diff --git a/zipline/assets/asset_writer.py b/zipline/assets/asset_writer.py index b3b33d7a..7d3f044f 100644 --- a/zipline/assets/asset_writer.py +++ b/zipline/assets/asset_writer.py @@ -319,6 +319,9 @@ class AssetDBWriter(with_metaclass(ABCMeta)): equities_output['first_traded'] = \ equities_output['first_traded'].apply(self.convert_datetime) + # Convert symbols to upper case. + equities_output['symbol'] = equities_output.symbol.str.upper() + # ******** Generate futures data ******** futures_defaults = { @@ -370,6 +373,10 @@ class AssetDBWriter(with_metaclass(ABCMeta)): futures_output['expiration_date'] = \ futures_output['expiration_date'].apply(self.convert_datetime) + # Convert symbols and root_symbols to upper case. + futures_output['symbol'] = futures_output.symbol.str.upper() + futures_output['root_symbol'] = futures_output.root_symbol.str.upper() + # ******** Generate exchanges data ******** exchanges_defaults = {