config

type APIServerConfig struct {
	Enable       bool          `yaml:"enable" mapstructure:"enable"`                 // Whether to enable 是否启用
	BindIPAddr   string        `yaml:"bind_ip" mapstructure:"bind_ip"`               // Binding address, 0.0.0.0 means exposed to the public network 绑定地址，0.0.0.0表示暴露到公网
	Port         int           `yaml:"port" mapstructure:"port"`                     // LOCAL LISTENING PORT 本地监听端口
	Verbosity    string        `yaml:"verbosity" mapstructure:"verbosity"`           // Detail level 详细程度
	JWTSecretKey string        `yaml:"jwt_secret_key" mapstructure:"jwt_secret_key"` // Key used for password encryption 用于密码加密的密钥
	CORSOrigins  []string      `yaml:"CORS_origins" mapstructure:"CORS_origins"`     // When accessing banweb, you need to add the address of banweb here to allow access. banweb访问时，要这里添加banweb的地址放行
	Users        []*UserConfig `yaml:"users" mapstructure:"users"`                   // Login user 登录用户
}

type AccountConfig struct {
	APIKey      string  `yaml:"api_key" mapstructure:"api_key"`
	APISecret   string  `yaml:"api_secret" mapstructure:"api_secret"`
	NoTrade     bool    `yaml:"no_trade" mapstructure:"no_trade"`
	MaxStakeAmt float64 `yaml:"max_stake_amt" mapstructure:"max_stake_amt"` // Maximum amount allowed for a single transaction 允许的单笔最大金额
	StakeRate   float64 `yaml:"stake_rate" mapstructure:"stake_rate"`       // Multiple of billing amount relative to benchmark  相对基准的开单金额倍数
	StakePctAmt float64 // The amount currently allowed when billing by percentage按百分比开单时，当前允许的金额
	Leverage    float64 `yaml:"leverage" mapstructure:"leverage"`
}

type ArrString []string

type CmdArgs struct {
	Configs       ArrString
	Logfile       string
	DataDir       string
	NoCompress    bool
	NoDefault     bool
	LogLevel      string
	TimeRange     string
	RawTimeFrames string
	TimeFrames    []string
	StakeAmount   float64
	StakePct      float64
	RawPairs      string
	Pairs         []string
	RawTables     string
	Tables        []string
	Force         bool
	WithSpider    bool
	Medium        string
	MaxPoolSize   int
	CPUProfile    bool
	MemProfile    bool
	InPath        string
	PrgOut        string
	OutPath       string
	OutType       string // output data type
	AdjType       string // adjustment type: 复权类型: pre,post,none
	TimeZone      string
	ExgReal       string
	OptRounds     int     // Hyperparameter optimization single task execution round 超参数优化单任务执行轮次
	Concur        int     // Hyperparameter optimization of multi-process concurrency 超参数优化多进程并发数量
	Sampler       string  // Hyperparameter optimization methods 超参数优化的方法: tpe/bayes/random/cmaes/ipop-cmaes/bipop-cmaes
	EachPairs     bool    // Execute target by target 逐个标的执行
	ReviewPeriod  string  // During continuous parameter adjustment and backtesting, the period of parameter adjustment review 持续调参回测时，调参回顾的周期
	RunPeriod     string  // During continuous parameter adjustment and backtesting, the effective running period after parameter adjustment 持续调参回测时，调参后有效运行周期
	Picker        string  // Method for selecting targets from multiple hyperparameter optimization results 从多个超参数优化结果中挑选目标的方法
	Alpha         float64 // the smoothing factor of calculate EMA 计算EMA的平滑因子
	PairPicker    string  // pairs picker for hyper opt
	InType        string  // Input file data type 输入文件的数据类型
	RunEveryTF    string  // run once every n timeframe
	BatchSize     int
	Separate      bool // Used for backtesting. When true, the strategy combination is tested separately. 用于回测，true时策略组合单独测试
}

type CommonPairFilter struct {
	Name  string                 `yaml:"name" mapstructure:"name"`
	Items map[string]interface{} `yaml:",inline" mapstructure:",remain"`
}

