config Package

The config package provides system configuration-related structures and methods.

Important Structures

CmdArgs

Command line argument structure, containing the following fields:

• Configs: []string - List of configuration file paths
• Logfile: string - Log file path
• DataDir: string - Data directory path
• NoCompress: bool - Whether to disable compression
• NoDefault: bool - Whether to disable default configuration
• LogLevel: string - Log level
• TimeRange: string - Time range in "YYYYMMDD-YYYYMMDD" format
• TimeFrames: []string - List of time frames
• StakeAmount: float64 - Single order amount
• StakePct: float64 - Single order amount percentage
• Pairs: []string - List of trading pairs
• Force: bool - Whether to force execution
• WithSpider: bool - Whether to use crawler
• MaxPoolSize: int - Maximum connection pool size
• CPUProfile: bool - Whether to enable CPU profiling
• MemProfile: bool - Whether to enable memory profiling
• TimeZone: string - Time zone
• OptRounds: int - Number of rounds for hyperparameter optimization single task
• Concur: int - Number of concurrent processes for hyperparameter optimization
• Sampler: string - Hyperparameter optimization method (tpe/bayes/random/cmaes etc.)
• EachPairs: bool - Whether to execute for each trading pair individually
• ReviewPeriod: string - Review period for continuous parameter optimization backtesting
• RunPeriod: string - Effective running period after parameter optimization
• Alpha: float64 - Smoothing factor for EMA calculation
• Separate: bool - Whether to test strategy combinations separately during backtesting

Config

Root configuration structure, containing the following fields:

• Name: string - Configuration name
• Env: string - Running environment
• Leverage: float64 - Leverage multiplier
• LimitVolSecs: int - Expected waiting time for limit orders (seconds)
• PutLimitSecs: int - Expected time for submitting limit orders to exchange
• MarketType: string - Market type
• ContractType: string - Contract type
• OdBookTtl: int64 - Order book time to live
• StopEnterBars: int - Number of candles after which to cancel unfilled entry limit orders
• ConcurNum: int - Concurrency number
• OrderType: string - Order type
• PreFire: float64 - Pre-firing
• MarginAddRate: float64 - Margin addition rate
• ChargeOnBomb: bool - Whether to charge on liquidation
• TakeOverStgy: string - Takeover strategy
• StakeAmount: float64 - Single order amount
• StakePct: float64 - Single order amount percentage
• MaxStakeAmt: float64 - Maximum single order amount
• OpenVolRate: float64 - Open position volume rate
• MinOpenRate: float64 - Minimum open position rate
• BTNetCost: float64 - Backtesting network delay (seconds)
• MaxOpenOrders: int - Maximum number of open orders
• MaxSimulOpen: int - Maximum number of simultaneous open orders
• WalletAmounts: map[string]float64 - Wallet amounts
• DrawBalanceOver: float64 - Balance withdrawal threshold
• StakeCurrency: []string - Order currencies
• FatalStop: map[string]float64 - Fatal stop conditions
• FatalStopHours: int - Fatal stop hours
• TimeRange: *TimeTuple - Time range
• RunTimeframes: []string - Running time frames
• KlineSource: string - Kline data source
• WatchJobs: map[string][]string - Monitoring jobs
• RunPolicy: []*RunPolicyConfig - Running policy configuration
• StratPerf: *StratPerfConfig - Strategy performance configuration
• Pairs: []string - Trading pairs list
• PairMgr: *PairMgrConfig - Pair manager configuration
• PairFilters: []*CommonPairFilter - Pair filters
• Exchange: *ExchangeConfig - Exchange configuration
• Database: *DatabaseConfig - Database configuration
• APIServer: *APIServerConfig - API server configuration
• RPCChannels: map[string]map[string]interface{} - RPC channel configuration
• Webhook: map[string]map[string]string - Webhook configuration

RunPolicyConfig

Running policy configuration, allowing multiple strategies to run simultaneously, containing the following fields:

• Name: string - Strategy name
• Filters: []*CommonPairFilter - Pair filters
• RunTimeframes: []string - Running time frames
• MaxPair: int - Maximum number of trading pairs
• MaxOpen: int - Maximum number of open orders
• MaxSimulOpen: int - Maximum number of simultaneous open orders
• Dirt: string - Trading direction (long/short)
• StratPerf: *StratPerfConfig - Strategy performance configuration
• Pairs: []string - Trading pairs list
• Params: map[string]float64 - Strategy parameters
• PairParams: map[string]map[string]float64 - Pair parameters

