Length of names must match number of levels in MultiIndex.

[rafalsza]

Hi
Please help me with resolve problem of "Length of names must match number of levels in MultiIndex."

symbols = ["LTCUSDT", "BNBUSDT", "SOLUSDT"]

interval = '1h'
df = vbt.BinanceData.download(symbols,start='1 months ago UTC', interval=interval).concat()

# Ichimoku strategy
period = 14
price = df['Open']
conversionPeriod = 9
basePeriod = 26
laggingSpanPeriod = 52
displacement = 26
# inputs
conversionLine = vbt.pandas_ta('donchian').run(df['High'], df['Low'], conversionPeriod, conversionPeriod)
baseLine = vbt.pandas_ta('donchian').run(df['High'], df['Low'], basePeriod, basePeriod)
leadLine1 = (conversionLine.dcm.values + baseLine.dcm.values) / 2
leadLine1 = pd.DataFrame(leadLine1,columns=df['Close'].columns, index = df['Close'].index)
leadLine2 = vbt.pandas_ta('donchian').run(df['High'], df['Low'], laggingSpanPeriod, laggingSpanPeriod, 26)
hma1 = vbt.pandas_ta('hma').run(price, period)
hma2 = vbt.pandas_ta('hma').run(price, period, 1)
hma12 = vbt.pandas_ta('hma').run(price, 12)
hma26 = vbt.pandas_ta('hma').run(price, 26)
macd = hma12.hma.values - hma26.hma.values
aMACD = vbt.pandas_ta('hma').run(macd, 9)

# entries = hma1.hma_above(hma2.hma) & df['Close'] > hma2.hma & leadLine1 > leadLine2.dcm & macd > aMACD.hma
# exits = hma1.hma_below(hma2.hma) & df['Close'] < hma2.hma & leadLine1 < leadLine2.dcm & macd < aMACD.hma
entries = hma1.hma_above(hma2.hma) & hma2.hma_below(df['Close']) & leadLine2.dcm_below(leadLine1)



ValueError                                Traceback (most recent call last)

[<ipython-input-50-f88cbce8639b>](https://localhost:8080/#) in <module>()
      2 # entries = hma1.hma_above(hma2.hma) & df['Close'] > hma2.hma & leadLine1 > leadLine2.dcm & macd > aMACD.hma
      3 # exits = hma1.hma_below(hma2.hma) & df['Close'] < hma2.hma & leadLine1 < leadLine2.dcm & macd < aMACD.hma
----> 4 entries = hma1.hma_above(hma2.hma) & hma2.hma_below(df['Close']) & leadLine2.dcm_below(leadLine1)
      5 exits = hma1.hma_below(hma2.hma) & hma2.hma_above(df['Close'])
      6 vbt.settings.portfolio['fees'] = 0.00075

7 frames

[/usr/local/lib/python3.7/dist-packages/pandas/core/indexes/multi.py](https://localhost:8080/#) in _set_names(self, names, level, validate)
   1429             if level is None and len(names) != self.nlevels:
   1430                 raise ValueError(
-> 1431                     "Length of names must match number of levels in MultiIndex."
   1432                 )
   1433 

ValueError: Length of names must match number of levels in MultiIndex.

[polakowo]

Try this:

entries = hma1.hma_above(hma2.hma).vbt & hma2.hma_below(df['Close']).vbt & leadLine2.dcm_below(leadLine1)
exits = hma1.hma_below(hma2.hma).vbt & hma2.hma_above(df['Close'])

[rafalsza]

entries = hma1.hma_above(hma2.hma).vbt & hma2.hma_below(df['Close']).vbt & leadLine2.dcm_below(leadLine1)

the same error

[polakowo]

I need the entire stack trace of that exception.

