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---------------------------------------------------------------------IndexingError Traceback (most recent call last)Cell In[9], line 8 5 X_train=X.loc[pd.IndexSlice[:,'2008-01-01':'2017-12-31'],:] 6 X_test=X.loc[pd.IndexSlice[:,'2018-01-01':'2022-12-31'],:]----> 8 y_train=y.loc[pd.IndexSlice[:,'2008-01-01':'2017-12-31'],:] 9 y_train=y.loc[pd.IndexSlice[:,'2018-01-01':'2017-12-31'],:]File ~/anaconda3/lib/python3.11/site-packages/pandas/core/indexing.py:1067, in _LocationIndexer.__getitem__(self, key) 1065 if self._is_scalar_access(key): 1066 return self.obj._get_value(*key, takeable=self._takeable)-> 1067 return self._getitem_tuple(key) 1068 else: 1069 # we by definition only have the 0th axis 1070 axis = self.axis or 0File ~/anaconda3/lib/python3.11/site-packages/pandas/core/indexing.py:1250, in _LocIndexer._getitem_tuple(self, tup) 1247 return self._getitem_lowerdim(tup) 1249 # no multi-index, so validate all of the indexers-> 1250 tup = self._validate_tuple_indexer(tup) 1252 # ugly hack for GH #836 1253 if self._multi_take_opportunity(tup):File ~/anaconda3/lib/python3.11/site-packages/pandas/core/indexing.py:869, in _LocationIndexer._validate_tuple_indexer(self, key) 864 @final 865 def _validate_tuple_indexer(self, key: tuple) -> tuple: 866 """ 867 Check the key for valid keys across my indexer. 868 """--> 869 key = self._validate_key_length(key) 870 key = self._expand_ellipsis(key) 871 for i, k in enumerate(key):File ~/anaconda3/lib/python3.11/site-packages/pandas/core/indexing.py:908, in _LocationIndexer._validate_key_length(self, key) 906 raise IndexingError(_one_ellipsis_message) 907 return self._validate_key_length(key)--> 908 raise IndexingError("Too many indexers") 909 return keyIndexingError: Too many indexers[ ]:

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---------------------------------------------------------------------IndexingError Traceback (most recent call last)Cell In[9], line 8 5 X_train=X.loc[pd.IndexSlice[:,'2008-01-01':'2017-12-31'],:] 6 X_test=X.loc[pd.IndexSlice[:,'2018-01-01':'2022-12-31'],:]----> 8 y_train=y.loc[pd.IndexSlice[:,'2008-01-01':'2017-12-31'],:] 9 y_train=y.loc[pd.IndexSlice[:,'2018-01-01':'2017-12-31'],:]File ~/anaconda3/lib/python3.11/site-packages/pandas/core/indexing.py:1067, in _LocationIndexer.getitem(self, key) 1065 if self._is_scalar_access(key): 1066 return self.obj._get_value(*key, takeable=self._takeable)-> 1067 return self._getitem_tuple(key) 1068 else: 1069 # we by definition only have the 0th axis 1070 axis = self.axis or 0File ~/anaconda3/lib/python3.11/site-packages/pandas/core/indexing.py:1250, in _LocIndexer._getitem_tuple(self, tup) 1247 return self._getitem_lowerdim(tup) 1249 # no multi-index, so validate all of the indexers-> 1250 tup = self._validate_tuple_indexer(tup) 1252 # ugly hack for GH #836 1253 if self._multi_take_opportunity(tup):File ~/anaconda3/lib/python3.11/site-packages/pandas/core/indexing.py:869, in _LocationIndexer._validate_tuple_indexer(self, key) 864 @final 865 def _validate_tuple_indexer(self, key: tuple) -> tuple: 866 """ 867 Check the key for valid keys across my indexer. 868 """--> 869 key = self._validate_key_length(key) 870 key = self._expand_ellipsis(key) 871 for i, k in enumerate(key):File ~/anaconda3/lib/python3.11/site-packages/pandas/core/indexing.py:908, in _LocationIndexer._validate_key_length(self, key) 906 raise IndexingError(_one_ellipsis_message) 907 return self._validate_key_length(key)--> 908 raise IndexingError("Too many indexers") 909 return keyIndexingError: Too many indexers[ ]:

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---------------------------------------------------------------------------IndexingError Traceback (most recent call last)Cell In[6], line 2 1 # The object X contains all the columns of db except the last ----> 2 X=db.iloc[:,0:,-1] 4 # This is the lnie if we want returns above the median 5 y=db['fut_ret']>db.groupby('date')['fut_ret'].transform('median')File ~/anaconda3/lib/python3.11/site-packages/pandas/core/indexing.py:1067, in _LocationIndexer.__getitem__(self, key) 1065 if self._is_scalar_access(key): 1066 return self.obj._get_value(*key, takeable=self._takeable)-> 1067 return self._getitem_tuple(key) 1068 else: 1069 # we by definition only have the 0th axis 1070 axis = self.axis or 0File ~/anaconda3/lib/python3.11/site-packages/pandas/core/indexing.py:1563, in _iLocIndexer._getitem_tuple(self, tup) 1561 def _getitem_tuple(self, tup: tuple):-> 1563 tup = self._validate_tuple_indexer(tup) 1564 with suppress(IndexingError): 1565 return self._getitem_lowerdim(tup)File ~/anaconda3/lib/python3.11/site-packages/pandas/core/indexing.py:869, in _LocationIndexer._validate_tuple_indexer(self, key) 864 @final 865 def _validate_tuple_indexer(self, key: tuple) -> tuple: 866 """ 867 Check the key for valid keys across my indexer. 868 """--> 869 key = self._validate_key_length(key) 870 key = self._expand_ellipsis(key) 871 for i, k in enumerate(key):File ~/anaconda3/lib/python3.11/site-packages/pandas/core/indexing.py:908, in _LocationIndexer._validate_key_length(self, key) 906 raise IndexingError(_one_ellipsis_message) 907 return self._validate_key_length(key)--> 908 raise IndexingError("Too many indexers") 909 return keyIndexingError: Too many indexers

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# Split the sample along the time dimension:# * Data from 2008 to 2017 will be used for training # * Data from 2018 to 2022 will be used for testingX_train=X.loc[pd.IndexSlice[:,'2008-01-01':'2017-12-31'],:]X_test=X.loc[pd.IndexSlice[:,'2018-01-01':'2022-12-31'],:]y_train=y.loc[pd.IndexSlice[:,'2008-01-01':'2017-12-31'],:]y_train=y.loc[pd.IndexSlice[:,'2018-01-01':'2017-12-31'],:]

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