BUG: lookup_expired_futures needs to coerce dts into pd.Timestamp

2026-07-11 21:03:40 +08:00 · 2016-01-23 15:27:21 -05:00
parent 110798b0be
commit dca5d347d8
1 changed files with 4 additions and 0 deletions
@@ -667,7 +667,11 @@ class AssetFinder(object):
        return [contracts[sid] for sid in sids]

    def lookup_expired_futures(self, start, end):
+        if not isinstance(start, pd.Timestamp):
+            start = pd.Timestamp(start)
        start = start.value
+        if not isinstance(end, pd.Timestamp):
+            end = pd.Timestamp(end)
        end = end.value

        fc_cols = self.futures_contracts.c