[{"_1":2,"_3":-5,"_4":-5},"loaderData",{"_5":6,"_7":8},"actionData","errors","root",{"_11":12,"_13":14,"_15":16,"_17":18,"_19":20,"_21":22,"_23":-7,"_24":25,"_26":27},"routes/app/syntax-guide.$",{"_9":10},"syntaxGuide","[{\"_src_hash\": \"17ac3a46d5f375b6e07d27a7ee3a4548a749f535b50cd889b87d0777b0d990ae\", \"alias\": \"fun\", \"children\": [{\"_src_hash\": \"8dca005e17af895f59f2a5b5bdb0733e660f4a7324636ded999b91f51aa0ef4f\", \"children\": [{\"_src_hash\": \"1814aa249989653516c9677845871ed80fafac227154520aa95a34f6d569a7ec\", \"desc\": [\"Returns the current system version number.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n Log(\\\"version:\\\", Version())\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(\\\"version:\\\", Version())\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n Log(\\\"version:\\\", Version());\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The system version number is the version number of the docker program.\"], \"returns\": [{\"info\": \"Current system version number, for example: ```3.6```.\", \"type\": \"string\"}], \"syntax\": [\"Version()\"], \"title\": \"Version\"}, {\"_src_hash\": \"0d6e4aaa9619303215da248a252f77fe835792261315e1aa449062aafb0647da\", \"args\": [{\"info\": \"The ```millisecond``` parameter is used to set the sleep duration in milliseconds.\", \"name\": \"millisecond\", \"required\": true, \"type\": \"number\"}], \"desc\": [\"Sleep function, used to pause program execution for a specified time.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n Sleep(1000 * 10) // Wait for 10 seconds\\n Log(\\\"Waited for 10 seconds\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Sleep(1000 * 10)\\n Log(\\\"Waited for 10 seconds\\\")\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n Sleep(1000 * 10);\\n Log(\\\"Waited for 10 seconds\\\");\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"For example, when executing ```Sleep(1000)``` function, the program will sleep for 1 second. Sleep times less than 1 millisecond are supported, such as setting ```Sleep(0.1)```. The minimum supported parameter value is ```0.000001```, which is nanosecond-level sleep, where 1 nanosecond equals ```1e-6``` milliseconds.\", \"When writing strategies in ```Python```, the ```Sleep(millisecond)``` function should be used for operations such as polling intervals and time waiting. It is not recommended to use the ```time.sleep(second)``` function from ```Python```'s ```time``` library. This is because using ```time.sleep(second)``` in a strategy will cause the strategy program to actually wait for the corresponding time during backtesting (rather than skipping ahead in the backtest system's time sequence), resulting in extremely slow strategy backtesting.\"], \"syntax\": [\"Sleep(millisecond)\"], \"title\": \"Sleep\"}, {\"_src_hash\": \"e903316478819b47e01b5dfc295bbe522f227e19e6ce304bea1681db00e22cbd\", \"desc\": [\"Determine whether the strategy's runtime environment is a backtesting system.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n if (IsVirtual()) {\\n Log(\\\"Currently in backtest environment.\\\")\\n } else {\\n Log(\\\"Currently in live trading environment.\\\")\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n if IsVirtual():\\n Log(\\\"Currently in backtest environment.\\\")\\n else:\\n Log(\\\"Currently in live trading environment.\\\")\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n if (IsVirtual()) {\\n Log(\\\"Currently in backtest environment.\\\");\\n } else {\\n Log(\\\"Currently in live trading environment.\\\");\\n }\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"Determine whether the current runtime environment is a backtesting system, used to handle differences between backtesting and live trading environments.\"], \"returns\": [{\"info\": \"Returns true when the strategy is running in a backtesting system environment, for example: ```true```. Returns false when the strategy is running in a live trading environment, for example: ```false```.\", \"type\": \"bool\"}], \"syntax\": [\"IsVirtual()\"], \"title\": \"IsVirtual\"}, {\"_src_hash\": \"15d7c5af09803039ca961438599c99aee0a1a3b5d662e1dff95aac12e950063f\", \"args\": [{\"info\": \"Specify the ```SMTP``` server address of the email sender.\", \"name\": \"smtpServer\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Specify the email address of the email sender.\", \"name\": \"smtpUsername\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The ```SMTP``` service password of the sender's email.\", \"name\": \"smtpPassword\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Specify the email address of the email recipient.\", \"name\": \"mailTo\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Email subject.\", \"name\": \"title\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Email body content.\", \"name\": \"body\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Send email.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n Mail(\\\"smtp.163.com\\\", \\\"asdf@163.com\\\", \\\"password\\\", \\\"111@163.com\\\", \\\"title\\\", \\\"body\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Mail(\\\"smtp.163.com\\\", \\\"asdf@163.com\\\", \\\"password\\\", \\\"111@163.com\\\", \\\"title\\\", \\\"body\\\")\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n Mail(\\\"smtp.163.com\\\", \\\"asdf@163.com\\\", \\\"password\\\", \\\"111@163.com\\\", \\\"title\\\", \\\"body\\\");\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```smtpPassword``` parameter is set to the ```SMTP``` service password, not the email login password.\", \"When setting the ```smtpServer``` parameter, if you need to change the port, you can directly specify the port number in the ```smtpServer``` parameter. For example: QQ Mail ```smtp.qq.com:587``` (this port has been tested and is available).\", \"If an error message appears: ```unencryped connection```, you need to modify the ```smtpServer``` parameter of the ```Mail``` function. The parameter format is: ```ssl://xxx.com:xxx```, for example, QQ Mail's ```SMTP``` ```SSL``` method: ```ssl://smtp.qq.com:465```, or use the format ```smtp://xxx.com:xxx```.\", \"This function does not work in the backtesting system.\"], \"returns\": [{\"info\": \"Returns ```true``` if the email is sent successfully, returns ```false``` if sending fails.\", \"type\": \"bool\"}], \"seeAlso\": [\"{@fun/Global/Mail_Go Mail_Go}\"], \"syntax\": [\"Mail(smtpServer, smtpUsername, smtpPassword, mailTo, title, body)\"], \"title\": \"Mail\"}, {\"_src_hash\": \"c4f5db4aee37737bfcde13040b370a15058af2bbfe9c8a4a6590f145f2b0bac3\", \"args\": [{\"info\": \"Used to specify the ```SMTP``` server address of the email sender.\", \"name\": \"smtpServer\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Used to specify the email address of the email sender.\", \"name\": \"smtpUsername\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The ```SMTP``` authorization password for the sender's email account.\", \"name\": \"smtpPassword\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Used to specify the email address of the email recipient.\", \"name\": \"mailTo\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Email subject.\", \"name\": \"title\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Email body content.\", \"name\": \"body\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Asynchronous version of the ```Mail``` function.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var r1 = Mail_Go(\\\"smtp.163.com\\\", \\\"asdf@163.com\\\", \\\"password\\\", \\\"111@163.com\\\", \\\"title\\\", \\\"body\\\")\\n var r2 = Mail_Go(\\\"smtp.163.com\\\", \\\"asdf@163.com\\\", \\\"password\\\", \\\"111@163.com\\\", \\\"title\\\", \\\"body\\\")\\n\\n var ret1 = r1.wait()\\n var ret2 = r2.wait()\\n\\n Log(\\\"ret1:\\\", ret1)\\n Log(\\\"ret2:\\\", ret2)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"# Not supported\", \"lang\": \"python\"}, {\"code\": \"// Not supported\", \"lang\": \"cpp\"}]}], \"remarks\": [\"Does not work in the backtesting system.\"], \"returns\": [{\"info\": \"The ```Mail_Go``` function immediately returns a concurrent object. You can use the ```wait``` method of this concurrent object to get the email sending result. Returns a truthy value (e.g., ```true```) if the email is sent successfully, and returns a falsy value (e.g., ```false```) if sending fails.\", \"type\": \"object\"}], \"seeAlso\": [\"{@fun/Global/Mail Mail}\"], \"syntax\": [\"Mail_Go(smtpServer, smtpUsername, smtpPassword, mailTo, title, body)\"], \"title\": \"Mail_Go\"}, {\"_src_hash\": \"91f55a39af560ab5809092ac67ecbb7408ca960b54e906dfd32aea514a546dc3\", \"args\": [{\"info\": \"Regular expression string.\", \"name\": \"filters\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Filter error logs.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n SetErrorFilter(\\\"502:|503:|tcp|character|unexpected|network|timeout|WSARecv|Connect|GetAddr|no such|reset|http|received|EOF|reused\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n SetErrorFilter(\\\"502:|503:|tcp|character|unexpected|network|timeout|WSARecv|Connect|GetAddr|no such|reset|http|received|EOF|reused\\\")\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n SetErrorFilter(\\\"502:|503:|tcp|character|unexpected|network|timeout|WSARecv|Connect|GetAddr|no such|reset|http|received|EOF|reused\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"Filter common errors.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Query a non-existent order with id 123, intentionally causing an API error\\n var order = exchange.GetOrder(\\\"123\\\")\\n Log(order)\\n // Filter http502 errors and GetOrder API errors. After setting error filter, the second call to GetOrder will not report an error\\n SetErrorFilter(\\\"502:|GetOrder\\\")\\n order = exchange.GetOrder(\\\"123\\\")\\n Log(order)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n order = exchange.GetOrder(\\\"123\\\")\\n Log(order)\\n SetErrorFilter(\\\"502:|GetOrder\\\")\\n order = exchange.GetOrder(\\\"123\\\")\\n Log(order)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n TId orderId;\\n Order order = exchange.GetOrder(orderId);\\n Log(order);\\n SetErrorFilter(\\\"502:|GetOrder\\\");\\n order = exchange.GetOrder(orderId);\\n Log(order);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Filter specific API error messages.\"}], \"remarks\": [\"Error logs matched by this regular expression will not be uploaded to the log system. Can be called multiple times (no limit) to set multiple filter conditions, and the regular expressions set multiple times will accumulate and take effect. You can set an empty string to reset the error log filter regular expression: ```SetErrorFilter(\\\"\\\")```. Filtered logs will no longer be written to the database file of the corresponding live trading ID in the docker directory, preventing frequent errors from causing database file bloat.\"], \"syntax\": [\"SetErrorFilter(filters)\"], \"title\": \"SetErrorFilter\"}, {\"_src_hash\": \"3bd6ac6c304559eb25d163f41753e5e783dfbb45b22805d3a50f48a2a4a174b0\", \"desc\": [\"Get the unique identifier of the live trading process.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n var id = GetPid()\\n Log(id)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n id = GetPid()\\n Log(id)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto id = GetPid();\\n Log(id);\\n}\", \"lang\": \"cpp\"}]}], \"returns\": [{\"info\": \"Returns the unique identifier of the current live trading process.\", \"type\": \"string\"}], \"syntax\": [\"GetPid()\"], \"title\": \"GetPid\"}, {\"_src_hash\": \"5f8704746428056b011c7d34ec169bdadc7c0abc92527b655da94b16dc4174d7\", \"desc\": [\"Get the most recent error message.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // 因为不存在编号为123的订单，所以会产生错误\\n exchange.GetOrder(\\\"123\\\")\\n var error = GetLastError()\\n Log(error)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.GetOrder(\\\"123\\\")\\n error = GetLastError()\\n Log(error)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n // 订单ID类型：TId，因此不能传入字符串，我们下一个不符合交易所规范的订单来触发错误\\n exchange.GetOrder(exchange.Buy(1, 1));\\n auto error = GetLastError();\\n Log(error);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"Does not work in the backtesting system.