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BUG: Only localize benchmark index if it is naive.

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Check for whether or not the index's timezone is UTC or not before
attempting to localize, since an already localized index throws an
error when tz_localize is called.
This commit is contained in:
Eddie Hebert
2013-10-29 13:17:58 -04:00
parent 0a7539b6de
commit c45c1a22e1
1 changed files with 4 additions and 2 deletions
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zipline/data/loader.py
+4 -2
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@@ -162,10 +162,12 @@ Fetching data from Yahoo Finance.
# we have data,then we need to update
if len(trading_days) - last_bm_date_offset > 1:
benchmark_returns = update_benchmarks(bm_symbol, last_bm_date)
benchmark_returns = benchmark_returns.tz_localize('UTC')
if benchmark_returns.index.tz.zone != 'UTC':
benchmark_returns = benchmark_returns.tz_localize('UTC')
else:
benchmark_returns = saved_benchmarks
benchmark_returns = benchmark_returns.tz_localize('UTC')
if benchmark_returns.index.tz.zone != 'UTC':
benchmark_returns = benchmark_returns.tz_localize('UTC')
try:
fp_tr = get_datafile('treasury_curves.csv', "rb")