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BUG: Fix naive timestamps in benchmarks.

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Always convert the benchmarks to UTC, not just on reload.
This commit is contained in:
Eddie Hebert
2013-10-29 08:36:53 -04:00
parent 912539248f
commit 2d64ab8bfe
1 changed files with 2 additions and 0 deletions
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zipline/data/loader.py
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@@ -149,6 +149,7 @@ Fetching data from Yahoo Finance.
fp_bm = get_datafile(get_benchmark_filename(bm_symbol), "rb")
saved_benchmarks = pd.Series.from_csv(fp_bm)
saved_benchmarks = saved_benchmarks.tz_localize('UTC')
fp_bm.close()
# Find the offset of the last date for which we have trading data in our
@@ -161,6 +162,7 @@ Fetching data from Yahoo Finance.
# we have data,then we need to update
if len(trading_days) - last_bm_date_offset > 1:
benchmark_returns = update_benchmarks(bm_symbol, last_bm_date)
benchmark_returns = benchmark_returns.tz_localize('UTC')
else:
benchmark_returns = saved_benchmarks
benchmark_returns = benchmark_returns.tz_localize('UTC')