Error when data on 3rd Jul data is added.

[Wejie Phang]

i'm using intraday 1 min data of Nasdaq 100 futures, Nasdaq100 index and SPX index
I encounter errors when the period includes the day of 3rd July
there is no error when the start day is 4th July.

class TStationData (btfeed.GenericCSVData):
    params=(
        ('fromdate',datetime.datetime(2019,7,4)),
        ('todate',datetime.datetime(2019,10,27)),
        ('nullvalue',0.0),
        ('fill_vol',0.0),
        ('fill_oi',0.0),
        ('timeframe',bt.TimeFrame.Minutes),
        ('compression',1),
        ('dtformat',('%m/%d/%Y')),
        ('tmformat',('%H:%M')),
        ('datetime',0),
        ('time',1), 
        ('high',3),
        ('low',4),
        ('open',2),
        ('close',5),
        ('volume',-1),
        ('openinterest',-1)
)

The error i see is when the day of 3rd July is included:

  File "C:\Users\wjpha\anaconda3\lib\site-packages\backtrader\lineiterator.py", line 297, in _once
    indicator._once()

  File "C:\Users\wjpha\anaconda3\lib\site-packages\backtrader\linebuffer.py", line 631, in _once
    self.once(self._minperiod, self.buflen())

  File "C:\Users\wjpha\anaconda3\lib\site-packages\backtrader\functions.py", line 204, in once
    dst[i] = flogic([arr[i] for arr in arrays])

  File "C:\Users\wjpha\anaconda3\lib\site-packages\backtrader\functions.py", line 204, in <listcomp>
    dst[i] = flogic([arr[i] for arr in arrays])

IndexError: array index out of range

I couldn't find any similar errors elsewhere. What could be the cause of the error here?
Thanks in advance.

strategies code as follow:

import backtrader as bt


class MAcrossover(bt.Strategy):
    
    # Moving average parameters
    params=(('pfast',500),('pslow',1000),('Xmean',10),)

 
        
    def log(self,txt,dt=None):
        dt=dt or self.datas[0].datetime.date(0) 
        tm=self.datas[0].datetime.time()
        print('%s, %s, %s' % (dt.isoformat(), tm, txt)) #Print date and close,Comment this line when running optimization
        
    def __init__(self):
        #keep a reference to the "close" line in the data[0] dataseries
        self.dataclose=self.datas[0].close
        NDFclose=self.data0.close
        ndx_close=self.data1.close
        snp_close=self.data2.close
        
        #Order variable will contain ongoing order details/status
        self.order=None
        
        #Instantiate moving averages
        self.slow_sma=bt.indicators.MovingAverageSimple(self.datas[0],period=self.params.pslow)
        
        self.fast_sma=bt.indicators.MovingAverageSimple(self.datas[0],period=self.params.pfast)
        
        self.Xmean=bt.indicators.EMA(self.datas[0],period=self.params.Xmean)
        
        ndx_sma50=bt.indicators.MovingAverageSimple(ndx_close,period=500)
        ndx_sma100=bt.indicators.MovingAverageSimple(ndx_close,period=1000)
        ndx_max=bt.Max(ndx_sma50,ndx_sma100)
        ndx_ema=bt.indicators.EMA(ndx_close,period=20)
        
        snp_sma50=bt.indicators.MovingAverageSimple(snp_close,period=500)
        snp_sma100=bt.indicators.MovingAverageSimple(snp_close,period=1000)
        snp_max=bt.Max(snp_sma50,snp_sma100)
        snp_ema=bt.indicators.EMA(snp_close,period=20)
        
        #Bull Futures Trend
        #if NDFclose > 
        
        # Buy Signal
       # self.buy_sig1=bt.And(snp_ema(-1)<snp_max(-1),
                        #snp_ema(0)>snp_max(0),
                       #ndx_close(0)>ndx_max(0)
                       # )
        
        self.buy_sig2=bt.And(ndx_ema(-1)<ndx_max(-1),
                             ndx_ema(0)>ndx_max(0),
                             snp_close(0)>snp_max(0)
                             )
        
        
        # Close Long position
        #self.buyclose_sig1=snp_close(0)<snp_max(0)
        self.buyclose_sig2=ndx_close(0)<ndx_max(0)
        
    def notify_order(self, order):
        if order.status in [order.Submitted,order.Accepted]:
            #An active Buy/Sell order has been submitted/accepted - Nothing to do
            return
        
        #Check if an order has been completed
        if order.status in [order.Completed]:
            if order.isbuy():
                self.log(f'BUY EXECUTED, {order.executed.price:2f}')
            elif order.issell():
                self.log(f'SELL EXECUTED,{order.executed.price:2f}')
            self.bar_executed=len(self)
            
        elif order.status in [order.Canceled,order.Margin,order.Rejected]:
            self.log('Order Canceled/Margin/Rejected')
        
        #Reset orders
        self.order=None
        
    
    def next(self):
        #Check for open orders
        if self.order:
            return