How do debug issues related to Python .NET libraries?

Mind sharing something you're trying to debug? Most of the time there is a stack-trace especially if using Try-Catch. If its a runtime exception without a try-catch there is an ugly hybrid C#-Python stack but its decipherable. The python code is running in the python runtime; so normally comes with all the normal python information but if you give us more information we can see what your case might be. 

In general, note that for a imported dll (e.g., QuantConnect.Algorithm), the "underlying" code used to generate the module is present in the C# source at github.

Thus, when debugging the underlying code for a dll in the context of Python (e.g., to create a regression test for Algorithm.Python, I usually look for the imported element and place a breakpoint there.

As an example, say I am interested in a value called during QCAlgorithm.OnData. I would place my breakpoint in the QCAlgorithm.cs source within the OnData method and then be able to look at values which exist in the environment at that point (say, the value of some list I specified in my self.Initialize step, "self.ListOfSymbols", which updates in the self.OnData step). I usually use Rider when doing this kind of development but Visual Studio would work as well (or vs code although I find it to be clunkier).

I had attached images to show what I'm trying to debug but not sure why it did not get rendered. I will try putting code snippets instead.

The thing I am trying to debug is exactly the same as this bug report. I know it's kinda solved already but I'd like to learn how to figure it out.

This is the notebook code (to be run inside the research container):

%matplotlib inline
# Imports
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Common")
AddReference("QuantConnect.Research")
AddReference("QuantConnect.Indicators")
from System import *
from QuantConnect import *
from QuantConnect.Data.Custom import *
from QuantConnect.Data.Market import TradeBar, QuoteBar
from QuantConnect.Research import *
from QuantConnect.Indicators import *
from datetime import datetime, timedelta
import matplotlib.pyplot as plt
import pandas as pd

# Create an instance
qb = QuantBook()

# Select asset data
spy = qb.AddEquity("SPY")

spy = qb.AddEquity("SPY")

# Gets historical data from the subscribed assets, the last 360 datapoints with daily resolution
h1 = qb.History(qb.Securities.Keys, 360, Resolution.Daily)

# Example with BB, it is a datapoint indicator
# Define the indicator
bb = BollingerBands(30, 2)

# Gets historical data of indicator
bbdf = qb.Indicator(bb, "SPY", 360, Resolution.Daily)

# drop undesired fields
bbdf = bbdf.drop('standarddeviation', 1)

# Plot
bbdf.plot()

This is the entire stack trace:

---------------------------------------------------------------------------
ValueError Traceback (most recent call last)
<ipython-input-1-f0e5db2bb4bf> in <module>
32
33 # Gets historical data of indicator
---> 34 bbdf = qb.Indicator(bb, "SPY", 360, Resolution.Daily)
35
36 # drop undesired fields

ValueError: cannot reindex from a duplicate axis

Aaron Janeiro Stone Thanks for the tips. I'll try to get the workflow set up in Visual Studio and/or VS Code.