Zipline timezone

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zeeshan mohamed

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Sep 3, 2017, 12:29:54 PM9/3/17
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I haven't found any documentation on this and have no clarity about how exactly zipline manages timezones. 
(if there is a documentation available please point me to it)

My data is TZ aware in my local timezone 2017-08-01 09:15:00+05:30
when I pass it through Zipline 'if data.can_trade' function and get the 'context.get_datetime()' it shows that the timezone has been converted to UTC "2017-08-01 13:31:00+00:00"

My custom calendar is a modified version of LSE calendar with our local exchange timings and timezone (LSE calendar file was duplicated and modified and zipline/algorithm.py was modified to pickup our calendar instead of NYSE. Please let me know if there's a way to check which calendar zipline is using and if ive missed any other file to edit)

I'm not sure how exactly zipline manages timezones but,
The end outcome would be to run the simulation in the local timezone allowing trades to take place according to local calendar


Thanks in advance,
please feel free to ask any more questions about this

zeeshan mohamed

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Sep 3, 2017, 3:18:08 PM9/3/17
to Zipline Python Opensource Backtester
restarted ipython. done. 

Thanks anyways!
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