RollingWindow creates no trade situation

It seems like you're trying to use a RollingWindow to store the last 7 days of closing prices for "SPY". However, there are a few issues with your code that might be causing the no-trade situation.

1. You're initializing the RollingWindow inside the OnData method. This means that every time new data comes in, a new RollingWindow is created, effectively resetting it. You should initialize the RollingWindow in the Initialize method instead.

2. You're adding data to the RollingWindow before checking if it's ready. This means that the RollingWindow will never be ready because it's always being updated with new data before the check.

3. You're setting the RollingWindow size to 5 after adding data to it. This will remove the oldest data points if there are more than 5, which might not be what you want.

Here's how you can fix these issues:

def Initialize(self):
    self.SetStartDate(2020, 1, 1)
    self.SetEndDate(2023, 9, 15)
    self.SetCash(3000)
    self.SettingsFreePortfolioValuePercentage = 10
    self.SetExecution(ImmediateExecutionModel())
    self.symbol = self.AddEquity("SPY", Resolution.Daily, dataNormalizationMode=DataNormalizationMode.Raw).Symbol
    self.SetWarmUp(timedelta(7))
    self.close_window = RollingWindow[float](7)  # Initialize the RollingWindow here

def OnData(self, data):
    if self.IsWarmingUp: return
    else:
        quantity = self.CalculateOrderQuantity(self.symbol, 0.4)
        trade_bars = self.History[TradeBar](self.symbol, 7)
        if not self.close_window.IsReady:  # Check if the RollingWindow is ready before adding data
            self.close_window.Add(data[self.symbol].Close)
        else:
            current_close = self.close_window[0]
            oldest_close = self.close_window[self.close_window.Count-1]
            if not self.Portfolio.Invested: self.MarketOrder(self.symbol, quantity)

This should ensure that the RollingWindow is properly initialized and filled with data before you start trading.