diff --git a/tests/pipeline/test_events.py b/tests/pipeline/test_events.py index 0e3b21f6..c10b15c5 100644 --- a/tests/pipeline/test_events.py +++ b/tests/pipeline/test_events.py @@ -153,7 +153,7 @@ class EventIndexerTestCase(ZiplineTestCase): @classmethod def init_class_fixtures(cls): super(EventIndexerTestCase, cls).init_class_fixtures() - cls.events = make_events(add_nulls=False).sort('event_date') + cls.events = make_events(add_nulls=False).sort_values('event_date') cls.events.reset_index(inplace=True) def test_previous_event_indexer(self): diff --git a/zipline/pipeline/loaders/events.py b/zipline/pipeline/loaders/events.py index f757248e..645143d8 100644 --- a/zipline/pipeline/loaders/events.py +++ b/zipline/pipeline/loaders/events.py @@ -109,10 +109,12 @@ class EventsLoader(PipelineLoader): events = events[events[EVENT_DATE_FIELD_NAME].notnull()] # We always work with entries from ``events`` directly as numpy arrays, - # so we coerce from a frame here. + # so we coerce from a frame to a dict of arrays here. self.events = { name: np.asarray(series) - for name, series in events.sort(EVENT_DATE_FIELD_NAME).iteritems() + for name, series in ( + events.sort_values(EVENT_DATE_FIELD_NAME).iteritems() + ) } # Columns to load with self.load_next_events.