Hi, I'm pretty new to all this so here's my code. I'm trying to get the top 20 stocks with highest volatility. I get volatility by ATR/price. I keep getting this error: 

Runtime Error: AttributeError : 'SelectionData' object has no attribute 'ATR'
 at __init__
   self.atr = self.ATR(self.symbol in main.py: line 48

My code's below, I was wondering about how I would go about correcting this?

"""

This algorithm will find 20 stocks with highest momentum so far at 9:00am to give market time to move. 

I will buy these stocks if the SPY is positive for the day. It will sell stocks at 11:45am because 

this is when its lunch time and trading dies down.



"""

class CalmMagentaBat(QCAlgorithm):



    def Initialize(self):

        self.SetStartDate(2018, 1, 1)

        self.SetStartDate(2021, 1, 1)

        self.SetCash(100000)

        

        self.UniverseSettings.Resolution = Resolution.Minute

        self.UniverseSettings.Leverage = 2

        

        self.stateData = {}

        

        self.AddUniverse(self.MyCoarseFilterFunction)

        

        

        

    def MyCoarseFilterFunction(self, coarse):

        for c in coarse:

            if c.Symbol not in self.stateData:

                self.stateData[c.Symbol] = SelectionData(c.Symbol, 30)

        values = [x for x in self.stateData.values()]

        values.sort(key=lambda x: x.volatility, reverse=True)

        return [x.symbol for x in values[:20]]

        

    # this event fires whenever we have changes to our universe

    def OnSecuritiesChanged(self, changes):

        # liquidate removed securities

        for security in changes.RemovedSecurities:

            if security.Invested:

                self.Liquidate(security.Symbol)



        # we want 10% allocation in each security in our universe

        for security in changes.AddedSecurities:

            self.SetHoldings(security.Symbol, 0.05)



    def OnData(self, data):

        pass



class SelectionData(object):

    def __init__(self, symbol, period):

        self.symbol = symbol

        self.atr = self.ATR(self.symbol, period, Resolution.Minute)

        self.volatility = (self.atr.Current.Value)/(self.Securities[self.symbol].Price)



    def update(self, time, price):

        pass