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

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

# 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))