progress

2025-08-02 00:12:31 +00:00
parent 80c3e8d54b
commit 73f36ddcea
21 changed files with 812 additions and 321 deletions
@@ -0,0 +1,181 @@
+{
+    // 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"
+        }
+    ]
+}