diff --git a/tests/test_tradingcalendar.py b/tests/test_tradingcalendar.py
index 529bd894..4719e148 100644
--- a/tests/test_tradingcalendar.py
+++ b/tests/test_tradingcalendar.py
@@ -81,14 +81,14 @@ class TestTradingCalendar(TestCase):
         self.check_days(env_days, cal_days)
 
     def check_days(self, env_days, cal_days):
-        diff = env_days - cal_days
+        diff = env_days.difference(cal_days)
         self.assertEqual(
             len(diff),
             0,
             "{diff} should be empty".format(diff=diff)
         )
 
-        diff2 = cal_days - env_days
+        diff2 = cal_days.difference(env_days)
         self.assertEqual(
             len(diff2),
             0,
diff --git a/zipline/utils/tradingcalendar_lse.py b/zipline/utils/tradingcalendar_lse.py
index bbd9fea3..c22054b2 100644
--- a/zipline/utils/tradingcalendar_lse.py
+++ b/zipline/utils/tradingcalendar_lse.py
@@ -183,4 +183,4 @@ non_trading_day_index = pd.DatetimeIndex(sorted(non_trading_days))
 business_days = pd.DatetimeIndex(start=start, end=end,
                                  freq=pd.datetools.BDay())
 
-trading_days = business_days - non_trading_day_index
+trading_days = business_days.difference(non_trading_day_index)