Using timezone for trading session

configuration/crypto.cfg

@@ -23,9 +23,9 @@
     # "fit_method_class": "pt_trading.static_fit.StaticFit",
     "close_outstanding_positions": true,
     "trading_hours": {
-        "begin_session": "15:30:00",
-        "end_session": "20:00:00",
-        "timezone": "UTC"
+        "begin_session": "06:00:00",
+        "end_session": "16:00:00",
+        "timezone": "America/New_York"
     }
     
 }

lib/pt_trading/trading_pair.py

@@ -45,14 +45,18 @@ class TradingPair:
     def get_begin_index(self) -> int:
         if "trading_hours" not in self.config_:
             return 0
-        start_time = pd.to_datetime(self.config_["trading_hours"]["begin_session"]).time()
+        assert "timezone" in self.config_["trading_hours"] 
+        assert "begin_session" in self.config_["trading_hours"]
+        start_time = pd.to_datetime(self.config_["trading_hours"]["begin_session"]).tz_localize(self.config_["trading_hours"]["timezone"]).time()
         mask = self.market_data_['tstamp'].dt.time >= start_time
         return int(self.market_data_.index[mask].min())
 
     def get_end_index(self) -> int:
         if "trading_hours" not in self.config_:
             return 0
-        end_time = pd.to_datetime(self.config_["trading_hours"]["end_session"]).time()
+        assert "timezone" in self.config_["trading_hours"] 
+        assert "end_session" in self.config_["trading_hours"]
+        end_time = pd.to_datetime(self.config_["trading_hours"]["end_session"]).tz_localize(self.config_["trading_hours"]["timezone"]).time()
         mask = self.market_data_['tstamp'].dt.time <= end_time
         return int(self.market_data_.index[mask].max())