I'm trying to use the following code as a trading strategy. Ex: if x and y are met, trade stock ABC. I keep getting this error and I think it is because my "spread" variable is in the form: 01-01-2001 00:00:00 UT 1234.567. Does anyone know how to fix this? Thank you.

import numpy as np

###################################################  
###  INITIALIZE  ###

def initialize(context):  
    #context.stock2 = sid(8554)  
    #context.stock1 = sid(2174)  
    #main and best so far QQQ and QID  
    context.stock1 = sid(49077)  
    context.stock2 = sid(49076)  
    context.assets=[context.stock1, context.stock2]

    #counter to keep track of the current positions, i.e. short or long  
    # 0 means NO OPEN POSITION, 1 means SHORT, 2 means LONG  
    context.status = 0  
    #counters to keep track of the open positions of each stock  
    #context.qty1 = 0  
    #context.qty2 = 0  
    #set cost per trade  
    set_commission(commission.PerTrade(cost=0))  
    """  
    #schedule function  
    schedule_function(func=daily_run,  
    date_rule=date_rules.every_day(),  
    time_rule=time_rules.market_open(minutes=1),  
    half_days=True  
    )  
    """  
###################################################  
###  CORE FUNCTIONS  ###  
#def daily_run(context,data):  
def handle_data(context,data):

    #call the functions to calculate z-score  
    spread = get_spread(context,data)

    #call the function for trading strategy  
    trading_strategy(context,data,spread)  
    #call the exit strategy function  
    exit_strategy(context,data,spread)  
###################################################  
###  SUB FUNCTIONS  ###

def get_spread(context,data):

    #shorten variables of stocks, for simplicity  
    s1=context.stock1  
    s2=context.stock2  
    assets=context.assets  
    ## Step 1: Save closing prices of previous 1 day  
    close_data = data.history(assets, 'close', 2, '1d')[:-1]  
    #close_data=close.iloc[0:1]  
    print(close_data)  
    print(close_data[s1])

    # Step 2: Find current percentage gain on the day  
    price1=data.current(s1,'price')  
    price2=data.current(s2,'price')  
    percent1=(price1-close_data[s1])/close_data[s1]  
    percent2=abs((price2-close_data[s2])/close_data[s2])  
    print('Percent 1: ', percent1)  
    print('Percent 2: ', percent2)  
    ## Step 3: Find current spread  
    spread=np.log(percent1)-np.log(percent2)  
    print('Spread',spread)  
    # Step 5: Plot and return "z-score"  
    record('percent1', percent1)  
    record('percent2', percent2)  
    #print('%1: ',percent1,'--%2: ',percent2)  
    return (spread)  
def trading_strategy(context,data,spread): 

    # Step 1: Shorten the names of the variables for quick referencing  
    s1 = context.stock1  
    s2 = context.stock2  
    #Get current position sizes  
    context.qty1=context.portfolio.positions[s1].amount  
    context.qty2=context.portfolio.positions[s2].amount  
    print(spread)  
    # Step 2: Check conditions for SHORT & place the order  
    if (spread > 0) & (context.status==0):  
        ## PLACE ORDER ##  
        order_target_percent(s1, -0.5) # Place an order for selling stock1  
        order_target_percent(s2, 0.5) # Place an order for buying stock2  
        ## UPDATE COUNTER ##  
        context.status = 1   # The current status is "short the spread"  
    # Step 3: Check conditions for LONG & place the order  
    if (spread < 0) & (context.status==0):  
        ## PLACE ORDER ##  
        order_target_percent(s1, 0.5) # Place an order for buying stock1  
        order_target_percent(s2, -0.5) # Place an order for selling stock2  
        ## UPDATE COUNTER ##  
        context.status = 2  # The current status is "long the spread"  
        record('counter',context.status)  
def exit_strategy(context,data,spread):  
    #know when to get out  
    #Shorten the names of the variables for quick referencing  
    s1 = context.stock1  
    s2 = context.stock2  
    #Get current position sizes  
    context.qty1=context.portfolio.positions[s1].amount  
    context.qty2=context.portfolio.positions[s2].amount  

    if context.status==0:  
        return  
    if (context.status==1) and (spread<=0):  
        order_target_value(s1, 0) # Place an order for getting out  
        order_target_value(s2, 0) # Place an order for getting out  
        context.status=0  
    if (context.status==2) and (spread>=0):  
        order_target_value(s1, 0) # Place an order for getting out  
        order_target_value(s2, 0) # Place an order for getting out  
        context.status=0