Repository: pandas-dev/pandas

Issue:
FutureWarning when sorting tz-aware datetimeindex
#### Problem
As reported [here](https://stackoverflow.com/questions/54854900/workaround-for-pandas-futurewarning-when-sorting-a-datetimeindex), sorting a tz-aware DatetimeIndex issues warning:

> FutureWarning: Converting timezone-aware DatetimeArray to timezone-naive ndarray with 'datetime64[ns]' dtype

MCVE here:
```python
import pandas as pd
idx = pd.DatetimeIndex(['2017-07-05 07:00:00', '2018-07-05 07:15:00','2017-07-05 07:30:00'])
df = pd.DataFrame({'C1':['a','b','c']},index=idx)
df = df.tz_localize('UTC')
df.sort_index()
```
#### Stack
The stack (Pandas 0.24.1) is:
```
__array__, datetimes.py:358
asanyarray, numeric.py:544
nargsort, sorting.py:257
sort_index, frame.py:4795
```

#### Output of ``pd.show_versions()``

<details>
INSTALLED VERSIONS
------------------
commit: None
python: 3.6.7.final.0
python-bits: 64
OS: Linux
OS-release: 4.18.9-acso
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: en_CA.UTF-8
LOCALE: en_CA.UTF-8

pandas: 0.24.1
pytest: None
pip: 19.0.2
setuptools: 40.7.2
Cython: 0.28.4
numpy: 1.16.1
scipy: None
pyarrow: None
xarray: None
IPython: 7.2.0
sphinx: None
patsy: None
dateutil: 2.8.0
pytz: 2018.9
blosc: None
bottleneck: None
tables: None
numexpr: None
feather: None
matplotlib: 3.0.2
openpyxl: 2.6.0
xlrd: 1.2.0
xlwt: None
xlsxwriter: None
lxml.etree: 4.2.5
bs4: 4.6.3
html5lib: 1.0.1
sqlalchemy: None
pymysql: None
psycopg2: None
jinja2: 2.10
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None
gcsfs: None
</details>



Discussion:
[`nargsort`](https://github.com/pandas-dev/pandas/blob/85572de5e7bb188cfecc575ee56786406e79dc79/pandas/core/sorting.py#L234) will need to be updated, preferably to handle all extension arrays.

In the meantime, you can silence the warning with a warnings filter. 
For 0.24.2, could we do the warning filtering in `sort_index` ? (awaiting a proper fix in nargsort)
Not sure, but I'm slightly against filtering within pandas itself...

Resolving patch:
diff --git a/pandas/core/sorting.py b/pandas/core/sorting.py
--- a/pandas/core/sorting.py
+++ b/pandas/core/sorting.py
@@ -1,4 +1,5 @@
 """ miscellaneous sorting / groupby utilities """
+import warnings
 
 import numpy as np
 
@@ -254,7 +255,13 @@ def nargsort(items, kind='quicksort', ascending=True, na_position='last'):
             sorted_idx = np.roll(sorted_idx, cnt_null)
         return sorted_idx
 
-    items = np.asanyarray(items)
+    with warnings.catch_warnings():
+        # https://github.com/pandas-dev/pandas/issues/25439
+        # can be removed once ExtensionArrays are properly handled by nargsort
+        warnings.filterwarnings(
+            "ignore", category=FutureWarning,
+            message="Converting timezone-aware DatetimeArray to")
+        items = np.asanyarray(items)
     idx = np.arange(len(items))
     mask = isna(items)
     non_nans = items[~mask]


Test patch:
diff --git a/pandas/tests/test_sorting.py b/pandas/tests/test_sorting.py
--- a/pandas/tests/test_sorting.py
+++ b/pandas/tests/test_sorting.py
@@ -9,7 +9,8 @@
 
 from pandas.compat import PY2
 
-from pandas import DataFrame, MultiIndex, Series, compat, concat, merge
+from pandas import (
+    DataFrame, MultiIndex, Series, compat, concat, merge, to_datetime)
 from pandas.core import common as com
 from pandas.core.sorting import (
     decons_group_index, get_group_index, is_int64_overflow_possible,
@@ -183,6 +184,13 @@ def test_nargsort(self):
         exp = list(range(5)) + list(range(105, 110)) + list(range(104, 4, -1))
         tm.assert_numpy_array_equal(result, np.array(exp), check_dtype=False)
 
+    def test_nargsort_datetimearray_warning(self):
+        # https://github.com/pandas-dev/pandas/issues/25439
+        # can be removed once the FutureWarning for np.array(DTA) is removed
+        data = to_datetime([0, 2, 0, 1]).tz_localize('Europe/Brussels')
+        with tm.assert_produces_warning(None):
+            nargsort(data)
+
 
 class TestMerge(object):