Issue with Running Copy Congress Trades in Live Mode

from datetime import timedelta
from AlgorithmImports import *

class LeveragedCopyCongressAlgorithm(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2020, 1, 1)
        self.set_cash(100000)
        self._universe = self.add_universe(
            self.coarse_selection_function,
            self.fine_selection_function
        )
        spy = Symbol.create('SPY', SecurityType.EQUITY, Market.USA)
        self.schedule.on(self.date_rules.week_start(spy), self.time_rules.after_market_open(spy, 30), self._trade)

    def coarse_selection_function(self, coarse):
        return [c.symbol for c in coarse if c.has_fundamental_data]

    def fine_selection_function(self, fine):
        return [f.symbol for f in fine if f.some_criteria]  # Adjust criteria as needed

    def _trade(self):
        symbols = list(self._universe.selected)
        if len(symbols) == 0:
            return
        inv_volatility_by_symbol = 1 / self.history(symbols, timedelta(days=180), Resolution.DAILY)['close'].unstack(0).pct_change().iloc[1:].std()
        targets = [
            PortfolioTarget(symbol, min(0.1, 1.5 * (inv_volatility_by_symbol[symbol] / inv_volatility_by_symbol.sum())))
            for symbol in symbols
            if symbol in inv_volatility_by_symbol
        ]
        self.set_holdings(targets)

Sources: Copying Congress Trades, Debugging - QuantConnect.com, Scheduled Queuing Algorithm