type Config struct {
	Name             string                            `yaml:"name" mapstructure:"name"`
	Env              string                            `yaml:"env" mapstructure:"env"`
	Leverage         float64                           `yaml:"leverage" mapstructure:"leverage"`
	LimitVolSecs     int                               `yaml:"limit_vol_secs" mapstructure:"limit_vol_secs"`
	PutLimitSecs     int                               `yaml:"put_limit_secs" mapstructure:"put_limit_secs"`
	MarketType       string                            `yaml:"market_type" mapstructure:"market_type"`
	ContractType     string                            `yaml:"contract_type" mapstructure:"contract_type"`
	OdBookTtl        int64                             `yaml:"odbook_ttl" mapstructure:"odbook_ttl"`
	StopEnterBars    int                               `json:"stop_enter_bars" mapstructure:"stop_enter_bars"`
	ConcurNum        int                               `json:"concur_num" mapstructure:"concur_num"`
	OrderType        string                            `yaml:"order_type" mapstructure:"order_type"`
	PreFire          float64                           `yaml:"prefire" mapstructure:"prefire"`
	MarginAddRate    float64                           `yaml:"margin_add_rate" mapstructure:"margin_add_rate"`
	ChargeOnBomb     bool                              `yaml:"charge_on_bomb" mapstructure:"charge_on_bomb"`
	TakeOverStrat    string                            `yaml:"take_over_strat" mapstructure:"take_over_strat"`
	StakeAmount      float64                           `yaml:"stake_amount" mapstructure:"stake_amount"`
	StakePct         float64                           `yaml:"stake_pct" mapstructure:"stake_pct"`
	MaxStakeAmt      float64                           `yaml:"max_stake_amt" mapstructure:"max_stake_amt"`
	OpenVolRate      float64                           `yaml:"open_vol_rate" mapstructure:"open_vol_rate"`
	MinOpenRate      float64                           `yaml:"min_open_rate" mapstructure:"min_open_rate"`
	LowCostAction    string                            `yaml:"low_cost_action" mapstructure:"low_cost_action"`
	BTNetCost        float64                           `yaml:"bt_net_cost" mapstructure:"bt_net_cost"`
	RelaySimUnFinish bool                              `yaml:"relay_sim_unfinish" mapstructure:"relay_sim_unfinish"`
	OrderBarMax      int                               `yaml:"order_bar_max" mapstructure:"order_bar_max"`
	MaxOpenOrders    int                               `yaml:"max_open_orders" mapstructure:"max_open_orders"`
	MaxSimulOpen     int                               `yaml:"max_simul_open" mapstructure:"max_simul_open"`
	WalletAmounts    map[string]float64                `yaml:"wallet_amounts" mapstructure:"wallet_amounts"`
	DrawBalanceOver  float64                           `yaml:"draw_balance_over" mapstructure:"draw_balance_over"`
	StakeCurrency    []string                          `yaml:"stake_currency" mapstructure:"stake_currency"`
	FatalStop        map[string]float64                `yaml:"fatal_stop" mapstructure:"fatal_stop"`
	FatalStopHours   int                               `yaml:"fatal_stop_hours" mapstructure:"fatal_stop_hours"`
	TimeRangeRaw     string                            `yaml:"timerange" mapstructure:"timerange"`
	TimeRange        *TimeTuple                        `json:"-" mapstructure:"-"`
	RunTimeframes    []string                          `yaml:"run_timeframes" mapstructure:"run_timeframes"`
	KlineSource      string                            `yaml:"kline_source" mapstructure:"kline_source"`
	WatchJobs        map[string][]string               `yaml:"watch_jobs" mapstructure:"watch_jobs"`
	RunPolicy        []*RunPolicyConfig                `yaml:"run_policy" mapstructure:"run_policy"`
	StratPerf        *StratPerfConfig                  `yaml:"strat_perf" mapstructure:"strat_perf"`
	Pairs            []string                          `yaml:"pairs" mapstructure:"pairs"`
	PairMgr          *PairMgrConfig                    `yaml:"pairmgr" mapstructure:"pairmgr"`
	PairFilters      []*CommonPairFilter               `yaml:"pairlists" mapstructure:"pairlists"`
	Exchange         *ExchangeConfig                   `yaml:"exchange" mapstructure:"exchange"`
	Database         *DatabaseConfig                   `yaml:"database" mapstructure:"database"`
	SpiderAddr       string                            `yaml:"spider_addr" mapstructure:"spider_addr"`
	APIServer        *APIServerConfig                  `yaml:"api_server" mapstructure:"api_server"`
	RPCChannels      map[string]map[string]interface{} `yaml:"rpc_channels" mapstructure:"rpc_channels"`
	Webhook          map[string]map[string]string      `yaml:"webhook" mapstructure:"webhook"`
}

type DatabaseConfig struct {
	Url         string `yaml:"url" mapstructure:"url"`
	Retention   string `yaml:"retention" mapstructure:"retention"`
	MaxPoolSize int    `yaml:"max_pool_size" mapstructure:"max_pool_size"`
	AutoCreate  bool   `yaml:"auto_create" mapstructure:"auto_create"`
}

type ExchangeConfig struct {
	Name  string                    `yaml:"name" mapstructure:"name"`
	Items map[string]*ExgItemConfig `yaml:",inline" mapstructure:",remain"`
}

type ExgItemConfig struct {
	AccountProds map[string]*AccountConfig `yaml:"account_prods,omitempty" mapstructure:"account_prods,omitempty"`
	AccountTests map[string]*AccountConfig `yaml:"account_tests,omitempty" mapstructure:"account_tests,omitempty"`
	Options      map[string]interface{}    `yaml:"options,omitempty" mapstructure:"options,omitempty"`
}

