IndicatorFactory question

[rafalsza]

Hi
I'm trying to create my own indicator:

import pandas_ta as ta
import vectorbt as vbt


symbols = ["LTCUSDT", "BNBUSDT", "SOLUSDT"]
interval = '1h'
df = vbt.BinanceData.download(symbols,start='12 months ago UTC', interval=interval).concat()


def wavetrend(df, n1, n2):
  ap = ta.hlc3(df['High'], df['Low'], df['Close'])
  esa = ta.ema(ap, n1)
  d = ta.ema(abs(ap - esa), n1)
  ci = (ap - esa) / (0.015 * d)
  wt1 = ta.ema(ci, n2)
  return wt1


Wavetrend = vbt.IndicatorFactory(
    class_name='Wavetrend',
    input_names=['df'],
    param_names=['n1', 'n2'],
    output_names=['w1'],).from_custom_func(wavetrend)

wt1 =  Wavetrend.run(df, 10, 21)


I got an error

IndexError                                Traceback (most recent call last)

[<ipython-input-109-1ea0944b9d68>](https://localhost:8080/#) in <module>()
----> 1 wt1 =  Wavetrend.run(df, 10, 21)

2 frames

[/usr/local/lib/python3.7/dist-packages/vectorbt/indicators/factory.py](https://localhost:8080/#) in run(cls, df, n1, n2, short_name, hide_params, hide_default, **kwargs)
     11 
     12 Each indicator is basically a pipeline that:
---> 13 
     14 * Accepts a list of input arrays (for example, OHLCV data)
     15 * Accepts a list of parameter arrays (for example, window size)

[/usr/local/lib/python3.7/dist-packages/vectorbt/indicators/factory.py](https://localhost:8080/#) in _run(cls, *args, **kwargs)
   2870                 param_settings=[_param_settings.get(n, {}) for n in param_names],
   2871                 in_output_settings=[_in_output_settings.get(n, {}) for n in in_output_names],
-> 2872                 **merge_dicts(pipeline_kwargs, kwargs)
   2873             )
   2874 

[/usr/local/lib/python3.7/dist-packages/vectorbt/indicators/factory.py](https://localhost:8080/#) in run_pipeline(num_ret_outputs, custom_func, require_input_shape, input_shape, input_index, input_columns, input_list, in_output_list, in_output_settings, broadcast_kwargs, param_list, param_product, param_settings, run_unique, silence_warnings, per_column, pass_col, keep_pd, to_2d, as_lists, pass_input_shape, pass_flex_2d, level_names, hide_levels, stacking_kwargs, return_raw, use_raw, wrapper_kwargs, seed, *args, **kwargs)
   1639         )
   1640         if input_index is None:
-> 1641             input_index = pd.RangeIndex(start=0, step=1, stop=input_shape[0])
   1642         if input_columns is None:
   1643             input_columns = pd.RangeIndex(start=0, step=1, stop=input_shape[1] if len(input_shape) > 1 else 1)

IndexError: tuple index out of range

[polakowo]

@rafalsza your df is not a DataFrame but a dictionary. Pass open, high, low, and close as separate arrays.

[rafalsza]

ohlc to dataframe?

def wavetrend(df, n1, n2):
  open = df.get('Open')
  high = df.get('High')
  low = df.get('Low')
  close = df.get('Close')
  ap = ta.hlc3(high,low,close)
  esa = ta.ema(ap, n1)
  d = ta.ema(abs(ap - esa), n1)
  ci = (ap - esa) / (0.015 * d)
  wt1 = ta.ema(ci, n2)
  return wt1

[polakowo]

Please read this: https://vectorbt.dev/api/indicators/factory/#inputs