Merge pull request #24 from alpacahq/feature/poly-sort

Add code snippet for polygon and sort DataFrame result

Author: umitanuki

README.md

@@ -270,6 +270,15 @@ Alpaca's API key ID can be used to access Polygon API whose document is found [h
 This python SDK wraps their API service and seamlessly integrates with Alpaca API.
 `alpaca_trade_api.REST.polygon` will be the `REST` object for Polygon.
 
+The example below gives AAPL daily OHLCV data in a DataFrame format.
+
+```py
+import alpaca_trade_api as tradeapi
+
+api = tradeapi.REST()
+aapl = api.polygon.historic_agg('day', 'AAPL', limit=1000).df
+```
+
 ## polygon/REST
 It is initialized through alpaca `REST` object.
 

alpaca_trade_api/polygon/entity.py

@@ -70,6 +70,8 @@ def df(self):
                 df.set_index('day', inplace=True)
                 df.index = pd.to_datetime(
                     df.index).tz_localize(NY)
+
+            df.sort_index(inplace=True)
             self._df = df
 
         return self._df
@@ -119,7 +121,9 @@ def df(self):
                 utc=True,
             ).tz_convert(NY)
 
+            df.sort_index(inplace=True)
             self._df = df
+
         return self._df