progress
This commit is contained in:
Oleg Sheynin
parent
8e6ac39674
commit
80c3e8d54b
1
.vscode/.env
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.vscode/.env
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PYTHONPATH=/home/oleg/develop
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10
.vscode/extensions.json
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.vscode/extensions.json
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{
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"recommendations": [
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"ms-python.python",
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"ms-python.pylance",
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"ms-python.black-formatter",
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"ms-python.flake8",
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"ms-python.mypy-type-checker",
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"ms-python.isort"
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]
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}
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249
.vscode/launch.json
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.vscode/launch.json
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{
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// Use IntelliSense to learn about possible attributes.
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// Hover to view descriptions of existing attributes.
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// For more information, visit: https://go.microsoft.com/fwlink/?linkid=830387
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"version": "0.2.0",
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"configurations": [
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{
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"name": "Python Debugger: Current File",
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"type": "debugpy",
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"request": "launch",
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"program": "${file}",
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"console": "integratedTerminal"
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},
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{
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"name": "-------- OLS --------",
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},
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{
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"name": "CRYPTO OLS (rolling)",
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"type": "debugpy",
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"request": "launch",
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"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
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"program": "${workspaceFolder}/research/backtest.py",
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"args": [
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"--config=${workspaceFolder}/configuration/ols.cfg",
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"--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT",
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"--date_pattern=20250605",
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"--result_db=${workspaceFolder}/research/results/crypto/%T.ols.ADA-SOL.20250605.crypto_results.db",
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],
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"env": {
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"PYTHONPATH": "${workspaceFolder}/lib"
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},
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"console": "integratedTerminal"
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},
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{
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"name": "CRYPTO OLS (optimized)",
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"type": "debugpy",
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"request": "launch",
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"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
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"program": "${workspaceFolder}/research/backtest.py",
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"args": [
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"--config=${workspaceFolder}/configuration/ols-opt.cfg",
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"--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT",
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"--date_pattern=20250605",
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"--result_db=${workspaceFolder}/research/results/crypto/%T.ols-opt.ADA-SOL.20250605.crypto_results.db",
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],
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"env": {
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"PYTHONPATH": "${workspaceFolder}/lib"
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},
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"console": "integratedTerminal"
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},
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// {
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// "name": "CRYPTO OLS (expanding)",
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// "type": "debugpy",
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// "request": "launch",
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// "python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
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// "program": "${workspaceFolder}/research/backtest.py",
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// "args": [
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// "--config=${workspaceFolder}/configuration/ols-exp.cfg",
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// "--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT",
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// "--date_pattern=20250605",
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// "--result_db=${workspaceFolder}/research/results/crypto/%T.ols-exp.ADA-SOL.20250605.crypto_results.db",
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// ],
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// "env": {
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// "PYTHONPATH": "${workspaceFolder}/lib"
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// },
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// "console": "integratedTerminal"
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// },
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{
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"name": "EQUITY OLS (rolling)",
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"type": "debugpy",
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"request": "launch",
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"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
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"program": "${workspaceFolder}/research/backtest.py",
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"args": [
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"--config=${workspaceFolder}/configuration/ols.cfg",
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"--instruments=COIN:EQUITY:ALPACA,MSTR:EQUITY:ALPACA",
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"--date_pattern=20250605",
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"--result_db=${workspaceFolder}/research/results/equity/%T.ols.COIN-MSTR.20250605.equity_results.db",
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],
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"env": {
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"PYTHONPATH": "${workspaceFolder}/lib"
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},
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"console": "integratedTerminal"
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},
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{
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"name": "EQUITY-CRYPTO OLS (rolling)",
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"type": "debugpy",
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"request": "launch",
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"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
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"program": "${workspaceFolder}/research/backtest.py",
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"args": [
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"--config=${workspaceFolder}/configuration/ols.cfg",
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"--instruments=COIN:EQUITY:ALPACA,BTC-USDT:CRYPTO:BNBSPOT",
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"--date_pattern=20250605",
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"--result_db=${workspaceFolder}/research/results/intermarket/%T.ols.COIN-BTC.20250605.equity_results.db",
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],
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"env": {
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"PYTHONPATH": "${workspaceFolder}/lib"
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},
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"console": "integratedTerminal"
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},
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{
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"name": "-------- VECM --------",
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},
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{
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"name": "CRYPTO VECM (rolling)",
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"type": "debugpy",
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"request": "launch",
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"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
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"program": "${workspaceFolder}/research/backtest.py",
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"args": [
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"--config=${workspaceFolder}/configuration/vecm.cfg",
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"--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT",
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"--date_pattern=20250605",
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"--result_db=${workspaceFolder}/research/results/crypto/%T.vecm.ADA-SOL.20250605.crypto_results.db",
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],
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"env": {
