Merge pull request ranaroussi#55 from miguelvm/master

Fixed timezone issues when using a local timezone in algorithm

Author: ranaroussi

qtpylib/algo.py

@@ -709,7 +709,8 @@ def _tick_handler(self, tick, stale_tick=False):
                 self.ticks = self._thread_safe_merge(symbol, self.ticks, self_ticks) # assign back
         else:
             self.ticks = self._update_window(self.ticks, tick)
-            bars = tools.resample(self.ticks, self.resolution)
+            # bars = tools.resample(self.ticks, self.resolution)
+            bars = tools.resample(self.ticks, self.resolution, tz=self.timezone)
 
             if len(bars.index) > self.tick_bar_count > 0 or stale_tick:
                 self.record_ts = tick.index[0]

qtpylib/tools.py

@@ -557,7 +557,8 @@ def resample_ticks(data, freq=1000, by='last'):
                 # force same last timestamp to all symbols before resampling
                 if sync_last_timestamp:
                     last_row = data[data['symbol']==sym][-1:]
-                    last_row.index = pd.to_datetime(data.index[-1:], utc=True)
+                    # last_row.index = pd.to_datetime(data.index[-1:], utc=True)
+                    last_row.index = data.index[-1:]
                     if "last" not in data.columns:
                         last_row["open"]   = last_row["close"]
                         last_row["high"]   = last_row["close"]