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Oleg Sheynin
2026-01-11 13:33:58 +00:00
parent 6dd0f97d74
commit b196863a34
26 changed files with 5365 additions and 5566 deletions
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.vscode/launch.json
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+26 -147
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@@ -36,181 +36,60 @@
],
},
{
"name": "-------- OLS --------",
},
{
"name": "CRYPTO OLS (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=20250605",
"--result_db=${workspaceFolder}/research/results/crypto/%T.ols.ADA-SOL.20250605.crypto_results.db",
],
"env": {
"PYTHONPATH": "${workspaceFolder}/lib"
},
"console": "integratedTerminal"
},
{
"name": "CRYPTO OLS (optimized)",
"type": "debugpy",
"request": "launch",
"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
"program": "${workspaceFolder}/research/backtest.py",
"args": [
"--config=${workspaceFolder}/configuration/ols-opt.cfg",
"--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT",
"--date_pattern=20250605",
"--result_db=${workspaceFolder}/research/results/crypto/%T.ols-opt.ADA-SOL.20250605.crypto_results.db",
],
"env": {
"PYTHONPATH": "${workspaceFolder}/lib"
},
"console": "integratedTerminal"
},
// {
// "name": "CRYPTO OLS (expanding)",
// "type": "debugpy",
// "request": "launch",
// "python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
// "program": "${workspaceFolder}/research/backtest.py",
// "args": [
// "--config=${workspaceFolder}/configuration/ols-exp.cfg",
// "--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT",
// "--date_pattern=20250605",
// "--result_db=${workspaceFolder}/research/results/crypto/%T.ols-exp.ADA-SOL.20250605.crypto_results.db",
// ],
// "env": {
// "PYTHONPATH": "${workspaceFolder}/lib"
// },
// "console": "integratedTerminal"
// },
{
"name": "EQUITY OLS (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=COIN:EQUITY:ALPACA,MSTR:EQUITY:ALPACA",
"--date_pattern=20250605",
"--result_db=${workspaceFolder}/research/results/equity/%T.ols.COIN-MSTR.20250605.equity_results.db",
],
"env": {
"PYTHONPATH": "${workspaceFolder}/lib"
},
"console": "integratedTerminal"
},
{
"name": "EQUITY-CRYPTO OLS (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=COIN:EQUITY:ALPACA,BTC-USDT:CRYPTO:BNBSPOT",
"--date_pattern=20250605",
"--result_db=${workspaceFolder}/research/results/intermarket/%T.ols.COIN-BTC.20250605.equity_results.db",
],
"env": {
"PYTHONPATH": "${workspaceFolder}/lib"
},
"console": "integratedTerminal"
},
{
"name": "-------- VECM --------",
},
{
"name": "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=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": "CRYPTO VECM (optimized)",
"name": "CRYPTO VECM BACKTEST (optimized)",
"type": "debugpy",
"request": "launch",
"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
"program": "${workspaceFolder}/research/backtest.py",
"args": [
"--config=${workspaceFolder}/configuration/vecm-opt.cfg",
"--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT",
"--date_pattern=20250605",
"--instruments=CRYPTO:BNBSPOT:PAIR-ADA-USDT,CRYPTO:BNBSPOT:PAIR-SOL-USDT",
"--date_pattern=20250910",
"--result_db=${workspaceFolder}/research/results/crypto/%T.vecm-opt.ADA-SOL.20250605.crypto_results.db",
],
"env": {
"PYTHONPATH": "${workspaceFolder}/lib"
"PYTHONPATH": "${workspaceFolder}/..",
"CONFIG_SERVICE": "cloud16.cvtt.vpn:6789"
},
"console": "integratedTerminal"
},
// {
// "name": "CRYPTO VECM (expanding)",
// "name": "EQUITY VECM (rolling)",
// "type": "debugpy",
// "request": "launch",
// "python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
// "program": "${workspaceFolder}/research/backtest.py",
// "args": [
// "--config=${workspaceFolder}/configuration/vecm-exp.cfg",
// "--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT",
// "--config=${workspaceFolder}/configuration/vecm.cfg",
// "--instruments=COIN:EQUITY:ALPACA,MSTR:EQUITY:ALPACA",
// "--date_pattern=20250605",
// "--result_db=${workspaceFolder}/research/results/crypto/%T.vecm-exp.ADA-SOL.20250605.crypto_results.db",
// "--result_db=${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": "${workspaceFolder}/lib"
// },
// "console": "integratedTerminal"
// },
{
"name": "EQUITY VECM (rolling)",
"type": "debugpy",
"request": "launch",
"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
"program": "${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 --------",
},