fix(data): assign sort_index() result in filter.py#2166
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warren618 wants to merge 1 commit intomicrosoft:mainfrom
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fix(data): assign sort_index() result in filter.py#2166warren618 wants to merge 1 commit intomicrosoft:mainfrom
warren618 wants to merge 1 commit intomicrosoft:mainfrom
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pandas Series.sort_index() returns a new sorted Series and does not modify in place. The return value was being discarded, so the timestamp_series fed into the iteration loop could be unsorted, producing incorrect timestamp ranges for filtered instruments.
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Summary
Fixes #2165
timestamp_series.sort_index()infilter.py:163discards the return value. Sincepandas.Series.sort_index()is not in-place by default, the series remains unsorted, potentially producing incorrect timestamp ranges.Change
One line, one file.