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Merge pull request #24 from rterbush/tz-localize

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Normalize timestamps before comparison.
This commit is contained in:
Victor
2017-08-14 14:42:19 -04:00
committed by GitHub
parent e22b2df45f 141e414466
commit 92139dd500
1 changed files with 2 additions and 2 deletions
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catalyst/data/loader.py
+2 -2
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@@ -93,8 +93,8 @@ def has_data_for_dates(series_or_df, first_date, last_date):
dts = series_or_df.index
if not isinstance(dts, pd.DatetimeIndex):
raise TypeError("Expected a DatetimeIndex, but got %s." % type(dts))
first, last = dts[[0, -1]]
return (first <= first_date) and (last >= last_date)
first, last = dts[[0, -1]].tz_localize(None)
return (first <= first_date.tz_localize(None)) and (last >= last_date.tz_localize(None))
def load_crypto_market_data(trading_day=None,
trading_days=None,