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Fix timezone handling in TradingDayOfWeekRule #2862

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Fix timezone handling in TradingDayOfWeekRule #2862

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4 changes: 2 additions & 2 deletions zipline/utils/events.py
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Original file line number Diff line number Diff line change
Expand Up @@ -481,7 +481,7 @@ def __init__(self, n, invert):

def should_trigger(self, dt):
# is this market minute's period in the list of execution periods?
val = self.cal.minute_to_session_label(dt, direction="none").value
val = self.cal.minute_to_session_label(dt, direction="none").normalize().value
return val in self.execution_period_values

@lazyval
Expand Down Expand Up @@ -527,7 +527,7 @@ def __init__(self, n, invert):

def should_trigger(self, dt):
# is this market minute's period in the list of execution periods?
value = self.cal.minute_to_session_label(dt, direction="none").value
value = self.cal.minute_to_session_label(dt, direction="none").normalize().value
return value in self.execution_period_values

@lazyval
Expand Down