Oleg Sheynin 73f36ddcea progress
2025-08-02 00:12:31 +00:00

181 lines
7.2 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": "${file}",
"console": "integratedTerminal"
},
{
"name": "-------- Z-Score (OLS) --------",
},
{
"name": "CRYPTO z-score",
"type": "debugpy",
"request": "launch",
"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
"program": "research/pt_backtest.py",
"args": [
"--config=${workspaceFolder}/configuration/zscore.cfg",
"--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT",
"--date_pattern=20250605",
"--result_db=${workspaceFolder}/research/results/crypto/%T.z-score.ADA-SOL.20250602.crypto_results.db",
],
"env": {
"PYTHONPATH": "${workspaceFolder}/lib"
},
"console": "integratedTerminal"
},
{
"name": "EQUITY z-score",
"type": "debugpy",
"request": "launch",
"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
"program": "research/pt_backtest.py",
"args": [
"--config=${workspaceFolder}/configuration/zscore.cfg",
"--instruments=COIN:EQUITY:ALPACA,MSTR:EQUITY:ALPACA",
"--date_pattern=2025060*",
"--result_db=${workspaceFolder}/research/results/equity/%T.z-score.COIN-MSTR.20250602.equity_results.db",
],
"env": {
"PYTHONPATH": "${workspaceFolder}/lib"
},
"console": "integratedTerminal"
},
{
"name": "EQUITY-CRYPTO z-score",
"type": "debugpy",
"request": "launch",
"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
"program": "research/pt_backtest.py",
"args": [
"--config=${workspaceFolder}/configuration/zscore.cfg",
"--instruments=COIN:EQUITY:ALPACA,BTC-USDT:CRYPTO:BNBSPOT",
"--date_pattern=2025060*",
"--result_db=${workspaceFolder}/research/results/intermarket/%T.z-score.COIN-BTC.20250601.equity_results.db",
],
"env": {
"PYTHONPATH": "${workspaceFolder}/lib"
},
"console": "integratedTerminal"
},
{
"name": "-------- VECM --------",
},
{
"name": "CRYPTO vecm",
"type": "debugpy",
"request": "launch",
"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
"program": "research/pt_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.20250602.crypto_results.db",
],
"env": {
"PYTHONPATH": "${workspaceFolder}/lib"
},
"console": "integratedTerminal"
},
{
"name": "EQUITY vecm",
"type": "debugpy",
"request": "launch",
"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
"program": "research/pt_backtest.py",
"args": [
"--config=${workspaceFolder}/configuration/vecm.cfg",
"--instruments=COIN:EQUITY:ALPACA,MSTR:EQUITY:ALPACA",
"--date_pattern=2025060*",
"--result_db=${workspaceFolder}/research/results/equity/%T.vecm.COIN-MSTR.20250602.equity_results.db",
],
"env": {
"PYTHONPATH": "${workspaceFolder}/lib"
},
"console": "integratedTerminal"
},
{
"name": "EQUITY-CRYPTO vecm",
"type": "debugpy",
"request": "launch",
"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
"program": "research/pt_backtest.py",
"args": [
"--config=${workspaceFolder}/configuration/vecm.cfg",
"--instruments=COIN:EQUITY:ALPACA,BTC-USDT:CRYPTO:BNBSPOT",
"--date_pattern=2025060*",
"--result_db=${workspaceFolder}/research/results/intermarket/%T.vecm.COIN-BTC.20250601.equity_results.db",
],
"env": {
"PYTHONPATH": "${workspaceFolder}/lib"
},
"console": "integratedTerminal"
},
{
"name": "-------- New ZSCORE --------",
},
{
"name": "New CRYPTO z-score",
"type": "debugpy",
"request": "launch",
"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
"program": "${workspaceFolder}/research/backtest_new.py",
"args": [
"--config=${workspaceFolder}/configuration/new_zscore.cfg",
"--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT",
"--date_pattern=2025060*",
"--result_db=${workspaceFolder}/research/results/crypto/%T.new_zscore.ADA-SOL.2025060-.crypto_results.db",
],
"env": {
"PYTHONPATH": "${workspaceFolder}/lib"
},
"console": "integratedTerminal"
},
{
"name": "New CRYPTO vecm",
"type": "debugpy",
"request": "launch",
"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
"program": "${workspaceFolder}/research/backtest_new.py",
"args": [
"--config=${workspaceFolder}/configuration/new_vecm.cfg",
"--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT",
"--date_pattern=20250605",
"--result_db=${workspaceFolder}/research/results/crypto/%T.vecm.ADA-SOL.20250605.crypto_results.db",
],
"env": {
"PYTHONPATH": "${workspaceFolder}/lib"
},
"console": "integratedTerminal"
},
{
"name": "-------- Viz Test --------",
},
{
"name": "Viz Test",
"type": "debugpy",
"request": "launch",
"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
"program": "${workspaceFolder}/research/viz_test.py",
"args": [
"--config=${workspaceFolder}/configuration/new_zscore.cfg",
"--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT",
"--date_pattern=20250605",
],
"env": {
"PYTHONPATH": "${workspaceFolder}/lib"
},
"console": "integratedTerminal"
}
]
}