From 69506570dd7fa8dcbb6ea884ba69d882a888d25e Mon Sep 17 00:00:00 2001
From: Nathan Wolfe <nathanwolferl@gmail.com>
Date: Mon, 11 Jul 2016 16:20:34 -0400
Subject: [PATCH] ENH: Guard against tz-naive index for Panel data.

---
 zipline/algorithm.py | 4 ++++
 1 file changed, 4 insertions(+)

diff --git a/zipline/algorithm.py b/zipline/algorithm.py
index 6a2e5767..1d9e4b75 100644
--- a/zipline/algorithm.py
+++ b/zipline/algorithm.py
@@ -612,6 +612,10 @@ class TradingAlgorithm(object):
                 data = data.swapaxes(0, 2)
 
             if isinstance(data, pd.Panel):
+                # Guard against tz-naive index.
+                if data.major_axis.tz is None:
+                    data.major_axis = data.major_axis.tz_localize('UTC')
+
                 # For compatibility with existing examples allow start/end
                 # to be inferred.
                 if overwrite_sim_params: