Hi,
First time posting here, so please be gentle. 😊
I am trying to use Lean CLI for python using VS Code. But the debugger does not stop at the breakpoint.
I went through various help articles and documentations, and also tried searching through google but still could not find the solution. It works fine if one has simple boilerplate example.
I went here to look for information but could not resolve it
here is an example code that I am using
+ Expand
from AlgorithmImports import *
class GeekyTanCat(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2021, 6, 24)
self.SetCash(100000)
self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.At(16, 1), self.TradingAfterMarketClose)
self.AddEquity("SPY")
def OnData(self, data):
self.Debug("In OnData Function")
pass
def TradingAfterMarketClose(self):
self.Debug("In TradingAfterMarketClose Function")
pass
I am trying to stop the debugger at “self.Debug …” but it never stops, neither it gives me any error for me to resolve it.
I would highly request somebody to make a You tube video on a somewhat complex tutorial. The one here does not tell much
(13) Debugging Python Algorithmic Trading Strategies in VSCode - LEAN CLI - YouTube
Please let me know if this is not the right place to post it, I would post it at the right place.
Thank you,
Avi
Jasper van Merle
Hi Avi,
I tried to reproduce your issue locally but my breakpoints do seem to get hit on the algorithm you provided.
What self.Debug() call are you setting the breakpoint on? If you're setting it on the one in OnData and it doesn't break, that may mean OnData isn't called because of missing local data.
Also, can you try setting a breakpoint on the self.AddEquity() call and see if that breakpoint gets hit correctly?
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Avi Dix
Thank you for your response.
As suggested I put a break point on self.AddEquity("SPY"). It hits that break point.
I can understand why it may not hit the breakpoint in OnData function. But it should hit the breakpoint in self.Debug("In TradingAfterMarketClose Function") when the function is called during the day at 16:01 hrs. It is not hitting the breakpoint at self.Debug("In TradingAfterMarketClose Function")
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Jasper van Merle
Hi Avi,
Do you see “In TradingAfterMarketClose Function” in the logs after the backtest completes?
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Avi Dix
No I do not see any of the messages in the logs. I can upload the logs if you wish.
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Jasper van Merle
Hi Avi,
That would be very helpful, please do.
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Avi Dix
Here is the log
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Jasper van Merle
Hi Avi,
It seems like this is a data issue after all. If there's no data points for your algorithm to process, no events get triggered. If you change your algorithm slightly by setting the start date back 3 months and adding the Resolution.Daily parameter to the AddEquity call so it uses the SPY sample data we provide, the event does get triggered and your breakpoint should get hit.
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Avi Dix
Sorry, Could you please explain it a little more ? I have added SPY data, so it should have some data
What do you mean by Data ? I am trying to understand what exactly is wrong, so that I can solve the problem in future.
and the problems related to this issue
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Avi Dix
Thank you for your explanation, it makes sense. I will add the data and repeat the test.
Thank you for being patient so far and your prompt replies
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BrandonHall
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Wayne Adams
How about pretty much everything supported by Anaconda?
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Karen Chaltikian
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Daniel Santiago Rincón
Hi guys I just landed here and I'm setting up the enviroment. Is there an up to date list of the current available python libraries? How are you guys doing in order to use Keras, Tensorflow, etc. in your algorithms? I saw something about porting data via Lean. Any help on that is appreciated.
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Brooke Nyatogo
GREAT
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Derek Tishler
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Sebastian Lueneburg
+1 for more resources on how to enable debugging python scripts in VS lean locally. So far, I found only this. Does it work for others seamlessly?
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Qq
i cound't get it to work either. actually i can't even get the 'auto suggestion' to work. for example when we type 'pandas. ', no suggestion pop up
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Young Zhang
Please white-list seaborn as well, thx!
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Derek Tishler
Woulld it make sense, secuirty wise, to consider the Dropbox(or other cloud storage api like google storage, etc) package as a quick way to allow for uploading files to a cloud storage? Might be considered a lazy/terrible quickfix to algo/model persistance untill that feature is platform wide?
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Yunpeng Li
Would be great if add PyTorch as well. Thanks!
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Custos
I would like to have the NLTK library (natural language processing)
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Rob Robinson
Is there a list of the python libraries that are supported and the version #'s?
I am seeing some known errors with scipy and I'd like to know which version is currently deployed.
Thanks!
Rob
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Derek Tishler
Rob Robinson you can see the 'install' scripts here to see exactly what is in the master(may not be live in the cloud yet) version.
To get the working version perhaps you can try something like:
import x as X
#inside init
self.Log(str(X.__version__))
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Rob Robinson
That worked great - thanks!
FWIW scipy shows it is installed as version 0.19.1.
#import pycparser #import pandas import scipy #import numpy #import sklearn #import blaze #import cvxopt #import cvxpy #import pykalman #import statistics #import statsmodels #import arch #import copulalib #import xgboost #import theano #import keras #import tensorflow #import deap class BasicTemplateAlgorithm(QCAlgorithm): def Initialize(self): self.Log(str(scipy.__version__)) def OnData(self, slice): pass
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Leo Striker
How to use the latest python 3.0 here? I saw it is supporting python 2.0
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Gabriel Moncarz
Does Python Net allow to install talib? Would be useful. I know you support about 100 indicators, but the way TA-LIB manages is different (using Pandas Dataframe, and also is easier to migrate Quantopian algos.
Thanks.
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Tom M
How about hmmlearn (https://hmmlearn.readthedocs.io/en/latest/)?
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Alexandre Catarino
Hi guys, I think most of the requests have been addressed.
Leo Striker, Lean support Python 3.6.
Gabriel Moncarz, ta-lib is white-listed.
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Jake Mitchell
from pyramid.arima import auto_arima
or
https://github.com/tgsmith61591/pmdarima from pmdarima.arima import auto_arima
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