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BUG: Fix numpy dtype casting bug that only manifests in pandas 0.14.0.

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This commit is contained in:
Scott Sanderson
2014-10-02 18:09:51 -04:00
parent d52dc68b5a
commit 028ba719a2
1 changed files with 5 additions and 4 deletions
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zipline/history/history_container.py
+5 -4
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@@ -551,14 +551,15 @@ def fast_build_history_output(buffer_frame, last_period, algo_dt):
def fast_append_date_to_index(index, timestamp): def fast_append_date_to_index(index, timestamp):
""" """
Append a timestamp to a DatetimeIndex. DatetimeIndex.append throws an Append a timestamp to a DatetimeIndex. DatetimeIndex.append does not
error on pandas 0.12.0 appear to work.
""" """
return pd.DatetimeIndex( return pd.DatetimeIndex(
np.hstack( np.hstack(
[ [
index.values, index.values,
[timestamp], [timestamp.asm8],
] ]
) ),
tz='UTC',
) )