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I'm trying to implement the stochastic indicator in TA-Lib but I'm getting the error above. The error is on the last line. Please see code below:

import pandas_datareader as pdr
import datetime 
import pandas as pd
import numpy as np
import talib as ta

#Download Data
aapl = pdr.get_data_yahoo('AAPL', start=datetime.datetime(2006, 10, 1), end=datetime.datetime(2012, 1, 1))

#Saves Data as CSV on desktop
aapl.to_csv('C:\\Users\\JDOG\\Desktop\\aapl_ohlc.csv', encoding='utf-8')

#Save to dataframe
df = pd.read_csv('C:\\Users\JDOG\\Desktop\\aapl_ohlc.csv', header=0, index_col='Date', parse_dates=True)

#Initialize the `signals` DataFrame with the `signal` column
signals = pd.DataFrame(index=aapl.index)
signals['signal'] = 0.0

#Create slow stochastics //**Broken**
signals['Slow Stochastics'] = ta.STOCH(aapl.High.values,aapl.Low.values,aapl.Close.values,fastk_period=5,slowk_period=3,slowk_matype=0,slowd_period=3,slowd_matype=0)
RageAgainstheMachine
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1 Answers1

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Your error is that the STOCH function returns a tuple and you are trying to add a tuple value to your dataframe. Try this:

thirtyyear['StochSlowk'],thirtyyear['StochSlowD'] = ta.STOCH(thirtyyear['High'].values, thirtyyear['Low'].values, thirtyyear['Close'].values, fastk_period=5, slowk_period=3, slowk_matype=0, slowd_period=3, slowd_matype=0)
Juan I Marquez
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