General improvements

tests/calendars/test_cfe_calendar.py

@@ -35,9 +35,8 @@ class CFECalendarTestCase(ExchangeCalendarTestBase, TestCase):
         self.assertTrue(dt in self.calendar.early_closes)
 
         market_close = self.calendar.schedule.loc[dt].market_close
-        market_close = market_close.tz_localize("UTC").tz_convert(
-            self.calendar.tz
-        )
+        market_close = market_close.tz_convert(self.calendar.tz)
+
         self.assertEqual(12, market_close.hour)
         self.assertEqual(15, market_close.minute)
 

tests/calendars/test_cme_calendar.py

@@ -35,7 +35,5 @@ class CMECalendarTestCase(ExchangeCalendarTestBase, TestCase):
             market_close = self.calendar.schedule.loc[dt].market_close
             self.assertEqual(
                 12,
-                market_close.tz_localize('UTC').tz_convert(
-                    self.calendar.tz
-                ).hour
+                market_close.tz_convert(self.calendar.tz).hour,
             )

tests/calendars/test_ice_calendar.py

@@ -48,7 +48,5 @@ class ICECalendarTestCase(ExchangeCalendarTestBase, TestCase):
             market_close = self.calendar.schedule.loc[dt].market_close
             self.assertEqual(
                 13,     # all ICE early closes are 1 pm local
-                market_close.tz_localize("UTC").tz_convert(
-                    self.calendar.tz
-                ).hour
+                market_close.tz_convert(self.calendar.tz).hour,
             )

tests/calendars/test_trading_calendar.py

@@ -713,7 +713,7 @@ class ExchangeCalendarTestBase(object):
 
             the_open = self.calendar.schedule.loc[next_day].market_open
 
-            localized_open = the_open.tz_localize("UTC").tz_convert(
+            localized_open = the_open.tz_convert(
                 self.calendar.tz
             )