For anyone (like me) trying to run a strategy offline, a step-by-step VS Code way:

  • git clone https://github.com/scubamut/Lean.git
  • install mono (see read.me)
  • install Python with pythonnet and packages (see Algorithm.Python project).
  • start VSCODE
  • Add Lean Folder to Workspace
  • Edit Launcher/config.json (see read,me)
  • add BasicTemplateAlgorithm.py
  • new Terminal
  • nuget restore QuantConnect.Lean.sln
  • msbuild QuantConnect.Lean.sln
  • cd Launcher/bin/Debug
  • mono QuantConnect.Lean.Launcher.exe

Hope it helps.

Thanks to Quantconnect!