Wrong timezone for DataFactory

[ypxie]

data0 = DataFactory(dataname='SPY', 
    historical=True, 
    fromdate=datetime(2023, 2, 24, 9, 30, 0), 
    todate=datetime(2023, 2, 25, 16, 0, 0), 
    timeframe=bt.TimeFrame.Minutes,
    tz=global_tz,
    compression=5)

cerebro = bt.Cerebro()
cerebro.adddata(data0)
data0.getfeed()
data0.start()

def print_data(datafeed, num_print=10):
    dd = datafeed.next()
    while dd:
        dd = datafeed.next()
    
    print(len(datafeed))
    for d in datafeed:
        _open = datafeed.open.array
        _close = datafeed.close.array
        _datetime =  datafeed.datetime.array
        for idx, (this_open, this_close, this_dtime) in enumerate(zip(_open, _close, _datetime) ):
            print(this_open, this_close, num2date(this_dtime) )
            if idx > num_print:
                break

print_data(data0, 10000)

will have the following results:

`78 399.63 399.65 2023-02-24 09:30:00 399.67 399.67 2023-02-24 09:35:00 399.6 399.59 2023-02-24 09:40:00 399.58 399.47 2023-02-24 09:45:00 399.48 399.48 2023-02-24 09:50:00 399.41 399.42 2023-02-24 09:55:0

.....

393.89 394.1 2023-02-24 15:55:00`

It seems that DataFactory is confused by the utc timezone and NYC timezone. IT returned data with utc timezone, but still use NYV timezone 16:00:00 as end datetime. Please fix this.

For example, 399.63 399.65 2023-02-24 09:30:00 is utc timezone, but it still truncate each data's data to 15:55:00 which is based on NYC timezone, this is wrong.