Merge pull request #133 from asweeney86/pandas-dtype

ENH: Fix pandas DeprecationWarning for empty series
quantopian · May 26, 2020 · d0ddff5 · d0ddff5
2 parents 0a1de07 + a8ee8d8
commit d0ddff5
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/trading_calendars/trading_calendar.py b/trading_calendars/trading_calendar.py
@@ -980,7 +980,7 @@ def _special_dates(self, calendars, ad_hoc_dates, start_date, end_date):
         merged = regular + ad_hoc
         if not merged:
             # Concat barfs if the input has length 0.
-            return pd.Series([])
+            return pd.Series([], dtype="datetime64[ns, UTC]")
 
         result = pd.concat(merged).sort_index()
         return result.loc[(result >= start_date) & (result <= end_date)]