QuantConnect Stubs Generator is a program which generates Python stubs based on the C# files in QuantConnect/Lean and dotnet/runtime. These stubs can be used by editors to provide type-aware features like autocomplete and auto-imports in QuantConnect strategies written in Python.

The latest version of the stubs can be installed by running pip install --upgrade 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 autocomplete 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.

After installing the stubs, you can copy the following line to the top of every Python file to have the same imports as the ones that are added by default in the cloud:

from AlgorithmImports import *

This line imports all common QuantConnect members and provides autocomplete for them.

To run the generator locally, clone the repository, cd into the QuantConnectStubsGenerator project and run dotnet run <Lean directory> <runtime directory> <output directory>. Make sure <Lean directory> points to a directory containing the QuantConnect/Lean repository and <runtime directory> points to a directory containing the dotnet/runtime repository.

To run the unit tests, run dotnet test in the root of the project. To run the integration tests read the integration/README.md file.

• Open VSCode, click "Reopen in Container Prompt"; Or use command pallete "Reopen in Container"
• After build and initial creation script completes, run VSCode launch option "Run Stubs Generator"

There is also a launch option for integration tests which works right out of the box in this dev container. Try option "Python Integration Tests"