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BUG, COMPAT: list(set(self.usecols)) may not be sorted
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pandas/io/parsers.py

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@@ -1714,6 +1714,7 @@ def _set_noconvert_columns(self):
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# A set of integers will be converted to a list in
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# the correct order every single time.
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usecols = list(self.usecols)
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usecols.sort()
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elif (callable(self.usecols) or
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self.usecols_dtype not in ('empty', None)):
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# The names attribute should have the correct columns

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