First off, I know this is an overfitted strategy catered to the recent volatility, but I am just using it as practice for learning python, using pandas, and flushing out ideas.

Can someone help me understand if this stratgey is suffering from look ahead bias by using the VIX Close as opposed to Open? 

Looking at the research notebook attached, there is an obvious correlation between the daily change in VIX Close and the SPY close, but that is using the VIX Close of the same day as the SPY Close and therefore is unrealistic due to it not being known until after the trading day ends. 

What is less obvious to me, is which VIX Close value is being used in the attached strategy (yesterday's, or today's (which would imply a looh ahead bias)) since the trades take place in the beginning of the day. It is my understanding that the VIX Close for the current trade date is not known yet and therefore the percentage change used in the strategy does not have any look ahead bias, but I cant say this with a lot of confidence. Any input or iterations from the community would be appreciated.