{ // Use IntelliSense to learn about possible attributes. // Hover to view descriptions of existing attributes. // For more information, visit: https://go.microsoft.com/fwlink/?linkid=830387 "version": "0.2.0", "configurations": [ { "name": "Python Debugger: Current File", "type": "debugpy", "request": "launch", "python": "/home/oleg/.pyenv/python3.12-venv/bin/python", "program": "${file}", "console": "integratedTerminal", "env": { "PYTHONPATH": "${workspaceFolder}/lib:${workspaceFolder}/.." }, }, { "name": "-------- Live Pair Trading --------", }, { "name": "PAIRS TRADER", "type": "debugpy", "request": "launch", "python": "/home/oleg/.pyenv/python3.12-venv/bin/python", "program": "${workspaceFolder}/bin/pairs_trader.py", "console": "integratedTerminal", "env": { "PYTHONPATH": "${workspaceFolder}/lib:${workspaceFolder}/.." }, "args": [ "--config=${workspaceFolder}/configuration/pairs_trader.cfg", "--pair=PAIR-ADA-USDT:BNBSPOT,PAIR-SOL-USDT:BNBSPOT", ], }, { "name": "-------- OLS --------", }, { "name": "CRYPTO OLS (rolling)", "type": "debugpy", "request": "launch", "python": "/home/oleg/.pyenv/python3.12-venv/bin/python", "program": "${workspaceFolder}/research/backtest.py", "args": [ "--config=${workspaceFolder}/configuration/ols.cfg", "--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT", "--date_pattern=20250605", "--result_db=${workspaceFolder}/research/results/crypto/%T.ols.ADA-SOL.20250605.crypto_results.db", ], "env": { "PYTHONPATH": "${workspaceFolder}/lib" }, "console": "integratedTerminal" }, { "name": "CRYPTO OLS (optimized)", "type": "debugpy", "request": "launch", "python": "/home/oleg/.pyenv/python3.12-venv/bin/python", "program": "${workspaceFolder}/research/backtest.py", "args": [ "--config=${workspaceFolder}/configuration/ols-opt.cfg", "--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT", "--date_pattern=20250605", "--result_db=${workspaceFolder}/research/results/crypto/%T.ols-opt.ADA-SOL.20250605.crypto_results.db", ], "env": { "PYTHONPATH": "${workspaceFolder}/lib" }, "console": "integratedTerminal" }, // { // "name": "CRYPTO OLS (expanding)", // "type": "debugpy", // "request": "launch", // "python": "/home/oleg/.pyenv/python3.12-venv/bin/python", // "program": "${workspaceFolder}/research/backtest.py", // "args": [ // "--config=${workspaceFolder}/configuration/ols-exp.cfg", // "--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT", // "--date_pattern=20250605", // "--result_db=${workspaceFolder}/research/results/crypto/%T.ols-exp.ADA-SOL.20250605.crypto_results.db", // ], // "env": { // "PYTHONPATH": "${workspaceFolder}/lib" // }, // "console": "integratedTerminal" // }, { "name": "EQUITY OLS (rolling)", "type": "debugpy", "request": "launch", "python": "/home/oleg/.pyenv/python3.12-venv/bin/python", "program": "${workspaceFolder}/research/backtest.py", "args": [ "--config=${workspaceFolder}/configuration/ols.cfg", "--instruments=COIN:EQUITY:ALPACA,MSTR:EQUITY:ALPACA", "--date_pattern=20250605", "--result_db=${workspaceFolder}/research/results/equity/%T.ols.COIN-MSTR.20250605.equity_results.db", ], "env": { "PYTHONPATH": "${workspaceFolder}/lib" }, "console": "integratedTerminal" }, { "name": "EQUITY-CRYPTO OLS (rolling)", "type": "debugpy", "request": "launch", "python": "/home/oleg/.pyenv/python3.12-venv/bin/python", "program": "${workspaceFolder}/research/backtest.py", "args": [ "--config=${workspaceFolder}/configuration/ols.cfg", "--instruments=COIN:EQUITY:ALPACA,BTC-USDT:CRYPTO:BNBSPOT", "--date_pattern=20250605", "--result_db=${workspaceFolder}/research/results/intermarket/%T.ols.COIN-BTC.20250605.equity_results.db", ], "env": { "PYTHONPATH": "${workspaceFolder}/lib" }, "console": "integratedTerminal" }, { "name": "-------- VECM --------", }, { "name": "CRYPTO VECM (rolling)", "type": "debugpy", "request": "launch", "python": "/home/oleg/.pyenv/python3.12-venv/bin/python", "program": "${workspaceFolder}/research/backtest.py", "args": [ "--config=${workspaceFolder}/configuration/vecm.cfg", "--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT", "--date_pattern=20250605", "--result_db=${workspaceFolder}/research/results/crypto/%T.vecm.ADA-SOL.20250605.crypto_results.db", ], "env": { "PYTHONPATH": "${workspaceFolder}/lib" }, "console": "integratedTerminal" }, { "name": "CRYPTO VECM (optimized)", "type": "debugpy", "request": "launch", "python": "/home/oleg/.pyenv/python3.12-venv/bin/python", "program": "${workspaceFolder}/research/backtest.py", "args": [ "--config=${workspaceFolder}/configuration/vecm-opt.cfg", "--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT", "--date_pattern=20250605", "--result_db=${workspaceFolder}/research/results/crypto/%T.vecm-opt.ADA-SOL.20250605.crypto_results.db", ], "env": { "PYTHONPATH": "${workspaceFolder}/lib" }, "console": "integratedTerminal" }, // { // "name": "CRYPTO VECM (expanding)", // "type": "debugpy", // "request": "launch", // "python": "/home/oleg/.pyenv/python3.12-venv/bin/python", // "program": "${workspaceFolder}/research/backtest.py", // "args": [ // "--config=${workspaceFolder}/configuration/vecm-exp.cfg", // "--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT", // "--date_pattern=20250605", // "--result_db=${workspaceFolder}/research/results/crypto/%T.vecm-exp.ADA-SOL.20250605.crypto_results.db", // ], // "env": { // "PYTHONPATH": "${workspaceFolder}/lib" // }, // "console": "integratedTerminal" // }, { "name": "EQUITY VECM (rolling)", "type": "debugpy", "request": "launch", "python": "/home/oleg/.pyenv/python3.12-venv/bin/python", "program": "${workspaceFolder}/research/backtest.py", "args": [ "--config=${workspaceFolder}/configuration/vecm.cfg", "--instruments=COIN:EQUITY:ALPACA,MSTR:EQUITY:ALPACA", "--date_pattern=20250605", "--result_db=${workspaceFolder}/research/results/equity/%T.vecm.COIN-MSTR.20250605.equity_results.db", ], "env": { "PYTHONPATH": "${workspaceFolder}/lib" }, "console": "integratedTerminal" }, { "name": "EQUITY-CRYPTO VECM (rolling)", "type": "debugpy", "request": "launch", "python": "/home/oleg/.pyenv/python3.12-venv/bin/python", "program": "${workspaceFolder}/research/backtest.py", "args": [ "--config=${workspaceFolder}/configuration/vecm.cfg", "--instruments=COIN:EQUITY:ALPACA,BTC-USDT:CRYPTO:BNBSPOT", "--date_pattern=20250605", "--result_db=${workspaceFolder}/research/results/intermarket/%T.vecm.COIN-BTC.20250601.equity_results.db", ], "env": { "PYTHONPATH": "${workspaceFolder}/lib" }, "console": "integratedTerminal" }, { "name": "-------- B a t c h e s --------", }, { "name": "CRYPTO OLS Batch (rolling)", "type": "debugpy", "request": "launch", "python": "/home/oleg/.pyenv/python3.12-venv/bin/python", "program": "${workspaceFolder}/research/backtest.py", "args": [ "--config=${workspaceFolder}/configuration/ols.cfg", "--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT", "--date_pattern=2025060*", "--result_db=${workspaceFolder}/research/results/crypto/%T.ols.ADA-SOL.2025060-.crypto_results.db", ], "env": { "PYTHONPATH": "${workspaceFolder}/lib" }, "console": "integratedTerminal" }, { "name": "CRYPTO VECM Batch (rolling)", "type": "debugpy", "request": "launch", "python": "/home/oleg/.pyenv/python3.12-venv/bin/python", "program": "${workspaceFolder}/research/backtest.py", "args": [ "--config=${workspaceFolder}/configuration/vecm.cfg", "--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT", "--date_pattern=2025060*", "--result_db=${workspaceFolder}/research/results/crypto/%T.vecm.ADA-SOL.2025060-.crypto_results.db", ], "env": { "PYTHONPATH": "${workspaceFolder}/lib" }, "console": "integratedTerminal" }, { "name": "-------- Viz Test --------", }, { "name": "Viz Test", "type": "debugpy", "request": "launch", "python": "/home/oleg/.pyenv/python3.12-venv/bin/python", "program": "${workspaceFolder}/tests/viz_test.py", "args": [ "--config=${workspaceFolder}/configuration/ols.cfg", "--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT", "--date_pattern=20250605", ], "env": { "PYTHONPATH": "${workspaceFolder}/lib" }, "console": "integratedTerminal" } ] }