type ExportConfig struct {
	Klines     []*MarketTFSymbolsRange `yaml:"klines"`
	AdjFactors []*MarketSymbolsRange   `yaml:"adj_factors"`
	Calendars  []*MarketRange          `yaml:"calendars"`
}

type MarketRange struct {
	Exchange  string `yaml:"exchange"`
	ExgReal   string `yaml:"exg_real"`
	Market    string `yaml:"market"`
	TimeRange string `yaml:"time_range"`
}

type MarketSymbolsRange struct {
	*MarketRange `yaml:",inline"`
	Symbols      []string `yaml:"symbols"`
}

type MarketTFSymbolsRange struct {
	*MarketSymbolsRange `yaml:",inline"`
	TimeFrames          []string `yaml:"timeframes"`
}

type PairMgrConfig struct {
	Cron string `yaml:"cron" mapstructure:"cron"`
	// Offset limited quantity selection. 偏移限定数量选择。
	Offset int `yaml:"offset" mapstructure:"offset,omitempty"`
	// Limit the number of currencies 限制币种数量
	Limit int `yaml:"limit" mapstructure:"limit,omitempty"`
	// apply filters to static pairs force
	ForceFilters bool `yaml:"force_filters" mapstructure:"force_filters,omitempty"`
	// hole/close 品种切换时保留还是退出仓位
	PosOnRotation string `yaml:"pos_on_rotation" mapstructure:"pos_on_rotation"`
}

type RunPolicyConfig struct {
	Name          string                        `yaml:"name" mapstructure:"name"`
	Filters       []*CommonPairFilter           `yaml:"filters" mapstructure:"filters"`
	RunTimeframes []string                      `yaml:"run_timeframes" mapstructure:"run_timeframes"`
	MaxPair       int                           `yaml:"max_pair" mapstructure:"max_pair"`
	MaxOpen       int                           `yaml:"max_open" mapstructure:"max_open"`
	MaxSimulOpen  int                           `yaml:"max_simul_open" mapstructure:"max_simul_open"`
	OrderBarMax   int                           `yaml:"order_bar_max" mapstructure:"order_bar_max"`
	StakeRate     float64                       `yaml:"stake_rate" mapstructure:"stake_rate"`
	Dirt          string                        `yaml:"dirt" mapstructure:"dirt"`
	StratPerf     *StratPerfConfig              `yaml:"strat_perf" mapstructure:"strat_perf"`
	Pairs         []string                      `yaml:"pairs" mapstructure:"pairs"`
	Params        map[string]float64            `yaml:"params" mapstructure:"params"`
	PairParams    map[string]map[string]float64 `yaml:"pair_params" mapstructure:"pair_params"`

	Score float64
	// contains filtered or unexported fields
}

type StratPerfConfig struct {
	Enable    bool    `yaml:"enable" mapstructure:"enable"`
	MinOdNum  int     `yaml:"min_od_num" mapstructure:"min_od_num"`
	MaxOdNum  int     `yaml:"max_od_num" mapstructure:"max_od_num"`
	MinJobNum int     `yaml:"min_job_num" mapstructure:"min_job_num"`
	MidWeight float64 `yaml:"mid_weight" mapstructure:"mid_weight"`
	BadWeight float64 `yaml:"bad_weight" mapstructure:"bad_weight"`
}

type TelegramChannel struct {
	Enable   bool     `yaml:"enable" mapstructure:"enable"`
	Type     string   `yaml:"type" mapstructure:"type"`
	MsgTypes []string `yaml:"msg_types" mapstructure:"msg_types"`
	Token    string   `yaml:"token" mapstructure:"token"`
	Channel  string   `yaml:"channel" mapstructure:"channel"`
}

type TimeTuple struct {
	StartMS int64
	EndMS   int64
}

type UserConfig struct {
	Username    string            `yaml:"user" mapstructure:"user"`           // 用户名
	Password    string            `yaml:"pwd" mapstructure:"pwd"`             // 密码
	AccRoles    map[string]string `yaml:"acc_roles" mapstructure:"acc_roles"` // Role permissions for different accounts 对不同账户的角色权限
	ExpireHours float64           `yaml:"exp_hours" mapstructure:"exp_hours"` // Token expiration time, default 168 hours token过期时间，默认168小时
}

type WeWorkChannel struct {
	Enable     bool     `yaml:"enable" mapstructure:"enable"`
	Type       string   `yaml:"type" mapstructure:"type"`
	MsgTypes   []string `yaml:"msg_types" mapstructure:"msg_types"`
	AgentId    string   `yaml:"agentid" mapstructure:"agentid"`
	CorpId     string   `yaml:"corpid" mapstructure:"corpid"`
	CorpSecret string   `yaml:"corpsecret" mapstructure:"corpsecret"`
	Keywords   string   `yaml:"keywords" mapstructure:"keywords"`
}