BUG: Trading calendar dates should always be midnight UTC

For consistency, datetimes returned by the trading calendar should
always show HHMMSS of midnight UTC. Not only is this useful for
consistency, but it also allows us to check if a particular date() is
in an array of these datetimes, because they will hash to the same
thing. For example:

early_closes = get_early_closes()
... later ...
if current_bar_datetime.date() in early_closes:
    ... today closes early ...

If if the datetimes returned by the trading calendar functions don't
have 00:00:00 for HHMMSS, then the "in" check above will fail because
the date and the datetimes in early_closes won't hash to the same
thing.

zipline/utils/tradingcalendar.py

@@ -27,9 +27,18 @@ end_dln.shift('US/Eastern').truncate('day').shift(pytz.utc.zone)
 end = end_dln.datetime - timedelta(days=1)
 
 
+def canonicalize_datetime(dt):
+    # Strip out any HHMMSS or timezone info in the user's datetime, so that
+    # all the datetimes we return will be 00:00:00 UTC.
+    return datetime(dt.year, dt.month, dt.day, tzinfo=pytz.utc)
+
+
 def get_non_trading_days(start, end):
     non_trading_rules = []
 
+    start = canonicalize_datetime(start)
+    end = canonicalize_datetime(end)
+
     weekends = rrule.rrule(
         rrule.YEARLY,
         byweekday=(rrule.SA, rrule.SU),
@@ -241,6 +250,9 @@ def get_non_trading_days(start, end):
 
 
 def get_trading_days(start, end):
+    start = canonicalize_datetime(start)
+    end = canonicalize_datetime(end)
+
     business_days = pd.DatetimeIndex(start=start, end=end,
                                      freq=pd.datetools.BDay())
 
@@ -258,6 +270,10 @@ def get_early_closes(start, end):
     # and verified against http://www.nyse.com/pdfs/closings.pdf
 
     # These rules are valid starting in 1993
+
+    start = canonicalize_datetime(start)
+    end = canonicalize_datetime(end)
+
     start = max(start, datetime(1993, 1, 1, tzinfo=pytz.utc))
     end = max(end, datetime(1993, 1, 1, tzinfo=pytz.utc))