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I am trying to get the last x days from my data. I use a DateTimeIndex as an index.

The following is a simplified way I use:

end_date = df.last_valid_index()
start_date = end_date - pd.tseries.offsets.DateOffset(30, "D")
df = df.loc[start_date:]

Sometimes, I get a KeyError followed by the timestamp of the start date.
I think this occurs when that start_date is not found on the DateTimeIndex.

IordanouGiannis
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