BUG: Restrictions passed into HistoricalRestrictions not sorted correctly

tests/test_restrictions.py

@@ -61,9 +61,11 @@ class RestrictionsTestCase(WithDataPortal, ZiplineTestCase):
             pd.Timedelta('15 hours 5 minutes')
         ),
         check_unordered=(False, True),
+        check_mixed=(False, True),
         __fail_fast=True,
     )
-    def test_historical_restrictions(self, date_offset, check_unordered):
+    def test_historical_restrictions(self, date_offset, check_unordered,
+                                     check_mixed):
         """
         Test historical restrictions for both interday and intraday
         restrictions, as well as restrictions defined in/not in order, for both
@@ -80,6 +82,19 @@ class RestrictionsTestCase(WithDataPortal, ZiplineTestCase):
         else:
             maybe_scramble = lambda r: r
 
+        if check_mixed:
+            def maybe_mix_assets(rl):
+                # In the final restrictions list containing restrictions of
+                # both assets, swap the first and last restrictions so that
+                # the restrictions are not contiguous by asset
+                tmp = rl[0]
+                rl[0] = rl[-1]
+                rl[-1] = tmp
+                return rl
+        else:
+            def maybe_mix_assets(rl):
+                return rl
+
         def rdate(s):
             """Convert a date string into a restriction for that date."""
             # Add date_offset to check that we handle intraday changes.
@@ -98,6 +113,7 @@ class RestrictionsTestCase(WithDataPortal, ZiplineTestCase):
                 Restriction(self.ASSET2, rdate('2011-01-07'), FROZEN),
             ])
         )
+        all_restrictions = maybe_mix_assets(all_restrictions)
         restrictions_by_asset = groupby(lambda r: r.asset, all_restrictions)
 
         rl = HistoricalRestrictions(all_restrictions)

zipline/finance/asset_restrictions.py

@@ -3,9 +3,9 @@ from numpy import vectorize
 from functools import partial, reduce
 import operator
 import pandas as pd
-from six import with_metaclass
+from six import with_metaclass, iteritems
 from collections import namedtuple
-from itertools import groupby
+from toolz import groupby
 
 from zipline.utils.enum import enum
 from zipline.utils.numpy_utils import vectorized_is_element
@@ -171,7 +171,7 @@ class HistoricalRestrictions(Restrictions):
                 restrictions_for_asset, key=lambda x: x.effective_date
             )
             for asset, restrictions_for_asset
-            in groupby(restrictions, lambda x: x.asset)
+            in iteritems(groupby(lambda x: x.asset, restrictions))
         }
 
     def is_restricted(self, assets, dt):