pairs_trading/lg_notes.md

07.11.2025 pairs_trading/configuration <---- directory for config equity_lg.cfg <-------- copy of equity.cfg How to run a Program: TRIANGLEsquare ----> triangle EQUITY backtest Results are in > results (timestamp table for all runs) table "...timestamp... .pt_backtest_results.equity.db" going to table using sqlite

sqlite3 '/home/coder/results/20250721_175750.pt_backtest_results.equity.db'

sqlite> .databases main: /home/coder/results/20250717_180122.pt_backtest_results.equity.db r/w sqlite> .tables config outstanding_positions pt_bt_results

sqlite> PRAGMA table_info('pt_bt_results'); 0|date|DATE|0||0 1|pair|TEXT|0||0 2|symbol|TEXT|0||0 3|open_time|DATETIME|0||0 4|open_side|TEXT|0||0 5|open_price|REAL|0||0 6|open_quantity|INTEGER|0||0 7|open_disequilibrium|REAL|0||0 8|close_time|DATETIME|0||0 9|close_side|TEXT|0||0 10|close_price|REAL|0||0 11|close_quantity|INTEGER|0||0 12|close_disequilibrium|REAL|0||0 13|symbol_return|REAL|0||0 14|pair_return|REAL|0||0

select count(*) as cnt from pt_bt_results; 8

select * from pt_bt_results;

select date, close_time, pair, symbol, symbol_return, pair_return from pt_bt_results ;

select date, sum(symbol_return) as daily_return from pt_bt_results where date = '2025-06-18' group by date;

.quit

sqlite3 '/home/coder/results/20250717_172435.pt_backtest_results.equity.db'

sqlite> select date, sum(symbol_return) as daily_return from pt_bt_results group by date;

2025-06-02|1.29845390060828 ... 2025-06-18|-43.5084977104115 <========== ????? ==========> 2025-06-20|11.8605547517183

select date, close_time, pair, symbol, symbol_return, pair_return from pt_bt_results ;

select date, close_time, pair, symbol, symbol_return, pair_return from pt_bt_results where date = '2025-06-18';

./scripts/load_equity_pair_intraday.sh -A NVDA -B QQQ -d 20250701 -T ./intraday_md

to inspect exactly what sources, formats, and processing steps you can open the script with: head -n 50 ./scripts/load_equity_pair_intraday.sh

✓ Data file found: /home/coder/pairs_trading/data/crypto/20250605.mktdata.ohlcv.db

sqlite3 '/home/coder/results/20250722_201930.pt_backtest_results.crypto.db'

sqlite3 '/home/coder/results/xxxxxxxx_yyyyyy.pt_backtest_results.pseudo.db'

11111111 === At your terminal, run these commands: sqlite3 '/home/coder/results/20250722_201930.pt_backtest_results.crypto.db' === Then inside the SQLite prompt: .mode csv .headers on .output results_20250722.csv SELECT * FROM pt_bt_results; .output stdout .quit

cd /home/coder/

=== mode csv formats output as CSV

=== headers on includes column names

=== output my_table.csv directs output to that file

=== Run your SELECT query, then revert output

=== Open my_table.csv in Excel directly

======== Using scp (Secure Copy)

=== On your local machine, open a terminal and run:

scp cvtt@953f6e8df266:/home/coder/results_20250722.csv ~/Downloads/

===== convert cvs pandas dataframe ====== -->

import pandas as pd

Replace with the actual path to your CSV file

file_path = '/home/coder/results_20250722.csv'

Read the CSV file into a DataFrame

df = pd.read_csv(file_path)

Show the first few rows

print(df.head())