DEV: Add tz kwarg to get_datetime.

tests/test_algorithm.py

@@ -15,7 +15,9 @@
 import datetime
 from datetime import timedelta
 from mock import MagicMock
+from nose_parameterized import parameterized
 from six.moves import range
+from textwrap import dedent
 from unittest import TestCase
 
 import numpy as np
@@ -67,7 +69,11 @@ from zipline.test_algorithms import (
     record_variables,
 )
 
-from zipline.utils.test_utils import drain_zipline, assert_single_position
+from zipline.utils.test_utils import (
+    assert_single_position,
+    drain_zipline,
+    to_utc,
+)
 
 from zipline.sources import (SpecificEquityTrades,
                              DataFrameSource,
@@ -729,6 +735,56 @@ def handle_data(context, data):
         self.assertIsNot(output, None)
 
 
+class TestGetDatetime(TestCase):
+
+    @parameterized.expand(
+        [
+            ('default', None,),
+            ('utc', 'UTC',),
+            ('us_east', 'US/Eastern',),
+        ]
+    )
+    def test_get_datetime(self, name, tz):
+
+        algo = dedent(
+            """
+            import pandas as pd
+            from zipline.api import get_datetime
+
+            def initialize(context):
+                context.tz = {tz} or 'UTC'
+                context.first_bar = True
+
+            def handle_data(context, data):
+                if context.first_bar:
+                    dt = get_datetime({tz})
+                    if dt.tz.zone != context.tz:
+                        raise ValueError("Mismatched Zone")
+                    elif dt.tz_convert("US/Eastern").hour != 9:
+                        raise ValueError("Mismatched Hour")
+                    elif dt.tz_convert("US/Eastern").minute != 31:
+                        raise ValueError("Mismatched Minute")
+                context.first_bar = False
+            """.format(tz=repr(tz))
+        )
+
+        start = to_utc('2014-01-02 9:31')
+        end = to_utc('2014-01-03 9:31')
+        source = RandomWalkSource(
+            start=start,
+            end=end,
+        )
+        sim_params = factory.create_simulation_parameters(
+            data_frequency='minute'
+        )
+        algo = TradingAlgorithm(
+            script=algo,
+            sim_params=sim_params,
+        )
+        algo.run(source)
+        self.assertFalse(algo.first_bar)
+
+
 class TestTradingControls(TestCase):
 
     def setUp(self):