DOC: Clarify utc requirements on dts.

Author: Scott Sanderson

zipline/data/fx/base.py

@@ -28,7 +28,7 @@ def get_rates(self, rate, quote, bases, dts):
             may appear multiple times.
         dts : pd.DatetimeIndex
             Datetimes for which to load rates. Must be sorted in ascending
-            order.
+            order and localized to UTC.
 
         Returns
         -------