\"], \"returns\": [{\"info\": \"The most recent error message.\", \"type\": \"string\"}], \"syntax\": [\"GetLastError()\"], \"title\": \"GetLastError\"}, {\"_src_hash\": \"de81b7ff2e9218093105885cb2c7249270d235f3f07b036433694ea81890c5d3\", \"desc\": [\"Get strategy interaction commands.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n while(true) {\\n var cmd = GetCommand()\\n if (cmd) {\\n Log(cmd)\\n }\\n Sleep(1000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n while True:\\n cmd = GetCommand()\\n if cmd:\\n Log(cmd)\\n Sleep(1000)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n while(true) {\\n auto cmd = GetCommand();\\n if(cmd != \\\"\\\") {\\n Log(cmd);\\n }\\n Sleep(1000);\\n }\\n}\", \"lang\": \"cpp\"}], \"value\": \"Detect interactive commands and use the ```Log``` function to output the command when an interactive command is detected.\"}, {\"examples\": [{\"code\": \"function main() {\\n while (true) {\\n LogStatus(_D())\\n var cmd = GetCommand()\\n if (cmd) {\\n Log(\\\"cmd:\\\", cmd)\\n var arr = cmd.split(\\\":\\\")\\n if (arr[0] == \\\"buy\\\") {\\n Log(\\\"Buy, this control has no quantity\\\")\\n } else if (arr[0] == \\\"sell\\\") {\\n Log(\\\"Sell, this control has quantity:\\\", arr[1])\\n } else {\\n Log(\\\"Other control triggered:\\\", arr)\\n }\\n }\\n Sleep(1000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n while True:\\n LogStatus(_D())\\n cmd = GetCommand()\\n if cmd:\\n Log(\\\"cmd:\\\", cmd)\\n arr = cmd.split(\\\":\\\")\\n if arr[0] == \\\"buy\\\":\\n Log(\\\"Buy, this control has no quantity\\\")\\n elif arr[0] == \\\"sell\\\":\\n Log(\\\"Sell, this control has quantity:\\\", arr[1])\\n else:\\n Log(\\\"Other control triggered:\\\", arr)\\n Sleep(1000)\", \"lang\": \"python\"}, {\"code\": \"#include \\n#include \\n#include \\n#include \\nusing namespace std;\\n\\nvoid split(const string& s,vector& sv,const char flag = ' ') {\\n sv.clear();\\n istringstream iss(s);\\n string temp;\\n\\n while (getline(iss, temp, flag)) {\\n sv.push_back(temp);\\n }\\n return;\\n}\\n\\nvoid main() {\\n while(true) {\\n LogStatus(_D());\\n auto cmd = GetCommand();\\n if (cmd != \\\"\\\") {\\n vector arr;\\n split(cmd, arr, ':');\\n if(arr[0] == \\\"buy\\\") {\\n Log(\\\"Buy, this control has no quantity\\\");\\n } else if (arr[0] == \\\"sell\\\") {\\n Log(\\\"Sell, this control has quantity:\\\", arr[1]);\\n } else {\\n Log(\\\"Other control triggered:\\\", arr);\\n }\\n }\\n Sleep(1000);\\n }\\n}\", \"lang\": \"cpp\"}], \"value\": \"For example, add a control without an input box in the strategy interaction controls, name the interaction control: ```buy```, control description: ```Buy```, this is a button control. Continue to add a control with an input box, name the interaction control: ```sell```, control description: ```Sell```, this is an interaction control composed of a button and an input box. Design interaction code in the strategy to respond to different interaction controls:\"}], \"remarks\": [\"Not effective in the backtesting system.\"], \"returns\": [{\"info\": \"The returned command format is ```ControlName:Data```. ```ControlName``` is the control name, ```Data``` is the data entered in the control. If the interactive control does not contain input boxes, dropdown boxes, or other components (for example: button controls without input boxes), the returned command format is ```ControlName```, returning only the control name.\", \"type\": \"string\"}], \"syntax\": [\"GetCommand()\"], \"title\": \"GetCommand\"}, {\"_src_hash\": \"ef4392a864ce7592f340a000d8202170df8f8db925ee3c68f081c6f5f6ae4ba4\", \"desc\": [\"Get the ```Meta``` value written when generating the strategy registration code.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Maximum quote currency asset value allowed by the strategy\\n var maxBaseCurrency = null\\n\\n // Get metadata from when the registration code was created\\n var level = GetMeta()\\n\\n // Check conditions corresponding to Meta\\n if (level == \\\"level1\\\") {\\n // -1 means no limit\\n maxBaseCurrency = -1\\n } else if (level == \\\"level2\\\") {\\n maxBaseCurrency = 10\\n } else if (level == \\\"level3\\\") {\\n maxBaseCurrency = 1\\n } else {\\n maxBaseCurrency = 0.5\\n }\\n\\n while(1) {\\n Sleep(1000)\\n var ticker = exchange.GetTicker()\\n\\n // Check asset value\\n var acc = exchange.GetAccount()\\n if (maxBaseCurrency != -1 && maxBaseCurrency < acc.Stocks + acc.FrozenStocks) {\\n // Stop executing strategy trading logic\\n LogStatus(_D(), \\\"level:\\\", level, \\\"Position exceeds registration code limit, strategy trading logic will not execute!\\\")\\n continue\\n }\\n\\n // Other trading logic\\n\\n // Normal status bar information output\\n LogStatus(_D(), \\\"level:\\\", level, \\\"Strategy running normally! ticker data:\\\\n\\\", ticker)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n maxBaseCurrency = null\\n level = GetMeta()\\n\\n if level == \\\"level1\\\":\\n maxBaseCurrency = -1\\n elif level == \\\"level2\\\":\\n maxBaseCurrency = 10\\n elif level == \\\"level3\\\":\\n maxBaseCurrency = 1\\n else:\\n maxBaseCurrency = 0.5\\n\\n while True:\\n Sleep(1000)\\n ticker = exchange.GetTicker()\\n acc = exchange.GetAccount()\\n if maxBaseCurrency != -1 and maxBaseCurrency < acc[\\\"Stocks\\\"] + acc[\\\"FrozenStocks\\\"]:\\n LogStatus(_D(), \\\"level:\\\", level, \\\"Position exceeds registration code limit, strategy trading logic will not execute!\\\")\\n continue\\n\\n # Other trading logic\\n\\n # Normal status bar information output\\n LogStatus(_D(), \\\"level:\\\", level, \\\"Strategy running normally! ticker data:\\\\n\\\", ticker)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto maxBaseCurrency = 0.0;\\n auto level = GetMeta();\\n\\n if (level == \\\"level1\\\") {\\n maxBaseCurrency = -1;\\n } else if (level == \\\"level2\\\") {\\n maxBaseCurrency = 10;\\n } else if (level == \\\"level3\\\") {\\n maxBaseCurrency = 1;\\n } else {\\n maxBaseCurrency = 0.5;\\n }\\n\\n while(1) {\\n Sleep(1000);\\n auto ticker = exchange.GetTicker();\\n auto acc = exchange.GetAccount();\\n if (maxBaseCurrency != -1 && maxBaseCurrency < acc.Stocks + acc.FrozenStocks) {\\n // Stop executing strategy trading logic\\n LogStatus(_D(), \\\"level:\\\", level, \\\"Position exceeds registration code limit, strategy trading logic will not execute!