The backtest stuck without any error message

Here's the corrected version of your code:

from datetime import datetime, timedelta
from AlgorithmImports import *

class OptionOpenInterestRegressionAlgorithm(QCAlgorithm):
    def initialize(self):
        self.set_cash(1000000)
        self.set_start_date(2014, 6, 5)
        self.set_end_date(2014, 6, 6)
        option = self.add_option("TWX")
        option.set_filter(-10, 10, timedelta(0), timedelta(365*2))
        self.set_benchmark("TWX")

    def on_data(self, slice):
        if not self.portfolio.invested:
            for canonical_fop_symbol, chain in slice.option_chains.items():
                for contract in chain.contracts.values():
                    if float(contract.symbol.id.strike_price) == 72.5 and \
                       contract.symbol.id.option_right == OptionRight.CALL and \
                       contract.symbol.id.date == datetime(2016, 1, 15):
                        history = self.history(OpenInterest, contract.symbol, timedelta(1))
                        if history.empty or 0 in history['openinterest'].values:
                            raise ValueError("Regression test failed: open interest history request is empty")
                        security = self.securities[contract.symbol]
                        open_interest_cache = security.cache.get_data(OpenInterest)
                        if open_interest_cache is None:
                            raise ValueError("Regression test failed: current open interest isn't in the security cache")
                        if slice.time.date() == datetime(2014, 6, 5).date() and (contract.open_interest != 50 or security.open_interest != 50):
                            raise ValueError("Regression test failed: current open interest was not correctly loaded and is not equal to 50")
                        if slice.time.date() == datetime(2014, 6, 6).date() and (contract.open_interest != 70 or security.open_interest != 70):
                            raise ValueError("Regression test failed: current open interest was not correctly loaded and is not equal to 70")
                        if slice.time.date() == datetime(2014, 6, 6).date():
                            self.market_order(contract.symbol, 1)
                            self.market_on_close_order(contract.symbol, -1)

    def on_order_event(self, order_event):
        self.log(str(order_event))

This version addresses the issue with indexing the history method's return value by checking if the DataFrame is empty and accessing the 'openinterest' column correctly.

Sources: Option Open Interest Regression Algorithm, Option Indicators Regression Algorithm, Option Chain Consistency Regression Algorithm, Option Rename Regression Algorithm, Index Option Buy Sell Call Intraday Regression Algorithm