diff --git a/zipline/utils/events.py b/zipline/utils/events.py index d09c2b08df..4f8776f3eb 100644 --- a/zipline/utils/events.py +++ b/zipline/utils/events.py @@ -481,7 +481,7 @@ def __init__(self, n, invert): def should_trigger(self, dt): # is this market minute's period in the list of execution periods? - val = self.cal.minute_to_session_label(dt, direction="none").value + val = self.cal.minute_to_session_label(dt, direction="none").normalize().value return val in self.execution_period_values @lazyval @@ -527,7 +527,7 @@ def __init__(self, n, invert): def should_trigger(self, dt): # is this market minute's period in the list of execution periods? - value = self.cal.minute_to_session_label(dt, direction="none").value + value = self.cal.minute_to_session_label(dt, direction="none").normalize().value return value in self.execution_period_values @lazyval