Merge pull request #827 from quantopian/fix-asof-coercion

BUG: FutureChain's as_of() now properly coerces arguments

tests/test_assets.py

@@ -961,6 +961,14 @@ class TestFutureChain(TestCase):
             pd.Timestamp(feb_prev, tz='UTC')
         )
 
+        # Test that the as_of() method works with str args
+        feb_str = '2006-02-01'
+        cl_feb = cl.as_of(feb_str)
+        self.assertEqual(
+            cl_feb.as_of_date,
+            pd.Timestamp(feb, tz='UTC')
+        )
+
         # The chain as of the current dt should always be the same as
         # the defualt chain.
         self.assertEqual(cl[0], cl.as_of(pd.Timestamp('2005-12-01'))[0])

zipline/assets/futures.py

@@ -162,7 +162,7 @@ class FutureChain(object):
             asset_finder=self._asset_finder,
             get_datetime=self._algorithm_get_datetime,
             root_symbol=self.root_symbol,
-            as_of_date=dt
+            as_of_date=Timestamp(dt, tz='UTC'),
         )
 
     def offset(self, time_delta):