From fed0a9a998037904b79187ced924e1ed2d0ceb45 Mon Sep 17 00:00:00 2001
From: Eddie Hebert <ehebert@quantopian.com>
Date: Thu, 25 Apr 2013 11:30:57 -0400
Subject: [PATCH] TST: Ensure that test bars and events use midnight for daily
 data.

Daily data should be using midnight as the timestamp,
ensure that test data created by data_gen use midnight, so that
upcoming implementations that rely on the timestamp will be compatible.
---
 zipline/sources/test_source.py | 5 +++++
 1 file changed, 5 insertions(+)

diff --git a/zipline/sources/test_source.py b/zipline/sources/test_source.py
index 84b2ef7d..f8083ad8 100644
--- a/zipline/sources/test_source.py
+++ b/zipline/sources/test_source.py
@@ -59,6 +59,11 @@ def date_gen(start=datetime(2006, 6, 6, 12, tzinfo=pytz.utc),
     """
     one_day = timedelta(days=1)
     cur = start
+    if delta == one_day:
+        # if we are producing daily timestamps, we
+        # use midnight
+        cur = cur.replace(hour=0, minute=0, second=0,
+                          microsecond=0)
 
     # yield count trade events, all on trading days, and
     # during trading hours.