This JSON structure is used to configure the parameters of the HttpQuery function and the HttpQuery_Go function to send the Http request.
Request method, for example: GET, POST, etc.
method
string
Request body. For example, in a POST request, the body can contain form data, JSON, text, etc.
body
string
Character set encoding. For example, specify the encoding of text data in the body as: "UTF-8".
charset
string
A cookie is a small piece of data used to store and exchange state information between a client (usually a browser) and a server.
cookie
string
Used to simulate browser tls fingerprint.
profile
string
When set to true, the HttpQuery function call returns the complete response message. When set to false, only the data in the response message Body is returned.
debug
bool
Request header information exists in the form of key-value pairs (JSON structure) and is used to transmit various information, such as content type, authentication information, cache control, etc.
headers
JSON
Timeout setting. Setting 1000 means a timeout of 1 second.
timeout
number
Example of use:
function main() {
var options = {
method: "POST",
body: "a=10&b=20&c=30",
charset: "UTF-8",
cookie: "session_id=12345; lang=en",
profile: "chrome_103",
debug: false,
headers: {"TEST-HTTP-QUERY": "123"},
timeout: 1000
}
var ret = HttpQuery("http://127.0.0.1:8080", options)
Log(ret)
}
The http message sent when the above code is executed:
POST / HTTP/1.1
Content-Type: application/x-www-form-urlencoded
Cookie: session_id=12345; lang=en
Host: 127.0.0.1:8080
Test-Http-Query: 123
Transfer-Encoding: chunked
User-Agent: Mozilla/5.0 (Macintosh; ...
Accept-Encoding: gzip, deflate, br
e
a=10&b=20&c=30
0
{@fun/Global/HttpQuery HttpQuery}, {@fun/Global/HttpQuery_Go HttpQuery_Go}
This JSON structure is the data structure returned by the HttpQuery function in debug mode when the debug field in the options structure parameter is true.
http status code StatusCode number Request header information. Header JSON Cookies information. Cookies array The full path information of the request. Trace JSON Message length Length number Message content. Body string
An example of the returned JSON data structure is:
{
"StatusCode": 302,
"Header": {
"Content-Type": ["text/html"],
// ...
},
"Cookies": [{
// ...
}],
"Trace": {},
"Length": 154,
"Body": "..."
}
{@fun/Global/HttpQuery HttpQuery}, {@fun/Global/HttpQuery_Go HttpQuery_Go}
This JSON structure is used to configure the table content displayed in the strategy status bar.
Used to set the type of UI and controls to be parsed and displayed. For the status bar table, it is fixedly set to: table.
type
string
Used to set the title of the status bar table.
title
string
Used to set the column titles of the status bar table. The first element of the array is the title of the first column, and so on.
cols
array
Used to set the row data of the status bar table. The first element of the rows array (two-dimensional array) is also an array structure. The length of this array structure should be consistent with the number of table columns (the elements in the array structure correspond to the table column names one by one), that is, the first row of data in the table.
rows
array
function main() {
var tbl = {
type: "table",
title: "title",
cols: ["Column 1", "Column 2", "Column 3"],
rows: [
["Row 1 Column 1", "Row 1 Column 2", "Row 1 Column 3"],
["Row 2 Column 1", "Row 2 Column 2", "Row 2 Column 3"],
["Row 3 Column 1", "Row 3 Column 2", "Row 3 Column 3"],
]
}
LogStatus("`" + JSON.stringify(tbl) + "`")
}
{@fun/Log/LogStatus LogStatus}
This JSON structure is used to configure the button control in the status bar. The button control JSON structure can be embedded in the status bar table JSON structure. This structure is an old version structure, and the platform is still compatible. It is recommended to use the latest version of the button JSON structure. Example of constructing a status bar button control (after the button is triggered and clicked, the pop-up box contains a single input control, which is constructed through the input field):
{
"type": "button",
"cmd": "open",
"name": "opening a position",
"input": {
"name": "number of opening positions",
"type": "number",
"defValue": 1
}
}
The controls in the pop-up box triggered by clicking the status bar button control are set through input or group.
For button controls, the fixed setting is: button.
type
string
Button type settings
class
string
The text on the button control, that is, the button name.
name
string
The interactive command content sent to the strategy when the button control triggers a click operation.
cmd
string
The description of the button control. The description is displayed when the mouse is placed on the button in the status bar.
description
string
Sets the button to disabled (true) / enabled (false).
disabled
bool
When constructing a status bar button for interaction, data input is also supported. The interaction command is ultimately captured by the GetCommand() function. Add the input item to the JSON data structure of the button control in the status bar to configure the input control in the pop-up box displayed when the button is triggered.
