research/stat_pairs_backtest
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This commit is contained in:
Oleg Sheynin
2026-01-12 21:26:15 +00:00
parent bd6cf1d4d0
commit c0fabcb429
15 changed files with 1205 additions and 568 deletions
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.vscode/launch.json
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+14 -8
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@@ -21,18 +21,23 @@
"name": "-------- Live Pair Trading --------",
},
{
"name": "PAIRS TRADER",
"name": "PAIR TRADER",
"type": "debugpy",
"request": "launch",
"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
"program": "${workspaceFolder}/bin/pairs_trader.py",
"program": "${workspaceFolder}/apps/pair_trader.py",
"console": "integratedTerminal",
"env": {
"PYTHONPATH": "${workspaceFolder}/.."
"PYTHONPATH": "${workspaceFolder}/..",
"CONFIG_SERVICE": "cloud16.cvtt.vpn:6789",
"MODEL_CONFIG": "vecm"
},
"args": [
"--config=${workspaceFolder}/configuration/pairs_trader.cfg",
"--pair=PAIR-ADA-USDT:BNBSPOT,PAIR-SOL-USDT:BNBSPOT",
// "--config=${workspaceFolder}/configuration/pair_trader.cfg",
"--config=http://cloud16.cvtt.vpn:6789/apps/pairs_trading/pair_trader",
"--book_id=TEST_BOOK_20250818",
"--instrument_A=COINBASE_AT:PAIR-ADA-USD",
"--instrument_B=COINBASE_AT:PAIR-SOL-USD",
],
},
{
@@ -45,14 +50,15 @@
"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
"program": "${workspaceFolder}/research/backtest.py",
"args": [
"--config=${workspaceFolder}/configuration/vecm-opt.cfg",
"--config=http://cloud16.cvtt.vpn:6789/apps/pairs_trading/backtest",
"--instruments=CRYPTO:BNBSPOT:PAIR-ADA-USDT,CRYPTO:BNBSPOT:PAIR-SOL-USDT",
"--date_pattern=20250910",
"--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"
"CONFIG_SERVICE": "cloud16.cvtt.vpn:6789",
"MODEL_CONFIG": "vecm-opt"
},
"console": "integratedTerminal"
},