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check lexsort in the 'lazy_sort_index' function #566

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Merged
merged 4 commits into from
Aug 25, 2021
Merged

check lexsort in the 'lazy_sort_index' function #566

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e81fdd5
check lexsort
markzhao98 Aug 17, 2021
d8bfb28
check lexsort
markzhao98 Aug 17, 2021
55d4e22
lexsort comment
markzhao98 Aug 17, 2021
832eb03
lexsort comment
markzhao98 Aug 17, 2021
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3 changes: 2 additions & 1 deletion qlib/utils/__init__.py
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Original file line number Diff line number Diff line change
Expand Up @@ -740,7 +740,8 @@ def lazy_sort_index(df: pd.DataFrame, axis=0) -> pd.DataFrame:
sorted dataframe
"""
idx = df.index if axis == 0 else df.columns
if idx.is_monotonic_increasing:
# NOTE: MultiIndex.is_lexsorted() is a deprecated method in Pandas 1.3.0 and is suggested to be replaced by MultiIndex.is_monotonic_increasing (see discussion here: https://github.com/pandas-dev/pandas/issues/32259). However, in case older versions of Pandas is implemented, MultiIndex.is_lexsorted() is necessary to prevent certain fatal errors.
if idx.is_monotonic_increasing and not (isinstance(idx, pd.MultiIndex) and not idx.is_lexsorted()):
return df
else:
return df.sort_index(axis=axis)
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