diff --git a/zipline/utils/tradingcalendar.py b/zipline/utils/tradingcalendar.py index 0ceb2385..d036bd63 100644 --- a/zipline/utils/tradingcalendar.py +++ b/zipline/utils/tradingcalendar.py @@ -17,12 +17,13 @@ import pandas as pd import pytz -from datetime import datetime +from datetime import datetime, timedelta from dateutil import rrule from delorean import Delorean start = datetime(1990, 1, 1, tzinfo=pytz.utc) -end_dln = Delorean(datetime.now(), 'US/Eastern').truncate('day').shift('UTC') +end_dln = Delorean(datetime.now() - timedelta(days=1), 'US/Eastern') +end_dln.truncate('day').shift('UTC') end = end_dln.datetime