Hey all,

I'm having some trouble testing a model. When I try to run a backtest, I get the error “Object reference not set to an instance of an object". After some testing, I've managed to find the line in question, but failed to find a solution. My code is as follows:

class ChavoAlphaModel(AlphaModel): 
    def __init__(self, algorithm):
        self.algorithm = algorithm
        self.mom = []
        self.Bs = {}
        self.allowedToInsight = False
        
        self.symbols = set()
        
        self.d1 = 2
        self.d2 = 2
        return self
        
    def OnSecuritiesChanged(self, algorithm, changes):
        return
            
    def Update(self, algorithm, data):
        return
        
class AdaptableRedOrangeChimpanzee(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2020, 10, 28)
        self.SetEndDate(2020, 11, 28)
        self.SetCash(100000)
        symbols = [Symbol.Create("SPY", SecurityType.Equity, Market.USA),
        Symbol.Create("BND", SecurityType.Equity, Market.USA)]
            
        self.UniverseSettings.Resolution = Resolution.Minute
        self.UniverseSettings.Leverage = 1
        self.SetUniverseSelection(ManualUniverseSelectionModel(symbols))
        
        self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel())
        self.SetRiskManagement(MaximumDrawdownPercentPerSecurity(0.015))
            
        self.alphaville = ChavoAlphaModel(self)
        self.AddAlpha(self.alphaville)

Based on trial and error, it seems the last line causes the issue (self.AddAlpha(self.alphaville)). Does anyone know why this occurs? More specifically, what can I do to avoid this problem?

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