日期报错

[jingmouren]

使用tdx数据bundle
回测示例的buy hold策略
买入 000001
起始日为2012-1-1

报如下错误

AttributeError: 'NoneType' object has no attribute 'index'

Debug跟了下，好像是1-16日的交易日历时间为 1-16 0.0 Nat NaT
这是数据导入出了问题，还是这个版本的交易日历有问题，还是那天停牌而系统处理失当，还是其他问题？
buy1.zip
附件为完整代码

跟踪时 到 tradesimulation.py 这个文件时
查看 [dt for dt,action in self.clock] 的结果为
[Timestamp('2012-01-04 00:00:00+0000', tz='UTC'), Timestamp('2012-01-04 13:45:00+0000', tz='UTC'), Timestamp('2012-01-04 21:00:00+0000', tz='UTC'), Timestamp('2012-01-04 21:00:00+0000', tz='UTC'), Timestamp('2012-01-05 00:00:00+0000', tz='UTC')。。。Timestamp('2012-01-16 00:00:00+0000', tz='UTC'), NaT, Timestamp('2012-01-16 13:45:00+0000', tz='UTC'), NaT, Timestamp('2012-01-17 00:00:00+0000', tz='UTC'), Timestamp('2012-01-17 13:45:00+0000', tz='UTC'), Timestamp('2012-01-17 21:00:00+0000', tz='UTC'), Timestamp('2012-01-17 21:00:00+0000', tz='UTC'),

又跟踪了下
在 zipline/algorithm.py(531)_create_clock()
529 """
530 trading_o_and_c = self.trading_calendar.schedule.ix[
531 self.sim_params.sessions]
--> 532 market_closes = trading_o_and_c['market_close']

这传出的close时间就已经有NAT值了，这个值是何用意？
2012-01-13 00:00:00+00:00 2012-01-13 21:00:00
2012-01-16 00:00:00+00:00 NaT
2012-01-17 00:00:00+00:00 2012-01-17 21:00:00

2012-02-17 00:00:00+00:00 2012-02-17 21:00:00
2012-02-20 00:00:00+00:00 NaT
2012-02-21 00:00:00+00:00 2012-02-21 21:00:00

[jingmouren]

为啥 这个版本的 时间一天只排了三个
[dt for dt, action in self.clock]
[Timestamp('2017-01-03 00:00:00+0000', tz='UTC'), Timestamp('2017-01-03 07:00:00+0000', tz='UTC'), Timestamp('2017-01-03 07:00:00+0000', tz='UTC'),
而kanghua309的版本 时间却排了四个
[dt for dt, action in self.clock]
[Timestamp('2017-01-03 00:00:00+0000', tz='UTC'), Timestamp('2017-01-03 00:45:00+0000', tz='UTC'), Timestamp('2017-01-03 07:00:00+0000', tz='UTC'), Timestamp('2017-01-03 07:00:00+0000', tz='UTC'),