From dd95b6bfa382b3d17562f7b523845a9135f8ab1d Mon Sep 17 00:00:00 2001 From: Eddie Hebert Date: Mon, 11 Nov 2013 10:13:05 -0500 Subject: [PATCH] MAINT: Use Timestamp instead of Delorean for tradingcalendar end. Instead of Delorean, use pandas `today` behavior for Timestamp. --- zipline/utils/tradingcalendar.py | 6 ++---- 1 file changed, 2 insertions(+), 4 deletions(-) diff --git a/zipline/utils/tradingcalendar.py b/zipline/utils/tradingcalendar.py index f8a83744..17afa9c2 100644 --- a/zipline/utils/tradingcalendar.py +++ b/zipline/utils/tradingcalendar.py @@ -19,12 +19,10 @@ import pytz from datetime import datetime, timedelta from dateutil import rrule -from delorean import Delorean start = datetime(1990, 1, 1, tzinfo=pytz.utc) -end_dln = Delorean(datetime.utcnow(), pytz.utc.zone) -end_dln.shift('US/Eastern').truncate('day').shift(pytz.utc.zone) -end = end_dln.datetime - timedelta(days=1) +end_dln = pd.Timestamp('today', tz='UTC') +end = end_dln - timedelta(days=1) def canonicalize_datetime(dt):