\\\");\\n continue;\\n }\\n\\n // Other trading logic\\n\\n // Normal status bar information output\\n LogStatus(_D(), \\\"level:\\\", level, \\\"Strategy running normally! ticker data:\\\\n\\\", ticker);\\n }\\n}\", \"lang\": \"cpp\"}], \"value\": \"Application scenario example: Using ```Meta``` to limit the asset quantity that a strategy can operate.\"}], \"remarks\": [\"Application scenario: When you need to impose capital limits on different strategy renters. The ```Meta``` value set when generating the registration code cannot exceed 190 characters. The ```GetMeta()``` function only supports live trading. If no metadata (```Meta```) was set when generating the strategy registration code, the ```GetMeta()``` function returns null. This function does not work in the backtesting system.\"], \"returns\": [{\"info\": \"```Meta``` data.\", \"type\": \"string\"}], \"syntax\": [\"GetMeta()\"], \"title\": \"GetMeta\"}, {\"_src_hash\": \"cf32356db1f892a892a74eebb5020b438a94606292c85b09c4fe8f3cd301356c\", \"args\": [{\"info\": \"Request address.\", \"name\": \"address\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Timeout period, in seconds.\", \"name\": \"timeout\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Configuration options.\", \"name\": \"options\", \"required\": false, \"type\": \"object\"}], \"desc\": [\"Used for raw ```Socket``` access, supporting ```tcp```, ```udp```, ```tls```, ```unix``` protocols. Supports 4 popular communication protocols: ```mqtt```, ```nats```, ```amqp```, ```kafka```. Supports database connections, including: ```sqlite3```, ```mysql```, ```postgres```, ```clickhouse```.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // Dial supports tcp://, udp://, tls://, unix:// protocols, can add a parameter to specify timeout in seconds\\n var client = Dial(\\\"tls://www.baidu.com:443\\\")\\n if (client) {\\n // write can append a numeric parameter to specify timeout, returns the number of bytes successfully sent\\n client.write(\\\"GET / HTTP/1.1\\\\nConnection: Closed\\\\n\\\\n\\\")\\n while (true) {\\n // read can append a numeric parameter to specify timeout, unit: milliseconds. Returns null indicating error, timeout, or socket closed\\n var buf = client.read()\\n if (!buf) {\\n break\\n }\\n Log(buf)\\n }\\n client.close()\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n client = Dial(\\\"tls://www.baidu.com:443\\\")\\n if client:\\n client.write(\\\"GET / HTTP/1.1\\\\nConnection: Closed\\\\n\\\\n\\\")\\n while True:\\n buf = client.read()\\n if not buf:\\n break\\n Log(buf)\\n client.close()\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto client = Dial(\\\"tls://www.baidu.com:443\\\");\\n if(client.Valid) {\\n client.write(\\\"GET / HTTP/1.1\\\\nConnection: Closed\\\\n\\\\n\\\");\\n while(true) {\\n auto buf = client.read();\\n if(buf == \\\"\\\") {\\n break;\\n }\\n Log(buf);\\n }\\n client.close();\\n }\\n}\", \"lang\": \"cpp\"}], \"value\": \"Dial function call example:\"}, {\"examples\": [{\"code\": \"function main() {\\n LogStatus(\\\"Connecting...\\\")\\n // Access Binance WebSocket interface\\n var client = Dial(\\\"wss://stream.binance.com:9443/ws/!ticker@arr\\\")\\n if (!client) {\\n Log(\\\"Connection failed, exiting\\\")\\n return\\n }\\n\\n while (true) {\\n // read only returns data obtained after calling read\\n var buf = client.read()\\n if (!buf) {\\n break\\n }\\n var table = {\\n type: 'table',\\n title: 'Market Chart',\\n cols: ['Symbol', 'High', 'Low', 'Bid', 'Ask', 'Last Price', 'Volume', 'Update Time'],\\n rows: []\\n }\\n var obj = JSON.parse(buf)\\n _.each(obj, function(ticker) {\\n table.rows.push([ticker.s, ticker.h, ticker.l, ticker.b, ticker.a, ticker.c, ticker.q, _D(ticker.E)])\\n })\\n LogStatus('`' + JSON.stringify(table) + '`')\\n }\\n client.close()\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\ndef main():\\n LogStatus(\\\"Connecting...\\\")\\n client = Dial(\\\"wss://stream.binance.com:9443/ws/!ticker@arr\\\")\\n if not client:\\n Log(\\\"Connection failed, exiting\\\")\\n return\\n\\n while True:\\n buf = client.read()\\n if not buf:\\n break\\n table = {\\n \\\"type\\\" : \\\"table\\\",\\n \\\"title\\\" : \\\"Market Chart\\\",\\n \\\"cols\\\" : [\\\"Symbol\\\", \\\"High\\\", \\\"Low\\\", \\\"Bid\\\", \\\"Ask\\\", \\\"Last Price\\\", \\\"Volume\\\", \\\"Update Time\\\"],\\n \\\"rows\\\" : []\\n }\\n obj = json.loads(buf)\\n for i in range(len(obj)):\\n table[\\\"rows\\\"].append([obj[i][\\\"s\\\"], obj[i][\\\"h\\\"], obj[i][\\\"l\\\"], obj[i][\\\"b\\\"], obj[i][\\\"a\\\"], obj[i][\\\"c\\\"], obj[i][\\\"q\\\"], _D(int(obj[i][\\\"E\\\"]))])\\n LogStatus('`' + json.dumps(table) + '`')\\n client.close()\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n LogStatus(\\\"Connecting...\\\");\\n auto client = Dial(\\\"wss://stream.binance.com:9443/ws/!ticker@arr\\\");\\n if(!client.Valid) {\\n Log(\\\"Connection failed, exiting\\\");\\n return;\\n }\\n\\n while(true) {\\n auto buf = client.read();\\n if(buf == \\\"\\\") {\\n break;\\n }\\n json table = R\\\"({\\n \\\"type\\\" : \\\"table\\\",\\n \\\"title\\\" : \\\"Market Chart\\\",\\n \\\"cols\\\" : [\\\"Symbol\\\", \\\"High\\\", \\\"Low\\\", \\\"Bid\\\", \\\"Ask\\\", \\\"Last Price\\\", \\\"Volume\\\", \\\"Update Time\\\"],\\n \\\"rows\\\" : []\\n })\\\"_json;\\n json obj = json::parse(buf);\\n for(auto& ele : obj.items()) {\\n table[\\\"rows\\\"].push_back({ele.value()[\\\"s\\\"], ele.value()[\\\"h\\\"], ele.value()[\\\"l\\\"], ele.value()[\\\"b\\\"], ele.value()[\\\"a\\\"], ele.value()[\\\"c\\\"],\\n ele.value()[\\\"q\\\"], _D(ele.value()[\\\"E\\\"])});\\n }\\n LogStatus(\\\"`\\\" + table.dump() + \\\"`\\\");\\n }\\n client.close();\\n}\", \"lang\": \"cpp\"}], \"value\": \"Accessing Binance WebSocket market data interface:\"}, {\"examples\": [{\"code\": \"function main() {\\n let options = {\\\"headers\\\": {\\\"X-MBX-APIKEY\\\": \\\"your access key\\\"}}\\n let random = `fmz${UnixNano()}`\\n let ts = new Date().getTime()\\n let secretKey = \\\"your secret key\\\"\\n let topic = \\\"com_announcement_en\\\"\\n let payload = `random=${random}&topic=${topic}&recvWindow=30000×tamp=${ts}`\\n let signature = Encode(\\\"sha256\\\", \\\"string\\\", \\\"hex\\\", payload, \\\"string\\\", secretKey)\\n let query = `?