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8ccebf81f5
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c5ed951b2a
| Author | SHA1 | Date | |
|---|---|---|---|
 Oleg Sheynin
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c5ed951b2a | ||
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Oleg Sheynin
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c77377f67e |
+1
-3
@@ -3,10 +3,8 @@ __pycache__/
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__OLD__/
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.specstory/
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.history/
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.cursorindexingignore
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.vscode/
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data
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cvttpy
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# SpecStory explanation file
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.specstory/.what-is-this.md
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results/
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tmp/
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Vendored
-1
@@ -1 +0,0 @@
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PYTHONPATH=/home/oleg/develop
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Vendored
-133
@@ -1,133 +0,0 @@
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{
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// Use IntelliSense to learn about possible attributes.
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// Hover to view descriptions of existing attributes.
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// For more information, visit: https://go.microsoft.com/fwlink/?linkid=830387
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"version": "0.2.0",
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"configurations": [
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{
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"name": "Python Debugger: Current File",
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"type": "debugpy",
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"request": "launch",
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"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
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"program": "${file}",
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"console": "integratedTerminal",
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"env": {
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"PYTHONPATH": "${workspaceFolder}/lib:${workspaceFolder}/.."
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},
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},
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{
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"name": "-------- VECM --------",
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},
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{
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"name": "CRYPTO VECM BACKTEST (optimized)",
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"type": "debugpy",
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"request": "launch",
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"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
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"program": "${workspaceFolder}/research/backtest.py",
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"args": [
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"--config=http://cloud16.cvtt.vpn:6789/apps/pairs_trading/backtest",
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"--instruments=CRYPTO:BNBSPOT:PAIR-ADA-USDT,CRYPTO:BNBSPOT:PAIR-SOL-USDT",
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"--date_pattern=20250911",
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"--result_db=${workspaceFolder}/research/results/crypto/%T.vecm-opt.ADA-SOL.20250605.crypto_results.db",
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],
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"env": {
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"PYTHONPATH": "${workspaceFolder}/..",
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"CONFIG_SERVICE": "cloud16.cvtt.vpn:6789",
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"MODEL_CONFIG": "vecm-opt"
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},
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"console": "integratedTerminal"
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},
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// {
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// "name": "EQUITY VECM (rolling)",
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// "type": "debugpy",
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// "request": "launch",
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// "python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
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// "program": "${workspaceFolder}/research/backtest.py",
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// "args": [
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// "--config=${workspaceFolder}/configuration/vecm.cfg",
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// "--instruments=COIN:EQUITY:ALPACA,MSTR:EQUITY:ALPACA",
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// "--date_pattern=20250605",
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// "--result_db=${workspaceFolder}/research/results/equity/%T.vecm.COIN-MSTR.20250605.equity_results.db",
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// ],
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// "env": {
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// "PYTHONPATH": "${workspaceFolder}/lib"
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// },
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// "console": "integratedTerminal"
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// },
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// {
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// "name": "EQUITY-CRYPTO VECM (rolling)",
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// "type": "debugpy",
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// "request": "launch",
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// "python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
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// "program": "${workspaceFolder}/research/backtest.py",
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// "args": [
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// "--config=${workspaceFolder}/configuration/vecm.cfg",
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// "--instruments=COIN:EQUITY:ALPACA,BTC-USDT:CRYPTO:BNBSPOT",
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// "--date_pattern=20250605",
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// "--result_db=${workspaceFolder}/research/results/intermarket/%T.vecm.COIN-BTC.20250601.equity_results.db",
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// ],
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// "env": {
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// "PYTHONPATH": "${workspaceFolder}/lib"
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// },
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// "console": "integratedTerminal"
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// },
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{
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"name": "-------- B a t c h e s --------",
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},
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{
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"name": "CRYPTO OLS Batch (rolling)",
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"type": "debugpy",
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"request": "launch",
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"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
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"program": "${workspaceFolder}/research/backtest.py",
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"args": [
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"--config=${workspaceFolder}/configuration/ols.cfg",
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"--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT",
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"--date_pattern=2025060*",
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"--result_db=${workspaceFolder}/research/results/crypto/%T.ols.ADA-SOL.2025060-.crypto_results.db",
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],
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"env": {
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"PYTHONPATH": "${workspaceFolder}/lib"
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},
