Weekly and Monthly Consolidators having issues

 I am trying to generate weekly and monthly logs but since the max resolution is daily level I am using consolidators . The consolidators have been instead giving me daily level inputs only. I think there might be an issue with my implementation . Can someone please point out what could be the issue ?

 

from AlgorithmImports import *
from datetime import datetime
from QuantConnect.Data.Consolidators import TradeBarConsolidator
from QuantConnect.Data.Consolidators import CalendarType

class FlipCountTradingAlgorithm(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2018, 1, 1)
        self.SetEndDate(datetime.today())
        self.SetCash(10000000)
        self.UniverseSettings.Resolution = Resolution.Daily
        
        self.AddUniverse(self.CoarseSelectionFunction, self.FineSelectionFunction)
        
        self.data = {}
        
        consolidator = TradeBarConsolidator(CalendarType.Weekly)
        consolidator.DataConsolidated += self.OnDataConsolidated
        #self.SubscriptionManager.AddConsolidator(symbol, consolidator)

        self.buy_threshold = 9
        self.sell_threshold = 9
        
        self.ten_billion_universe = []
        self.fifteen_billion_universe = []

        self.logs = {}
        self.current_date = None

    def CoarseSelectionFunction(self, coarse):
        sorted_by_dollar_volume = sorted(coarse, key=lambda x: x.DollarVolume, reverse=True)
        return [x.Symbol for x in sorted_by_dollar_volume[:500]]

    def FineSelectionFunction(self, fine):
        ten_billion_universe = [x.Symbol for x in fine if x.MarketCap > 1e10]
        fifteen_billion_universe = [x.Symbol for x in fine if x.MarketCap > 1.5e10]

        self.ten_billion_universe = ten_billion_universe
        self.fifteen_billion_universe = fifteen_billion_universe

        return list(set(ten_billion_universe + fifteen_billion_universe))

    def OnSecuritiesChanged(self, changes):
        for security in changes.RemovedSecurities:
            if security.Symbol in self.data:
                del self.data[security.Symbol]

        for security in changes.AddedSecurities:
            symbol = security.Symbol
            self.data[symbol] = ({
                'price_window': RollingWindow[TradeBar](10) ,
                'buy_count': 0,
                'sell_count': 0
            })
            consolidator = TradeBarConsolidator(CalendarType.Weekly)
            consolidator.DataConsolidated += self.OnDataConsolidated
            self.SubscriptionManager.AddConsolidator(symbol, consolidator)
            #self.RegisterIndicator(symbol, self.data[symbol]['price_window'], consolidator)


    def OnDataConsolidated(self, sender, bar):
        # symbol = bar.Symbol
        # if symbol in self.data:
        #     self.data[symbol]['price_window'].Add(bar)
        
        if bar.Symbol in self.data:
            stock_data = self.data[bar.Symbol]
            stock_data['price_window'].Add(bar)  # Add the entire bar, not just the close price



    def OnData(self, data):
        if self.current_date != self.Time.date():
            self.current_date = self.Time.date()
            self.logs[self.current_date] = {"buy": [], "sell": []}

        for symbol, stock_data in self.data.items():
            if data.Bars.ContainsKey(symbol):
                bar = data.Bars[symbol]
                stock_data['price_window'].Add(bar)

                if stock_data['price_window'].IsReady:
                    current_close = stock_data['price_window'][0].Close
                    past_close = stock_data['price_window'][4].Close

                    if current_close > past_close:
                        stock_data['buy_count'] += 1
                        stock_data['sell_count'] = 0
                    elif current_close < past_close:
                        stock_data['sell_count'] += 1
                        stock_data['buy_count'] = 0
                    else:
                        stock_data['buy_count'] = 0
                        stock_data['sell_count'] = 0

                    if symbol in self.ten_billion_universe and stock_data['buy_count'] > self.buy_threshold:
                        self.logs[self.current_date]["buy"].append(symbol)

                    if symbol in self.fifteen_billion_universe and stock_data['sell_count'] > self.sell_threshold:
                        self.logs[self.current_date]["sell"].append(symbol)

    def OnEndOfAlgorithm(self):
        self.Liquidate()
        self.Debug("Liquidated all positions at the end of the algorithm.")
        with open("logs.txt", 'w') as log_file:
            for date, actions in self.logs.items():
                buy_symbols = actions["buy"]
                sell_symbols = actions["sell"]
                if buy_symbols or sell_symbols:
                    log_line = f"{date}: Buy - {', '.join([str(symbol) for symbol in buy_symbols])}, Sell - {', '.join([str(symbol) for symbol in sell_symbols])}"
                    log_file.write(log_line + '\n')
                    self.Debug(log_line)