Merge pull request #1125 from quantopian/enforce-sorted-on-minute-bars

BUG: Enforce sorted order on minutes to delete.

tests/data/test_minute_bars.py

@@ -47,7 +47,10 @@ from zipline.data.minute_bars import (
 from zipline.finance.trading import TradingEnvironment
 
 
-TEST_CALENDAR_START = Timestamp('2015-06-01', tz='UTC')
+# Calendar is set to cover several half days, to check a case where half
+# days would be read out of order in cases of windows which spanned over
+# multiple half days.
+TEST_CALENDAR_START = Timestamp('2014-06-02', tz='UTC')
 TEST_CALENDAR_STOP = Timestamp('2015-12-31', tz='UTC')
 
 

zipline/data/minute_bars.py

@@ -695,7 +695,7 @@ class BcolzMinuteBarReader(object):
             intervals = itree[start_idx:end_idx]
             for interval in intervals:
                 ranges.append(interval.data)
-            return ranges
+            return sorted(ranges)
         else:
             return None