Eu tentei importar dados do yahoo finance via panda e depois convertê-los em matrizes via .as_matrix (); depois, ao inserir os dados no classifer para treinar, isso me dá um erro.

ValueError: Found array with dim 4. Estimator expected <= 2.

Este abaixo é o meu código:

from sklearn import tree
import pandas as pd
import pandas_datareader.data as web

df = web.DataReader('goog', 'yahoo', start='2012-5-1', end='2016-5-20')

close_price = df[['Close']]

ma_50 = (pd.rolling_mean(close_price, window=50))
ma_100 = (pd.rolling_mean(close_price, window=100))
ma_200 = (pd.rolling_mean(close_price, window=200))

#adding buys and sell based on the values
df['B/S']= (df['Close'].diff() < 0).astype(int)
close_buy = df[['Close']+['B/S']]
closing = df[['Close']].as_matrix()
buy_sell = df[['B/S']]


close_buy = pd.DataFrame.dropna(close_buy, 0, 'any')
ma_50 = pd.DataFrame.dropna(ma_50, 0, 'any')
ma_100 = pd.DataFrame.dropna(ma_100, 0, 'any')
ma_200 = pd.DataFrame.dropna(ma_200, 0, 'any')

close_buy = (df.loc['2013-02-15':'2016-05-21']).as_matrix()
ma_50 = (df.loc['2013-02-15':'2016-05-21']).as_matrix()
ma_100 = (df.loc['2013-02-15':'2016-05-21']).as_matrix()
ma_200 = (df.loc['2013-02-15':'2016-05-21']).as_matrix()
buy_sell = (df.loc['2013-02-15':'2016-05-21']).as_matrix

print(ma_100)
clf = tree.DecisionTreeClassifier()
x = [[close_buy,ma_50,ma_100,ma_200]]
y = [buy_sell]

clf.fit(x,y)