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Can anyone help me with a lasso regression?

ValueError: Found arrays with inconsistent numbers of samples: [ 1 939257]

I keep getting the above error even though I've changed both the dataframes to numpy arrays. Can anyone help me please?

I'm trying to use a lasso regression to find the coefficient that best descibres a stock price 30 days into the future.

While I'm at it, why is it that I can't seem to zscore() non-winsorized data?

Also, how does the zscore function work here on Quantopian? I understand how it works mathematically, but is the mean calculated over time or?

Thank you very much!