How? - Python Autocomplete for local Skylight development in VS Code

We just rolled this out in beta channels -- check it out. It doesn't require a skylight installation,

For VSCode you'll need to install the PyLance extension from Microsoft.

pip install quantconnect-stubs

To add to Jared's comment, to get autocomplete working as intended, you'll have to import the QuantConnect module and some of its namespaces.

I've prepared a list of imports that you can copy and paste to the top of your algorithm so that you can have the same experience developing locally as you would in the cloud.

I have just improved the documentation in the readme of QuantConnect/quantconnect-stubs-generator, here is a copy of the relevant part:

The latest version of the stubs can be installed by running pip install -U quantconnect-stubs. Every time Lean is updated, a new version of the package is released containing the latest stubs (the same command can be used to update).

The stubs are tested to work well with PyCharm and VS Code in combination with the Pylance extension. They should also work with any other editor capable of indexing Python type stubs.

If type-aware features like autocompletion are not working after installing the package, make sure your editor supports indexing Python type stubs and is set up to index packages in the environment you installed the package into. Sometimes it may also help to restart your editor to make sure newly installed/updated packages are correctly indexed.

Awesome, I was able to get VS Code Python autocompletion working by

1. installing Pylance
2. running ` pip install quantconnect-stubs`
3. adding QuantConnect imports to the algo's `main.py`

Thanks!

for paper trail

from QuantConnect import *
from QuantConnect.Parameters import *
from QuantConnect.Benchmarks import *
from QuantConnect.Brokerages import *
from QuantConnect.Util import *
from QuantConnect.Interfaces import *
from QuantConnect.Algorithm import *
from QuantConnect.Algorithm.Framework import *
from QuantConnect.Algorithm.Framework.Selection import *
from QuantConnect.Algorithm.Framework.Alphas import *
from QuantConnect.Algorithm.Framework.Portfolio import *
from QuantConnect.Algorithm.Framework.Execution import *
from QuantConnect.Algorithm.Framework.Risk import *
from QuantConnect.Indicators import *
from QuantConnect.Data import *
from QuantConnect.Data.Consolidators import *
from QuantConnect.Data.Custom import *
from QuantConnect.Data.Fundamental import *
from QuantConnect.Data.Market import *
from QuantConnect.Data.UniverseSelection import *
from QuantConnect.Notifications import *
from QuantConnect.Orders import *
from QuantConnect.Orders.Fees import *
from QuantConnect.Orders.Fills import *
from QuantConnect.Orders.Slippage import *
from QuantConnect.Scheduling import *
from QuantConnect.Securities import *
from QuantConnect.Securities.Equity import *
from QuantConnect.Securities.Forex import *
from QuantConnect.Securities.Interfaces import *
from datetime import date, datetime, timedelta
from QuantConnect.Python import *
from QuantConnect.Storage import *
QCAlgorithmFramework = QCAlgorithm
QCAlgorithmFrameworkBridge = QCAlgorithm