fix:: psql daily tz mismatch in range dates

shlomiku · Mar 22, 2021 · a1cc31c · a1cc31c
1 parent 008d298
commit a1cc31c
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/zipline/data/psql_daily_bars.py b/zipline/data/psql_daily_bars.py
@@ -748,7 +748,7 @@ def _validate_data_consistency_on_edges(self, sid, data, edge_days, invalid_data
         # sessions (sessions on the edge of the data and the slice)
         consistent_data = True
         if not before_slice.empty:
-            backward_gap = len(self._calendar.sessions_in_range(before_slice.index[-1], first_day))
+            backward_gap = len(self._calendar.sessions_in_range(before_slice.index[-1].tz_localize(None), first_day))
             if backward_gap != 2:
                 # max allowed gap for consistent data is 2
                 logger.warning(f"data for {sid} contains backward gaps {backward_gap} "