Using Lean with Visual Studio 2017 and Anaconda3

Whats also surprising is that Visual Studio is complaining about other modules being missing

There are several websites, blogs and stackexchange posts that clearly vote against the use of PYTHONHOME.  Shouldnt it be enough to set PATH to point to the python36.dll / python.exe / pythonw.exe? 

I also noticed Visual Studio 2017 having an option called "Ignore system-wide PYTHONPATH variables". I have ensured its unchecked (as oppossed to its default) 

The more I read about this python variables the more I get confused. Any Windows examples on this would be really great. 

I would like to update the documentation on GitHub for this issue as soon I have solved it. 

After many hours of fiddling around with Visual Studio I found a way of using the python package that gets provided by Visual Studios 2017 to work with Lean, that I would like to share with the community. I wasnt able to get Anaconda3 working, however my main goal was getting a plotting functionality/library like seaborn and matplotlib to work with the OpenSource version anyway, so no specific need for Anaconda3 (currently).   

Things I have learned: 

• You wont have to set PYTHONPATH nor PYTHONHOME when using VS packages 
• It's enough to extend your PATH variable so it points to the directory holding python.exe, pythonw.exe and python36.dll
• In case you have messed up your working environment try to uninstall the NuGet package QuantConnect.pythonnet for all projects and install it again

Things still unclear to me: 

• Where should I create the dataset for plotting? Within OnData(self, data)? ¨
• How can I make plt.show() non-blocking 

 Here is the step by step approach I took: 

1. Install Python3 support using the Visual Studio installer (x64 and version 3.6.5 in my case)
2. In case you have other Python environments installed, set the version installed under point 1. as the default environment for new projects
3. Within "Python Environments" switch to "Packages (PyPi)" and install the following packages: seaborn and pandas. Ensure all modules are up to date. In my case updating "pip" and other packages was necesarry. 
4. Switch to IntelliSense and hit "Refresh DB", this will take a while, but give you IntelliSense support for the installed modules 
5. Create a new Python project and create a small test plot to ensure everything is working. You can refer to the example library which can be found here. When creating a chart don't forget to use "plt.show()" otherwise nothing will be visible. 
6. Copy the \Lean\packages\QuantConnect.pythonnet.1.0.5.7\build\Python.Runtime.win file into the ..\lib\ directory and rename it to Python.Runtime.dll
7. Update config,json according to the official manual 
8. On the entire solution, hit "Clean Solution" and then "Rebuild solution", to ensure you are using the new Python.Runtime.dll 
9. Later on you should be able to use matplotlib and seaborn in your algorithms. 

Hello Mathias,

Your post is really helpful.
However, I'm still not able to get Intellisense working with these modules, any idea why? I've tried re-installing python, making a custom environment, make sure Intellisense is active for all languages, still nothing.

I have followed all instructions and steps to implement LEAN in Python wth VS but keep facing many errors when building the project file in VS, Errors screenshot attached in below link:

https://drive.google.com/file/d/17a59ULDmdRuymL4r6EIx8WvJh3_0AS7U/view?usp=sharing

Hi John Addae ,

We can't read the error messages in the last picture...
Assuming it's an error with .NET Framework 4.6.2, I would recommend using the Visual Studio Installer to add .NET 4.6.2 SDK (see image here) or download and install it from the Microsoft Downloader Center.