How to do multi-timeframe analysis in backtesting.py?

Question

I have created a python multi-time-frame analysis backtest program based on the following site. ( ref site )

The code I created is as follows

import os
import warnings
from datetime import datetime
!pip install pandas_ta  > /dev/null 2>&1
import pandas as pd
import pandas_ta as ta
import numpy as np
import matplotlib.pyplot as plt

!pip install --upgrade backtesting > /dev/null 2>&1
from backtesting import Backtest, Strategy
from backtesting.lib import resample_apply, crossover
from backtesting.test import SMA

from google.colab import drive
drive.mount('/content/drive')

# -------------------------------------------------------
#  Data pre-processing
# -------------------------------------------------------
# File path to retrieve
file_name = "/content/drive/.../EURUSD_M15_2023"

# If a pickle file exists, retrieve it
try:
    data = pd.read_pickle(f"{file_name}.pkl")

# If a pickle file does not exist, retrieve the csv
except:
    data = pd.read_table(f"{file_name}.csv", sep='\t')

    # Change column names (Must include Open, High, Low, Close)
    data = data.rename(columns={'<OPEN>': 'Open', '<HIGH>': 'High', '<LOW>': 'Low', '<CLOSE>': 'Close', '<VOL>': 'Volume'})

    # Convert the date of the data to datetime type
    data['datetime'] = pd.to_datetime(data['<DATE>']+ ' '+ data['<TIME>'])

    # Specify datetime as the index
    data = data.set_index('datetime')

    # Save as a pkl file and store it in the drive
    data.to_pickle(f"{file_name}.pkl")

# -------------------------------------------------------
#  Logic Description
# -------------------------------------------------------
class Strategry(Strategy):

    def init(self):
        rsi_window = 14
        upper_bound = 70
        lower_bound = 30
        
        close = pd.Series(self.data.Close)
        self.daily_rsi = self.I(ta.rsi, close, self.rsi_window)
        self.weekly_rsi = resample_apply('W-FRI', ta.rsi, pd.Series(self.data.Close), self.rsi_window)


    def next(self):
        if (crossover(self.daily_rsi, self.upper_bound) and
                self.weekly_rsi[-1] > self.upper_bound):
            self.position.close()

        elif (crossover(self.lower_bound, self.daily_rsi) and
                self.lower_bound > self.weekly_rsi[-1]):
            self.buy()

It is divided into three parts: import, data preparation, and logic.

Executing the above code will result in the following error

TypeError: Only valid with DatetimeIndex, TimedeltaIndex or PeriodIndex, but got an instance of 'RangeIndex'

Please let me know which part and how to correct it.