BUG: Changes type of early_closes to DatetimeIndex

robincc · Jun 8, 2016 · 77cdec1 · 77cdec1
1 parent 156be81
commit 77cdec1
Showing 1 changed file with 3 additions and 1 deletion.
diff --git a/zipline/utils/calendars/exchange_calendar.py b/zipline/utils/calendars/exchange_calendar.py
@@ -184,7 +184,9 @@ def __init__(self, start=start_default, end=end_default):
 
         self.first_trading_day = _all_days[0]
         self.last_trading_day = _all_days[-1]
-        self.early_closes = _special_closes.map(self.session_date)
+        self.early_closes = DatetimeIndex(
+            _special_closes.map(self.session_date)
+        )
 
     def next_trading_day(self, date):
         return next_scheduled_day(