class MyDialog(Ui_MyWindowDialog, QtWidgets.QDialogs):
    def __init__(self, *args, **kwargs):
        super(MyDialog, self).__init__(*args)
        super(MyDialog, self).setupUi(self)
        header_view = self.my_tbl_widget.horizontalHeader()
        header_view.sortIndicatorChanged.connect(self.afterTableDataSorted)

    def afterTableDataSorted(self, col, order):
        'this is called before table data being sorted'
        # my logic after table being sorted