Hi, I was wondering if someone could help me fix and understand why there is no data and why my algo is messed up. The backtest isnt working, so i have attached the code below.

 

 

 

 

class VirtualRedDogfish(QCAlgorithm):

   def Initialize(self):
       self.SetStartDate(2010, 1, 1)
       self.SetCash(100000) 
       
       self.AddEquity("TQQQ", Resolution.Daily)
       self.AddEquity("TMF", Resolution.Daily)
       self.AddEquity("UVXY", Resolution.Daily)
       self.AddEquity("SPY", Resolution.Hour)
       
      
       self.vix = 'CBOE/VIX'
       self.vxv = 'CBOE/VXV'
       
       self.AddData(QuandlVix, self.vix, Resolution.Daily)
       self.AddData(Quandl, self.vxv, Resolution.Daily)
       
       self.SetWarmUp(200)
       
       self.vix_sma = self.SMA(self.vix, 1, Resolution.Daily)
       self.vxv_sma = self.SMA(self.vxv, 1, Resolution.Daily)
       
       self.ratio = IndicatorExtensions.Over(self.vxv_sma, self.vix_sma)
       
       self.spySMA = self.SMA("SPY", 100, Resolution.Hour)
       
       
   def OnData(self, data):
       if not (self.vix_sma.IsReady and self.vxv_sma.IsReady and self.ratio.IsReady): 
           return
      
       if self.spySMA.IsReady:
           self.Debug("Ready!")
           
       if self.spySMA is None or not self.spySMA.IsReady: 
           return
       
       if self.spySMA.Current.Value < data["SPY"].Close:
           if self.ratio.Current.Value < .923:
               self.SetHoldings("UVXY", .6)
               self.Liquidate("TMF")
               self.Liquidate("TQQQ")
               self.SetHoldings("SPY", .4)
           else:
               self.Liquidate("TQQQ")
               self.Liquidate("TMF")
               self.SetHoldings("TQQQ", .8)
               self.SetHoldings("SPY", .2)
               
       else:
           if self.ratio.Current.Value < .923:
               self.SetHoldings("UVXY", .6)
               self.SetHoldings("TMF", .4)
               self.Liquidate("TQQQ")
               self.SetHoldings("SPY", 0)
           else:
               self.SetHoldings("TMF", .2)
               self.SetHoldings("TQQQ", .4)
               self.SetHoldings("SPY", .4)
               self.Liquidate("UVXY")
           
           
       
       


   
    
    
class QuandlVix(PythonQuandl):
   
   def __init__(self):
       self.ValueColumnName = "Close"