Hello, I am new to Lean, been doing a lot of research and trying to get my environment set up for developing an SPX index options strategy. I am NOT new to software development and am very comfortable with all the existing tools (python, docker, etc). 

Anyway, I am attempting to get a local development environment set up using Lean-CLI, Pycharm, Docker, as recommended in all the guides. I am developing on Windows 10. I got the project set up fine, I purchased and imported the data locally using Lean-CLI as recommended, and I am testing it out on this strategy (verbatim):

However, for the life of me I can't get the backtest to get a single bar of data. I have a debug statement on the first line of OnData and it never gets called. I checked to make sure the dates of the strategy line up with the dates of the data I purchased, and I made sure the data is properly downloaded in the respective folder. I really don't know what I am doing wrong here. I am not doing anything special, just followed all the instructions verbatim. Thank you for any help.