Visual Studio Plugin

Introduction

The plugin is a tool which allows a QuantConnect user to integrate with the platform through the Visual Studio IDE. Providing different features, it aims to facilitate strategy development.

Installation Instructions

Visual Studio 2015 & 2017 are supported.

Build

• Select ‘Release’ solution configuration
• Right click project ‘QuantConnect.VisualStudioPlugin’ and select ‘Rebuild’
• Verify in the Visual Studio ‘Output’ panel compilation succeeded with no errors

Install

• Uninstall previous version if present

  ‘Tools’ menu → ‘Extensions and Updates...’ → ‘Installed’ search for ‘QuantConnect.VisualStudioPlugin’ and uninstall

• Close Visual Studio
• Navigate to ‘..\Lean\VisualStudioPlugin\bin\Release’
• Execute ‘QuantConnect.VisualStudioPlugin.vsix’

Setup

• Login to https://www.quantconnect.com/ and navigate to ‘My Account’ page
• In the Api panel, you will find your a ‘unique access token’ and your ‘user id’ which are required to connect to the API.
• From the Visual Studio IDE go to ‘Tools’ menu → ‘QuantConnect’ → ‘Login’. Enter your Api credentials and login.

  

Manually logging in is only required the first time. The plugin will automatically login, using previous valid credentials, when required.

Features

Currently the plugin can save files to a project, compile and backtest it. Also, through the tool window, it can:

• Delete, rename, open or add a note to a previous backtest
• Create a new project.

Save to QuantConnect

This feature allows the user to upload to QC, one or more files to a target project.

• Select the desired files
• Right click → ‘Save to QuantConnect’
• Select target project

  

• Result:
  • If the operation succeeded: the user will be informed through the VS Status Bar
  • If any error occurs: the user will be informed through VS Status Bar and with a popup box.

    The error message will provide details about the operation result.

    

Send for Backtesting

This feature allows the user to upload to QC one or more files to a target project, compile it and backtest it.

• Select the desired files
• Right click → ‘Send for Backtesting’
• Select target project
• Result:

  • If the operation succeeded: the user will be informed through the VS Status Bar and the target QC project will be opened using the default browser.

  • If any error occurs: the user will be informed through VS Status Bar and with a popup box.

    If the error is due to a compilation error, popup box will contain the first compilation error.

    

    If the error is due to a run-time issue during the backtest process, popup box will contain error details and the corresponding stack trace.

    

Tool Window

This utility allows the user to monitor ongoing backtests and perform different actions over previous ones.

Given the user selects project ‘BuyTheDip_007’ in the tool windows combo box and launches a backtest using ‘Send For Backtesting’ for ‘BuyTheDip_007’ project, it will display the backtests progress.

How To Open

• From the Visual Studio IDE go to ‘View’ menu → ‘Other Windows’ → ‘QuantConnect’

  If there are previous valid credentials, the tool window will auto login when open or when the user performs an action.

Available Actions

• Delete backtest
• Open backtest
• Edit backtest: allows the user to edit the backtests name and note

  

• Refresh: it will load or reload, available projects
• New Project

  

Troubleshooting

VisualStudio plugin writes log data to the VisualStudio activity log, but only if VisualStudio is started with the /log parameter passed to it. To debug the QuantConnect plugin start VisualStudio with the following command:

devenv /log <path-to-log>

For more information