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"console": "integratedTerminal"
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},
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{
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"name": "CRYPTO VECM Batch (rolling)",
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"type": "debugpy",
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"request": "launch",
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"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
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"program": "${workspaceFolder}/research/backtest.py",
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"args": [
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"--config=${workspaceFolder}/configuration/vecm.cfg",
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"--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT",
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"--date_pattern=2025060*",
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"--result_db=${workspaceFolder}/research/results/crypto/%T.vecm.ADA-SOL.2025060-.crypto_results.db",
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],
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"env": {
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"PYTHONPATH": "${workspaceFolder}/lib"
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},
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"console": "integratedTerminal"
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},
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{
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"name": "-------- Viz Test --------",
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},
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{
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"name": "Viz Test",
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"type": "debugpy",
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"request": "launch",
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"python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
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"program": "${workspaceFolder}/tests/viz_test.py",
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"args": [
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"--config=${workspaceFolder}/configuration/ols.cfg",
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"--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT",
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"--date_pattern=20250605",
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],
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"env": {
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"PYTHONPATH": "${workspaceFolder}/lib"
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},
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"console": "integratedTerminal"
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}
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]
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}
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Vendored
-10
@@ -1,10 +0,0 @@
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{
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"folders": [
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{
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"path": ".."
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}
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],
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"settings": {
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"workbench.colorTheme": "Dracula Theme"
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}
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}
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Vendored
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@@ -1,19 +0,0 @@
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{
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"python.testing.pytestEnabled": true,
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"python.testing.unittestEnabled": false,
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"python.testing.pytestArgs": [
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"unittests"
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],
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"python.testing.cwd": "${workspaceFolder}",
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"python.testing.autoTestDiscoverOnSaveEnabled": true,
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"python.testing.pytestPath": "python3",
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"python.analysis.extraPaths": [
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"${workspaceFolder}",
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"${workspaceFolder}/..",
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"${workspaceFolder}/unittests"
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],
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"python.envFile": "${workspaceFolder}/.env",
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"python.testing.debugPort": 3000,
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"python.testing.promptToConfigure": false,
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"python.defaultInterpreterPath": "/home/oleg/.pyenv/python3.12-venv/bin/python"
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}
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@@ -0,0 +1,149 @@
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# Agent Instructions
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## Repository purpose
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This repository analyzes test results with Jupyter notebooks and Python or
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Bash scripts. Inputs are commonly SQLite databases containing time-series data
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and JSON columns, but analyses may use other test-result formats.
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Ignore `__SAV__/`. It is unrelated legacy material, is not part of the active
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project, and must not be read, edited, moved, or used as a source of conventions
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unless the user explicitly requests it.
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## Active layout
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- `notebooks/`: exploratory and report-oriented Jupyter notebooks.
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- `scripts/`: reusable Python and Bash analysis utilities.
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- `data/`: local input data. Contents are ignored except for `.gitkeep`.
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- `results/`: generated tables, figures, exports, and reports. Contents are
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ignored except for `.gitkeep`.
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- `requirements.txt`: Python dependencies needed to reproduce repository work.
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Keep reusable logic in `scripts/` and use notebooks to orchestrate analysis,
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explain decisions, and present results. Do not create a separate `analysis/`
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tree.
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## Python environment
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The intended virtual environment is `~/.pyenv/python3.12-venv`.
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```bash
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source ~/.pyenv/python3.12-venv/bin/activate
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python -m pip install -r requirements.txt
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```
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Agents may install packages in this environment when needed. Whenever a package
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is installed for repository work, update `requirements.txt` in the same change
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with a suitable direct dependency declaration. Use `python -m pip`, not bare
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`pip`, in documented commands.
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Do not create an in-repository virtual environment unless the user asks for
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one.
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## Data handling
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- Treat files in `data/` as local, potentially large, and potentially
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sensitive.
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- Do not commit SQLite databases, raw test results, or generated results.
