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,omitempty" mapstructure:"jwt_secret_key"` // Key used for password encryption 用于密码加密的密钥
	CORSOrigins  []string      `yaml:"CORS_origins,flow" 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 AccPwdRole struct {
	Pwd  string `yaml:"pwd,omitempty" mapstructure:"pwd"`
	Role string `yaml:"role,omitempty" mapstructure:"role"`
}

type AccountConfig struct {
	NoTrade       bool                      `yaml:"no_trade,omitempty" mapstructure:"no_trade"`
	StakeRate     float64                   `yaml:"stake_rate,omitempty" mapstructure:"stake_rate"`       // Multiple of billing amount relative to benchmark  相对基准的开单金额倍数
	StakePctAmt   float64                   `yaml:"-"`                                                    // The amount currently allowed when billing by percentage按百分比开单时，当前允许的金额
	MaxStakeAmt   float64                   `yaml:"max_stake_amt,omitempty" mapstructure:"max_stake_amt"` // Maximum amount allowed for a single transaction 允许的单笔最大金额
	Leverage      float64                   `yaml:"leverage,omitempty" mapstructure:"leverage"`
	MaxPair       int                       `yaml:"max_pair,omitempty" mapstructure:"max_pair"`
	MaxOpenOrders int                       `yaml:"max_open_orders,omitempty" mapstructure:"max_open_orders"`
	RPCChannels   []map[string]interface{}  `yaml:"rpc_channels,omitempty" mapstructure:"rpc_channels"`
	APIServer     *AccPwdRole               `yaml:"api_server,omitempty" mapstructure:"api_server"`
	Exchanges     map[string]*ExgApiSecrets `yaml:",inline" mapstructure:",remain"`
}

type ApiSecretConfig struct {
	APIKey    string `yaml:"api_key,omitempty" mapstructure:"api_key"`
	APISecret string `yaml:"api_secret,omitempty" mapstructure:"api_secret"`
}

type ArrString []string

type CmdArgs struct {
	Configs       ArrString
	Logfile       string
	DataDir       string
	NoCompress    bool
	NoDefault     bool
	LogLevel      string
	TimeRange     string
	TimeStart     string
	TimeEnd       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
	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
	Inited        bool
}

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

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

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

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

type ExgApiSecrets struct {
	Prod *ApiSecretConfig `yaml:"prod,omitempty" mapstructure:"prod"`
	Test *ApiSecretConfig `yaml:"test,omitempty" mapstructure:"test"`
}

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,flow"`
}

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

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"`
	// hold/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,omitempty" mapstructure:"filters"`
	RunTimeframes []string                      `yaml:"run_timeframes,omitempty,flow" mapstructure:"run_timeframes"`
	MaxPair       int                           `yaml:"max_pair,omitempty" mapstructure:"max_pair"`
	MaxOpen       int                           `yaml:"max_open,omitempty" mapstructure:"max_open"`
	MaxSimulOpen  int                           `yaml:"max_simul_open,omitempty" mapstructure:"max_simul_open"`
	OrderBarMax   int                           `yaml:"order_bar_max,omitempty" mapstructure:"order_bar_max"`
	StakeRate     float64                       `yaml:"stake_rate,omitempty" mapstructure:"stake_rate"`
	Dirt          string                        `yaml:"dirt,omitempty" mapstructure:"dirt"`
	StratPerf     *StratPerfConfig              `yaml:"strat_perf,omitempty" mapstructure:"strat_perf"`
	Pairs         []string                      `yaml:"pairs,omitempty,flow" mapstructure:"pairs"`
	Params        map[string]float64            `yaml:"params,omitempty" mapstructure:"params"`
	PairParams    map[string]map[string]float64 `yaml:"pair_params,omitempty" 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,omitempty" mapstructure:"min_od_num"`
	MaxOdNum  int     `yaml:"max_od_num,omitempty" mapstructure:"max_od_num"`
	MinJobNum int     `yaml:"min_job_num,omitempty" mapstructure:"min_job_num"`
	MidWeight float64 `yaml:"mid_weight,omitempty" mapstructure:"mid_weight"`
	BadWeight float64 `yaml:"bad_weight,omitempty" mapstructure:"bad_weight"`
}

type TelegramChannel struct {
	Enable   bool     `yaml:"enable" mapstructure:"enable"`
	Type     string   `yaml:"type" mapstructure:"type"`
	MsgTypes []string `yaml:"msg_types,flow" 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,omitempty" mapstructure:"user"`           // 用户名
	Password    string            `yaml:"pwd,omitempty" mapstructure:"pwd"`             // 密码
	AccRoles    map[string]string `yaml:"acc_roles,omitempty" 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,flow" mapstructure:"msg_types"`
	AgentId    string   `yaml:"agentid,omitempty" mapstructure:"agentid"`
	CorpId     string   `yaml:"corpid,omitempty" mapstructure:"corpid"`
	CorpSecret string   `yaml:"corpsecret,omitempty" mapstructure:"corpsecret"`
	Keywords   string   `yaml:"keywords" mapstructure:"keywords"`
}