REF: Revert daa1da9 and 52eb813 into something that works

zaschim · Sep 22, 2019 · 3deee42 · 3deee42
1 parent 05a18d0
commit 3deee42
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Showing 2 changed files with 6 additions and 3 deletions.
diff --git a/backtesting/_util.py b/backtesting/_util.py
@@ -26,7 +26,11 @@ def _as_list(value):
 
 def _data_period(df):
     """Return data index period as pd.Timedelta"""
-    return df.index[:100].to_series(keep_tz=True).diff().median()
+    if df.index.is_all_dates:
+        values = df.index[:100].to_series(keep_tz=True)
+    else:
+        values = df.index[:100].to_series()
+    return values.diff().median()
 
 
 class _Array(np.ndarray):

diff --git a/backtesting/backtesting.py b/backtesting/backtesting.py
@@ -870,8 +870,7 @@ def _drawdown_duration_peaks(dd, index):
         df['Drawdown Duration'] = dd_dur
         dd_dur = df['Drawdown Duration']
 
-        # Strip timezone info, otherwise pandas 0.24.2 errors when filling `s` ahead
-        df.index = data.index.tz_convert(None)
+        df.index = data.index
 
         def _round_timedelta(value, _period=_data_period(df)):
             if not isinstance(value, pd.Timedelta):