Error - Consolidated data, indicator and rolling window

 from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
from QuantConnect.Indicators import *
from QuantConnect.Data.Market import TradeBar
import decimal as dclass RollingWindowAlgorithm(QCAlgorithm):    def Initialize(self):        self.SetStartDate(2018, 6, 1)  #Set Start Date
        self.SetEndDate(2019, 3, 22)    #Set End Date
        self.SetCash(100000)             #Set Strategy Cash
        self.SetBrokerageModel(BrokerageName.FxcmBrokerage)
      
        self.SetTimeZone("Europe/Rome")
       
        self.SetWarmUp(100)
       
        self.symbols = ["EURUSD","EURAUD","GBPUSD","AUDUSD"]
        self.forex = self.AddForex(self.symbols[0], Resolution.Minute, Market.FXCM)
       
      
        consolidator_30 = QuoteBarConsolidator(30)
        consolidator_30.DataConsolidated += self.On30Data
        self.SubscriptionManager.AddConsolidator(self.symbols[0], consolidator_30)
        self.window_30 = RollingWindow[QuoteBar](2)        consolidator_60 = QuoteBarConsolidator(60)
        consolidator_60.DataConsolidated += self.On60Data
        self.SubscriptionManager.AddConsolidator(self.symbols[0], consolidator_60)
        self.window_60 = RollingWindow[QuoteBar](2)       
        #consolidator_240 = QuoteBarConsolidator(240)
        #self.SubscriptionManager.AddConsolidator(self.symbols[0], consolidator_240)
        #b240 = self.RegisterIndicator(self.symbols[0], self.Bolband, consolidator_240)
       
      
        self.Bolband_30 = self.BB(self.symbols[0], 20, 2, MovingAverageType.Simple, Resolution.Minute)
        self.Bolband_30.Updated += self.BolbandUpdated_30
        self.RegisterIndicator(self.symbols[0], self.Bolband_30, consolidator_30)
        self.SubscriptionManager.AddConsolidator(self.symbols[0], consolidator_30)
        self.BolbandWindow_30 =  RollingWindow[IndicatorDataPoint](3)
       
        self.Bolband_60 = self.BB(self.symbols[0], 20, 2, MovingAverageType.Simple, Resolution.Minute)
        self.Bolband_60.Updated += self.BolbandUpdated_60
        self.RegisterIndicator(self.symbols[0], self.Bolband_60, consolidator_60)
        self.SubscriptionManager.AddConsolidator(self.symbols[0], consolidator_60)
        self.BolbandWindow_60 =  RollingWindow[IndicatorDataPoint](3)
       
       
        #self.AddEquity("SPY", Resolution.Minute)
        #consolidator = TradeBarConsolidator(30)
        #self._sma = SimpleMovingAverage(10)
        #self.RegisterIndicator("SPY", self._sma, consolidator)
        #self.SubscriptionManager.AddConsolidator("SPY", consolidator)
       
    def BolbandUpdated_30(self, sender, updated):
       
        self.BolbandWindow_30.Add(updated)
        UpperBand_30 = self.BolbandWindow_30[0].UpperBand.Current.Value
        LowerBand_30 = self.BolbandWindow_30[0].LowerBand.Current.Value
   
    def BolbandUpdated_60(self, sender, updated):
       
        self.BolbandWindow_60.Add(updated)
        UpperBand_60 = self.BolbandWindow_60[0].UpperBand.Current.Value
        LowerBand_60 = self.BolbandWindow_60[0].LowerBand.Current.Value
       
    def On30Data(self, sender, bar):
       
        self.window_30.Add(bar)
        close_price_30 = self.window_30[0].Close
   
    def On60Data(self, sender, updated):
       
        self.window_60.Add(bar)
        close_price_60 = self.window_60[0].Close
           
       
           def OnData(self, data):
       
        #fxOpen = data['EURUSD'].Open        
        #fxClose = data['EURUSD'].Close 
       
        #self.window.Add(data["EURUSD"])
       
        if not (self.window_30.IsReady and self.window_60.IsReady):
            return
       
        #holdings = self.Portfolio["EURUSD"].Quantity
       
       
        #previousPrice = self.window[1].Close
       
        #stop_price_ = self.Securities['EURUSD'].Price * 0.50
        #stop_price = self.Securities['EURUSD'].Price * 1.20
       
               
    def OnOrderEvent(self, orderEvent):
        order = self.Transactions.GetOrderById(orderEvent.OrderId)
       
        if order.Status == OrderStatus.Filled:
            if order.Type == OrderType.Limit or order.Type == OrderType.StopMarket:
                self.Transactions.CancelOpenOrders(order.Symbol)
               
        if order.Status == OrderStatus.Canceled:
            self.Log(str(orderEvent))