I am new to coding python and this is my first day doing backtesting, here is my code and my .csv is attached I think. Any help would be much appreciated.

from backtesting import Backtest, Strategy
from backtesting.lib import crossover
from backtesting.test import SMA, GOOG
import pandas as pd
from datetime import datetime
df = pd.read_csv('Gold Futures OHLC.csv')
df = df.set_index('Date')
df.index = pd.to_datetime(df.index)
class SmaCross(Strategy):
 n1 = 13
 n2 = 21

def init(self):
 close = self.data.Close
 self.sma1 = self.I(SMA, close, self.n1)
 self.sma2 = self.I(SMA, close, self.n2)
def next(self):
 if crossover(self.sma1, self.sma2):
 self.buy()
 elif crossover(self.sma2, self.sma1):
 self.sell()

bt = Backtest(df, SmaCross,
 cash=100_000_000, commission=.002,
 exclusive_orders=True)
output = bt.run()
bt.plot()

And here is the response.

C:\Users\claym\Documents\GitHub\Python\Trading\Backtesting\venv\Lib\site-packages\backtesting\test_init_.py:8: FutureWarning: The argument 'infer_datetime_format' is deprecated and will be removed in a future version. A strict version of it is now the default, see https://pandas.pydata.org/pdeps/0004-consistent-to-datetime-parsing.html. You can safely remove this argument.
return pd.read_csv(join(dirname(file), filename),
Traceback (most recent call last):
File "c:\Users\claym\Documents\GitHub\Python\Trading\Backtesting\kernc-github.py", line 27, in
bt = Backtest(df, SmaCross,
^^^^^^^^^^^^^^^^^^^^^^
File "C:\Users\claym\Documents\GitHub\Python\Trading\Backtesting\venv\Lib\site-packages\backtesting\backtesting.py", line 1073, in init
if np.any(data['Close'] > cash):
^^^^^^^^^^^^^^^^^^^^
File "C:\Users\claym\Documents\GitHub\Python\Trading\Backtesting\venv\Lib\site-packages\pandas\core\ops\common.py", line 76, in new_method
return method(self, other)
^^^^^^^^^^^^^^^^^^^
File "C:\Users\claym\Documents\GitHub\Python\Trading\Backtesting\venv\Lib\site-packages\pandas\core\arraylike.py", line 56, in gt
return self._cmp_method(other, operator.gt)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "C:\Users\claym\Documents\GitHub\Python\Trading\Backtesting\venv\Lib\site-packages\pandas\core\series.py", line 6119, in _cmp_method
res_values = ops.comparison_op(lvalues, rvalues, op)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "C:\Users\claym\Documents\GitHub\Python\Trading\Backtesting\venv\Lib\site-packages\pandas\core\ops\array_ops.py", line 344, in comparison_op
res_values = comp_method_OBJECT_ARRAY(op, lvalues, rvalues)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "C:\Users\claym\Documents\GitHub\Python\Trading\Backtesting\venv\Lib\site-packages\pandas\core\ops\array_ops.py", line 129, in comp_method_OBJECT_ARRAY
result = libops.scalar_compare(x.ravel(), y, op)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "ops.pyx", line 107, in pandas._libs.ops.scalar_compare
TypeError: '>' not supported between instances of 'str' and 'int'

I can provide more clarification or upload more files if this is not enough information.

Gold Futures OHLC.csv