I keep getting an error message saying VIXY is not in the index.  Is there a way to go about fixing this? Thank you.

import numpy as np from datetime import datetime import pandas as pd import math class VolTrading(QCAlgorithm): def __init__(self): self.previous = None self.position = None def Initialize(self): self.SetStartDate(2007,1,1) #Set Start Date #self.SetEndDate(2018,10,29) #Set End Date self.SetCash(10000) #Set Strategy Cash self.AddEquity("SPY", Resolution.Minute) self.AddEquity("VIXY", Resolution.Minute) self.SetWarmUp(440) def OnData(self, data): history_s = self.History(["SPY"], 2, Resolution.Minute) last_minute_close_s = history_s.loc["SPY"]["close"][-2] history_v = self.History(["VIXY"], 2, Resolution.Minute) last_minute_close_v = history_v.loc["VIXY"]["close"][-2] self.SPercent = math.log((self.Identity("SPY").Current.Value)/ (last_minute_close_s)) self.VPercent = math.log((self.Identity("VIXY").Current.Value)/ (last_minute_close_v)) if self.IsWarmingUp: return if SPercent <= -.01: if self.position == None: self.SetHoldings("VIXY", 1) elif self.position == "SPY": self.Liquidate("SPY") self.SetHoldings("VIXY", 1) self.position = "VIXY" elif VPercent <= -.01: if self.position == None: self.SetHoldings("SPY", 1) elif self.position == "VIXY": self.Liquidate("VIXY") self.SetHoldings("SPY", 1) self.position = "SPY"

Author