From 47faeac89cecaf3f82b1e9405a875f1632370f4e Mon Sep 17 00:00:00 2001 From: warren618 Date: Mon, 23 Mar 2026 02:09:04 +0800 Subject: [PATCH] fix(data): assign sort_index() result in filter.py 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. --- qlib/data/filter.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/qlib/data/filter.py b/qlib/data/filter.py index 246d6baf765..9850680394b 100644 --- a/qlib/data/filter.py +++ b/qlib/data/filter.py @@ -160,7 +160,7 @@ def _toTimestamp(self, timestamp_series): the list of tuple (timestamp, timestamp). """ # sort the timestamp_series according to the timestamps - timestamp_series.sort_index() + timestamp_series = timestamp_series.sort_index() timestamp = [] _lbool = None _ltime = None