Credit: Code from https://github.com/jeffheaton/t81_558_deep_learning 

try:
    %tensorflow_version 2.x
    COLAB = True
    print("Note: using Google CoLab")
except:
    print("Note: not using Google CoLab")
    COLAB = False

Note: using Google CoLab

# 

x = [
    [32],
    [41],
    [39],
    [20],
    [15]
]

y = [
    1,
    -1,
    0,
    -1,
    1
]

print(x)
print(y)

[[32], [41], [39], [20], [15]]
[1, -1, 0, -1, 1]

from IPython.display import display, HTML
import pandas as pd
import numpy as np

x = np.array(x)
print(x[:,0])


df = pd.DataFrame({'x':x[:,0], 'y':y})
display(df)

[32 41 39 20 15]
x y
0 32 1
1 41 -1
2 39 0
3 20 -1
4 15 1 
x = [
    [32,1383],
    [41,2928],
    [39,8823],
    [20,1252],
    [15,1532]
]

y = [
    1,
    -1,
    0,
    -1,
    1
]

print(x)
print(y)

[[32, 1383], [41, 2928], [39, 8823], [20, 1252], [15, 1532]]
[1, -1, 0, -1, 1]

from IPython.display import display, HTML
import pandas as pd
import numpy as np

x = np.array(x)
print(x[:,0])


df = pd.DataFrame({'price':x[:,0], 'volume':x[:,1], 'y':y})
display(df)

[32 41 39 20 15]
price volume y
0 32 1383 1
1 41 2928 -1
2 39 8823 0
3 20 1252 -1
4 15 1532 1 
x = [
    [[32,1383],[41,2928],[39,8823],[20,1252],[15,1532]],
    [[35,8272],[32,1383],[41,2928],[39,8823],[20,1252]],
    [[37,2738],[35,8272],[32,1383],[41,2928],[39,8823]],
    [[34,2845],[37,2738],[35,8272],[32,1383],[41,2928]],
    [[32,2345],[34,2845],[37,2738],[35,8272],[32,1383]],
]

y = [
    1,
    -1,
    0,
    -1,
    1
]

print(x)
print(y)

[[[32, 1383], [41, 2928], [39, 8823], [20, 1252], [15, 1532]], [[35, 8272], [32, 1383], [41, 2928], [39, 8823], [20, 1252]], [[37, 2738], [35, 8272], [32, 1383], [41, 2928], [39, 8823]], [[34, 2845], [37, 2738], [35, 8272], [32, 1383], [41, 2928]], [[32, 2345], [34, 2845], [37, 2738], [35, 8272], [32, 1383]]]
[1, -1, 0, -1, 1]

Even if there is only one feature (price), the 3rd dimension must be used:

x = [
    [[32],[41],[39],[20],[15]],
    [[35],[32],[41],[39],[20]],
    [[37],[35],[32],[41],[39]],
    [[34],[37],[35],[32],[41]],
    [[32],[34],[37],[35],[32]],
]

y = [
    1,
    -1,
    0,
    -1,
    1
]

print(x)
print(y)

[[[32], [41], [39], [20], [15]], [[35], [32], [41], [39], [20]], [[37], [35], [32], [41], [39]], [[34], [37], [35], [32], [41]], [[32], [34], [37], [35], [32]]]
[1, -1, 0, -1, 1]