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"PYTHONPATH": "${workspaceFolder}/lib"
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},
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"console": "integratedTerminal"
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},
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{
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"name": "CRYPTO VECM (optimized)",
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"type": "debugpy",
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"request": "launch",
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"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
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"program": "${workspaceFolder}/research/backtest.py",
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"args": [
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"--config=${workspaceFolder}/configuration/vecm-opt.cfg",
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"--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT",
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"--date_pattern=20250605",
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"--result_db=${workspaceFolder}/research/results/crypto/%T.vecm-opt.ADA-SOL.20250605.crypto_results.db",
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],
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"env": {
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"PYTHONPATH": "${workspaceFolder}/lib"
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},
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"console": "integratedTerminal"
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},
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// {
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// "name": "CRYPTO VECM (expanding)",
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// "type": "debugpy",
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// "request": "launch",
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// "python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
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// "program": "${workspaceFolder}/research/backtest.py",
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// "args": [
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// "--config=${workspaceFolder}/configuration/vecm-exp.cfg",
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// "--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT",
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// "--date_pattern=20250605",
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// "--result_db=${workspaceFolder}/research/results/crypto/%T.vecm-exp.ADA-SOL.20250605.crypto_results.db",
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// ],
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// "env": {
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// "PYTHONPATH": "${workspaceFolder}/lib"
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// },
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// "console": "integratedTerminal"
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// },
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{
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"name": "EQUITY VECM (rolling)",
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"type": "debugpy",
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"request": "launch",
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"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
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"program": "${workspaceFolder}/research/backtest.py",
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"args": [
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"--config=${workspaceFolder}/configuration/vecm.cfg",
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"--instruments=COIN:EQUITY:ALPACA,MSTR:EQUITY:ALPACA",
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"--date_pattern=20250605",
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"--result_db=${workspaceFolder}/research/results/equity/%T.vecm.COIN-MSTR.20250605.equity_results.db",
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],
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"env": {
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"PYTHONPATH": "${workspaceFolder}/lib"
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},
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"console": "integratedTerminal"
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},
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{
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"name": "EQUITY-CRYPTO VECM (rolling)",
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"type": "debugpy",
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"request": "launch",
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"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
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"program": "${workspaceFolder}/research/backtest.py",
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"args": [
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"--config=${workspaceFolder}/configuration/vecm.cfg",
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"--instruments=COIN:EQUITY:ALPACA,BTC-USDT:CRYPTO:BNBSPOT",
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"--date_pattern=20250605",
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"--result_db=${workspaceFolder}/research/results/intermarket/%T.vecm.COIN-BTC.20250601.equity_results.db",
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],
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"env": {
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"PYTHONPATH": "${workspaceFolder}/lib"
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},
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"console": "integratedTerminal"
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},
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{
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"name": "-------- B a t c h e s --------",
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},
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{
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"name": "CRYPTO OLS Batch (rolling)",
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"type": "debugpy",
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"request": "launch",
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"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
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"program": "${workspaceFolder}/research/backtest.py",
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"args": [
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"--config=${workspaceFolder}/configuration/ols.cfg",
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"--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT",
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"--date_pattern=2025060*",
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"--result_db=${workspaceFolder}/research/results/crypto/%T.ols.ADA-SOL.2025060-.crypto_results.db",
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],
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"env": {
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"PYTHONPATH": "${workspaceFolder}/lib"
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},
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"console": "integratedTerminal"
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},
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{
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"name": "CRYPTO VECM Batch (rolling)",
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"type": "debugpy",
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"request": "launch",
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"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
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"program": "${workspaceFolder}/research/backtest.py",
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"args": [
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"--config=${workspaceFolder}/configuration/vecm.cfg",
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"--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT",
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"--date_pattern=2025060*",
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"--result_db=${workspaceFolder}/research/results/crypto/%T.vecm.ADA-SOL.2025060-.crypto_results.db",
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],
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"env": {
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"PYTHONPATH": "${workspaceFolder}/lib"
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},
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"console": "integratedTerminal"
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},
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{
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"name": "-------- Viz Test --------",
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},
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{
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"name": "Viz Test",
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"type": "debugpy",
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"request": "launch",
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"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
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"program": "${workspaceFolder}/tests/viz_test.py",
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"args": [
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"--config=${workspaceFolder}/configuration/ols.cfg",
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"--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT",
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"--date_pattern=20250605",
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],
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"env": {
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"PYTHONPATH": "${workspaceFolder}/lib"
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},
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"console": "integratedTerminal"
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}
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]
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}
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10
.vscode/pairs_trading.code-workspace
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.vscode/pairs_trading.code-workspace
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{
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"folders": [
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{
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"path": ".."
