Error in backtest - QC_gmm_inverse_var.py

[andrewczgithub]

Hi @BlackArbsCEO !
When i try to run the backtest in quantconnect i get the following error -

Runtime Error: In Scheduled Event 'SPY: MonthStart: SPY: 10 min after MarketOpen', Trying to retrieve an element from a collection using a key that does not exist in that collection throws a KeyError exception. To prevent the exception, ensure that the SPY key exist in the collection and/or that collection is not empty. KeyError : 'SPY' (Open Stacktrace)

I was wondering if you could assist.

Kind regards and thanks,
Best,
Andrew