249 lines
10 KiB
JSON
249 lines
10 KiB
JSON
{
|
|
// 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",
|
|
"program": "${file}",
|
|
"console": "integratedTerminal"
|
|
},
|
|
{
|
|
"name": "-------- OLS --------",
|
|
},
|
|
{
|
|
"name": "CRYPTO OLS (rolling)",
|
|
"type": "debugpy",
|
|
"request": "launch",
|
|
"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
|
|
"program": "${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"
|
|
}
|
|
]
|
|
} |