As described here, Pandas.sort_index() sometimes emits a FutureWarning when doing a sort on a DateTimeIndex. That question isn\'t actionable, since it contains no MCVE. He
Issue confirmed for the 0.24.2 milestone. Workaround is to filter the warning, thus:
with warnings.catch_warnings(): # Pandas 0.24.1 emits useless warning when sorting tz-aware index warnings.simplefilter("ignore") ds = df.sort_index()