From 776b0c5bb46a64e90661d1cf6a556d999ef9567f Mon Sep 17 00:00:00 2001
From: Chia-hung Tai <glaxy.tai@gmail.com>
Date: Sun, 13 Mar 2022 23:24:54 +0800
Subject: [PATCH] Skip idx.is_lexsorted() when pandas version is larger than
 1.3.0. (#973)

* Skip idx.is_lexsorted() when pandas version is larger than 1.3.0. The future warning is annoying.

* Skip idx.is_lexsorted() when pandas version is larger than 1.3.0. The future warning is annoying.

* Rewrite code.
---
 qlib/utils/__init__.py | 15 +++++++++++----
 1 file changed, 11 insertions(+), 4 deletions(-)

diff --git a/qlib/utils/__init__.py b/qlib/utils/__init__.py
index b7cdc79e0..8852155bc 100644
--- a/qlib/utils/__init__.py
+++ b/qlib/utils/__init__.py
@@ -32,11 +32,14 @@ from pathlib import Path
 from typing import List, Dict, Union, Tuple, Any, Text, Optional, Callable
 from types import ModuleType
 from urllib.parse import urlparse
+from packaging import version
 from .file import get_or_create_path, save_multiple_parts_file, unpack_archive_with_buffer, get_tmp_file_with_buffer
 from ..config import C
 from ..log import get_module_logger, set_log_with_config
 
 log = get_module_logger("utils")
+# MultiIndex.is_lexsorted() is a deprecated method in Pandas 1.3.0.
+is_deprecated_lexsorted_pandas = version.parse(pd.__version__) > version.parse("1.3.0")
 
 
 #################### Server ####################
@@ -788,11 +791,15 @@ def lazy_sort_index(df: pd.DataFrame, axis=0) -> pd.DataFrame:
         sorted dataframe
     """
     idx = df.index if axis == 0 else df.columns
-    # 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:
+    if (
+        not idx.is_monotonic_increasing
+        or not is_deprecated_lexsorted_pandas
+        and isinstance(idx, pd.MultiIndex)
+        and not idx.is_lexsorted()
+    ):  # this case is for the old version
         return df.sort_index(axis=axis)
+    else:
+        return df
 
 
 FLATTEN_TUPLE = "_FLATTEN_TUPLE"