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- Do not modify source data in place. Write transformed data and exports under
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`results/`.
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- Use parameterized SQL for values. Do not construct SQL by interpolating
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untrusted data.
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- Parse JSON columns defensively and preserve missing, malformed, and unexpected
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values unless the analysis explicitly defines another policy.
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- State assumptions about timestamps, time zones, ordering, units, and duplicate
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observations in the notebook or script that relies on them.
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- Avoid loading entire databases into memory when a filtered query or chunked
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read is practical.
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## Notebook conventions
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- A notebook must run from a fresh kernel, top to bottom, without relying on
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hidden interactive state.
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- Set random seeds where nondeterminism affects results.
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- Keep data paths relative to the repository root and avoid machine-specific
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absolute paths.
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- Move logic that is reused or substantial enough to test into `scripts/`.
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- Clear cell outputs before committing notebooks. Never commit embedded source
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data, credentials, or bulky generated output.
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- Keep concise Markdown context near analyses: purpose, input assumptions,
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method, and interpretation.
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## Scripts
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- Python scripts should expose reusable functions and use a guarded CLI entry
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point when executable.
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- Bash scripts must start with `#!/usr/bin/env bash` and use
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`set -euo pipefail`.
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- Prefer explicit CLI arguments over hard-coded paths or parameters.
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- Fail with actionable error messages when required data, tables, columns, or
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configuration are missing.
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## Verification
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Verification should be proportional to the change. At minimum:
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- Run `pytest` for Python script changes.
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- Add or update tests for reusable parsing, transformation, query, and
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calculation logic.
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- Execute changed notebooks from a fresh kernel with `nbmake`.
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- Run changed Bash scripts against a safe fixture or exercise their
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non-destructive validation/help path.
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- Clear notebook outputs after execution and before committing.
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Useful commands:
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```bash
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python -m pytest
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python -m pytest --nbmake notebooks
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jupyter nbconvert --ClearOutputPreprocessor.enabled=True --inplace path/to/notebook.ipynb
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```
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If verification cannot be run, report exactly what was skipped and why.
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## Release rules
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- Update `CHANGELOG.md` for every release with the release version, release
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date, Git tag, and a concise summary of notable changes.
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- Use release headers in `YYYY-MM-DD vMAJOR.MINOR.PATCH` form.
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- Use version numbers in `MAJOR.MINOR.PATCH` form. Start this repository at
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`0.0.1`.
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- Use Git tags in `vMAJOR.MINOR.PATCH` form, matching the changelog version
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exactly. For example, version `0.0.1` must be tagged as `v0.0.1`.
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- Create the Git tag only after the changelog and any release-related version
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changes are complete.
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- Do not push release commits or tags unless the user explicitly requests it.
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## Mandatory background review
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Changes to Python scripts, Bash scripts, or notebook code cells require approval
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from a separate background reviewer agent before the implementing agent may
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declare the work complete.
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The implementing agent must:
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1. Finish the implementation and run the relevant verification.
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2. Ask a separate background agent to review the diff for correctness,
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reproducibility, data safety, and test coverage.
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3. Address every material finding, rerun affected checks, and request follow-up
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review when the fix materially changes the code.
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4. Report the reviewer outcome in the final response.
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The reviewer must inspect the actual diff and relevant surrounding files; a
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self-review does not satisfy this requirement. Documentation-only,
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configuration-only, dependency-only, and ignore-rule-only changes do not
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require background approval unless they also alter Python, Bash, or notebook
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code cells.
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If no background reviewer is available, complete all other work but do not
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claim reviewer approval. End the handoff with the exact status:
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`review pending`
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## Change discipline
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- Preserve user changes and avoid unrelated cleanup.
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- Do not edit or commit generated files from `data/` or `results/`.
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- Do not push or commit unless the user explicitly requests it. The `master`
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branch being unprotected does not imply permission to push directly.
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- Keep changes focused and explain any new assumptions or dependencies.
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@@ -0,0 +1,7 @@
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# Changelog
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All notable changes to this project are documented in this file.
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## 2026-07-25 v0.0.1
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- Established the initial repository structure and project guidance.
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Reference in New Issue
Block a user