${payload}&signature=${signature}`\\n\\n Log(\\\"query:\\\", query)\\n let conn = Dial(`wss://api.binance.com/sapi/wss${query}`, options)\\n\\n for (var i = 0 ; i < 10 ; i++) {\\n let ret = conn.read()\\n Log(ret)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import time\\n\\ndef main():\\n options = {\\\"headers\\\": {\\\"X-MBX-APIKEY\\\": \\\"your access key\\\"}}\\n random = \\\"fmz\\\" + str(UnixNano())\\n ts = int(time.time() * 1000)\\n secretKey = \\\"your secret key\\\"\\n topic = \\\"com_announcement_en\\\"\\n payload = f\\\"random={random}&topic={topic}&recvWindow=30000×tamp={ts}\\\"\\n signature = Encode(\\\"sha256\\\", \\\"string\\\", \\\"hex\\\", payload, \\\"string\\\", secretKey)\\n query = f\\\"?{payload}&signature={signature}\\\"\\n\\n Log(\\\"query:\\\", query)\\n conn = Dial(f\\\"wss://api.binance.com/sapi/wss{query}\\\", options)\\n\\n for i in range(10):\\n ret = conn.read()\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"// Not supported currently\", \"lang\": \"cpp\"}], \"value\": \"Access Binance's WebSocket interface and set wss request headers.\"}, {\"examples\": [{\"code\": \"var ws = null\\nfunction main(){\\n var param = {\\n \\\"op\\\": \\\"subscribe\\\",\\n \\\"args\\\": [{\\n \\\"channel\\\": \\\"tickers\\\",\\n \\\"instId\\\": \\\"BTC-USDT\\\"\\n }]\\n }\\n // When calling the Dial function, specify reconnect=true to set reconnection mode, and specify payload as the message to send upon reconnection. After the WebSocket connection is disconnected, it will automatically reconnect and automatically send the message\\n ws = Dial(\\\"wss://ws.okx.com:8443/ws/v5/public|compress=gzip_raw&mode=recv&reconnect=true&payload=\\\" + JSON.stringify(param))\\n if(ws){\\n var pingCyc = 1000 * 20\\n var lastPingTime = new Date().getTime()\\n while(true){\\n var nowTime = new Date().getTime()\\n var ret = ws.read()\\n Log(\\\"ret:\\\", ret)\\n if(nowTime - lastPingTime > pingCyc){\\n var retPing = ws.write(\\\"ping\\\")\\n lastPingTime = nowTime\\n Log(\\\"Sending: ping\\\", \\\"#FF0000\\\")\\n }\\n LogStatus(\\\"Current time:\\\", _D())\\n Sleep(1000)\\n }\\n }\\n}\\n\\nfunction onexit() {\\n ws.close()\\n Log(\\\"Exiting\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\nimport time\\n\\nws = None\\ndef main():\\n global ws\\n param = {\\n \\\"op\\\": \\\"subscribe\\\",\\n \\\"args\\\": [{\\n \\\"channel\\\": \\\"tickers\\\",\\n \\\"instId\\\": \\\"BTC-USDT\\\"\\n }]\\n }\\n ws = Dial(\\\"wss://ws.okx.com:8443/ws/v5/public|compress=gzip_raw&mode=recv&reconnect=true&payload=\\\" + json.dumps(param))\\n if ws:\\n pingCyc = 1000 * 20\\n lastPingTime = time.time() * 1000\\n while True:\\n nowTime = time.time() * 1000\\n ret = ws.read()\\n Log(\\\"ret:\\\", ret)\\n if nowTime - lastPingTime > pingCyc:\\n retPing = ws.write(\\\"ping\\\")\\n lastPingTime = nowTime\\n Log(\\\"Sending: ping\\\", \\\"#FF0000\\\")\\n LogStatus(\\\"Current time:\\\", _D())\\n Sleep(1000)\\n\\ndef onexit():\\n ws.close()\\n Log(\\\"Exiting\\\")\", \"lang\": \"python\"}, {\"code\": \"auto objWS = Dial(\\\"wss://ws.okx.com:8443/ws/v5/public|compress=gzip_raw&mode=recv&reconnect=true\\\");\\n\\nvoid main() {\\n json param = R\\\"({\\n \\\"op\\\": \\\"subscribe\\\",\\n \\\"args\\\": [{\\n \\\"channel\\\": \\\"tickers\\\",\\n \\\"instId\\\": \\\"BTC-USDT\\\"\\n }]\\n })\\\"_json;\\n\\n objWS.write(param.dump());\\n if(objWS.Valid) {\\n uint64_t pingCyc = 1000 * 20;\\n uint64_t lastPingTime = Unix() * 1000;\\n while(true) {\\n uint64_t nowTime = Unix() * 1000;\\n auto ret = objWS.read();\\n Log(\\\"ret:\\\", ret);\\n if(nowTime - lastPingTime > pingCyc) {\\n auto retPing = objWS.write(\\\"ping\\\");\\n lastPingTime = nowTime;\\n Log(\\\"Sending: ping\\\", \\\"#FF0000\\\");\\n }\\n LogStatus(\\\"Current time:\\\", _D());\\n Sleep(1000);\\n }\\n }\\n}\\n\\nvoid onexit() {\\n objWS.close();\\n Log(\\\"Exiting\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"Accessing OKX WebSocket market data interface:\"}, {\"examples\": [{\"code\": \"var ws = null\\n\\nfunction main(){\\n var param = {\\\"sub\\\": \\\"market.btcusdt.detail\\\", \\\"id\\\": \\\"id1\\\"}\\n ws = Dial(\\\"wss://api.huobi.pro/ws|compress=gzip&mode=recv&reconnect=true&payload=\\\" + JSON.stringify(param))\\n if(ws){\\n while(1){\\n var ret = ws.read()\\n Log(\\\"ret:\\\", ret)\\n // Respond to heartbeat packet\\n try {\\n var jsonRet = JSON.parse(ret)\\n if(typeof(jsonRet.ping) == \\\"number\\\") {\\n var strPong = JSON.stringify({\\\"pong\\\" : jsonRet.ping})\\n ws.write(strPong)\\n Log(\\\"Responding to ping, sending pong:\\\", strPong, \\\"#FF0000\\\")\\n }\\n } catch(e) {\\n Log(\\\"e.name:\\\", e.name, \\\"e.stack:\\\", e.stack, \\\"e.message:\\\", e.message)\\n }\\n\\n LogStatus(\\\"Current time:\\\", _D())\\n Sleep(1000)\\n }\\n }\\n}\\n\\nfunction onexit() {\\n ws.close()\\n Log(\\\"Executing ws.close()\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\nws = None\\n\\ndef main():\\n global ws\\n param = {\\\"sub\\\" : \\\"market.btcusdt.detail\\\", \\\"id\\\" : \\\"id1\\\"}\\n ws = Dial(\\\"wss://api.huobi.pro/ws|compress=gzip&mode=recv&reconnect=true&payload=\\\" + json.dumps(param))\\n if ws:\\n while True:\\n ret = ws.read()\\n Log(\\\"ret:\\\", ret)\\n # Respond to heartbeat packet\\n try:\\n jsonRet = json.loads(ret)\\n if \\\"ping\\\" in jsonRet and type(jsonRet[\\\"ping\\\"]) == int:\\n strPong = json.dumps({\\\"pong\\\" : jsonRet[\\\"ping\\\"]})\\n ws.write(strPong)\\n Log(\\\"Responding to ping, sending pong:\\\", strPong, \\\"#FF0000\\\")\\n except Exception as e:\\n Log(\\\"e:\\\", e)\\n\\n LogStatus(\\\"Current time:\\\", _D())\\n Sleep(1000)\\n\\ndef