From f0322015bda5954f1b999bd0aed69e7f459ed3c1 Mon Sep 17 00:00:00 2001 From: twiecki Date: Tue, 11 Feb 2014 15:24:31 -0500 Subject: [PATCH] BUG: Fix pandas indexing in trading calendar. --- zipline/utils/tradingcalendar_bmf.py | 4 ++-- zipline/utils/tradingcalendar_tse.py | 4 ++-- 2 files changed, 4 insertions(+), 4 deletions(-) diff --git a/zipline/utils/tradingcalendar_bmf.py b/zipline/utils/tradingcalendar_bmf.py index 98b2c1e4..d26c8c37 100644 --- a/zipline/utils/tradingcalendar_bmf.py +++ b/zipline/utils/tradingcalendar_bmf.py @@ -293,8 +293,8 @@ def get_open_and_closes(trading_days, early_closes): hour=16), tz='America/Sao_Paulo').tz_convert('UTC') - open_and_closes.ix[day]['market_open'] = market_open - open_and_closes.ix[day]['market_close'] = market_close + open_and_closes.loc[day, 'market_open'] = market_open + open_and_closes.loc[day, 'market_close'] = market_close return open_and_closes diff --git a/zipline/utils/tradingcalendar_tse.py b/zipline/utils/tradingcalendar_tse.py index 74995026..ad53d987 100644 --- a/zipline/utils/tradingcalendar_tse.py +++ b/zipline/utils/tradingcalendar_tse.py @@ -360,8 +360,8 @@ def get_open_and_closes(trading_days, early_closes, tz='US/Eastern'): hour=close_hour), tz='US/Eastern').tz_convert('UTC') - open_and_closes.ix[day]['market_open'] = market_open - open_and_closes.ix[day]['market_close'] = market_close + open_and_closes.loc[day, 'market_open'] = market_open + open_and_closes.loc[day, 'market_close'] = market_close return open_and_closes