Converting time from Quandl to use with zipline

[Pumplerod]

I am loading Quandl time series information into the data object and I run into trouble because it seems this time format is not what zipline is looking for.

Exception: Cannot compare tz-naive and tz-aware timestamps

Date
2000-01-01    2.0
2000-02-01    1.7
2000-03-01    1.7

can someone enlighten me as to how I can convert the incoming time series into what zipline is, in fact, looking for?

[Eddie Hebert]

It looks like you need to get your DatetimeIndex into UTC.

One way to do so is to call the method `.tz_localize('UTC')` on your Series.

- Eddie

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[Pumplerod]

That seems to have done the trick.  Thank you so much.

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[tsando]

Thanks! That worked for me too :) Although I still get weird results when I plug in my returns... I'm working from a UK laptop so not sure if the time zone settings here are different to what pyfolio uses... 

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