diff --git a/zipline/utils/factory.py b/zipline/utils/factory.py index 41dbfe3b..3d27d14c 100644 --- a/zipline/utils/factory.py +++ b/zipline/utils/factory.py @@ -139,7 +139,7 @@ def get_next_trading_dt(current, interval): next_dt = next_dt + interval next_dt = pd.Timestamp(next_dt, tz=trading.environment.exchange_tz) next_dt_utc = next_dt.tz_convert('UTC') - if trading.environment.is_market_hours(next_dt): + if trading.environment.is_market_hours(next_dt_utc): break next_dt = next_dt_utc.tz_convert(trading.environment.exchange_tz)