Just wanted to share a solution for using custom libraries added to QuantConnect locally within VSCode. Hope this helps others!

First, see this article for instructions on adding a new library to QuantConnect if you don't know how: https://backtest-rookies.com/2019/03/22/quantconnect-adding-a-library/

Next, replicate the Library folder, and corresponding libraries locally. Personally I'm using Skylight which will automatically pull in the LIbrary folder and libraries. However, you could also manually duplicate a local Library folder with corresponding libraries. When using Skylight, the Library folder will be added alongside your project folders. In my case on Mac/OSX it was added to /Users/cnaccio/QuantConnect/Charles Naccio/Library

Lastly, assuming you're using VSCode with Pylance, open your workspace or project settings file and add the following to the "settings" section:

"python.analysis.extraPaths": [ "/Users/cnaccio/QuantConnect/Charles Naccio/Library/CapitalMastery" ], "python.autoComplete.extraPaths": [ "/Users/cnaccio/QuantConnect/Charles Naccio/Library/CapitalMastery" ]

This will help ensure your local autocomplet works, and is compatible with running backtests on QuantConnect.

Below, I'm using a BrokerageModels.py file/module from my custom "CapitalMastery" QuantConnect Library, which contains a TradeZeroBrokerageModel class

# My Projects/BigGap/main.py # Python Packages from QuantConnect.Orders.Fees import ConstantFeeModel from System import DayOfWeek, TimeSpan from datetime import datetime, timedelta from typing import Dict, List # QuantConnect Packages from QuantConnect import * from QuantConnect.Algorithm import * from QuantConnect.Algorithm.Framework import Selection from QuantConnect.Brokerages import * from QuantConnect.Algorithm.Framework import * from QuantConnect.Securities import PatternDayTradingMarginModel, Security from QuantConnect.Data.UniverseSelection import CoarseFundamental, SecurityChanges from QuantConnect.Data.Fundamental import FineFundamental from QuantConnect.Data.Consolidators import TradeBarConsolidator from QuantConnect.Data.Market import TradeBar, TradeBars # Custom Packages from BrokerageModels import TradeZeroBrokerageModel class BigGap(QCAlgorithm): def Initialize(self): # Backtest Settings self.SetStartDate(2020, 11, 1) self.SetEndDate(2020, 11, 18) # Reality Modeling self.SetCash(50000) self.SetBrokerageModel(TradeZeroBrokerageModel()) # Configure coarse/fine universe selection self.UniverseSettings.Resolution = Resolution.Hour self.AddUniverse(self.CoarseSelection, self.FineSelection) # Track symbols self.symbols:Dict[SymbolData] = {}

Finally, here's the BrokerageModels.py file within my CapitalMastery library

# My Projects/Library/CapitalMastery/BrokerageModels.py # QuantConnect Packages from QuantConnect.Brokerages import DefaultBrokerageModel from QuantConnect.Orders.Fees import ConstantFeeModel from QuantConnect.Securities import PatternDayTradingMarginModel # Trade Zero Brokerage Model class TradeZeroBrokerageModel(DefaultBrokerageModel): def GetFeeModel(self, security): return ConstantFeeModel(0) def GetBuyingPowerModel(self, security): return PatternDayTradingMarginModel()


With everything in place, autocomplete is working as desired; see below.