BUG Convert downloaded Fama-French to UTC before returning.

twiecki · twiecki · commit 709553a55b5d · 2015-10-29T14:01:03.000+01:00
diff --git a/pyfolio/utils.py b/pyfolio/utils.py
@@ -278,6 +278,8 @@ def get_fama_french():
     five_factors = factors.join(umd).dropna(axis=0)
     five_factors = five_factors / 100
 
+    five_factors.index = five_factors.index.tz_localize('utc')
+
     return five_factors
 
 
