[Python] How to get implied volatility of a cap Quantlib Python

I have the following lists given:

- dates_3M starting at ql.Date(25,11,2019)
- rates_3M
- dates_ois starting at ql.Date(25,11,2019)
- rates_ois


And this is my code:

ref_date = ql.Date(25,11,2019)
ql.Settings.instance().evaluationDate = reference_date

calendar = ql.TARGET()
curve_ois = ql.ZeroCurve(dates_ois, rates_ois, ql.Actual360(), calendar, ql.Linear(), ql.Compounded, ql.Annual)
curve_ois_handle = ql.YieldTermStructureHandle(curve_ois)
curve_3M = ql.ZeroCurve(dates_3M, rates_3M, ql.Actual360(), calendar, ql.Linear(), ql.Compounded, ql.Annual)
curve_3M_handle = ql.YieldTermStructureHandle(curve_3M)

startDate = ref_date + 2
endDate = calendar.advance(startdate, ql.Period('72M')
schedule = ql.Schedule(startDate, endDate, ql.Period(ql.Quarterly), calendar, ql.ModifiedFollowing, ql.ModifiedFollowing, ql.DateGeneration.Forward, False)
nom = 1000000
capRate = 0.03

cap = ql.Cap(ql.IborLeg([nominal], schedule, ql.Euribor3M(curve_3M_handle)), [capRate])
vola = ql.QuoteHandle(ql.SimpleQuote(0.003064))
engine = ql.BachelierCapFloorEngine(curve_ois_handle, vola)
cap.setPricingEngine(engine)
cap_npv = cap.NPV()


Now I would like to compute the implied vola by using

cap.impliedVolatility(cap_npv, curve_ois_handle, vola)


where the last argument is supposed to be the initial guess. help(cap) tells me that this should work, however I am getting the error "Wrong number or type of arguments for overloaded function 'CapFloor_impliedVolatility'". It seems the first argument has to be a real (which is correct in my case), the second one a YieldTermStructure Handle, which is also correct in my case and the 3rd argument should be of type Volatility. However, that is not a type. All the other arguments seem to be optional.

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