Here is the part of the code that is specifying the backtest. I already have a ‘Signal’ column in another dataframe ‘data’, but that isnt the problem here.

temp = yf.download(
    symb,
    interval=interval,
    period=period
    )
temp.reset_index(inplace=True)
print(temp.columns)


class MyStrategy(Strategy):
    stop_factor = 0.02  # stop loss factor
    take_profit_factor = 0.04  # take profit factor for 1:2 risk-reward ratio

    def init(self):
        # Set up signals
        self.signal = self.data['signals']

    def next(self):
        # If the signal is a buy, we want to buy
        if self.signal == 1:
            self.buy(size=1, stop=self.data.close[-1] * (1 - self.stop_factor), takeprofit=self.data.close[-1] * (1 + self.take_profit_factor))
        # If the signal is a sell, we want to sell
        elif self.signal == -1:
            self.sell(size=1, stop=self.data.close[-1] * (1 + self.stop_factor), takeprofit=self.data.close[-1] * (1 - self.take_profit_factor))

# Backtest setup

bt = Backtest(temp, MyStrategy, cash=10000, commission=0.002)
stats = bt.run()

# Print the backtest results
print(stats) 

I have tried to change the index to a new ‘Candle_No’ column and tried to reset the index but nothing has worked.

This is the error that actually shows up:

---------------------------------------------------------------------------
ValueError                                Traceback (most recent call last)
/usr/local/lib/python3.10/dist-packages/pandas/core/indexes/multi.py in _convert_can_do_setop(self, other)
   3853                 try:
-> 3854                     other = MultiIndex.from_tuples(other, names=self.names)
   3855                 except (ValueError, TypeError) as err:

8 frames
ValueError: Length of names must match number of levels in MultiIndex.

The above exception was the direct cause of the following exception:

TypeError                                 Traceback (most recent call last)
/usr/local/lib/python3.10/dist-packages/pandas/core/indexes/multi.py in _convert_can_do_setop(self, other)
   3856                     # ValueError raised by tuples_to_object_array if we
   3857                     #  have non-object dtype
-> 3858                     raise TypeError(msg) from err
   3859         else:
   3860             result_names = get_unanimous_names(self, other)

TypeError: other must be a MultiIndex or a list of tuples