1 changed files with 2 additions and 0 deletions
@@ -83,6 +83,8 @@ def scores_to_weight_table(
    _validate_gross_exposure(gross_exposure)
    if not scores.index.is_unique:
        raise ValueError("scores must contain unique rebalance dates")
+    if not scores.index.is_monotonic_increasing:
+        raise ValueError("scores rebalance dates must be in chronological order")
    if not scores.columns.is_unique:
        raise ValueError("scores must contain unique asset labels")
    if not all(is_numeric_dtype(dtype) for dtype in scores.dtypes):