Python Package bt: Bool index error
class SelectWhere(bt.Algo): def __init__(self, signal): self.signal = signal def __call__(self, target): # get signal on target.now if target.now in self.signal.index: sig = self.signal.loc[target.now] # get indices where true as list selected = list(sig.index[sig]) # save in temp - this will be used by the weighing algo target.temp['selected'] = selected # return True because we want to keep on moving down the stack return True
Which gives the error:
AttributeError: 'numpy.bool_' object has no attribute 'index'
Which looks like it is relating to the following line:
selected = list(sig.index[sig])
Now I'm just wondering how this is meant to work, as the whole purpose of creating this list is to have a True/False indicator iterated across a data set depending on the rule of the strategy - but such a data type cannot have an index?