Hello,
I am relatively new to python so I have not completely gotten the hang of it yet. I was changing the stocks to invest in one of the sample algorithms and when I try to run the backtest with the new stocks it tells me that there was an syntax error on line 31. What is the syntax error and how should I fix it. If someone could explain it then that would be great too but that is just an extra wish. Thanks for all the help.

'''
    This algorithm defines a long-only equal weight portfolio and rebalances it at a user-specified frequency  
    NOTE: This algo is intended to run in minute-mode simulation and is compatible with LIVE TRADING.

'''
# Import the libraries we will use here  
import datetime  
import pytz  
import pandas as pd

def initialize(context):  
    # This initialize function sets any data or variables  
    # that you'll use in your algorithm.  
    # You'll also want to define any parameters or values  
    # you're going to use.

    # In our example, we're looking at 9 sector ETFs.  
    context.secs = symbols('XLY',  # XLY Consumer Discrectionary SPDR Fund  
                           'SBUX',  
                           'BDX',  
                           'ADP',  
                           'LUV',  
                           'VGT',  
                           'TLM',  
                           'CTAS',       

    # Change this variable if you want to rebalance less frequently  
    context.Rebalance_Days = 1

    # These other variables are used in the algorithm for leverage, trade time, etc.  
    context.rebalance_date = None  
    context.weights = 0.99/len(context.secs)  
    context.rebalance_hour_start = 10  
    context.rebalance_hour_end = 15

    # These are the default commission and slippage settings.  Change them to fit your  
    # brokerage fees. These settings only matter for backtesting.  When you trade this  
    # algorithm, they are moot - the brokerage and real market takes over.  
    set_commission(commission.PerTrade(cost=0.03))  
    set_slippage(slippage.VolumeShareSlippage(volume_limit=0.25, price_impact=0.1))

def handle_data(context, data):

    # Get the current exchange time, in the exchange timezone  
    exchange_time = pd.Timestamp(get_datetime()).tz_convert('US/Eastern')

    # If it's a rebalance day (defined in intialize()) then rebalance:  
    if  context.rebalance_date == None or exchange_time > context.rebalance_date + datetime.timedelta(days=context.Rebalance_Days):

        # Do nothing if there are open orders:  
        if has_orders(context):  
            print('has open orders - doing nothing!')  
            return

        rebalance(context, data, exchange_time)  

def rebalance(context, data, exchange_time):  
    # Only rebalance if we are in the user specified rebalance time-of-day window  
    if exchange_time.hour < context.rebalance_hour_start or exchange_time.hour > context.rebalance_hour_end:  
       return

    # Do the rebalance. Loop through each of the stocks and order to the target  
    # percentage.  If already at the target, this command doesn't do anything.  
    # A future improvement could be to set rebalance thresholds.  
    for sec in context.secs:  
        order_target_percent(sec, context.weights, limit_price=None, stop_price=None)

    context.rebalance_date = exchange_time  
    log.info("Rebalanced to target portfolio weights at %s" % str(exchange_time))

def has_orders(context):  
    # Return true if there are pending orders.  
    has_orders = False  
    for sec in context.secs:  
        orders = get_open_orders(sec)  
        if orders:  
            for oo in orders:  
                message = 'Open order for {amount} shares in {stock}'  
                message = message.format(amount=oo.amount, stock=sec)  
                log.info(message)

            has_orders = True  
    return has_orders  

Thanks,
Nick