Local Debugging of Cloud Projects not supported

Debugging QuantConnect projects locally on VS Code has some limitations, especially when dealing with cloud projects. Here are some steps and tools you can use to debug your algorithm effectively:

1. Understand Local Debugging Limitations: Due to security concerns, debugging cloud projects locally is not supported. This means you cannot use traditional debugging tools like breakpoints in VS Code for cloud projects.

2. Use QuantConnect's Built-in Tools:

   • Logging: Use the log method to record messages during your algorithm's execution. This can help you track the flow and state of your algorithm.

     self.log("This is a log message.")
     

   • Debugging: Use the debug method for real-time updates in the Cloud Terminal.

     self.debug("This is a debug message.")
     

   • Object Store: Store and retrieve data efficiently during backtests. This can be useful for analyzing large datasets or results.

     self.object_store.save("key", value)
     

3. Profiling: Use Python Profilers to find performance bottlenecks in your algorithm. This involves enabling profiling at the start and analyzing the results at the end of the algorithm.

   from cProfile import Profile
   from pstats import Stats
   from io import StringIO
   
   profile = Profile()
   profile.enable()
   
   # At the end of the algorithm
   profile.disable()
   stream = StringIO()
   Stats(profile, stream=stream).sort_stats('cumulative').print_stats(20)
   

4. Review Logs and Errors: Check the logs and error messages in the Cloud Terminal for runtime errors or unexpected behavior.

5. Consult Documentation: Refer to QuantConnect's documentation for more detailed guidance on using these tools effectively.

By leveraging these tools and techniques, you can effectively debug and optimize your QuantConnect algorithms even with the limitations of local debugging.

Sources: Debugging Tools - QuantConnect.com, Debugging - QuantConnect.com

So for which cases is local debugging on VS code then, if not for cloud projects? There is an entire docs page dedicated to this: 

Am I missing something?

Debugging local backtests with local data sources is supported (those docs linked). Debugging to cloud data sources aren't supported sorry, but you can debug it in the cloud.