diff --git a/zipline/assets/assets.py b/zipline/assets/assets.py index d4a66896..a7ceb7af 100644 --- a/zipline/assets/assets.py +++ b/zipline/assets/assets.py @@ -21,7 +21,7 @@ from logbook import Logger import numpy as np import pandas as pd from pandas.tseries.tools import normalize_date -from six import with_metaclass, string_types +from six import with_metaclass, string_types, viewkeys import sqlalchemy as sa from toolz import compose @@ -64,10 +64,9 @@ def _convert_asset_timestamp_fields(dict): """ Takes in a dict of Asset init args and converts dates to pd.Timestamps """ - for key, value in dict.items(): - if key in _asset_timestamp_fields: - value = pd.Timestamp(value, tz='UTC') - dict[key] = None if pd.isnull(value) else value + for key in (_asset_timestamp_fields & viewkeys(dict)): + value = pd.Timestamp(dict[key], tz='UTC') + dict[key] = None if pd.isnull(value) else value class AssetFinder(object):