start received with timezone defined as 'UTC' although a Date must be timezone naive

**Describe the bug**
Although I attempted to compile this file, Step 3. Data Cleaning & Feature Engineering of the process failed with the following error. ValueError: Parameter start received with timezone defined as 'UTC' although a Date must be timezone naive.

**To Reproduce**
Steps to reproduce the behavior:
1.running FinRL_PaperTrading_Demo.ipynb in local
2. I removed timezone in session and then I got this while running Step 4. Transform to numpy array
ValueError: Length of values (7350) does not match length of index (3750)

**Expected behavior**
A clear and concise description of what you expected to happen.

**Screenshots**

Desktop:
- OS: windows 10
- python 3.9.1
- Anaconda