From 141e41446664f9037aafa8155f7ad608ad467766 Mon Sep 17 00:00:00 2001 From: Randy Terbush Date: Tue, 1 Aug 2017 15:44:31 -0600 Subject: [PATCH] Normalize timestamps before comparison. --- catalyst/data/loader.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/catalyst/data/loader.py b/catalyst/data/loader.py index 0ba94e89..01afffdc 100644 --- a/catalyst/data/loader.py +++ b/catalyst/data/loader.py @@ -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,