Multi timeframe; Multi alphas; Multi symbol model

Based on the provided code, it seems that the alpha_1_day and alpha_1_week classes are not generating any insights, which could be the reason why no trades are being made. In the Update method, an empty insights list is created and returned, but no insights are added to this list.

In the Update method, you have a condition that checks if the close price of the bar is greater than a certain level. If it is, you print a debug message but no insight is generated. If you want to generate a buy or sell signal based on this condition, you should create an insight and add it to the insights list. Here is an example of how you can do this:

if bar.Close > symbol_info['level']:
    algorithm.Debug(symbol)
    insights.append(Insight.Price(symbol, timedelta(minutes = 15), InsightDirection.Up))
elif bar.Close <= symbol_info['level']:
    insights.append(Insight.Price(symbol, timedelta(minutes = 15), InsightDirection.Flat))

Also, in the OnSecuritiesChanged method, you are scheduling the SetLevel and LiquidatePositions methods to be called at certain times. However, these methods do not seem to be implemented in the provided code. You should ensure that these methods are implemented and are performing the desired actions.

Lastly, you are using the SubscriptionManager.AddConsolidator method to add a consolidator for each security. However, it seems that you are not removing the consolidator when the security is removed. You should ensure to remove the consolidator when the security is no longer in the universe. You can do this in the OnSecuritiesChanged method when handling changes.RemovedSecurities.

Please note that these are just suggestions based on the provided code and the actual implementation may vary based on your specific requirements.