Yes. Basically, all exterior shots were at the house in Cleveland. Any shots looking out a door or window, like the leg lamp scene, looking out at the father across the street, or Ralphie shooting Black Bart, were also shots done in Cleveland, as they needed to see the outside. The rest of the interior shots were all on a soundstage in Canada. The actual house was not even laid out like it is in the movie, as they weren’t going to be shooting inside, so the soundstage layout was made to look different. Note in the movie, there is a dinning room between the living room and the kitchen… it’s not present if you tour the house. When Brian Jones bought the house, he gutted it and reconfigured it to match the film as close as possible, but it still is not the interior seen in the film. That is a point of confusion for many who visit the house and do the tour, and the tour guides are often untrained and give out false information.
You can see renovation photos here: