Timezone issue with `data.history`

[iamkissg]

Dear Zipline Maintainers,

I'm not sure whether the issue I am having is really a issue:

I notice that zipline uses Eastern Standard Time(EST) by default, then converts it to Coordinated Universal Time(UTC).

When I call data.history and print the results, it shows UTC instead of EST (or any other local time), is it right?

For example, I build the following algorithm on Quantopian with default setups:

def initialize(context):
    # AAPL, MSFT, and SPY
    context.assets = [sid(24), sid(5061), sid(8554)]

def handle_data(context, data):
    log.info(data.history(context.assets, "price", 20, "1d"))

Then in the log area, it shows:

2011-01-03 22:31 handle_data:6 INFO                            Equity(24 [AAPL])  Equity(5061 [MSFT])  \
2010-12-31 20:42:00+00:00            322.040               27.800   
2010-12-31 20:43:00+00:00            322.035               27.805   
......

I know that the UTC and EST format are the same time. And it doesn't produce any sides effects to the algorithm. However, may user want to see the local time directly. For example, I'm in Shanghai, it's strange to see the trading hours starts at 1:30 am, ends at 7:00 am.

Sincerely, kissg

[ramesh8v]

I'm having the same issue. Is it resolved?