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