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Hi there.
The current version of pandas throws an error when comparing trading_days (with tz=UTC) to a standard python datetime with no tz info. Basically, it wants the time zone info to be consistent. I've added a few minor changes to make this work.
It also looks like the data coming back for the test file is slightly different. I've modified expected return values slightly, so have a quick look and let me know what you think. The tests should now be passing.
Pandas is also grumbling a touch about Panel => FutureWarning: Panel is deprecated and will be removed in a future version. Perhaps it'd be better to specify a particular pandas version in requirements.txt rather than pandas>=0.17.0... always tough with the Pandas deprecations.
Cheers,
Simon.