Getting Backtest Handled Error: No data loaded for COIN because there were no tradeable dates for this security Despite it being a trading day

Here is the corrected version of the code with PEP 8 compliance:

from AlgorithmImports import *
from datetime import timedelta
class FirstMinuteBreakoutAlgorithm(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2024, 7, 15)
        self.set_end_date(2024, 7, 15)
        self.set_cash(100000)
        # self.set_brokerage_model(BrokerageName.INTERACTIVE_BROKERS_BROKERAGE, AccountType.MARGIN)
        self.tickers = ["COIN", "MSTR"]  # Predefined list of tickers
        self.symbols = [self.add_equity(ticker, Resolution.SECOND).symbol for ticker in self.tickers]
        self.first_minute_has_passed = False
        self.reached_over_prev_high = {}
        self.high_over_prev_high = {}
        self.previous_day_highs = {}
        self.daily_lows = {}
        for symbol in self.symbols:
            self.reached_over_prev_high[symbol] = False
            self.daily_lows[symbol] = self.identity(symbol, Resolution.DAILY, Field.low)
            history = self.history(symbol, 1, Resolution.DAILY)
            if not history.empty:
                self.previous_day_highs[symbol] = history.iloc[0]["high"]
        self.debug(self.previous_day_highs)
        self.schedule.on(self.date_rules.every_day(), self.time_rules.every(timedelta(minutes=1)), self.update_minute_high)
        self.schedule.on(self.date_rules.every_day(), self.time_rules.after_market_open(self.symbols[0], 1), self.set_first_minute_passed)
        self.schedule.on(self.date_rules.every_day(), self.time_rules.before_market_close(self.symbols[0], 1), self.reset_daily_data)
        self.log("Initialize finished")
    def update_minute_high(self):
        self.debug("Update minute high started")
        for symbol in self.symbols:
            if self.reached_over_prev_high[symbol]:
                continue
            prev_minute_bar = self.history(symbol, 1, Resolution.MINUTE).iloc[0]
            if prev_minute_bar["high"] >= self.previous_day_highs[symbol]:
                self.high_over_prev_high[symbol] = prev_minute_bar["high"]
                self.reached_over_prev_high[symbol] = True
        self.debug("Update minute high ended")
    def set_first_minute_passed(self):
        self.log("set first minute started")
        self.first_minute_has_passed = True 
    def on_data(self, data):
        self.log("ONDATA ACTUALLY RAN")
        if not self.first_minute_has_passed:
            return
        for symbol in self.symbols:
            if self.portfolio[symbol].invested or not self.reached_over_prev_high[symbol]: 
                continue
            if symbol in data and data[symbol].price > self.high_over_prev_high[symbol]:
                quantity = 500 / data[symbol].price
                self.set_holdings(symbol, quantity)
                self.log(f"Bought {quantity} shares of {symbol} at {data[symbol].price}")
                stop_loss_price = self.daily_lows[symbol].current.value
                self.log(f"Stop loss set at ${stop_loss_price}")
                self.stop_market_order(symbol, -quantity, stop_loss_price)
    def reset_daily_data(self):
        self.first_minute_has_passed = False
        self.reached_over_prev_high.clear()
        self.high_over_prev_high.clear()
        self.previous_day_highs.clear()
        self.daily_lows.clear()

Ensure that the necessary imports are included, and verify the availability of data for the specified date.

Sources: Momentum Effect In Commodities Futures, The Dynamic Breakout II Strategy, Bybit Custom Data Crypto Regression Algorithm, Bybit Crypto Futures Regression Algorithm, Momentum And State Of Market Filters

That did not fix the problem. Why would the data not be available for that specific day? It's a valid trading day for sure.

Hi Daniel

I did not reproduce your issue, but just getting margin insufficiency messages. Can you reproduce it now?

Best
Louis