Backtesting shorter durations

Core logic and state-management issues in CsvTickerLogger:

• tickers_by_date is built but never assigned to self, so it is lost after Initialize.
• The final loop over tickers_by_date performs no actions; the dictionary is effectively discarded.
• No securities are registered with AddEquity / AddUniverse, so no market data is loaded.
• There is no OnData override or any scheduled functions to trigger trading logic.
• No mechanism exists to activate the correct ticker list on each trading day.
• No order-entry logic (direction, sizing, timing) is implemented.
• Open-position tracking and order-ticket management are absent.
• Stop-loss, take-profit, and end-of-day liquidation routines are missing.
• Short-sale eligibility is never checked before attempting shorts.
• The outer try/except swallows all exceptions without logging, hiding runtime errors.
• The inner try/except suppresses header-parsing errors by returning silently.
• Active tickers are never updated as the backtest clock advances.
• Trade-date strings are not converted to datetime objects, complicating time comparisons.

Sources: Universe Data - QuantConnect.com, docs writing algorithms universes dataless scheduled universes