Simple RSI mean reversion failed to match Composer.trade

Here is the corrected version of the code:

class BasicTemplateAlgorithm(QCAlgorithm):
    def get_rsi(self, symbol, days):
        trades = self.history(symbol, days, Resolution.DAILY, data_normalization_mode=DataNormalizationMode.SPLIT_ADJUSTED)
        rsi = RelativeStrengthIndex(symbol, days, MovingAverageType.WILDERS)
        for trade in trades.itertuples():
            rsi.update(trade.index, trade.close)
        rsi.update(self.Time, self.securities[symbol].price)
        return rsi.current.value
    def trade_before_market_close(self):
        if self.is_warming_up:
            return
        rsi = self.get_rsi("TQQQ", 10)
        self.plot("RelativeStrengthIndex", "rsi", rsi)
        if rsi > 79:
            self.set_holdings("UVXY", 1, True)
        else:
            self.set_holdings("TQQQ", 1, True)
    def initialize(self):
        self.set_start_date(2023, 1, 3)
        self.set_end_date(2024, 1, 2)
        self.set_cash(10000)
        self.set_time_zone(TimeZones.NEW_YORK)
        self.add_equity("UVXY", Resolution.MINUTE, data_normalization_mode=DataNormalizationMode.RAW)
        self.add_equity("TQQQ", Resolution.MINUTE, data_normalization_mode=DataNormalizationMode.RAW)
        self.schedule.on(
            self.date_rules.every_day("TQQQ"),
            self.time_rules.before_market_close("TQQQ", 5),
            self.trade_before_market_close
        )
    def on_data(self, data):
        return

Ensure to replace the incorrect method calls and attributes with the correct ones as shown above. This should help improve the algorithm's functionality.

Sources: Basic Template Index Daily Algorithm, E T F Constituent Universe R S I Alpha Model Algorithm, Relative Strength Index - QuantConnect.com, Momentum Effect In Commodities Futures, Leveraged ETFs With Systematic Risk Management

        for trade in trades.itertuples():
            rsi.update(trade.index, trade.close)

This part errored out, I guess I am not using pandas