onexit():\\n ws.close()\\n Log(\\\"Executing ws.close()\\\")\", \"lang\": \"python\"}, {\"code\": \"using namespace std;\\n\\nvoid main() {\\n json param = R\\\"({\\\"sub\\\" : \\\"market.btcusdt.detail\\\", \\\"id\\\" : \\\"id1\\\"})\\\"_json;\\n auto ws = Dial(\\\"wss://api.huobi.pro/ws|compress=gzip&mode=recv&reconnect=true&payload=\\\" + param.dump());\\n if(ws.Valid) {\\n while(true) {\\n auto ret = ws.read();\\n Log(\\\"ret:\\\", ret);\\n // Respond to heartbeat packet\\n try\\n {\\n auto jsonRet = json::parse(ret);\\n if(jsonRet[\\\"ping\\\"].is_number()) {\\n json pong = R\\\"({\\\"pong\\\" : 0})\\\"_json;\\n pong[\\\"pong\\\"] = jsonRet[\\\"ping\\\"];\\n auto strPong = pong.dump();\\n ws.write(strPong);\\n Log(\\\"Responding to ping, sending pong:\\\", strPong, \\\"#FF0000\\\");\\n }\\n } catch(exception &e)\\n {\\n Log(\\\"e:\\\", e.what());\\n }\\n\\n LogStatus(\\\"Current time:\\\", _D());\\n Sleep(1000);\\n }\\n }\\n}\\n\\nvoid onexit() {\\n // ws.close();\\n Log(\\\"Executing ws.close()\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"Accessing Huobi's WebSocket market data interface:\"}, {\"examples\": [{\"code\": \"function getLogin(pAccessKey, pSecretKey, pPassphrase) {\\n // Signature function for login\\n var ts = (new Date().getTime() / 1000).toString()\\n var login = {\\n \\\"op\\\": \\\"login\\\",\\n \\\"args\\\":[{\\n \\\"apiKey\\\" : pAccessKey,\\n \\\"passphrase\\\" : pPassphrase,\\n \\\"timestamp\\\" : ts,\\n \\\"sign\\\" : exchange.Encode(\\\"sha256\\\", \\\"string\\\", \\\"base64\\\", ts + \\\"GET\\\" + \\\"/users/self/verify\\\", \\\"string\\\", pSecretKey)\\n }]\\n }\\n return login\\n}\\n\\nvar client_private = null\\nfunction main() {\\n // Since the read function uses timeout settings, timeout errors need to be filtered, otherwise redundant error output will be generated\\n SetErrorFilter(\\\"timeout\\\")\\n\\n // Position channel subscription information\\n var posSubscribe = {\\n \\\"op\\\": \\\"subscribe\\\",\\n \\\"args\\\": [{\\n \\\"channel\\\": \\\"positions\\\",\\n \\\"instType\\\": \\\"ANY\\\"\\n }]\\n }\\n\\n var accessKey = \\\"xxx\\\"\\n var secretKey = \\\"xxx\\\"\\n var passphrase = \\\"xxx\\\"\\n\\n client_private = Dial(\\\"wss://ws.okx.com:8443/ws/v5/private\\\")\\n client_private.write(JSON.stringify(getLogin(accessKey, secretKey, passphrase)))\\n Sleep(3000) // Cannot subscribe to private channels immediately after login, need to wait for server response\\n client_private.write(JSON.stringify(posSubscribe))\\n if (client_private) {\\n var lastPingTS = new Date().getTime()\\n while (true) {\\n var buf = client_private.read(-1)\\n if (buf) {\\n Log(buf)\\n }\\n\\n // Detect disconnection and reconnect\\n if (buf == \\\"\\\" && client_private.write(JSON.stringify(posSubscribe)) == 0) {\\n Log(\\\"Detected disconnection, closing connection, reconnecting\\\")\\n client_private.close()\\n client_private = Dial(\\\"wss://ws.okx.com:8443/ws/v5/private\\\")\\n client_private.write(JSON.stringify(getLogin(accessKey, secretKey, passphrase)))\\n Sleep(3000)\\n client_private.write(JSON.stringify(posSubscribe))\\n }\\n\\n // Send heartbeat packet\\n var nowPingTS = new Date().getTime()\\n if (nowPingTS - lastPingTS > 10 * 1000) {\\n client_private.write(\\\"ping\\\")\\n lastPingTS = nowPingTS\\n }\\n }\\n }\\n}\\n\\nfunction onexit() {\\n var ret = client_private.close()\\n Log(\\\"Connection closed!\\\", ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\nimport time\\n\\ndef getLogin(pAccessKey, pSecretKey, pPassphrase):\\n ts = str(time.time())\\n login = {\\n \\\"op\\\": \\\"login\\\",\\n \\\"args\\\":[{\\n \\\"apiKey\\\" : pAccessKey,\\n \\\"passphrase\\\" : pPassphrase,\\n \\\"timestamp\\\" : ts,\\n \\\"sign\\\" : exchange.Encode(\\\"sha256\\\", \\\"string\\\", \\\"base64\\\", ts + \\\"GET\\\" + \\\"/users/self/verify\\\", \\\"string\\\", pSecretKey)\\n }]\\n }\\n return login\\n\\nclient_private = None\\ndef main():\\n global client_private\\n SetErrorFilter(\\\"timeout\\\")\\n\\n posSubscribe = {\\n \\\"op\\\": \\\"subscribe\\\",\\n \\\"args\\\": [{\\n \\\"channel\\\": \\\"positions\\\",\\n \\\"instType\\\": \\\"ANY\\\"\\n }]\\n }\\n\\n accessKey = \\\"xxx\\\"\\n secretKey = \\\"xxx\\\"\\n passphrase = \\\"xxx\\\"\\n\\n client_private = Dial(\\\"wss://ws.okx.com:8443/ws/v5/private\\\")\\n client_private.write(json.dumps(getLogin(accessKey, secretKey, passphrase)))\\n Sleep(3000)\\n client_private.write(json.dumps(posSubscribe))\\n if client_private:\\n lastPingTS = time.time() * 1000\\n while True:\\n buf = client_private.read(-1)\\n if buf:\\n Log(buf)\\n\\n if buf == \\\"\\\" and client_private.write(json.dumps(posSubscribe)) == 0:\\n Log(\\\"Detected disconnection, closing connection, reconnecting\\\")\\n ret = client_private.close()\\n client_private = Dial(\\\"wss://ws.okx.com:8443/ws/v5/private\\\")\\n client_private.write(json.dumps(getLogin(accessKey, secretKey, passphrase)))\\n Sleep(3000)\\n client_private.write(json.dumps(posSubscribe))\\n\\n nowPingTS = time.time() * 1000\\n if nowPingTS - lastPingTS > 10 * 1000:\\n client_private.write(\\\"ping\\\")\\n lastPingTS = nowPingTS\\n\\ndef onexit():\\n ret = client_private.close()\\n Log(\\\"Connection closed!