BUG: Fixes issue with offsetting days in days_at_time calendar helper

Offsetting days in the local timezone can cause issues when there are
discontinuities, such as at the start of DST. So we instead do this
offset in UTC, then localize to the local timezone once dealing with
times.

Author: Andrew Daniels

zipline/utils/calendars/trading_calendar.py

@@ -677,8 +677,13 @@ def days_at_time(days, t, tz, day_offset=0):
     day_offset : int
         The number of days we want to offset @days by
     """
-    days = DatetimeIndex(days).tz_localize(None).tz_localize(tz)
+
+    # Offset days in UTC to avoid discontinuities due to DST, before
+    # localizing to tz.
+    days = DatetimeIndex(days).tz_localize(None).tz_localize('UTC')
     days_offset = days + DateOffset(day_offset)
+    days_offset = days_offset.tz_localize(None).tz_localize(tz)
+
     return days_offset.shift(
         1, freq=DateOffset(hour=t.hour, minute=t.minute, second=t.second)
     ).tz_convert('UTC')