From dca5d347d86723b91eaa404435b97606c9b8ab0b Mon Sep 17 00:00:00 2001 From: Joe Jevnik Date: Sat, 23 Jan 2016 15:27:21 -0500 Subject: [PATCH] BUG: lookup_expired_futures needs to coerce dts into pd.Timestamp --- zipline/assets/assets.py | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/zipline/assets/assets.py b/zipline/assets/assets.py index 9e0489e7..3124cab0 100644 --- a/zipline/assets/assets.py +++ b/zipline/assets/assets.py @@ -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