StratPerfConfig

Strategy performance configuration, containing the following fields:

• Enable: bool - Whether to enable
• MinOdNum: int - Minimum number of orders
• MaxOdNum: int - Maximum number of orders
• MinJobNum: int - Minimum number of tasks
• MidWeight: float64 - Medium weight
• BadWeight: float64 - Bad weight

DatabaseConfig

Database configuration, containing the following fields:

• Url: string - Database connection URL
• Retention: string - Data retention time
• MaxPoolSize: int - Maximum connection pool size
• AutoCreate: bool - Whether to automatically create the database

APIServerConfig

API server configuration, containing the following fields:

• Enable: bool - Whether to enable
• BindIPAddr: string - Binding IP address
• Port: int - Listening port
• Verbosity: string - Log verbosity
• JWTSecretKey: string - JWT secret key
• CORSOrigins: []string - CORS allowed sources
• Users: []*UserConfig - User configurations

UserConfig

User configuration, containing the following fields:

• Username: string - Username
• Password: string - Password
• AccRoles: map[string]string - Account role permissions
• ExpireHours: float64 - Token expiration time (hours)

WeWorkChannel

WeWork channel configuration, containing the following fields:

• Enable: bool - Whether to enable
• Type: string - Type
• MsgTypes: []string - Message types
• AgentId: string - Application ID
• CorpId: string - Enterprise ID
• CorpSecret: string - Application secret
• Keywords: string - Keywords

PairMgrConfig

Pair manager configuration, containing the following fields:

• Cron: string - Cron task expression
• Offset: int - Offset
• Limit: int - Limit
• ForceFilters: bool - Whether to force filtering

AccountConfig

Account configuration, containing the following fields:

• APIKey: string - API key
• APISecret: string - API secret
• NoTrade: bool - Whether to prohibit trading
• MaxStakeAmt: float64 - Maximum single order amount
• StakeRate: float64 - Open position amount multiplier
• StakePctAmt: float64 - Amount when opening positions based on percentage
• Leverage: float64 - Leverage multiplier

Public Methods

GetDataDir

Get data directory path.

Returns:

• string - Absolute path of the data directory. Returns empty string if environment variable BanDataDir is not set.

GetStratDir

Get strategy directory path.

Returns:

• string - Absolute path of the strategy directory. Returns empty string if environment variable BanStratDir is not set.

LoadConfig

Load and apply configuration.

Parameters:

• args: *CmdArgs - Command line argument object

Returns:

• *errs.Error - Error information, returns nil if successful

GetConfig

Get configuration based on command line arguments.

Parameters:

• args: *CmdArgs - Command line argument object
• showLog: bool - Whether to display logs

Returns:

• *Config - Configuration object
• *errs.Error - Error information

ParseConfig

Parse configuration file at specified path.

Parameters:

• path: string - Configuration file path

Returns:

• *Config - Configuration object
• *errs.Error - Error information

ApplyConfig

Apply configuration to global state.

Parameters:

• args: *CmdArgs - Command line argument object
• c: *Config - Configuration object

Returns:

• *errs.Error - Error information

GetExgConfig

Get current exchange configuration.

Returns:

• *ExgItemConfig - Exchange configuration object

GetTakeOverTF

Get takeover time frame for specified trading pair.

Parameters:

• pair: string - Trading pair name
• defTF: string - Default time frame

Returns:

• string - Time frame

GetAccLeverage

Get leverage multiplier for specified account.

Parameters:

• account: string - Account name

Returns:

• float64 - Leverage multiplier

ParsePath

Parse path, replacing paths starting with $ with absolute path of data directory.

Parameters:

• path: string - Original path

Returns:

• string - Parsed path

GetStakeAmount

Get stake amount for specified account.

Parameters:

• accName: string - Account name

Returns:

• float64 - Stake amount

DumpYaml

Export current configuration in YAML format.

Returns:

• []byte - Configuration data in YAML format
• *errs.Error - Error information

LoadPerfs

Load strategy performance data from specified directory.

Parameters:

• inDir: string - Input directory path

ParseTimeRange

Parse time range string.

Parameters:

• timeRange: string - Time range string in format "YYYYMMDD-YYYYMMDD"

Returns:

• int64 - Start timestamp (milliseconds)
• int64 - End timestamp (milliseconds)
• error - Error information

GetExportConfig

Get export configuration.

Parameters:

• path: string - Configuration file path

Returns:

• *ExportConfig - Export configuration object
• *errs.Error - Error information