist

• I have completely filled out this template
• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues

• I have provided detailed steps to reproduce the issue

[DerekMelchin]

Related bug:

class SessionErrorAlgorithm(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2021, 1, 7)
        self._spy = self.add_forex("EURUSD", Resolution.HOUR)
        self._spy.session.size = 35
        self.set_warm_up(timedelta(120))
        
    def on_data(self, data):
        if self.is_warming_up:
            return
        bars = list(self._spy.session)[::-1]
        if bars[-1].end_time == datetime.max:
            self.quit('Invalid session bar')

2021-01-07 00:00:00 Quit(): Invalid session bar