\\\", ret)\", \"lang\": \"python\"}, {\"code\": \"auto client_private = Dial(\\\"wss://ws.okx.com:8443/ws/v5/private\\\");\\n\\njson getLogin(string pAccessKey, string pSecretKey, string\\npPassphrase) {\\n auto ts = std::to_string(Unix());\\n json login = R\\\"({\\n \\\"op\\\": \\\"login\\\",\\n \\\"args\\\": [{\\n \\\"apiKey\\\": \\\"\\\",\\n \\\"passphrase\\\": \\\"\\\",\\n \\\"timestamp\\\": \\\"\\\",\\n \\\"sign\\\": \\\"\\\"\\n }]\\n })\\\"_json;\\n login[\\\"args\\\"][0][\\\"apiKey\\\"] = pAccessKey;\\n login[\\\"args\\\"][0][\\\"passphrase\\\"] = pPassphrase;\\n login[\\\"args\\\"][0][\\\"timestamp\\\"] = ts;\\n login[\\\"args\\\"][0][\\\"sign\\\"] = exchange.Encode(\\\"sha256\\\", \\\"string\\\", \\\"base64\\\", ts + \\\"GET\\\" + \\\"/users/self/verify\\\", \\\"string\\\", pSecretKey);\\n return login;\\n}\\n\\nvoid main() {\\n SetErrorFilter(\\\"timeout\\\");\\n json posSubscribe = R\\\"({\\n \\\"op\\\": \\\"subscribe\\\",\\n \\\"args\\\": [{\\n \\\"channel\\\": \\\"positions\\\",\\n \\\"instType\\\": \\\"ANY\\\"\\n }]\\n })\\\"_json;\\n\\n auto accessKey = \\\"xxx\\\";\\n auto secretKey = \\\"xxx\\\";\\n auto passphrase = \\\"xxx\\\";\\n\\n client_private.write(getLogin(accessKey, secretKey, passphrase).dump());\\n Sleep(3000);\\n client_private.write(posSubscribe.dump());\\n\\n if (client_private.Valid) {\\n uint64_t lastPingTS = Unix() * 1000;\\n\\n while (true) {\\n auto buf = client_private.read(-1);\\n if (buf != \\\"\\\") {\\n Log(buf);\\n }\\n if (buf == \\\"\\\") {\\n if (client_private.write(posSubscribe.dump()) == 0) {\\n Log(\\\"Detected disconnection, closing connection, reconnecting\\\");\\n client_private.close();\\n client_private = Dial(\\\"wss://ws.okx.com:8443/ws/v5/private\\\");\\n client_private.write(getLogin(accessKey, secretKey, passphrase).dump());\\n Sleep(3000);\\n client_private.write(posSubscribe.dump());\\n }\\n }\\n\\n uint64_t nowPingTS = Unix() * 1000;\\n if (nowPingTS - lastPingTS > 10 * 1000) {\\n client_private.write(\\\"ping\\\");\\n lastPingTS = nowPingTS;\\n }\\n }\\n }\\n}\\n\\nvoid onexit() {\\n client_private.close();\\n Log(\\\"Exiting\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"Accessing OKX's WebSocket authentication interface:\"}, {\"examples\": [{\"code\": \"var conn = null\\nfunction main() {\\n var accessKey = \\\"your accessKey\\\"\\n\\n var ts = new Date().getTime()\\n var signature = exchange.Encode(\\\"sha256\\\", \\\"string\\\", \\\"hex\\\", String(ts), \\\"string\\\", \\\"{{secretkey}}\\\")\\n Log(\\\"signature:\\\", signature)\\n\\n var payload = {\\n \\\"id\\\": 1,\\n \\\"method\\\": \\\"server.sign\\\",\\n \\\"params\\\": {\\n \\\"access_id\\\": accessKey,\\n \\\"signed_str\\\": signature,\\n \\\"timestamp\\\": ts,\\n }\\n }\\n Log(`JSON.stringify(payload):`, JSON.stringify(payload))\\n\\n conn = Dial(\\\"wss://socket.coinex.com/v2/futures|compress=gzip&mode=recv&payload=\\\" + JSON.stringify(payload))\\n if (!conn) {\\n throw \\\"stop\\\"\\n }\\n Log(\\\"Dial ... \\\", conn.read())\\n\\n // Subscribe to position updates\\n conn.write(JSON.stringify({\\n \\\"method\\\": \\\"position.subscribe\\\",\\n \\\"params\\\": {\\\"market_list\\\": [\\\"BTCUSDT\\\"]},\\n \\\"id\\\": 1\\n }))\\n\\n while (true) {\\n var msg = conn.read()\\n if (msg) {\\n Log(\\\"msg:\\\", msg)\\n }\\n }\\n}\\n\\nfunction onexit() {\\n conn.close()\\n}\", \"lang\": \"javascript\"}, {\"code\": \"// Omitted\", \"lang\": \"python\"}, {\"code\": \"// Omitted\", \"lang\": \"cpp\"}], \"value\": \"Access CoinEx's WebSocket authentication interface:\"}, {\"examples\": [{\"code\": \"let strPushDataV3ApiWrapper = `syntax = \\\"proto3\\\";\\n\\n\\n\\noption java_package = \\\"com.mxc.push.common.protobuf\\\";\\noption optimize_for = SPEED;\\noption java_multiple_files = true;\\noption java_outer_classname = \\\"PushDataV3ApiWrapperProto\\\";\\n\\nmessage PublicAggreDealsV3Api {\\n\\n repeated PublicAggreDealsV3ApiItem deals = 1;\\n string eventType = 2;\\n}\\n\\nmessage PublicAggreDealsV3ApiItem {\\n string price = 1;\\n string quantity = 2;\\n int32 tradeType = 3;\\n int64 time = 4;\\n}\\n\\nmessage PushDataV3ApiWrapper {\\n string channel = 1;\\n oneof body {\\n PublicAggreDealsV3Api publicAggreDeals = 314;\\n }\\n\\n optional string symbol = 3;\\n optional string symbolId = 4;\\n optional int64 createTime = 5;\\n optional int64 sendTime = 6;\\n}`\\n\\nlet code = HttpQuery(\\\"https://cdnjs.cloudflare.com/ajax/libs/protobufjs/7.5.3/protobuf.js\\\")\\nlet exports = {}\\nlet module = { exports }\\nnew Function(\\\"module\\\", \\\"exports\\\", code)(module, exports)\\nlet protobuf = module.exports\\n\\nfunction main() {\\n const PushDataV3ApiWrapper = protobuf.parse(strPushDataV3ApiWrapper).root.lookupType(\\\"PushDataV3ApiWrapper\\\")\\n\\n var payload = {\\n \\\"method\\\": \\\"SUBSCRIPTION\\\",\\n \\\"params\\\": [\\n \\\"spot@public.aggre.deals.v3.api.pb@100ms@BTCUSDT\\\"\\n ]\\n }\\n\\n // proxy=socks5://x.x.x.x:xxxx\\n var conn = Dial(\\\"wss://wbs-api.mexc.com/ws|payload=\\\" + JSON.stringify(payload))\\n\\n var data = null\\n while (true) {\\n var ret = conn.read()\\n if (ret) {\\n const uint8arrayData = new Uint8Array(ret)\\n const message = PushDataV3ApiWrapper.decode(uint8arrayData)\\n\\n data = PushDataV3ApiWrapper.toObject(message, {\\n longs: String,\\n enums: String,\\n bytes: String,\\n defaults: true,\\n arrays: true,\\n objects: true\\n })\\n Log(\\\"data:\\\", data)\\n }\\n LogStatus(_D(), data)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"# You can use the corresponding libraries in Python to implement encoding and decoding.\", \"lang\": \"python\"}, {\"code\": \"// Omitted\", \"lang\": \"cpp\"}], \"value\": \"Example of accessing the MEXC exchange ```Websocket``` interface, subscribing to the ```public.aggre.deals.v3.api.pb``` channel, and using ```protobuf.js``` to decode binary data:\"}, {\"examples\": [{\"code\": \"var client = null\\nfunction main() {\\n // client = Dial(\\\"sqlite3://:memory:\\\") // Use in-memory database\\n client = Dial(\\\"sqlite3://test1.db\\\") // Open/connect to the database file in the docker's directory\\n\\n // Record the handle\\n var sqlite3Handle = client.fd()\\n Log(\\\"sqlite3Handle:\\\", sqlite3Handle)\\n\\n // Query tables in the database\\n var ret = client.exec(\\\"SELECT name FROM sqlite_master WHERE type='table'\\\")\\n Log(ret)\\n}\\n\\nfunction onexit() {\\n Log(\\\"Executing client.close()\\\")\\n client.close()\\n}\", \"lang\": \"javascript\"}, {\"code\": \"// Not supported\", \"lang\": \"python\"}, {\"code\": \"// Not supported\", \"lang\": \"cpp\"}], \"value\": \"The connection object returned by the Dial function when connecting to a database has 2 unique method functions:\\n\\n- ```exec(sqlString)```: Used to execute SQL statements, similar to the ```DBExec()``` function.\\n\\n- ```fd()```: The ```fd()``` function returns a handle (e.g., handle variable is handle), which can be used by other threads to reconnect (even if the object created by Dial has already executed the ```close()``` function to close the connection). Pass the handle to the ```Dial()``` function, e.g., ```Dial(handle)``` to reuse the connection.