diff --git a/zipline/utils/calendars/trading_calendar.py b/zipline/utils/calendars/trading_calendar.py index 2d480058..56b2fba8 100644 --- a/zipline/utils/calendars/trading_calendar.py +++ b/zipline/utils/calendars/trading_calendar.py @@ -21,7 +21,7 @@ from pandas import ( DataFrame, date_range, DatetimeIndex, - DateOffset + Timedelta ) from pandas.tseries.offsets import CustomBusinessDay @@ -678,9 +678,9 @@ def days_at_time(days, t, tz, day_offset=0): The number of days we want to offset @days by """ days = DatetimeIndex(days).tz_localize(None).tz_localize(tz) - days_offset = days + DateOffset(day_offset) + days_offset = days + Timedelta(days=day_offset) return days_offset.shift( - 1, freq=DateOffset(hour=t.hour, minute=t.minute, second=t.second) + 1, freq=Timedelta(hours=t.hour, minutes=t.minute, seconds=t.second) ).tz_convert('UTC')