{ // 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" } } ] }