PyZipline/pyzipline/utils.py

from datetime import datetime

def convert_str_to_datetime(date_string: str) -> datetime:
    """Converts a Zipline date string to a datetime object

    Args:
        date_string (str): String to convert

    Returns:
        datetime (datetime): Datetime object
    """
    return datetime.strptime(date_string, '%Y-%m-%dT%H:%M:%S.%fZ')