diff --git a/tests/test_assets.py b/tests/test_assets.py index cae48b50..de2561d2 100644 --- a/tests/test_assets.py +++ b/tests/test_assets.py @@ -770,7 +770,7 @@ class TestFutureChain(TestCase): """ cl = FutureChain(self.asset_finder, lambda: '2005-12-01', 'CL') cl_feb = FutureChain(self.asset_finder, lambda: '2005-12-01', 'CL', - as_of_date='2006-02-01') + as_of_date=pd.Timestamp('2006-02-01', tz='UTC')) # The default chain should not include the as of date. self.assertEqual(repr(cl), "FutureChain(root_symbol='CL')") @@ -788,7 +788,7 @@ class TestFutureChain(TestCase): cl = FutureChain(self.asset_finder, lambda: '2005-12-01', 'CL') # Test that the as_of_date is set correctly to the future - feb = '2006-02-01' + feb = pd.Timestamp('2006-02-01', tz='UTC') cl_feb = cl.as_of(feb) self.assertEqual( cl_feb.as_of_date, @@ -797,21 +797,21 @@ class TestFutureChain(TestCase): # Test that the as_of_date is set correctly to the past, with # args of str, datetime.datetime, and pd.Timestamp. - feb_prev = '2005-02-01' + feb_prev = pd.Timestamp('2005-02-01', tz='UTC') cl_feb_prev = cl.as_of(feb_prev) self.assertEqual( cl_feb_prev.as_of_date, pd.Timestamp(feb_prev, tz='UTC') ) - feb_prev = datetime(year=2005, month=2, day=1) + feb_prev = pd.Timestamp(datetime(year=2005, month=2, day=1), tz='UTC') cl_feb_prev = cl.as_of(feb_prev) self.assertEqual( cl_feb_prev.as_of_date, pd.Timestamp(feb_prev, tz='UTC') ) - feb_prev = pd.Timestamp('2005-02-01') + feb_prev = pd.Timestamp('2005-02-01', tz='UTC') cl_feb_prev = cl.as_of(feb_prev) self.assertEqual( cl_feb_prev.as_of_date, @@ -819,14 +819,8 @@ class TestFutureChain(TestCase): ) # The chain as of the current dt should always be the same as - # the defualt chain. Tests date as str, pd.Timestamp, and - # datetime.datetime. - self.assertEqual(cl[0], cl.as_of('2005-12-01')[0]) + # the defualt chain. self.assertEqual(cl[0], cl.as_of(pd.Timestamp('2005-12-01'))[0]) - self.assertEqual( - cl[0], - cl.as_of(datetime(year=2005, month=12, day=1))[0] - ) def test_offset(self): """ Test the offset method of FutureChain. diff --git a/zipline/assets/futures.py b/zipline/assets/futures.py index a10bb192..ab8e0499 100644 --- a/zipline/assets/futures.py +++ b/zipline/assets/futures.py @@ -51,7 +51,7 @@ class FutureChain(object): # If an as_of_date is provided, self._as_of_date uses that # value, otherwise None. This attribute backs the as_of_date property. if as_of_date: - self._as_of_date = normalize_date(Timestamp(as_of_date, tz='UTC')) + self._as_of_date = normalize_date(as_of_date) else: self._as_of_date = None