If I run this backtest online, it works. When I run the same file in LEAN on my computer using VS Code and the docker image, it fails. I'll cut and paste the error below. I think the problem is the "VO: The security does not have an accurate price..." but I'm not sure how to fix it. I've tried changing the resolution to Hour or Minute but that doesn't help.

Thanks!

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[GCC 7.3.0]: Importing python module SectorMomentum
2021-02-17T02:34:34.1956520Z TRACE:: BacktestingResultHandler(): Sample Period Set: 1452.24

2021-02-17T02:34:34.1986980Z TRACE:: Time.TradeableDates(): Security Count: 6
2021-02-17T02:34:34.2040030Z TRACE:: Config.GetValue(): forward-console-messages - Using default value: True
2021-02-17T02:34:34.2085820Z TRACE:: JOB HANDLERS: 
2021-02-17T02:34:34.2088930Z TRACE::          DataFeed:     QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed
2021-02-17T02:34:34.2091510Z TRACE::          Setup:        QuantConnect.Lean.Engine.Setup.ConsoleSetupHandler
2021-02-17T02:34:34.2093790Z TRACE::          RealTime:     QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler
2021-02-17T02:34:34.2096200Z TRACE::          Results:      QuantConnect.Lean.Engine.Results.BacktestingResultHandler
2021-02-17T02:34:34.2098530Z TRACE::          Transactions: QuantConnect.Lean.Engine.TransactionHandlers.BacktestingTransactionHandler
2021-02-17T02:34:34.2101150Z TRACE::          Alpha:        QuantConnect.Lean.Engine.Alphas.DefaultAlphaHandler
2021-02-17T02:34:34.2103510Z TRACE::          ObjectStore:  QuantConnect.Lean.Engine.Storage.LocalObjectStore
2021-02-17T02:34:34.2105780Z TRACE::          History Provider:     QuantConnect.Lean.Engine.HistoricalData.SubscriptionDataReaderHistoryProvider
2021-02-17T02:34:34.2496190Z TRACE:: AlgorithmManager.Run(): Begin DataStream - Start: 2/1/2010 12:00:00 AM Stop: 2/16/2021 11:59:59 PM
2021-02-17T02:34:34.2696800Z TRACE:: AlgorithmManager.Stream(): WarmupHistoryRequest: TLT: Start: 10/29/2009 4:00:00 AM End: 2/1/2010 5:00:00 AM Resolution: Daily
2021-02-17T02:34:34.2700560Z TRACE:: AlgorithmManager.Stream(): WarmupHistoryRequest: EEM: Start: 10/29/2009 4:00:00 AM End: 2/1/2010 5:00:00 AM Resolution: Daily
2021-02-17T02:34:34.2703170Z TRACE:: AlgorithmManager.Stream(): WarmupHistoryRequest: SPY: Start: 10/29/2009 4:00:00 AM End: 2/1/2010 5:00:00 AM Resolution: Daily
2021-02-17T02:34:34.2705880Z TRACE:: AlgorithmManager.Stream(): WarmupHistoryRequest: IWM: Start: 10/29/2009 4:00:00 AM End: 2/1/2010 5:00:00 AM Resolution: Daily
2021-02-17T02:34:34.2708700Z TRACE:: AlgorithmManager.Stream(): WarmupHistoryRequest: VO: Start: 10/29/2009 4:00:00 AM End: 2/1/2010 5:00:00 AM Resolution: Daily
2021-02-17T02:34:34.2712550Z TRACE:: AlgorithmManager.Stream(): WarmupHistoryRequest: QQQ: Start: 10/29/2009 4:00:00 AM End: 2/1/2010 5:00:00 AM Resolution: Daily
2021-02-17T02:34:34.3133670Z TRACE:: Debug: Launching analysis for SectorMomentum with LEAN Engine v2.4.0.0
2021-02-17T02:34:34.3217060Z TRACE:: Config.GetValue(): data-feed-workers-count - Using default value: 12
2021-02-17T02:34:34.3220100Z TRACE:: Config.GetValue(): data-feed-max-work-weight - Using default value: 400
2021-02-17T02:34:34.3223380Z TRACE:: Config.Get(): Configuration key not found. Key: data-feed-queue-type - Using default value: QuantConnect.Lean.Engine.DataFeeds.WorkScheduling.WorkQueue, QuantConnect.Lean.Engine
2021-02-17T02:34:34.3232190Z TRACE:: WeightedWorkScheduler(): will use 12 workers and MaxWorkWeight is 400. Queue type: WorkQueue
2021-02-17T02:34:34.4064740Z TRACE:: FactorFile.HasScalingFactors(): Factor file not found: TLT
2021-02-17T02:34:34.4232910Z TRACE:: Config.GetValue(): show-missing-data-logs - Using default value: False
2021-02-17T02:34:34.4820500Z TRACE:: FactorFile.HasScalingFactors(): Factor file not found: VO
2021-02-17T02:34:34.9193630Z TRACE:: Debug: Algorithm warming up...
2021-02-17T02:34:34.9234020Z TRACE:: AlgorithmManager.Stream(): Finished warmup
2021-02-17T02:34:35.0807710Z TRACE:: UniverseSelection.AddPendingInternalDataFeeds(): Adding internal benchmark data feed SPY,SPY,Hour,TradeBar,Trade,Adjusted,Internal
2021-02-17T02:34:35.4747970Z TRACE:: Debug: Algorithm finished warming up.
2021-02-17T02:34:35.6773240Z ERROR:: VO: The security does not have an accurate price as it has not yet received a bar of data. Before placing a trade (or using SetHoldings) warm up your algorithm with SetWarmup, or use slice.Contains(symbol) to confirm the Slice object has price before using the data. Data does not necessarily all arrive at the same time so your algorithm should confirm the data is ready before using it. In live trading this can mean you do not have an active subscription to the asset class you're trying to trade. If using custom data make sure you've set the 'Value' property.
2021-02-17T02:34:37.7707140Z TRACE:: Synchronizer.GetEnumerator(): Exited thread.
2021-02-17T02:34:37.7713920Z TRACE:: AlgorithmManager.Run(): Firing On End Of Algorithm...
2021-02-17T02:34:37.7737420Z TRACE:: Engine.Run(): Exiting Algorithm Manager
2021-02-17T02:34:37.7843850Z TRACE:: FileSystemDataFeed.Exit(): Start. Setting cancellation token...
2021-02-17T02:34:37.7860190Z TRACE:: FileSystemDataFeed.Exit(): Exit Finished.
2021-02-17T02:34:37.7865290Z TRACE:: DefaultAlphaHandler.Exit(): Exiting...
2021-02-17T02:34:37.7912510Z TRACE:: DefaultAlphaHandler.Exit(): Ended
2021-02-17T02:34:37.7918960Z TRACE:: BacktestingResultHandler.Exit(): starting...
2021-02-17T02:34:37.7923570Z TRACE:: BacktestingResultHandler.Exit(): Saving logs...
2021-02-17T02:34:37.8040050Z TRACE:: StopSafely(): waiting for 'Result Thread' thread to stop...
2021-02-17T02:34:38.6059950Z TRACE:: Debug: Algorithm Id:(SectorMomentum) completed in 3.56 seconds at 8k data points per second. Processing total of 29,065 data points.
2021-02-17T02:34:38.6064190Z TRACE:: Debug: Your log was successfully created and can be retrieved from: /Results/SectorMomentum-log.txt
2021-02-17T02:34:38.6066840Z TRACE:: BacktestingResultHandler.Run(): Ending Thread...

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