diff --git a/zipline/finance/performance/tracker.py b/zipline/finance/performance/tracker.py index 49a1dede..a084bdfc 100644 --- a/zipline/finance/performance/tracker.py +++ b/zipline/finance/performance/tracker.py @@ -70,6 +70,7 @@ from pandas.tseries.tools import normalize_date import zipline.finance.risk as risk from . period import PerformancePeriod +from zipline.utils.pandas_utils import sort_values from zipline.utils.serialization_utils import ( VERSION_LABEL ) @@ -200,9 +201,9 @@ class PerformanceTracker(object): ) self._dividend_count += len(new_dividends) - self.dividend_frame = pd.concat( + self.dividend_frame = sort_values(pd.concat( [self.dividend_frame, new_dividends] - ).sort(['pay_date', 'ex_date']).set_index('id', drop=False) + ), ['pay_date', 'ex_date']).set_index('id', drop=False) def initialize_dividends_from_other(self, other): """ diff --git a/zipline/pipeline/loaders/frame.py b/zipline/pipeline/loaders/frame.py index 396fb6d0..4466ed04 100644 --- a/zipline/pipeline/loaders/frame.py +++ b/zipline/pipeline/loaders/frame.py @@ -15,6 +15,7 @@ from pandas import ( ) from zipline.lib.adjusted_array import AdjustedArray from zipline.lib.adjustment import make_adjustment_from_labels +from zipline.utils.pandas_utils import sort_values from .base import PipelineLoader ADJUSTMENT_COLUMNS = Index([ @@ -71,7 +72,7 @@ class DataFrameLoader(PipelineLoader): else: # Ensure that columns are in the correct order. adjustments = adjustments.reindex_axis(ADJUSTMENT_COLUMNS, axis=1) - adjustments.sort(['apply_date', 'sid'], inplace=True) + sort_values(adjustments, ['apply_date', 'sid'], inplace=True) self.adjustments = adjustments self.adjustment_apply_dates = DatetimeIndex(adjustments.apply_date)