text: Title: Getting a KeyError when using IndicatorFactory.run()
  Body: Hello, I am trying to play around with some simple strategies to learn about the library, so I started with this :
   ```import vectorbt as vbt
  import numpy as np
  import pandas as pd 
  import pytz  import talib 
  
  data = vbt.BinanceData.download('ETHUSDT', 
                                  start = datetime.datetime(2017, 1, 2,tzinfo=pytz.timezone('UTC')), 
                                  end = datetime.datetime(2018, 1, 1, tzinfo=pytz.timezone('UTC'))).get(['Close'])
  
  def dummy_strat(Close, fast_ema, slow_ema):
      ema1 = vbt.talib('EMA').run(Close, fast_ema).real.to_numpy()
      ema2 = vbt.talib('EMA').run(Close, slow_ema).real.to_numpy()
      stoch_rsi = vbt.talib('STOCHRSI').run(Close).fastk.to_numpy() 
      entries = (ema1 >ema2) & (stoch_rsi <80)
      exits = (ema1 <ema2)  & (stoch_rsi > 20)
      #print(help(ema1))
      return entries, exits
  
  
  DummyStrat = vbt.IndicatorFactory(
                  class_name= 'TrueStrat',
                  short_name = 'TS',
                  input_names = ["Close"] ,
                  param_names = ["fast_ema", "slow_ema"],
                  output_names= ["entries", _"exits"]
              ).from_apply_func(dummy_strat )
   ```
  
  When I run
  ```
  fast_ema = 10
  slow_ema = 20
  entries, exits = true_strat(data, fast_ema, slow_ema)
  pf = vbt.Portfolio.from_signals(data, entries, exits, freq = '1H')
  returns = pf.total_return()
  ```
  it works as expected. But when I try this : 
  `entries, exits = TrueStrat.run(data, 
                                 fast_ema = np.arange(10, 50),
                                 slow_ema = np.arange(30, 100),
                                 param_product = True)`
  
  I get a `KeyError: 0`
  Can someone please help me and explain to me what I'm doing wrong?
  Thanks