AlexKnowsIt
commented
2 years ago This is the whole Error-message:
/usr/local/lib/python3.7/dist-packages/deepdow/utils.py in raw_to_Xy(raw_data, lookback, horizon, gap, freq, included_assets, included_indicators, use_log)
275 y_list = []
276 for ind in indicators:
--> 277 X, timestamps, y = (returns_to_Xy(returns.xs(ind, axis=1, level=1),
278 lookback=lookback,
279 horizon=horizon,
/usr/local/lib/python3.7/dist-packages/pandas/core/generic.py in xs(self, key, axis, level, drop_level)
3471 if not isinstance(labels, MultiIndex):
3472 raise TypeError("Index must be a MultiIndex")
-> 3473 loc, new_ax = labels.get_loc_level(key, level=level, drop_level=drop_level)
3474
3475 # create the tuple of the indexer
/usr/local/lib/python3.7/dist-packages/pandas/core/indexes/multi.py in get_loc_level(self, key, level, drop_level)
2883 return indexer, maybe_mi_droplevels(indexer, ilevels, drop_level)
2884 else:
-> 2885 indexer = self._get_level_indexer(key, level=level)
2886 return indexer, maybe_mi_droplevels(indexer, [level], drop_level)
2887
/usr/local/lib/python3.7/dist-packages/pandas/core/indexes/multi.py in _get_level_indexer(self, key, level, indexer)
2974 if not locs.any():
2975 # The label is present in self.levels[level] but unused:
-> 2976 raise KeyError(key)
2977 return locs
2978
KeyError: 'Open'
jankrepl
Hello, I am running into a weird error, that I don't understand. I used Yahoo Finance to download a DataFrame with the Index of MultiIndex([( 'SIE.DE', 'Open'), ( 'SIE.DE', 'High'), ( 'SIE.DE', 'Low'), ( 'SIE.DE', 'Close'), ( 'SIE.DE', 'Volume'), ('EOAN.DE', 'Open'), ('EOAN.DE', 'High'), ('EOAN.DE', 'Low'), ('EOAN.DE', 'Close'), ('EOAN.DE', 'Volume'), ... ('BAYN.DE', 'Open'), ('BAYN.DE', 'High'), ('BAYN.DE', 'Low'), ('BAYN.DE', 'Close'), ('BAYN.DE', 'Volume'), ( 'BEI.DE', 'Open'), ( 'BEI.DE', 'High'), ( 'BEI.DE', 'Low'), ( 'BEI.DE', 'Close'), ( 'BEI.DE', 'Volume')], length=150) So I have a DataFrame, where there are the Assets in the zero level and the first level being indecators. If i run now the raw_to_Xy Function like this
I receive an KeyError: 'Open' with the explanation
I tried to stay as close to the documentation as possible and don't see, where I am wrong. Other than that: Great repository, I am really fascinated by all the possibilties that this gives for modern Portfolio Optimization!