@Grant,
When you create a datetime object without specifying a timezone, it remains unset and the date is considered "timezone naive". All datetimes in Quantopian have timezone set to UTC.
To fix this problem, you just need to set the timezone on your dates in context.alg1_days and context.alg2_days. We include a great library called pytz in the namespace, which simplifies timezone handling and provides named definitions for zones. Here is how you create a date using pytz:
from datetime import datetime
import pytz
def inititalize(context):
context.alg1_days [datetime(2012,1,3,16,37, tzinfo=pytz.utc), datetime(2012,2,13,17,19, tzinfo=pytz.utc)]
Let me know if that helps, or if you have more questions!
thanks,
fawce
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