pairs_trading/.vscode/launch.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",
            "python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
            "program": "${file}",
            "console": "integratedTerminal",
            "env": {
                "PYTHONPATH": "${workspaceFolder}/lib:${workspaceFolder}/.."
            },
        },
        {
            "name": "-------- Live Pair Trading --------",
        },
        {
            "name": "PAIR TRADER",
            "type": "debugpy",
            "request": "launch",
            "python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
            "program": "${workspaceFolder}/apps/pair_trader.py",
            "console": "integratedTerminal",
            "env": {
                "PYTHONPATH": "${workspaceFolder}/..",
                "CONFIG_SERVICE": "cloud16.cvtt.vpn:6789",
                "CVTT_URL": "http://cvtt-tester-01.cvtt.vpn:23456",
                "MODEL_CONFIG": "vecm",
                "PAIR_TRADER_REST_PORT": "54320"
            },
            "args": [
                // "--config=${workspaceFolder}/configuration/pair_trader.cfg",
                "--config=http://cloud16.cvtt.vpn:6789/apps/pairs_trading/pair_trader",
                "--book_id=TSTBOOK_PT_20260113",
                "--instrument_A=COINBASE_AT:PAIR-ADA-USD", 
                "--instrument_B=COINBASE_AT:PAIR-SOL-USD",
            ],
        },
        {
            "name": "PAIR SELECTOR",
            "type": "debugpy",
            "request": "launch",
            "python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
            "program": "${workspaceFolder}/apps/pair_selector.py",
            "console": "integratedTerminal",
            "env": {
                "PYTHONPATH": "${workspaceFolder}/..",
                "CONFIG_SERVICE": "cloud16.cvtt.vpn:6789",
                // "CVTT_URL": "http://cvtt-tester-01.cvtt.vpn:23456",
                "CVTT_URL": "http://dev-server-02.cvtt.vpn:23456",
                "PAIR_SELECTOR_REST_PORT": "44320"
            },
            "args": [
                // "--config=${workspaceFolder}/configuration/pair_trader.cfg",
                "--config=http://cloud16.cvtt.vpn:6789/apps/pairs_trading/pair_selector",
            ],
        },
        {
            "name": "-------- VECM --------",
        },
        {
            "name": "CRYPTO VECM BACKTEST (optimized)",
            "type": "debugpy",
            "request": "launch",
            "python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
            "program": "${workspaceFolder}/research/backtest.py",
            "args": [
                "--config=http://cloud16.cvtt.vpn:6789/apps/pairs_trading/backtest",
                "--instruments=CRYPTO:BNBSPOT:PAIR-ADA-USDT,CRYPTO:BNBSPOT:PAIR-SOL-USDT",
                "--date_pattern=20250911",
                "--result_db=${workspaceFolder}/research/results/crypto/%T.vecm-opt.ADA-SOL.20250605.crypto_results.db",            
            ],
            "env": {
                "PYTHONPATH": "${workspaceFolder}/..",
                "CONFIG_SERVICE": "cloud16.cvtt.vpn:6789",
                "MODEL_CONFIG": "vecm-opt"
            },
            "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"
        }
    ]
}