Work around tz issue in get_indexer

quantopian · Sep 22, 2016 · 615a1c3 · 615a1c3
1 parent 5a9b6e2
commit 615a1c3
Showing 1 changed file with 5 additions and 4 deletions.
diff --git a/zipline/data/us_equity_pricing.py b/zipline/data/us_equity_pricing.py
@@ -980,10 +980,11 @@ def calc_dividend_ratios(self, dividends):
         effective_dates = full(len(amounts), -1, dtype=int64)
 
         calendar = self._calendar
-        day_locs = calendar.get_indexer(
-            DatetimeIndex(ex_dates, tz='UTC'),
-            method='bfill',
-        )
+
+        # Calculate locs against a tz-naive cal, as the ex_dates are tz-
+        # naive.
+        tz_naive_calendar = calendar.tz_localize(None)
+        day_locs = tz_naive_calendar.get_indexer(ex_dates, method='bfill')
 
         for i, amount in enumerate(amounts):
             sid = sids[i]