271 lines
11 KiB
JSON
271 lines
11 KiB
JSON
{
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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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"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
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"program": "${file}",
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"console": "integratedTerminal",
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"env": {
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"PYTHONPATH": "${workspaceFolder}/lib:${workspaceFolder}/.."
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},
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},
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{
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"name": "-------- Live Pair Trading --------",
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},
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{
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"name": "PAIRS TRADER",
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"type": "debugpy",
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"request": "launch",
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"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
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"program": "${workspaceFolder}/bin/pairs_trader.py",
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"console": "integratedTerminal",
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"env": {
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"PYTHONPATH": "${workspaceFolder}/lib:${workspaceFolder}/.."
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},
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"args": [
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"--config=${workspaceFolder}/configuration/pairs_trader.cfg",
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"--pair=PAIR-ADA-USDT:BNBSPOT,PAIR-SOL-USDT:BNBSPOT",
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],
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},
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{
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"name": "-------- OLS --------",
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},
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{
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"name": "CRYPTO OLS (rolling)",
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"type": "debugpy",
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"request": "launch",
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"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
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"program": "${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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} |