TimeZone Mis-Match Between Start and End Times

[DerekMelchin]

Expected Behavior

This algorithm runs without error

class MyAlgorithm(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2010, 1, 1)
        self.schedule.on(
            FuncDateRule(name="name", get_dates_function=self._get_dates),
            self.time_rules.at(0, 1),
            lambda: None
        )

    def _get_dates(self, start_date, end_date):
        start_date <= end_date
        return []

Actual Behavior

We get

[ERROR] FATAL UNHANDLED EXCEPTION:Engine.Run(): Error running algorithm Python.Runtime.PythonException: can't compare offset-naive and offset-aware datetimes, File "/QuantConnect/backtesting/./cache/algorithm/project/main.py", line 16, in _get_dates, start_date <= end_date, at Python.Runtime.PythonException.ThrowLastAsClrException() in src
untimePythonException.cs:line 52, at Python.Runtime.Dispatcher.TrueDispatch(Object[] args) in src
untimeDelegateManager.cs:line 346, at Python.Runtime.Dispatcher.Dispatch(Object[] args) in src
untimeDelegateManager.cs:line 210, at __System_Func3[[System_DateTime, System_Private_CoreLib, Version=6_0_0_0, Culture=neutral, PublicKeyToken=7cec85d7bea7798e],[System_DateTime, System_Private_CoreLib, Version=6_0_0_0, Culture=neutral, PublicKeyToken=7cec85d7bea7798e],[System_Collections_Generic_IEnumerable1[[System_DateTime, System_Private_CoreLib, Version=6_0_0_0, Culture=neutral, PublicKeyToken=7cec85d7bea7798e]]

To avoid this error, I need to use

start_date.replace(tzinfo=None) <= end_date

Potential Solution

https://github.com/QuantConnect/Lean/blob/master/Common/Scheduling/ScheduleManager.cs#L284
Should be Time.EndOfTime.ToUniversalTime()

Reproducing the Problem

Run algorithm above

System Information

QC Cloud

Checklist

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