Checking current price error QQQ not in the Slice Object

The error message you're seeing is indicating that there is no data for 'QQQ' at the moment in time you're trying to access it. This could be due to a variety of reasons such as a delay in data feed or the market being closed at the time of access.

Before accessing the data, you should check if the data exists. You can do this by using the ContainsKey method. Here's how you can modify your code:

if self.algorithm.CurrentSlice.ContainsKey("QQQ"):
    qqqopenbar = self.algorithm.CurrentSlice['QQQ']

This code checks if 'QQQ' data is present in the current slice before trying to access it, which should prevent the KeyNotFoundException from being thrown.

If you're still encountering issues, it might be helpful to add a warm-up period to your algorithm. This allows your algorithm to preload a specified period of data before starting operations, ensuring that the data is ready when you need it.

self.SetWarmUp(timedelta(days=1))

In the OnData method, you can then check if the warm-up period is over before accessing the data:

if self.IsWarmingUp:
    return

These suggestions are based on the information provided in the knowledge sources. If the problem persists, it might be related to the changes you mentioned in the initiation of the algorithm or the data sources. In that case, you might want to review those changes or seek further assistance.