The format of the interval() function is as follows:
interval(confidence, df, loc=0, scale=1)
There is no 'alpha' argument in the function. The 'confidence' argument is used as the first positional argument instead of 'alpha'. So, to compute 95% confidence interval, just put 0.95 as the first argument and it should work.
Here is the modified code:
>>> a=[10,12,5,8,19]
>>> st.t.interval(0.95, len(a)-1, loc=np.mean(a), scale=st.sem(a))
(4.265024352083662, 17.334975647916337)