Greetings. I look into deploying a strategy that evaluates daily bars of US equities once per day. The default BarOffset of 940 would then sample the bars at 15:40 UTC, which if I am not mistaken would occur 10 minutes after open in winter months. But during summer months with DST, the market opens at 14:30 UTC. Does that mean Zorro would still sample at 15:40 UTC, so 70 minutes after open? Can I correct for this in the script by setting BarOffset depending on what dst() returns or is this variable read only once the session has started?