Local VSCode debugger not getting any data

Hi Jordan,

It seems like you're having trouble with debugging in VS Code. Here are some steps you can follow to debug Python code in VS Code:

1. Set up local autocomplete for Python in VS Code by following this tutorial.
2. Open the directory containing the main.py file in a new VS Code window. Make sure you open the project directory itself, not your organization workspace.
3. Open a terminal in your organization workspace, run lean backtest "<projectName>" --debug ptvsd, and then wait until the CLI tells you to attach to the debugger.
4. In VS Code, open the Run tab and run the configuration called Debug with Lean CLI (this configuration is created when you create a new project with the CLI).

If you're still having trouble, it might be due to some issues with your Python environment or the way your project is set up. Make sure you have the correct Python version installed and that your project dependencies are correctly set up.

If the problem persists, you might want to check the QuantConnect forum for similar issues or post your question there to get help from the community.

Regarding the market being closed 100% of the time, it might be due to the data time zone or the market hours you've set in your algorithm. Make sure you've set the correct market hours and data time zone in your algorithm.

If you're using custom data, you might need to download some of QuantConnect's data for local usage. You can find more information about this here.

I hope this helps! Let me know if you have any other questions.

Source: QuantConnect Forum, QuantConnect Documentation

Thanks for the help. I've followed all the steps. it's important to note that my step debugging does work, but there is just no market data and the market is registered as closed during debugging, but when I run my backtest, there is data and it works as expected.

Hi Jordan,

It's possible that the issue you're experiencing is related to the data feed during the debugging process. In the backtest, the data feed is simulated based on historical data, but during debugging, it might be trying to access real-time data, which could be unavailable or the market could be closed at that time.

One thing you could try is to ensure that your algorithm is set up to handle cases where the market is closed or data is not available. For example, you could add checks in your OnData method to ensure that data is available before executing any trading logic.

Here's an example in Python:

def OnData(self, data):
    if not data.ContainsKey(self.symbol):
        return

    # Your trading logic here

In this example, self.symbol is the symbol of the security you're trading. This check ensures that the OnData method exits early if data for the security is not available.

If you're using multiple symbols, you can iterate over them and check if data is available for each one:

def OnData(self, data):
    for symbol in self.symbols:
        if not data.ContainsKey(symbol):
            return

    # Your trading logic here

In these examples, self.symbols is a list of the symbols of the securities you're trading.

I hope this helps! Let me know if you have any other questions.

This still didn't work. My Debugging environment simply isn't getting data. I'm already paying for the service, do I also have to pay for the data that my debugger uses?

Hi Jordan,

Based on the information provided, it seems like you're having issues with data availability during debugging. In one of the forum discussions, a user mentioned a similar issue where the local data was only complete with daily data and the algorithm was using minute data. Setting the equity resolution to daily produced expected results. The sample data does appear to be slightly scrambled but is good enough for testing. You might want to check if this is the case with your setup as well.

As for the cost, while there is a subscription fee for the QuantConnect service, there might be additional costs for data depending on your usage. For local backtesting, you might need to download the data which could incur additional costs. However, it's important to note that the cost of data can vary depending on the type and amount of data you need.

If you're still having issues, I would recommend reaching out to the QuantConnect support team or posting your question on the QuantConnect forum for more specific help.

Sources: QuantConnect Forum