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{
// VS Code debug configurations
"version": "0.2.0",
"configurations": [
{
"name": "Run ETH/BTC Regime Modeling",
"type": "debugpy",
"request": "launch",
"program": "${workspaceFolder}/main.py",
"args": [
"--btc", "${workspaceFolder}/../data/btcusd_1-min_data.csv",
"--eth", "${workspaceFolder}/../data/ethusd_1min_ohlc.csv",
"--rules", "20min,21min,22min,23min,24min,25min,26min,27min,28min,29min,30min,31min,32min,33min,34min,35min,36min,37min,38min,39min,40min,41min,42min,43min,44min,45min,46min,47min,48min,49min,50min,51min,52min,53min,54min,55min,56min,57min,58min,59min,60min",
"--states", "3",
"--horizon", "60",
"--cv_since", "2023-01-01",
"--cv_splits", "8",
"--cv_test_bars", "500",
"--cv_gap_bars", "24",
"--cv_seed", "7",
"--cv_method", "random",
"--feature_selection", "mutual_info",
"--n_features", "10"
],
"console": "integratedTerminal",
"cwd": "${workspaceFolder}",
"justMyCode": true,
"env": {
"PYTHONUNBUFFERED": "1"
}
},
{
"name": "Run ETH/BTC - Expanding Window CV",
"type": "debugpy",
"request": "launch",
"program": "${workspaceFolder}/main.py",
"args": [
"--btc", "${workspaceFolder}/../data/btcusd_1-min_data.csv",
"--eth", "${workspaceFolder}/../data/ethusd_1min_ohlc.csv",
"--rules", "30min,45min,1H",
"--states", "3",
"--horizon", "60",
"--cv_since", "2023-01-01",
"--cv_splits", "5",
"--cv_test_bars", "1000",
"--cv_gap_bars", "24",
"--cv_seed", "42",
"--cv_method", "expanding",
"--feature_selection", "rfe",
"--n_features", "12"
],
"console": "integratedTerminal",
"cwd": "${workspaceFolder}",
"justMyCode": true,
"env": {
"PYTHONUNBUFFERED": "1"
}
},
{
"name": "Run ETH/BTC - Rolling Window CV",
"type": "debugpy",
"request": "launch",
"program": "${workspaceFolder}/main.py",
"args": [
"--btc", "${workspaceFolder}/../data/btcusd_1-min_data.csv",
"--eth", "${workspaceFolder}/../data/ethusd_1min_ohlc.csv",
"--rules", "30min,1H,2H",
"--states", "4",
"--horizon", "120",
"--cv_since", "2023-01-01",
"--cv_splits", "6",
"--cv_test_bars", "800",
"--cv_gap_bars", "12",
"--cv_seed", "123",
"--cv_method", "rolling",
"--feature_selection", "random_forest",
"--n_features", "15"
],
"console": "integratedTerminal",
"cwd": "${workspaceFolder}",
"justMyCode": true,
"env": {
"PYTHONUNBUFFERED": "1"
}
},
{
"name": "Run ETH/BTC - Quick Test",
"type": "debugpy",
"request": "launch",
"program": "${workspaceFolder}/main.py",
"args": [
"--btc", "${workspaceFolder}/../data/btcusd_1-min_data.csv",
"--eth", "${workspaceFolder}/../data/ethusd_1min_ohlc.csv",
"--rules", "30min,1H",
"--states", "3",
"--horizon", "60",
"--cv_since", "2024-01-01",
"--cv_splits", "3",
"--cv_test_bars", "200",
"--cv_gap_bars", "12",
"--cv_seed", "7",
"--cv_method", "random",
"--feature_selection", "mutual_info",
"--n_features", "8"
],
"console": "integratedTerminal",
"cwd": "${workspaceFolder}",
"justMyCode": true,
"env": {
"PYTHONUNBUFFERED": "1"
}
},
{
"name": "Run ETH/BTC - No Feature Selection",
"type": "debugpy",
"request": "launch",
"program": "${workspaceFolder}/main.py",
"args": [
"--btc", "${workspaceFolder}/../data/btcusd_1-min_data.csv",
"--eth", "${workspaceFolder}/../data/ethusd_1min_ohlc.csv",
"--rules", "30min,45min,1H",
"--states", "3",
"--horizon", "60",
"--cv_since", "2023-01-01",
"--cv_splits", "5",
"--cv_test_bars", "500",
"--cv_gap_bars", "24",
"--cv_seed", "7",
"--cv_method", "random",
"--feature_selection", "none",
"--n_features", "0"
],
"console": "integratedTerminal",
"cwd": "${workspaceFolder}",
"justMyCode": true,
"env": {
"PYTHONUNBUFFERED": "1"
}
}
]
}