I run into a index error when running stock_keras.ipynb first cell.

[louis78100]

When I run the first cell of the notebook stock_keras.ipynb, i got the following error. This is appearing after doing all the labels for every technical indicators except the IBR.

Here is the context :
running stock_cnn.py ['./train.py', 'WMT', 'original']
../stock_history/WMT
../outputs/fresh_rolling_train
../stock_history/WMT/WMT.csv
1 ) 28-07-2020 16_40_55 MainThread INFO\ Initialized logging at path ../outputs/fresh_rolling_train/logs/log_WMT_original_fresh_rolling_train_28-07-2020_16_40_55.log
Tensorflow devices
path to company data: ../stock_history/WMT/WMT.csv
2 ) 28-07-2020 16_40_55 MainThread DEBUG\ Data for WMT ready to use
3 ) 28-07-2020 16_40_55 MainThread DEBUG\ Technical indicators already calculated. Loading...
4 ) 28-07-2020 16_40_55 MainThread DEBUG\ Dropped 26 nan rows before label calculation
5 ) 28-07-2020 16_40_55 MainThread DEBUG\ creating label with original paper strategy
Calculating labels
HBox(children=(IntProgress(value=0, max=5007), HTML(value='')))

IndexError Traceback (most recent call last)
~/Downloads/stock_cnn_blog_pub-master/src/train.py in
71
72 start_time = time.time()
---> 73 data_gen = DataGenerator(company_code, PATH_TO_COMPANY_DATA, OUTPUT_PATH, strategy_type, False, logger)
74 # exit here, since training is done with stock_keras.ipynb.
75 # comment sys.exit() if you want to try out rolling window training.

~/Downloads/stock_cnn_blog_pub-master/src/data_generator.py in init(self, company_code, data_path, output_path, strategy_type, update, logger)
40 self.update = update
41 self.download_stock_data()
---> 42 self.df = self.create_features()
43 self.feat_idx = self.feature_selection()
44 self.one_hot_enc = OneHotEncoder(sparse=False, categories='auto')

~/Downloads/stock_cnn_blog_pub-master/src/data_generator.py in create_features(self)
266 short = self.strategy_type.split('')[0]
267 long = self.strategy_type.split('')[1]
--> 268 df['labels'] = self.create_label_short_long_ma_crossover(df, 'close', short, long)
269 else:
270 df['labels'] = self.create_labels(df, 'close')

~/Downloads/stock_cnn_blog_pub-master/src/data_generator.py in create_labels(self, df, col_name, window_size)
142
143 labels[window_middle] = 1
--> 144 else:
145
146 labels[window_middle] = 2

IndexError: only integers, slices (:), ellipsis (...), numpy.newaxis (None) and integer or boolean arrays are valid indices

[catalinmut]

In your while loop, window_middle is divided by 2 and it becomes a float.
Cast it back as an integer or you can try to use int(window_middle) instead of window_middle