I have attempted to run the code from the URL below. I have included the code from the URL only. 

I seem unable to get this to run.I updated the CBOE Equity Put and Call Ratio to https://cdn.cboe.com/resources/options/volume_and_call_put_ratios/equitypcarchive.csv as the old one was not working. 

I also commented out i.MarketCap = float(i.EarningReports.BasicAverageShares.ThreeMonths * (i.EarningReports.BasicEPS.TwelveMonths*i.ValuationRatios.PERatio)), as the MarketCap field of the FineFundamental object is read only, but I still can't seem to get it to work.

Any ideas?

Thank you!

from: https://www.quantconnect.com/tutorials/strategy-library/sentiment-and-style-rotation-effect-in-stocks