Getting a KeyError when using IndicatorFactory.run()

[myiroslav]

Hello, I am trying to play around with some simple strategies to learn about the library, so I started with this :

import numpy as np
import pandas as pd 
import pytz  import talib 

data = vbt.BinanceData.download('ETHUSDT', 
                               start = datetime.datetime(2017, 1, 2,tzinfo=pytz.timezone('UTC')), 
                               end = datetime.datetime(2018, 1, 1, tzinfo=pytz.timezone('UTC'))).get(['Close'])

def dummy_strat(Close, fast_ema, slow_ema):
   ema1 = vbt.talib('EMA').run(Close, fast_ema).real.to_numpy()
   ema2 = vbt.talib('EMA').run(Close, slow_ema).real.to_numpy()
   stoch_rsi = vbt.talib('STOCHRSI').run(Close).fastk.to_numpy() 
   entries = (ema1 >ema2) & (stoch_rsi <80)
   exits = (ema1 <ema2)  & (stoch_rsi > 20)
   #print(help(ema1))
   return entries, exits


DummyStrat = vbt.IndicatorFactory(
               class_name= 'TrueStrat',
               short_name = 'TS',
               input_names = ["Close"] ,
               param_names = ["fast_ema", "slow_ema"],
               output_names= ["entries", _"exits"]
           ).from_apply_func(dummy_strat )

When I run

fast_ema = 10
slow_ema = 20
entries, exits = true_strat(data, fast_ema, slow_ema)
pf = vbt.Portfolio.from_signals(data, entries, exits, freq = '1H')
returns = pf.total_return()

it works as expected. But when I try this : entries, exits = TrueStrat.run(data, fast_ema = np.arange(10, 50), slow_ema = np.arange(30, 100), param_product = True)

I get a KeyError: 0 Can someone please help me and explain to me what I'm doing wrong? Thanks

[polakowo]

TrueStrat.run returns an indicator instance, not arrays.