factory had a bug in the creation of trade history that traversed daylight savings time changes. added a fix and a test.

tests/test_perf_tracking.py

@@ -28,6 +28,7 @@ from zipline.utils.protocol_utils import ndict
 
 from zipline.gens.composites import date_sorted_sources
 from zipline.finance.trading import SimulationParameters
+import zipline.finance.trading as trading
 from zipline.utils.factory import create_random_simulation_parameters
 
 onesec = datetime.timedelta(seconds=1)
@@ -44,6 +45,16 @@ class TestDividendPerformance(unittest.TestCase):
 
         self.sim_params.capital_base = 10e3
 
+    def test_market_hours_calculations(self):
+        with trading.TradingEnvironment():
+            # DST in US/Eastern began on Sunday March 14, 2010
+            before = datetime.datetime(2010, 3, 12, 14, 30, tzinfo=pytz.utc)
+            after = factory.get_next_trading_dt(
+                before,
+                datetime.timedelta(days=1)
+            )
+            self.assertEqual(after.hour, 13)
+
     def test_long_position_receives_dividend(self):
         #post some trades in the market
         events = factory.create_trade_history(