In this talk, we present our approach to training a code completion model using Mellum, our new open-source model, as an example. Mellum powers in-file code completion in AI-enabled JetBrains IDEs. We'll walk through the entire process, from designing the model and preparing the dataset — with emphasis on the permissiveness of using data — to the training process and evaluation strategies. Attendees will gain insights into state-of-the-art techniques and the challenges we faced and discover practical approaches to optimizing AI models for real-world coding environments. This talk is relevant for developers and ML Engineers interested in ML feature development and custom model training.