Skylight is great by enabling local development. But if you like me are missing the QC intellisense in the cloud IDE. I hope the following helps. Apologies for the poor video quality, not a youtuber myself :-)

The following is quick demo of quantconnect intellisense in local development within PyCharm.

https://youtu.be/7SAwBXIISug

 

Here is how to set it up in PyCharm

 

https://youtu.be/qiBEm0mWJMw

As Pycharm by default only reads around 1 Mb something size files for intellisense (some of the stubs are larger than this limit). The following is how to increase it. I set it to 4 Mb which is more than enough. 

https://youtu.be/aiMsnVGnCog

 

Some notes from my last few days expereince. 

1. the stubs can be used in VS Code to setup intellisense too (which was my intial target IDE). However as the engine which generated the stubs are from PyCharm. It has the best expereince I found.

2. The intellisense expereince is close but not as good as developing algo in C# within Lean under VS studio. Static typed lanugage does make intellisense easier. You could improve this by define the type of variable in  Python as what I did in the examples to promote more suggestions

3. If you are interested, the stubs are generated using a modified version of IronPython-Subs. Its link is included in the stub readme.