original forms of data issue

[Liu-200106]

I use 32 columns of dummy variable to indicate industry, and concat with 10 factors I've got from the model. I use SecuCode and TradingDay as multiindex.

However during the training it keeps erroring like this:
in calc_factor_ret
cap_w = stock_cap.values @ X[:, slc]
~~~~~~~~~~~~~~~~~^~~~~~~~~~~
ValueError: matmul: Input operand 1 has a mismatch in its core dimension 0, with gufunc signature (n?,k),(k,m?)->(n?,m?) (size 3461 is different from 1)

If i fix this by adding a .T to stock_cap, there will still be other errors. I guess it's because the forms of data we use are different. Could you please share me with your data's form?