For example, to set the value of the input field:
{
"name": "Number of opening positions",
"type": "number",
"defValue": 1,
"description": "test",
}
Description of each field in the above JSON structure:
"number": numeric input control."string": string input control."selected": drop-down box control."boolean": switch control."input": {"name": "Opening quantity", "type": "selected", "defValue": "A|B|C"}, the text description of the drop-down box options is set to A, B, C.For the fields extended by the drop-down box type control:
{text: "description", value: "value"} structure. Use the defValue field to set the default option, which can be multiple selections.input
JSON
The input field configures a control in the pop-up box that pops up after the status bar button is triggered by clicking. The difference between group and input is that it configures a group of controls. The elements in group have the same data structure as the input field value. Please refer to the relevant description of the input field.
group array
An example of the class value of the JSON structure of a button in the status bar:
function main() {
var table = {
type: "table",
title: "Status bar button style",
cols: ["Default", "Original", "Success", "Information", "Warning", "Danger"],
rows: [
[
{"type":"button", "class": "btn btn-xs btn-default", "name": "Default"},
{"type":"button", "class": "btn btn-xs btn-primary", "name": "Original"},
{"type":"button", "class": "btn btn-xs btn-success", "name": "Success"},
{"type":"button", "class": "btn btn-xs btn-info", "name": "Information"},
{"type":"button", "class": "btn btn-xs btn-warning", "name": "Warning"},
{"type":"button", "class": "btn btn-xs btn-danger", "name": "Danger"}
]
]
}
LogStatus("`" + JSON.stringify(table) + "`")
}
Example of using the group field with the input field:
function main() {
// The drop-down box control in the page triggered by the testBtn1 button uses the options field to set options and the defValue field to set the default options. This is different from other examples in this chapter that directly use defValue to set options.
var testBtn1 = {
type: "button",
name: "testBtn1",
cmd: "cmdTestBtn1",
input: {name: "testBtn1ComboBox", type: "selected", options: ["A", "B"], defValue: 1}
}
/*
Status bar button control (set input field implementation) testBtn2 button triggered by the page in the drop-down box control using the options field to set the options, options field in the options field not only supports the string,
it also supports the use of ```{text: "description", value: "value"}``` structure. Use the defValue field to set the default option. The default option can be multiple selection (multiple selection is achieved through an array structure). Multiple selection requires setting the additional field multiple to true.
*/
var testBtn2 = {
type: "button",
name: "testBtn2",
cmd: "cmdTestBtn2",
input: {
name: "testBtn2MultiComboBox",
type: "selected",
description: "Implementing multiple selection in drop-down box",
options: [{text: "Option A", value: "A"}, {text: "Option B", value: "B"}, {text: "Option C", value: "C"}],
defValue: ["A", "C"],
multiple: true
}
}
// Status bar grouping button control (set group field implementation) testBtn3 button triggered by the page in the drop-down box control using the options field to set options, also supports the direct use of defValue set options.
