{ // 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:${workspaceFolder}/.." }, }, { "name": "-------- Live Pair Trading --------", }, { "name": "PAIR TRADER", "type": "debugpy", "request": "launch", "python": "/home/oleg/.pyenv/python3.12-venv/bin/python", "program": "${workspaceFolder}/apps/pair_trader.py", "console": "integratedTerminal", "env": { "PYTHONPATH": "${workspaceFolder}/..", "CONFIG_SERVICE": "cloud16.cvtt.vpn:6789", "CVTT_URL": "http://cvtt-tester-01.cvtt.vpn:23456", "MODEL_CONFIG": "vecm" }, "args": [ // "--config=${workspaceFolder}/configuration/pair_trader.cfg", "--config=http://cloud16.cvtt.vpn:6789/apps/pairs_trading/pair_trader", "--book_id=TSTBOOK_PT_20260113", "--instrument_A=COINBASE_AT:PAIR-ADA-USD", "--instrument_B=COINBASE_AT:PAIR-SOL-USD", ], }, { "name": "PAIR SELECTOR", "type": "debugpy", "request": "launch", "python": "/home/oleg/.pyenv/python3.12-venv/bin/python", "program": "${workspaceFolder}/apps/pair_selector.py", "console": "integratedTerminal", "env": { "PYTHONPATH": "${workspaceFolder}/..", "CONFIG_SERVICE": "cloud16.cvtt.vpn:6789", // "CVTT_URL": "http://cvtt-tester-01.cvtt.vpn:23456", "CVTT_URL": "http://dev-server-02.cvtt.vpn:23456", "PAIR_SELECTOR_REST_PORT": "44320" }, "args": [ // "--config=${workspaceFolder}/configuration/pair_trader.cfg", "--config=http://cloud16.cvtt.vpn:6789/apps/pairs_trading/pair_selector", ], }, { "name": "-------- VECM --------", }, { "name": "CRYPTO VECM BACKTEST (optimized)", "type": "debugpy", "request": "launch", "python": "/home/oleg/.pyenv/python3.12-venv/bin/python", "program": "${workspaceFolder}/research/backtest.py", "args": [ "--config=http://cloud16.cvtt.vpn:6789/apps/pairs_trading/backtest", "--instruments=CRYPTO:BNBSPOT:PAIR-ADA-USDT,CRYPTO:BNBSPOT:PAIR-SOL-USDT", "--date_pattern=20250911", "--result_db=${workspaceFolder}/research/results/crypto/%T.vecm-opt.ADA-SOL.20250605.crypto_results.db", ], "env": { "PYTHONPATH": "${workspaceFolder}/..", "CONFIG_SERVICE": "cloud16.cvtt.vpn:6789", "MODEL_CONFIG": "vecm-opt" }, "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" } ] }