diff --git a/.gitignore b/.gitignore index 8444d08..f4b3ddd 100644 --- a/.gitignore +++ b/.gitignore @@ -3,10 +3,8 @@ __pycache__/ __OLD__/ .specstory/ .history/ -.cursorindexingignore +.vscode/ data cvttpy -# SpecStory explanation file -.specstory/.what-is-this.md results/ tmp/ diff --git a/.vscode/.env b/.vscode/.env deleted file mode 100644 index b10da38..0000000 --- a/.vscode/.env +++ /dev/null @@ -1 +0,0 @@ -PYTHONPATH=/home/oleg/develop \ No newline at end of file diff --git a/.vscode/launch.json b/.vscode/launch.json deleted file mode 100644 index b2db800..0000000 --- a/.vscode/launch.json +++ /dev/null @@ -1,133 +0,0 @@ -{ - // 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:${workspaceFolder}/.." - }, - }, - { - "name": "-------- VECM --------", - }, - { - "name": "CRYPTO VECM BACKTEST (optimized)", - "type": "debugpy", - "request": "launch", - "python": "/home/oleg/.pyenv/python3.12-venv/bin/python", - "program": "${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": "${workspaceFolder}/lib" - }, - "console": "integratedTerminal" - } - ] -} \ No newline at end of file diff --git a/.vscode/pairs_trading.code-workspace b/.vscode/pairs_trading.code-workspace deleted file mode 100644 index c96e644..0000000 --- a/.vscode/pairs_trading.code-workspace +++ /dev/null @@ -1,10 +0,0 @@ -{ - "folders": [ - { - "path": ".." - } - ], - "settings": { - "workbench.colorTheme": "Dracula Theme" - } -} \ No newline at end of file diff --git a/.vscode/settings.json b/.vscode/settings.json deleted file mode 100644 index 61471dc..0000000 --- a/.vscode/settings.json +++ /dev/null @@ -1,19 +0,0 @@ -{ - "python.testing.pytestEnabled": true, - "python.testing.unittestEnabled": false, - "python.testing.pytestArgs": [ - "unittests" - ], - "python.testing.cwd": "${workspaceFolder}", - "python.testing.autoTestDiscoverOnSaveEnabled": true, - "python.testing.pytestPath": "python3", - "python.analysis.extraPaths": [ - "${workspaceFolder}", - "${workspaceFolder}/..", - "${workspaceFolder}/unittests" - ], - "python.envFile": "${workspaceFolder}/.env", - "python.testing.debugPort": 3000, - "python.testing.promptToConfigure": false, - "python.defaultInterpreterPath": "/home/oleg/.pyenv/python3.12-venv/bin/python" -} \ No newline at end of file