[rafalsza]

ValueError                                Traceback (most recent call last)

[<ipython-input-111-89b37d40e370>](https://localhost:8080/#) in <module>()
      3 # exits = hma1.hma_below(hma2.hma) & df['Close'] < hma2.hma & leadLine1 < leadLine2.dcm & macd < aMACD.hma
      4 # entries = (hma1> hma2) & (df['Close'] > hma2) & (leadLine1>leadLine2) & (macd>aMACD)
----> 5 entries = hma1.hma_above(hma2.hma).vbt & hma2.hma_below(df['Close']).vbt & leadLine2.dcm_below(leadLine1)
      6 exits = (hma1<hma2) & (hma2>df['Close']) & (leadLine1<leadLine2) & (macd<aMACD)
      7 vbt.settings.portfolio['fees'] = 0.00075

7 frames

[/usr/local/lib/python3.7/dist-packages/pandas/core/ops/common.py](https://localhost:8080/#) in new_method(self, other)
     67         other = item_from_zerodim(other)
     68 
---> 69         return method(self, other)
     70 
     71     return new_method

[/usr/local/lib/python3.7/dist-packages/pandas/core/arraylike.py](https://localhost:8080/#) in __and__(self, other)
     60     @unpack_zerodim_and_defer("__and__")
     61     def __and__(self, other):
---> 62         return self._logical_method(other, operator.and_)
     63 
     64     @unpack_zerodim_and_defer("__rand__")

[/usr/local/lib/python3.7/dist-packages/pandas/core/frame.py](https://localhost:8080/#) in _arith_method(self, other, op)
   6856 
   6857     def _arith_method(self, other, op):
-> 6858         if ops.should_reindex_frame_op(self, other, op, 1, 1, None, None):
   6859             return ops.frame_arith_method_with_reindex(self, other, op)
   6860 

[/usr/local/lib/python3.7/dist-packages/pandas/core/ops/__init__.py](https://localhost:8080/#) in should_reindex_frame_op(left, right, op, axis, default_axis, fill_value, level)
    333         left_uniques = left.columns.unique()
    334         right_uniques = right.columns.unique()
--> 335         cols = left_uniques.intersection(right_uniques)
    336         if len(cols) and not (cols.equals(left_uniques) and cols.equals(right_uniques)):
    337             # TODO: is there a shortcut available when len(cols) == 0?

[/usr/local/lib/python3.7/dist-packages/pandas/core/indexes/base.py](https://localhost:8080/#) in intersection(self, other, sort)
   3094 
   3095         result = self._intersection(other, sort=sort)
-> 3096         return self._wrap_intersection_result(other, result)
   3097 
   3098     def _intersection(self, other: Index, sort=False):

[/usr/local/lib/python3.7/dist-packages/pandas/core/indexes/multi.py](https://localhost:8080/#) in _wrap_intersection_result(self, other, result)
   3602                 codes=[[]] * self.nlevels,
   3603                 names=result_names,
-> 3604                 verify_integrity=False,
   3605             )
   3606         else:

[/usr/local/lib/python3.7/dist-packages/pandas/core/indexes/multi.py](https://localhost:8080/#) in __new__(cls, levels, codes, sortorder, names, dtype, copy, name, verify_integrity)
    329         if names is not None:
    330             # handles name validation
--> 331             result._set_names(names)
    332 
    333         if sortorder is not None:

[/usr/local/lib/python3.7/dist-packages/pandas/core/indexes/multi.py](https://localhost:8080/#) in _set_names(self, names, level, validate)
   1429             if level is None and len(names) != self.nlevels:
   1430                 raise ValueError(
-> 1431                     "Length of names must match number of levels in MultiIndex."
   1432                 )
   1433 

ValueError: Length of names must match number of levels in MultiIndex.

[polakowo]

@rafalsza this stack trace doesn't tell me much as it hides 7 frames. As a temporary solution, you can perform all operations using NumPy, such as instead hma1.hma_above(hma2.hma) do hma1.hma.values > hma2.hma.values (both must have the same shape). You can then wrap the result using Pandas.