Single strategy and single position on multi data

[partiallycomplex]

Hi,
I cant properly set a strategy that has multi data feed (ie the components of sp500) and inside of next() method i ahve put a function call to my personal model .
in next method I am trying

 def my_f(self, x):
         y = randn() #ie my strategy called on data x
   return y


  def next(self):

    if self.order:
            return

    ret={}
   for d in self.datas:
          ret[d]=self.my_f(d)
   best_stock = min(ret, key=ret.get)
    ......
    if  not self.position:
           self.buy(data=d,.....)

It doesnt work and it use just a small part of the dataset (ie I have data from 2019-2022, but i see only trades on the last 30 days)
If i run the strategy for each single data feed it works

best