import vectorbt as vbt
import datetime
import numpy as np

end_date = datetime.datetime.now()
start_date = end_date - datetime.timedelta(days=3)

btc_price = vbt.YFData.download('BTC-USD',
                                interval='1m',
                                start=start_date,
                                end=end_date).get('Close')


btc_price = btc_price.to_frame("BTC-USD")
rsi = vbt.RSI.run(btc_price,window=14)
entry = rsi.rsi_crossed_below(30)
exits = rsi.rsi_crossed_above(70)
pf = vbt.Portfolio.from_signals(btc_price,entry,exits,sl_stop=np.arange(0.001,0.005,step=0.0005),tp_stop=np.arange(0.001,0.005,step=0.0005))
data = pf.trades.win_rate()
data.index = data.index.rename("Symbol", level=-1)
fig = pf.plot(subplots=[
        "orders",
        "trade_pnl"
    ], column=data.idxmax())
fig.show()

rsi_window  Symbol 
14          BTC-USD    0.585859
            BTC-USD    0.619565
            BTC-USD    0.651685
            BTC-USD    0.666667
            BTC-USD    0.662651
            BTC-USD    0.654321
            BTC-USD    0.654321
            BTC-USD    0.662500
Name: win_rate, dtype: float64

C:\Users\Ccchinh\OneDrive\Bitcoin\bug.py:22: UserWarning:

Subplot 'orders' raised an exception

Traceback (most recent call last):
  File "C:\Users\Ccchinh\OneDrive\Bitcoin\bug.py", line 22, in <module>
    fig = pf.plot(subplots=[
  File "C:\Users\Ccchinh\AppData\Local\Programs\Python\Python310\lib\site-packages\vectorbt\generic\plots_builder.py", line 604, in plots
    raise e
  File "C:\Users\Ccchinh\AppData\Local\Programs\Python\Python310\lib\site-packages\vectorbt\generic\plots_builder.py", line 589, in plots
    plot_func(**final_kwargs)
  File "C:\Users\Ccchinh\AppData\Local\Programs\Python\Python310\lib\site-packages\vectorbt\portfolio\orders.py", line 385, in plot
    self_col = self.select_one(column=column, group_by=False)
  File "C:\Users\Ccchinh\AppData\Local\Programs\Python\Python310\lib\site-packages\vectorbt\base\array_wrapper.py", line 787, in select_one
    return _check_out_dim(_self[column])
  File "C:\Users\Ccchinh\AppData\Local\Programs\Python\Python310\lib\site-packages\vectorbt\base\array_wrapper.py", line 765, in _check_out_dim
    raise TypeError("Could not select one column: multiple columns returned")
TypeError: Could not select one column: multiple columns returned

Process finished with exit code 1