var testBtn3 = {
type: "button",
name: "testBtn3",
cmd: "cmdTestBtn3",
group: [
{name: "comboBox1", label: "labelComboBox1", description: "Drop-down box 1", type: "selected", defValue: 1, options: ["A", "B"]},
{name: "comboBox2", label: "labelComboBox2", description: "Drop-down box 2", type: "selected", defValue: "A|B"},
{name: "comboBox3", label: "labelComboBox3", description: "Drop-down box 3", type: "selected", defValue: [0, 2], multiple: true, options: ["A", "B", "C"]},
{
name: "comboBox4",
label: "labelComboBox4",
description: "Drop-down box 4",
type: "selected",
defValue: ["A", "C"],
multiple: true,
options: [{text: "Option A", value: "A"}, {text: "Option B", value: "B"}, {text: "Option C", value: "C"}, {text: "Option D", value: "D"}]
}
]
}
while (true) {
LogStatus("`" + JSON.stringify(testBtn1) + "`\n", "`" + JSON.stringify(testBtn2) + "`\n", "`" + JSON.stringify(testBtn3) + "`\n")
var cmd = GetCommand()
if (cmd) {
Log(cmd)
}
Sleep(5000)
}
}
{@fun/Log/LogStatus LogStatus}
This JSON structure is used to configure the button control in the status bar. The button control JSON structure can be embedded in the status bar table JSON structure. The latest version of the button JSON structure. Example of constructing a status bar button control (after the button is triggered and clicked, the pop-up box contains multiple input controls, which are constructed through the group field):
{
"type": "button",
"cmd": "open",
"name": "Open a position and place an order",
"group": [{
"type": "selected",
"name": "tradeType",
"label": "order type",
"description": "market order, limit order",
"default": 0,
"group": "trading setup",
"settings": {
"options": ["market order", "limit order"],
"required": true,
}
}, {
"type": "selected",
"name": "direction",
"label": "trading direction",
"description": "buy, sell",
"default": "buy",
"group": "trading setup",
"settings": {
"render": "segment",
"required": true,
"options": [{"name": "buy", "value": "buy"}, {"name": "sell", "value": "sell"}],
}
}, {
"type": "number",
"name": "price",
"label": "price",
"description": "order price",
"group": "trading setup",
"filter": "tradeType==1",
"settings": {
"required": true,
}
}, {
"type": "number",
"name": "amount",
"label": "order quantity",
"description": "order quantity",
"group": "trading setup",
"settings": {
"required": true,
}
}],
}
The controls in the pop-up box triggered by clicking the status bar button control are set through input or group.
For button controls, the fixed setting is: button.
type
string
The text on the button control, that is, the button name.
name
string
The interactive command content sent to the strategy when the button control triggers a click operation.
cmd
string
When constructing a status bar button for interaction, data input is also supported. The interaction command is ultimately captured by the GetCommand() function. Add the input item to the JSON data structure of the button control in the status bar to configure the input control in the pop-up box displayed when the button is triggered.
Compared with the old version of the input structure, the new version has some new fields and changes:
{
"type": "selected",
"name": "test",
"label": "topic",
"description": "desc",
"default": 1,
"filter": "a>1",
"group": "group1",
"settings": { ... }, // Component configuration
}
Description and explanation of each field in the above JSON structure:
type
Control type (required field), supports the following settings: "number"numeric input box, "string"string input box, "selected"drop-down box, "boolean"switch control.
name If the current JSON structure is the field value of the input field, when the label field is not set, name is the control title in the pop-up box that pops up after the status bar button is clicked. If the current JSON structure is an element in the field value (array structure) of the group field, name is not used as the control title. The name field is used to indicate the field name of the control input content. For example, an excerpt of the group field is used as an illustration:
var testBtn3 = {
type: "button",
name: "testBtn3",
cmd: "cmdTestBtn3",
group: [
{name: "comboBox1", label: "labelComboBox1", description: "Drop-down box 1", type: "selected", defValue: 1, options: ["A", "B"]},
{name: "comboBox2", label: "labelComboBox2", description: "Drop-down box 2", type: "selected", defValue: "A|B"},
{name: "comboBox3", label: "labelComboBox3", description: "Drop-down box 3", type: "selected", defValue: [0, 2], multiple: true, options: ["A", "B", "C"]},
{
name: "comboBox4",
label: "labelComboBox4",
description: "Drop-down box 4",
type: "selected",
defValue: ["A", "C"],
multiple: true,
options: [{text: "Option A", value: "A"}, {text: "Option B", value: "B"}, {text: "Option C", value: "C"}, {text: "Option D", value: "D"}]
}
]
}
According to this snippet, if the status bar button triggers an interaction, a pop-up box will pop up with 4 controls, all of which are drop-down box controls. After setting the options for each control and clicking OK to send the interaction message, the GetCommand function in the strategy will receive cmdTestBtn3:{"comboBox1":1,"comboBox2":0,"comboBox3":[0,2],"comboBox4":["A","C"]}.
