From 25b771ddf1c46431f30b7bb9a2ffc5c8e9877ebc Mon Sep 17 00:00:00 2001
From: Mark Zhao <50850474+markzhao98@users.noreply.github.com>
Date: Wed, 25 Aug 2021 18:07:30 +0800
Subject: [PATCH] check lexsort in the 'lazy_sort_index' function (#566)

* check lexsort

* check lexsort

* lexsort comment

* lexsort comment
---
 .DS_Store              | Bin 0 -> 8196 bytes
 qlib/utils/__init__.py |   3 ++-
 2 files changed, 2 insertions(+), 1 deletion(-)
 create mode 100644 .DS_Store

diff --git a/.DS_Store b/.DS_Store
new file mode 100644
index 0000000000000000000000000000000000000000..b7fd12f31fe4fade2411262fae748ad7720a1028
GIT binary patch
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diff --git a/qlib/utils/__init__.py b/qlib/utils/__init__.py
index 5f5a81ea7..41fdfb748 100644
--- a/qlib/utils/__init__.py
+++ b/qlib/utils/__init__.py
@@ -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)