Hi, I was looking at a tutorial that used to be on here called "Crude Oil Predicts Equity Returns" but when I clone and try to backtest the algorithim I get this error: 

BacktestingRealTimeHandler.Run(): There was an error in a scheduled event SPY: MonthStart: SPY: 0 min after MarketOpen. The error was AttributeError : 'str' object has no attribute 'Close'

Any ideas on how to fix this? 

from datetime import datetime from clr import AddReference AddReference("System") AddReference("QuantConnect.Algorithm") AddReference("QuantConnect.Indicators") AddReference("QuantConnect.Common") from System import * from QuantConnect import * from QuantConnect.Algorithm import * from QuantConnect.Data import * from QuantConnect.Indicators import * from QuantConnect.Orders import * from QuantConnect.Securities import * from QuantConnect.Python import PythonData import decimal import numpy as np from scipy.stats import pearsonr class CrudeOilPredictsEqeuityReturns(QCAlgorithm): def Initialize(self): # Set the cash we'd like to use for our backtest self.SetCash(100000) # Start and end dates for the backtest. self.SetStartDate(2010, 1, 1) self.SetEndDate(2017, 1, 1) # Add assets we'd like to incorporate into our portfolio self.oil = self.AddEquity("oil", Resolution.Daily).Symbol self.spy = self.AddEquity("spy", Resolution.Daily).Symbol self.AddData(TBill, "tbill") self.tbill = self.Securities["tbill"].Symbol # We may also use imported data from Quandl by using the following comments # self.AddData(Oil, "oil") # self.oil = self.Securities["oil"].Symbol # Number of month in look-back peroid, Number of days in a month self.regPeriod = 24 self.daysInMonth = 21 # Event is triggered every month self.Schedule.On(self.DateRules.MonthStart(self.spy), self.TimeRules.AfterMarketOpen(self.spy),Action(self.MonthlyReg))