The value of name in the JSON structure is used as the field name of the returned interactive information, for example: comboBox1, comboBox2, etc.
label Used to set the title of the control.
description Description of the control. If the current JSON structure is an element in the field value (array structure) of the group field, and the label field is not set, description is the control title in the pop-up box that pops up after the status bar button is clicked.
default The default value of the control.
filter Selector, used to hide controls. Not setting this field means no filtering (displaying controls); when this field is set, no filtering (displaying controls) occurs when the expression is true. When the expression is false, filtering occurs (no displaying controls)
group Used to control the grouping of controls, which can be folded.
settings Component configuration, the control has a variety of UI options, use this option to make specific settings. For example:
settings:{
multiple:true,
customizable:true,
options:[{name:'xxx|yyy',value:0}]
}
settings: settings.required: Whether it is required. settings.disabled: Whether to disable. settings.min: Valid when type=number, indicating the minimum value or minimum length of a string. settings.max: Valid when type=number, indicating the maximum value or the maximum length of a string. settings.step: Valid when type=number and render=slider, indicating the step length. settings.multiple: Valid when type=selected, indicating that multiple selections are supported. settings.customizable: It is valid when type=selected, indicating that customization is supported; users can directly edit and add new options in the drop-down box control. If the newly edited option is selected, the name of the option is used instead of the value represented by the option when the interaction is triggered. settings.options: Valid when type=selected, indicating the selector option data format: [“option 1”, “option 2”], [{‘name’:‘xxx’,‘value’:0}, {‘name’:‘xxx’,‘value’:1}]. settings.render: Rendering component type. When type=number, settings.render is not set (default number input box), optional: slider (slider bar), date (time selector returns timestamp). When type=string, settings.render is not set (default single-line input box), optional: textarea (multi-line input), date (time selector returns yyyy-MM-dd hh:mm:ss), color (color selector returns #FF00FF). When type=selected, settings.render is not set (default drop-down box), optional: segment (segment selector). When type=boolean, there is currently only a default checkbox.
input
JSON
The input field configures a control in the pop-up box that pops up after the status bar button is triggered by clicking. The difference between group and input is that it configures a group of controls. The elements in group have the same data structure as the input field value. Please refer to the above description of the input field.
group array
Support bilingual settings:
{
type:'selected',
name:'test',
label:'选项｜options',
description:'描述｜description',
default:0, // Here, the default value is set to 0, which means the value in the option {name:'xxx|yyy',value:0}
filter:'a>1&&a<10',
group:'分组|group',
settings:{
multiple:true,
customizable:true,
options:[{name:'xxx|yyy',value:0}]
}
}
{@fun/Log/LogStatus LogStatus}
This JSON is used to set the chart configuration information of the custom drawing function Chart(). The chart library used is Highcharts. Only a few basic configuration fields are listed here.
Platform extension field. Set to true to use Highstocks charts; set to false to use Highcharts charts.
__isStock string
{
layout: 'single', // Not participating in grouping, displayed separately, default is group 'group'
height: 300, // Specify height
}
extension JSON Chart title title string X-axis configuration. xAxis JSON Y-axis configuration. yAxis JSON Chart data series. series JSON
A simple drawing example:
// This chart is an object in JavaScript language. Before using the Chart function, we need to declare an object variable chart to configure the chart.
var chart = {
// This field marks whether the chart is a general chart. If you are interested, you can change it to false and run it.
__isStock: true,
// Zoom tool
tooltip: {xDateFormat: '%Y-%m-%d %H:%M:%S, %A'},
// title
title : { text : 'Price difference analysis chart'},
// Select range
rangeSelector: {
buttons: [{type: 'hour',count: 1, text: '1h'}, {type: 'hour',count: 3, text: '3h'}, {type: 'hour', count: 8, text: '8h'}, {type: 'all',text: 'All'}],
selected: 0,
inputEnabled: false
},
// The horizontal axis of the coordinate axis is: x-axis, and the current setting type is: time
xAxis: { type: 'datetime'},
// The vertical axis of the coordinate axis is: the y-axis, the default value is adjusted according to the data size
yAxis : {
// title
title: {text: 'Price difference'},
// Whether to enable the right vertical axis
opposite: false
},
// Data series, this property saves each data series (line, K-line chart, label, etc.)
series : [
// The index is 0, and the data array stores the data of the index series.
{name : "line1", id : "line 1,buy1Price", data : []},
// The index is 1, dashStyle:'shortdash' is set, that is, a dashed line is set
{name : "line2", id : "line 2,lastPrice", dashStyle : 'shortdash', data : []}
]
}
function main(){
// Call the Chart function to initialize the chart
var ObjChart = Chart(chart)
// Clear
ObjChart.reset()
while(true){
// Get the timestamp of this poll, which is a millisecond timestamp. Used to determine the position of the X-axis written to the chart
var nowTime = new Date().getTime()
// Get market data
var ticker = _C(exchange.GetTicker)
// Get the buy price from the return value of the market data
var buy1Price = ticker.Buy
// Get the last transaction price. In order to prevent the two lines from overlapping, we add 1.
var lastPrice = ticker.Last + 1
// Use the timestamp as the X value and the buy price as the Y value to pass into the data sequence of index 0
ObjChart.add(0, [nowTime, buy1Price])
// Same as above
ObjChart.add(1, [nowTime, lastPrice])
Sleep(2000)
}
}
{@fun/Log/Chart Chart}
This JSON is used to set the chart configuration information of the custom drawing function KLineChart. Only a few basic configuration fields are listed here.
