diff --git a/zipline/data/us_equity_pricing.py b/zipline/data/us_equity_pricing.py index 94a57e1f..e9fa2e21 100644 --- a/zipline/data/us_equity_pricing.py +++ b/zipline/data/us_equity_pricing.py @@ -1351,13 +1351,16 @@ class SQLiteAdjustmentReader(object): def _get_df_from_table(table_name, date_cols): + # Dates are stored in second resolution as ints in adj.db tables. + # Need to specifically convert them as UTC, not local time. kwargs = ( - {'parse_dates': {col: 's' for col in date_cols}} + {'parse_dates': {col: {'unit': 's', 'utc': True} + for col in date_cols} + } if convert_dates else {} ) - # Dates are stored in second resolution as ints in adj.db tables. return read_sql( 'select * from "{}"'.format(table_name), self.conn,