Merge pull request #1177 from ranaroussi/fix/dst-nonexistent

Fix localizing midnight when non-existent (DST) #1174
ranaroussi · Nov 22, 2022 · b856041 · b856041
2 parents 96e4532 + 2970d94
commit b856041
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Showing 2 changed files with 4 additions and 4 deletions.
diff --git a/yfinance/base.py b/yfinance/base.py
@@ -336,11 +336,11 @@ def history(self, period="1mo", interval="1d",
         if not intraday:
             # If localizing a midnight during DST transition hour when clocks roll back,
             # meaning clock hits midnight twice, then use the 2nd (ambiguous=True)
-            quotes.index = _pd.to_datetime(quotes.index.date).tz_localize(tz_exchange, ambiguous=True)
+            quotes.index = _pd.to_datetime(quotes.index.date).tz_localize(tz_exchange, ambiguous=True, nonexistent='shift_forward')
             if dividends.shape[0] > 0:
-                dividends.index = _pd.to_datetime(dividends.index.date).tz_localize(tz_exchange, ambiguous=True)
+                dividends.index = _pd.to_datetime(dividends.index.date).tz_localize(tz_exchange, ambiguous=True, nonexistent='shift_forward')
             if splits.shape[0] > 0:
-                splits.index = _pd.to_datetime(splits.index.date).tz_localize(tz_exchange, ambiguous=True)
+                splits.index = _pd.to_datetime(splits.index.date).tz_localize(tz_exchange, ambiguous=True, nonexistent='shift_forward')
 
         # Combine
         df = quotes.sort_index()

diff --git a/yfinance/utils.py b/yfinance/utils.py
@@ -481,7 +481,7 @@ def _reindex_events(df, new_index, data_col_name):
         new_index = None
 
     if new_index is not None:
-        new_index = new_index.tz_localize(df.index.tz, ambiguous=True)
+        new_index = new_index.tz_localize(df.index.tz, ambiguous=True, nonexistent='shift_forward')
         df_sub = _reindex_events(df_sub, new_index, data_col)
         df = df_main.join(df_sub)