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}
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],
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"settings": {
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"workbench.colorTheme": "Dracula Theme"
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}
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}
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111
.vscode/settings.json
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.vscode/settings.json
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{
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"PythonVersion": "3.12",
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"[python]": {
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"editor.defaultFormatter": "ms-python.black-formatter"
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},
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// ===========================================================
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"workbench.activityBar.orientation": "vertical",
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// ===========================================================
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// "markdown.styles": [
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// "/home/oleg/develop/cvtt2/.vscode/light-theme.css"
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// ],
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"markdown.preview.background": "#ffffff",
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"markdown.preview.textEditorTheme": "light",
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"markdown-pdf.styles": [
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"/home/oleg/develop/cvtt2/.vscode/light-theme.css"
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],
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"editor.detectIndentation": false,
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// Configure editor settings to be overridden for [yaml] language.
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"[yaml]": {
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"editor.insertSpaces": true,
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"editor.tabSize": 4,
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},
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"pylint.args": [
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"--disable=missing-docstring"
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, "--disable=invalid-name"
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, "--disable=too-few-public-methods"
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, "--disable=broad-exception-raised"
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, "--disable=broad-exception-caught"
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, "--disable=pointless-string-statement"
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, "--disable=unused-argument"
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, "--disable=line-too-long"
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, "--disable=import-outside-toplevel"
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, "--disable=fixme"
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, "--disable=protected-access"
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, "--disable=logging-fstring-interpolation"
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],
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// ===== TESTING CONFIGURATION =====
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"python.testing.unittestEnabled": false,
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"python.testing.pytestEnabled": true,
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"python.testing.pytestArgs": [
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"-v",
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"--tb=short",
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"--disable-warnings"
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],
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"python.testing.envVars": {
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"PYTHONPATH": "${workspaceFolder}/lib:${workspaceFolder}/.."
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},
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"python.testing.cwd": "${workspaceFolder}",
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"python.testing.autoTestDiscoverOnSaveEnabled": true,
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"python.testing.pytestPath": "/home/oleg/.pyenv/python3.12-venv/bin/pytest",
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"python.testing.promptToConfigure": false,
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"python.testing.pytest.enabled": true,
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// Python interpreter settings
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"python.defaultInterpreterPath": "/home/oleg/.pyenv/python3.12-venv/bin/python3.12",
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// Environment variables for Python execution
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"python.envFile": "${workspaceFolder}/.vscode/.env",
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"python.terminal.activateEnvironment": false,
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"python.terminal.activateEnvInCurrentTerminal": false,
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// Global environment variables for VS Code Python extension
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"terminal.integrated.env.linux": {
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"PYTHONPATH": "/home/oleg/develop/:${env:PYTHONPATH}"
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},
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"pylint.enabled": true,
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"github.copilot.enable": false,
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"markdown.extension.print.theme": "dark",
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"python.analysis.extraPaths": [
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"${workspaceFolder}/..",
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"${workspaceFolder}/lib"
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],
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// Try enabling regular Python language server alongside CursorPyright
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"python.languageServer": "None",
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"python.analysis.diagnosticMode": "workspace",
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"workbench.colorTheme": "Atom One Dark",
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"cursorpyright.analysis.enable": false,
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"cursorpyright.analysis.extraPaths": [
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"${workspaceFolder}/..",
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"${workspaceFolder}/lib"
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],
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// Enable quick fixes for unused imports
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"python.analysis.autoImportCompletions": true,
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"python.analysis.fixAll": ["source.unusedImports"],
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"python.analysis.typeCheckingMode": "basic",
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// Enable code actions for CursorPyright
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"cursorpyright.analysis.autoImportCompletions": true,
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"cursorpyright.analysis.typeCheckingMode": "off",
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"cursorpyright.reportUnusedImport": "warning",
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"cursorpyright.reportUnusedVariable": "warning",
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"cursorpyright.analysis.diagnosticMode": "workspace",
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// Force enable code actions
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"editor.lightBulb.enabled": true,
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"editor.codeActionsOnSave": {
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"source.organizeImports": "explicit",
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"source.fixAll": "explicit",
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"source.unusedImports": "explicit"
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},
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// Enable Python-specific code actions
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"python.analysis.completeFunctionParens": true,
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"python.analysis.addImport.exactMatchOnly": false,
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}
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