fix(DataLoader): sort the dataframe when fetching data (#239)

data_loader/load.py

@@ -95,7 +95,7 @@ def __load_data(
     ]
 
     X = target_asset_df + asset_dfs + exogenous_dfs
-    X = pd.concat([df.sort_index().reindex(X[0].index) for df in X], axis=1).fillna(0.0)
+    X = pd.concat([df.reindex(X[0].index) for df in X], axis=1).fillna(0.0)
 
     X.index = pd.DatetimeIndex(X.index)
 

run_fetch_data_5min.py

@@ -60,4 +60,5 @@ for asset in tqdm(assets):
         return df
 
     dfs = pd.concat([load_df(path + file) for file in files], axis=0)
+    dfs.sort_index(inplace=True)
     dfs.to_parquet(f"./data/5min_crypto/{asset}.parquet")