I have this dataset:
df =
date open high low close volume tic day
0 2009-11-18 170.10 170.20 158.00 158.20 2730000.0 GRAE 2
1 2009-11-18 63.02 63.69 62.12 62.49 59540.0 SGBD 2
2 2009-11-18 50.23 50.81 50.05 50.47 3310000.0 SQPH 2
3 2009-11-19 158.10 167.90 152.00 164.00 1630000.0 GRAE 3
4 2009-11-19 62.21 63.47 61.89 62.09 69320.0 SGBD 3
While using the feature extractor block from here
https://github.com/AI4Finance-Foundation/FinRL/blob/master/Stock_NeurIPS2018_SB3.ipynb
fe = FeatureEngineer(
use_technical_indicator=True,
tech_indicator_list = INDICATORS,
use_vix=True,
use_turbulence=True,
user_defined_feature = False)
processed = fe.preprocess_data(df)
I get this error: KeyError: "None of [Index(['tic', 'date', 'macd'], dtype='object')] are in the [columns]"
I am not understanding how to solve this.