Whether to draw on the main chart. overlay bool X-axis configuration. xAxis JSON Y-axis configuration. yAxis JSON Candlestick chart configuration. candle JSON
Please refer to Special article on drawing charts using KLineChart function.
{@fun/Log/KLineChart KLineChart}
The JSON is used to set the data to be loaded by the exchange.SetData() function. The JSON data is an array structure, in which each element is also an array, namely [time, data].
The timestamp of the data, marking the time of this data.
time
number
data is a piece of data corresponding to a certain time in the data loaded by the exchange.SetData() function. When the strategy is running, the exchange.GetData() function gets the data with the corresponding timestamp according to the current time.
data string, number, bool, object, array, etc.
An example of loading data in the backtesting system and retrieving data when the strategy backtest is running:
/*backtest
start: 2020-01-21 00:00:00
end: 2020-02-12 00:00:00
period: 1d
basePeriod: 1d
exchanges: [{"eid":"Bitfinex","currency":"BTC_USD"}]
*/
function main() {
exchange.SetData("test", [[1579536000000, _D(1579536000000)], [1579622400000, _D(1579622400000)], [1579708800000, _D(1579708800000)]])
while(true) {
Log(exchange.GetData("test"))
Sleep(1000 * 60 * 60 * 24)
}
}
{@fun SetData}, {@fun GetData}
This JSON is the data structure returned by the EventLoop() function. The EventLoop() function monitors: 1. Any WebSocket readable data event; 2. Task completion events concurrent with the exchange.Go() and HttpQuery_Go() functions; 3. Message events sent in threads created by the threading.Thread() function in the JavaScript language strategy.
Event sequence number. Seq number Event name. Event string Event thread Id. ThreadId number Event index. Index number nano timestamp. Nano number
Use the exchange.Go() function to make concurrent requests and the event data structure returned by the EventLoop() function.
{
"Seq":1,
"Event":"Exchange_GetTrades",
"ThreadId":0,
"Index":3,
"Nano":1682068771309583400
}
In the concurrently executed thread of the JavaScript language strategy (created by the threading.Thread() function), when the postMessage() function of the thread object is used to send a message, the EventLoop() function in the thread receiving the message will monitor the following event data structure:
{
"Seq":4,
"Event":"thread",
"ThreadId":1,
"Index":0,
"Nano":1727592066508674000
}
{@fun/Global/EventLoop EventLoop}
This JSON is the data structure returned by the DBExec() function; it is also returned when executing an SQL statement using the exec() method of the object created by the Dial() function.
The column names of the data to be queried, a string array. columns array The specific data to be queried, where each piece of data corresponds to a column name. The value of the values field is a two-dimensional array, where each element is an array and a data record. values array
Example of querying data in the database:
{
"columns":["TS","HIGH","OPEN","LOW","CLOSE","VOLUME"],
"values":[
[1518970320000,100,99.1,90,100,12345.6],
[1518960320000,100,99.1,90,100,12345.6]
]
}
{@fun/Global/DBExec DBExec}, {@fun/Global/Dial Dial}
This JSON is the data structure returned by the member function join() of the Thread object, which saves some information about concurrent threads in the JavaScript language strategy. The Thread object refers to the thread object, which is created by threading.Thread().
Thread Id. id number Whether the thread is forced to end. terminated bool The running time of the thread in nanoseconds. elapsed number The return value of the thread function. ret number
The following code tests the timeout mechanism of the join() function of the Thread object and prints the return value of the join() function.
function testFunc() {
for (var i = 0; i < 5; i++) {
Log(i)
Sleep(300)
}
}
function main() {
var t1 = threading.Thread(testFunc)
Log(t1.join(1000)) // undefined
Log(t1.join()) // {"id":1,"terminated":false,"elapsed":1506864000}
} ```
{@fun/Threads/Thread/join join}