No results when Back Testing

Each algorithm I run returns no trades on historic data. I loaded the code below from one of the contributors on the forum to see what it showed and it returned no orders or returns as well. Is there something in the QC Cloud setting that I need to change? I'm new to the platform and a little lost. Thanks for your help.

from AlgorithmImports import *

class SquareMagentaHamster(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2018, 1, 1)  # Set Start Date
        self.SetEndDate(2019, 1, 1)
        self.SetCash(1000000)  # Set Strategy Cash
        index = self.AddIndex("SPX", Resolution.Minute)
        self.spx = index.Symbol 
        option = self.AddOption(index.Symbol, Resolution.Minute)
        option.SetFilter(self.UniverseFunc)
        self.symbol = option.Symbol
        
        self.indicator = SimpleMovingAverage(200)
        self.RegisterIndicator(self.spx, self.indicator, Resolution.Daily)
        self.entryTicket = None
        self.SLTicket = None
        self.TPTicket = None
        self.entryTime = datetime.min
        self.AddRiskManagement(TrailingStopRiskManagementModel(0.15))
    def UniverseFunc(self, universe: OptionFilterUniverse) -> OptionFilterUniverse:
        return universe.IncludeWeeklys().Strikes(1, 2).Expiration(timedelta(45), timedelta(50))
    def OnData(self, data: Slice):
        if not(data.ContainsKey(self.spx) and data[self.spx] is not None): return
        if not self.indicator.IsReady: return
        option_invested = [x.Key for x in self.Portfolio if x.Value.Invested and x.Value.Type==SecurityType.Option]
    
        if option_invested:
            for option in option_invested:
                if self.Time + timedelta(1) > option.ID.Date:
                    self.Liquidate(option, "Option too close to expiration.")
        lvl = self.indicator.Current.Value
        atSMA = self.Securities[self.spx].AskPrice > lvl - 2 and self.Securities[self.spx].AskPrice < lvl + 2
        if atSMA and not self.Portfolio.Invested:
            self.BuyCall(data)
            self.BuyPut(data)
    def BuyCall(self, data: Slice) -> None:
        # Get the OptionChain
        chain = data.OptionChains.get(self.symbol, None)
        if not chain: return
        # Get the furthest expiry date of the contracts
        expiry = sorted(chain, key = lambda x: x.Expiry, reverse=True)[0].Expiry
        
        # Select the call Option contracts with the furthest expiry
        calls = [i for i in chain if i.Expiry == expiry and i.Right == OptionRight.Call]
        if len(calls) == 0: return
        call_contracts = sorted(calls, key = lambda x: abs(x.Strike - x.UnderlyingLastPrice))
        if len(call_contracts) == 0:
            return
        self.call = call_contracts[0]
        self.entryTicket = self.MarketOrder(self.call.Symbol, 5)
    def BuyPut(self, data: Slice) -> None:
        # Get the OptionChain
        chain = data.OptionChains.get(self.symbol, None)
        if not chain: return
        # Get the furthest expiry date of the contracts
        expiry = sorted(chain, key = lambda x: x.Expiry, reverse=True)[0].Expiry
        
        # Select the call Option contracts with the furthest expiry
        puts = [i for i in chain if i.Expiry == expiry and i.Right == OptionRight.Put]
        if len(puts) == 0: return
        put_contracts = sorted(puts, key = lambda x: abs(x.Strike - x.UnderlyingLastPrice))
        if len(put_contracts) == 0:
            return
        self.put = put_contracts[0]
        self.entryTicket = self.MarketOrder(self.put.Symbol, 5)