Would this error be due to a data problem or a code problem?

 

I cant seem to attatch a backtest here is the code snippet

class SupportAndResistance(QCAlgorithm): UnderlyingTicker = 'SPY' openingBar = None; def Initialize(self): self.SetStartDate(2020, 1, 1) self.SetEndDate(2020,1,31) self.SetCash(100000) self.SetWarmUp(timedelta(7)) # Warm up 7 days of data. equity = self.AddEquity(self.UnderlyingTicker, Resolution.Minute) equity.SetDataNormalizationMode(DataNormalizationMode.Raw) option = self.AddOption(self.UnderlyingTicker) self.Consolidate(self.UnderlyingTicker, timedelta(1), self.OnDataConsolidated) self.option_symbol = option.Symbol # set our strike/expiry filter for this option chain option.SetFilter(lambda u: u.IncludeWeeklys().Strikes(0, 10).Expiration(timedelta(0), timedelta(7))) # option.SetFilter(lambda u: (u.Strikes(-2, +2) # # Expiration method accepts TimeSpan objects or integer for days. # # The following statements yield the same filtering criteria # .Expiration(0, 180))) # #.Expiration(TimeSpan.Zero, TimeSpan.FromDays(180)))) # self.Schedule.On(self.DateRules.EveryDay(self.UnderlyingTicker), self.TimeRules.At(13, 30), self.ClosePositions) # use the underlying equity as the benchmark self.SetBenchmark(equity.Symbol) def OnData(self,slice): if self.openingBar == None: return if not self.Portfolio.Invested: chain = slice.OptionChains.GetValue(self.option_symbol) if chain is None: return contracts_put = sorted(sorted(sorted(chain, \ key = lambda x: abs(chain.Underlying.Price - x.Strike)), \ key = lambda x: x.Expiry, reverse=False), \ key = lambda x: x.Right, reverse=True) contracts_call = sorted(sorted(sorted(chain, \ key = lambda x: abs(chain.Underlying.Price - x.Strike)), \ key = lambda x: x.Expiry, reverse=False), \ key = lambda x: x.Right, reverse=False) if len(contracts_put) == 0: return self.symbol_put = contracts_put[0].Symbol if len(contracts_call) == 0: return self.symbol_call = contracts_call[0].Symbol if slice[self.UnderlyingTicker].Close >= (self.openingBar.High - .10): self.MarketOrder(self.symbol_put, 10) if self.Portfolio.Invested: option_invested = [x.Key.Value for x in self.Portfolio if x.Value.Invested and x.Value.Type==SecurityType.Option] # Print to log for contract in option_invested: self.c = contract quantity = self.Portfolio[contract].Quantity lastPrice = self.Securities[contract].Price if self.Securities[contract].BidPrice > (self.Securities[contract].Holdings.AveragePrice + .10): self.Debug('Here') self.Liquidate(contract) self.openingBar = None if self.Securities[contract].Holdings.AveragePrice < self.Securities[contract].BidPrice - .20: self.Debug('Here') self.Liquidate(contract) self.openingBar = None def OnOrderEvent(self, orderEvent): self.Log(str(orderEvent)) def OnDataConsolidated(self, bar): self.openingBar = bar