2025-10-10 14:57:51 +08:00
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{
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// VS Code debug configurations
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"version": "0.2.0",
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"configurations": [
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{
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"name": "Run ETH/BTC Regime Modeling",
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"type": "debugpy",
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"request": "launch",
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"program": "${workspaceFolder}/main.py",
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"args": [
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"--btc", "${workspaceFolder}/../data/btcusd_1-min_data.csv",
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"--eth", "${workspaceFolder}/../data/ethusd_1min_ohlc.csv",
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2025-10-24 21:37:54 +08:00
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"--rules", "20min,21min,22min,23min,24min,25min,26min,27min,28min,29min,30min,31min,32min,33min,34min,35min,36min,37min,38min,39min,40min,41min,42min,43min,44min,45min,46min,47min,48min,49min,50min,51min,52min,53min,54min,55min,56min,57min,58min,59min,60min",
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2025-10-10 14:57:51 +08:00
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"--states", "3",
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2025-10-24 21:37:54 +08:00
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"--horizon", "60",
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2025-10-23 10:35:22 +08:00
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"--cv_since", "2023-01-01",
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2025-10-24 21:37:54 +08:00
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"--cv_splits", "8",
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"--cv_test_bars", "500",
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"--cv_gap_bars", "24",
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"--cv_seed", "7",
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"--cv_method", "random",
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"--feature_selection", "mutual_info",
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"--n_features", "10"
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],
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"console": "integratedTerminal",
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"cwd": "${workspaceFolder}",
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"justMyCode": true,
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"env": {
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"PYTHONUNBUFFERED": "1"
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}
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},
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{
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"name": "Run ETH/BTC - Expanding Window CV",
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"type": "debugpy",
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"request": "launch",
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"program": "${workspaceFolder}/main.py",
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"args": [
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"--btc", "${workspaceFolder}/../data/btcusd_1-min_data.csv",
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"--eth", "${workspaceFolder}/../data/ethusd_1min_ohlc.csv",
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"--rules", "30min,45min,1H",
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"--states", "3",
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2025-10-23 10:35:22 +08:00
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"--horizon", "60",
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2025-10-24 21:37:54 +08:00
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"--cv_since", "2023-01-01",
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"--cv_splits", "5",
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"--cv_test_bars", "1000",
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"--cv_gap_bars", "24",
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"--cv_seed", "42",
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"--cv_method", "expanding",
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"--feature_selection", "rfe",
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"--n_features", "12"
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],
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"console": "integratedTerminal",
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"cwd": "${workspaceFolder}",
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"justMyCode": true,
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"env": {
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"PYTHONUNBUFFERED": "1"
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}
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},
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{
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"name": "Run ETH/BTC - Rolling Window CV",
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"type": "debugpy",
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"request": "launch",
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"program": "${workspaceFolder}/main.py",
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"args": [
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"--btc", "${workspaceFolder}/../data/btcusd_1-min_data.csv",
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"--eth", "${workspaceFolder}/../data/ethusd_1min_ohlc.csv",
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"--rules", "30min,1H,2H",
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"--states", "4",
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"--horizon", "120",
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"--cv_since", "2023-01-01",
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"--cv_splits", "6",
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"--cv_test_bars", "800",
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"--cv_gap_bars", "12",
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"--cv_seed", "123",
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"--cv_method", "rolling",
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"--feature_selection", "random_forest",
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"--n_features", "15"
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],
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"console": "integratedTerminal",
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"cwd": "${workspaceFolder}",
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"justMyCode": true,
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"env": {
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"PYTHONUNBUFFERED": "1"
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}
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},
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{
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"name": "Run ETH/BTC - Quick Test",
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"type": "debugpy",
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"request": "launch",
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"program": "${workspaceFolder}/main.py",
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"args": [
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"--btc", "${workspaceFolder}/../data/btcusd_1-min_data.csv",
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"--eth", "${workspaceFolder}/../data/ethusd_1min_ohlc.csv",
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"--rules", "30min,1H",
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"--states", "3",
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"--horizon", "60",
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"--cv_since", "2024-01-01",
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"--cv_splits", "3",
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"--cv_test_bars", "200",
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"--cv_gap_bars", "12",
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"--cv_seed", "7",
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"--cv_method", "random",
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"--feature_selection", "mutual_info",
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"--n_features", "8"
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],
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"console": "integratedTerminal",
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"cwd": "${workspaceFolder}",
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"justMyCode": true,
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"env": {
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"PYTHONUNBUFFERED": "1"
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}
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},
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{
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"name": "Run ETH/BTC - No Feature Selection",
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"type": "debugpy",
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"request": "launch",
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"program": "${workspaceFolder}/main.py",
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"args": [
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"--btc", "${workspaceFolder}/../data/btcusd_1-min_data.csv",
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"--eth", "${workspaceFolder}/../data/ethusd_1min_ohlc.csv",
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"--rules", "30min,45min,1H",
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"--states", "3",
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"--horizon", "60",
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"--cv_since", "2023-01-01",
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"--cv_splits", "5",
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"--cv_test_bars", "500",
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"--cv_gap_bars", "24",
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"--cv_seed", "7",
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"--cv_method", "random",
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"--feature_selection", "none",
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"--n_features", "0"
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2025-10-10 14:57:51 +08:00
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],
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"console": "integratedTerminal",
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"cwd": "${workspaceFolder}",
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"justMyCode": true,
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"env": {
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"PYTHONUNBUFFERED": "1"
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}
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}
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]
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2025-10-24 21:37:54 +08:00
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}
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