How to access the variables inside the OnData() method while implementing it ?

The Debugger tool can be very useful here. If you're unfamiliar with VSCode Debugger take a look at this. Basically you click the line numbers (set breakpoints), and then you can execute the code step-by-step while inspecting variables interactively.

Thanks for your answer Adam 😊

So that would mean I have to install LEAN locally right? Is it the preferred way to build serious algos on QC or do most people use QC terminal?

I am much more familiar with PyCharm (and DataSpell from the same company which allows to run notebooks in an IDE environment). Do you think it's possible to use those IDEs instead of VSCode?

Generally, I have almost always been working on Jupyter Notebooks in the past, running my code chunk-by-chunk, checking my code at every step, inspecting and dissecting the variables… If there is a way to build my algos by first coding them in a notebook I would still prefer to do so.

Currently, I am getting crazy by running backtests after backtests every time I need to check something in my code. I guess that's not the proper way to code on QC and I am wondering how most people proceed to build their trading logic in OnData()…

If you're on the new v3 QC environment (in account settings), you can actually just use the Debugger on here. The button to the right of “Backtest Project” starts up the debugger after you select some breakpoints (think of the code in between breakpoints as a chunk). 

On the far right side of the cloud IDE, you should also see a “Run and Debug” icon. The `Variables` table lets you inspect the current variables in the scope, and you can also interactively inspect/run expressions under `Watch` (e.g. checking the length of something). Let me know if that isn't clear.

I enjoy running the code chunk-by-chunk in Jupyter as well. Personally, my workflow consists of 1) Prototyping strategies locally (using data downloaded from the LEAN CLI) in Jupyter with simple vectorized backtests, 2) Rewriting the code for production/into the LEAN API format, 3) Backtest on QC Cloud

Ok, it's a great answer, I understand better how to proceed now, thank you.

A few points:

1. I can't see anything related to my environment version in my Settings page. I have only a few options (Automatic Builds, code completion, etc..). But I haven't touched anything so I guess I must already be on V3 and I can see the debugger
2. When I open the “run and debug” right panel in the terminal and then click on … and debug console, nothing happen.
3. Is there somewhere examples about the workflow you describe?

For the rest I will study your answer more thoroughly before coming back if needed

Please,

where do I check for and change my environment version? I can't find anything neither in my terminal or in my settings page

I think you are probably on v3 already. At some point it was in beta and an optional toggle, but possibly QC has rolled it out officially.

Are you still having trouble with the Debugger? Take a look at this help page or perhaps this video.

Try this to get the hang of it:

1. Click some line numbers in the code. A red circle should show up to the left of the line numbers. These are your breakpoints - meaning the code execution will temporarily stop at each of these lines.
2. Hit “Debug” button (to the right of regular backtest button)
3. A small bar should pop up at the top with some buttons
4. Click the first button ("Continue") to execute the chunk of code in between breakpoints step-by-step
5. As you are doing this, open the `Run and Debug` panel on the right and notice how the `Variables` table changes. This describes the variables in the current scope
6. Now try executing some Python expressions in `Watch`. Hit the + sign, type in `len(someVariable)` to see the length of whatever variables are in your code
    

Thanks again Adam for this very helpful answer, the links and the detailed explanation are exactly what I needed :)

How come the documentation v2 is so well hidden ? Until I got some links from you I couldn't find it on the website?

Hi Jonathan

The docs v2 is still under editing and not officially released yet, so it is “hidden”. But no worries, it will be published shortly. 😊

Best
Louis