Assertion Error - Pyalgotrade

I'm trying to use a technical indicator (Stochastic) but I'm getting an assertion error for this line :

self.__slow_stoch = stoch.StochasticOscillator(feed[instrument],self.__stoch, 3, self.__slow_d)

I'm using pyalgotrade to run a trading strategy in python. Any idea on how to fix this? I tried writting a Try/Exception for this error but with no luck...Any ideas are greatly appreciated!

from pyalgotrade import strategy
from pyalgotrade.tools import yahoofinance
import numpy as np
import pandas as pd
#Technical Analysis Libraries
from pyalgotrade import talibext
from pyalgotrade.talibext import indicator
from pyalgotrade.technical import ma
from pyalgotrade.technical import roc
from pyalgotrade.technical import rsi
from talib import MA_Type
from pyalgotrade.technical import stoch
import talib

class MyStrategy(strategy.BacktestingStrategy):
    def __init__(self, feed, instrument):
        super(MyStrategy, self).__init__(feed, 1000)
        self.__position = [] #None
        self.__instrument = instrument
        self.setUseAdjustedValues(True)
        self.__prices = feed[instrument].getPriceDataSeries()


        self.__stoch = stoch.StochasticOscillator(feed[instrument],5, dSMAPeriod=3, maxLen=1)
        self.__slow_d = ma.SMA(self.__stoch,3)
        self.__slow_stoch = stoch.StochasticOscillator(feed[instrument],self.__stoch, 3, self.__slow_d)


    def onEnterOk(self, position):
        execInfo = position.getEntryOrder().getExecutionInfo()
        self.info("BUY at $%.2f" % (execInfo.getPrice()))

    def onEnterCanceled(self, position):
        self.__position = None

    def onExitOk(self, position):
        execInfo = position.getExitOrder().getExecutionInfo()
        self.info("SELL at $%.2f" % (execInfo.getPrice()))
        self.__position = None

    def onExitCanceled(self, position):
        # If the exit was canceled, re-submit it.
        self.__position.exitMarket()

    def onBars(self, bars): #Verify data here

        bar = bars[self.__instrument]
        self.info("%s,%s" % (bar.getClose(),self.__slow_stoch[-1])  


def run_strategy(inst):
    # Load the yahoo feed from the CSV file

    feed = yahoofinance.build_feed([inst],2015,2016, ".") # feed = yahoofinance.build_feed([inst],2015,2016, ".")

    # Evaluate the strategy with the feed.
    myStrategy = MyStrategy(feed, inst)
    myStrategy.run()
    print "Final portfolio value: $%.2f" % myStrategy.getBroker().getEquity()


def main():
    instruments = ['ddd']
    for inst in instruments:
            run_strategy(inst)


if __name__ == '__main__':
        main()

Code:

    self.__stoch = stoch.StochasticOscillator(feed[instrument],5, dSMAPeriod=3, maxLen=1)
    slow_k = self.__stoch.getD()
    slow_d = ma.SMA(self.__stoch.getD(), 3)
    self.__slow_stoch = stoch.StochasticOscillator(feed[instrument],slow_k, dSMAPeriod=slow_d, maxLen=1)

Error Message:

Traceback (most recent call last):
  File "algov1.py", line 224, in <module>
    main()
  File "algov1.py", line 220, in main
    run_strategy(inst)
  File "algov1.py", line 212, in run_strategy
    myStrategy = MyStrategy(feed, inst)
  File "algov1.py", line 91, in __init__
    self.__slow_stoch = stoch.StochasticOscillator(feed[instrument],slow_k, dSMAPeriod=slow_d, maxLen=1)
  File "C:\Users\JDOG\Anaconda2\lib\site-packages\pyalgotrade\technical\stoch.py", line 90, in __init__
    technical.EventBasedFilter.__init__(self, barDataSeries, SOEventWindow(period, useAdjustedValues), maxLen)
  File "C:\Users\JDOG\Anaconda2\lib\site-packages\pyalgotrade\technical\stoch.py", line 55, in __init__
    technical.EventWindow.__init__(self, period, dtype=object)
  File "C:\Users\JDOG\Anaconda2\lib\site-packages\pyalgotrade\technical\__init__.py", line 41, in __init__
    assert(isinstance(windowSize, int))
AssertionError

This is class definition of StochasticOscillator.

class StochasticOscillator(technical.EventBasedFilter):

    def __init__(self, barDataSeries, period, dSMAPeriod=3, useAdjustedValues=False, maxLen=dataseries.DEFAULT_MAX_LEN):
        assert dSMAPeriod > 1, "dSMAPeriod must be > 1"
        assert isinstance(barDataSeries, bards.BarDataSeries), \
            "barDataSeries must be a dataseries.bards.BarDataSeries instance"

        technical.EventBasedFilter.__init__(self, barDataSeries, SOEventWindow(period, useAdjustedValues), maxLen)
        self.__d = ma.SMA(self, dSMAPeriod, maxLen)

period and dSMAPeriod both are fixed integer.

When call StochasticOscillator(), Python will call StochasticOscillator.__init__, create and pass in self automatically, and you pass in left parameters with right order and type.

Update:

See code, dSMAPeriod is used to calculate D%, which is SMA of K%. When dSMAPeriod is 1, D% equals K%. Since you really want to set dSMAPeriod to 1, you can pass in dSMAPeriod=2, then use stoch itself.