diff --git a/tests/utils/test_events.py b/tests/utils/test_events.py index 15d5755d..b97820d5 100644 --- a/tests/utils/test_events.py +++ b/tests/utils/test_events.py @@ -20,7 +20,7 @@ import random from unittest import TestCase from nose_parameterized import parameterized -import numpy as np +import pandas as pd from six import iteritems from six.moves import range, map @@ -254,8 +254,8 @@ class TestStatelessRules(RuleTestCase): cls.class_ = StatelessRule cls.sept_days = cls.env.days_in_range( - np.datetime64(datetime.date(year=2014, month=9, day=1)), - np.datetime64(datetime.date(year=2014, month=9, day=30)), + pd.Timestamp('2014-09-01'), + pd.Timestamp('2014-09-30'), ) cls.sept_week = cls.env.minutes_for_days_in_range( diff --git a/zipline/pipeline/loaders/synthetic.py b/zipline/pipeline/loaders/synthetic.py index 347b5b90..bd2e75af 100644 --- a/zipline/pipeline/loaders/synthetic.py +++ b/zipline/pipeline/loaders/synthetic.py @@ -149,10 +149,10 @@ class SyntheticDailyBarWriter(BcolzDailyBarWriter): ) # Add 10,000 * column-index to OHLCV columns - data[:, :5] += arange(5) * (10 * 1000) + data[:, :5] += arange(5, dtype=uint32) * (10 * 1000) # Add days since Jan 1 2001 for OHLCV columns. - data[:, :5] += (dates - self.PSEUDO_EPOCH).days[:, None] + data[:, :5] += (dates - self.PSEUDO_EPOCH).days[:, None].astype(uint32) frame = DataFrame( data,