\\n\\nThe following is an example of using the Dial function to connect to a ```sqlite3``` database.\"}], \"remarks\": [\"Detailed explanation of the ```address``` parameter: After the normal address ```wss://ws.okx.com:8443/ws/v5/public```, use the ```|``` symbol as a separator. If the parameter string contains the ```|``` character, use ```||``` as the separator. The part after it is the function parameter settings, with each parameter connected by the ```&``` character.\\n\\nFor example, when setting both ```ss5``` proxy and compression parameters simultaneously, you can write:\\n```Dial(\\\"wss://ws.okx.com:8443/ws/v5/public|proxy=socks5://xxx:9999&compress=gzip_raw&mode=recv\\\")```\", \"| Features supported by the address parameter of the Dial function | Parameter description |\\n| - | - |\\n| Parameters related to WebSocket protocol data compression: compress=parameter value | compress is the compression method, the compress parameter can be gzip_raw, gzip, etc. If the gzip method is non-standard gzip, you can use the extended method: gzip_raw |\\n| Parameters related to WebSocket protocol data compression: mode=parameter value | mode is the compression mode, the mode parameter can be one of three options: dual, send, recv. dual is bidirectional compression, both sending and receiving are compressed data; send is sending compressed data; recv is receiving compressed data and decompressing locally. |\\n| WebSocket protocol enable compression setting: enableCompression=true | Use enableCompression=false to disable this setting, not enabled by default. |\\n| Parameters related to WebSocket protocol underlying automatic reconnection: reconnect=parameter value | reconnect indicates whether to enable reconnection, reconnect=true means enabling reconnection. When this parameter is not set, reconnection is disabled by default. |\\n| Parameters related to WebSocket protocol underlying automatic reconnection: interval=parameter value | interval is the retry time interval in milliseconds. interval=10000 means the retry interval is 10 seconds, when not set the default is 1 second, i.e., interval=1000. |\\n| Parameters related to WebSocket protocol underlying automatic reconnection: payload=parameter value | payload is the subscription message that needs to be sent when WebSocket reconnects, for example: payload=okok. |\\n| Parameters related to socks5 proxy: proxy=parameter value | proxy is the ss5 proxy setting, parameter value format: socks5://name:pwd@192.168.0.1:1080, where name is the ss5 server username, pwd is the ss5 server login password, 1080 is the ss5 service port. |\", \"The ```Dial()``` function only supports live trading.\", \"When using the Dial function to connect to a database, please refer to the Go language driver project for each database for writing the connection string.\\n\\n| Supported databases | Driver project | Connection String | Remarks |\\n| - | - | - | - |\\n| sqlite3 | github.com/mattn/go-sqlite3 | sqlite3://file:test.db?cache=shared&mode=memory | The ```sqlite3://``` prefix indicates using the sqlite3 database, call example: ```Dial(\\\"sqlite3://test1.db\\\")``` |\\n| mysql | github.com/go-sql-driver/mysql | mysql://username:yourpassword@tcp(localhost:3306)/yourdatabase?charset=utf8mb4 | -- |\\n| postgres | github.com/lib/pq | postgres://user=postgres dbname=yourdatabase sslmode=disable password=yourpassword host=localhost port=5432 | -- |\\n| clickhouse | github.com/ClickHouse/clickhouse-go | clickhouse://tcp://host:9000?username=username&password=yourpassword&database=youdatabase | -- |\", \"Note that when the `payload` content set in the `address` parameter contains the character `=` or other special characters, it may affect the parsing of the `address` parameter in the `Dial` function. For example:\\n\\nBackPack Exchange WebSocket private interface call example:\\n```js\\nvar client = null\\n\\nfunction main() {\\n // base64-encoded public key of the key pair, i.e., the access key configured on FMZ\\n var base64ApiKey = \\\"xxx\\\"\\n\\n var ts = String(new Date().getTime())\\n var data = \\\"instruction=subscribe×tamp=\\\" + ts + \\\"&window=5000\\\"\\n\\n // Since signEd25519 ultimately returns base64 encoding, it may contain the character \\\"=\\\"\\n var signature = signEd25519(data)\\n\\n // payload may contain the character \\\"=\\\" after JSON encoding\\n payload = {\\n \\\"method\\\": \\\"SUBSCRIBE\\\",\\n \\\"params\\\": [\\\"account.orderUpdate\\\"],\\n \\\"signature\\\": [base64ApiKey, signature, ts, \\\"5000\\\"]\\n }\\n\\n client = Dial(\\\"wss://ws.backpack.exchange\\\")\\n client.write(JSON.stringify(payload))\\n if (!client) {\\n Log(\\\"Connection failed, exiting\\\")\\n return\\n }\\n\\n while (true) {\\n var buf = client.read()\\n Log(buf)\\n }\\n}\\n\\nfunction onexit() {\\n client.close()\\n}\\n\\nfunction signEd25519(data) {\\n return exchange.Encode(\\\"ed25519.seed\\\", \\\"raw\\\", \\\"base64\\\", data, \\\"base64\\\", \\\"{{secretkey}}\\\")\\n}\\n```\\n\\nThe following calling method in the code works correctly:\\n```js\\nclient = Dial(\\\"wss://ws.backpack.exchange\\\")\\nclient.write(JSON.stringify(payload))\\n```\\n\\nIf written directly in `payload`, it will not work properly, for example:\\n```js\\nclient = Dial(\\\"wss://ws.backpack.exchange|payload=\\\" +\\nJSON.stringify(payload))\\n```\", \"Currently, only JavaScript supports using `mqtt`, `nats`, `amqp`, `kafka` communication protocols in the Dial function. The following uses JavaScript strategy code as an example to demonstrate usage examples of the four protocols `mqtt`, `nats`, `amqp`, `kafka`:\\n\\n```js\\n// You need to configure and deploy the proxy servers for each protocol first\\n// For demonstration purposes, the subscription (read operation) and publishing (write operation) of topic test_topic are both performed in this strategy\\n\\nvar arrConn = []\\nvar arrName = []\\n\\nfunction main() {\\n LogReset(1)\\n conn_nats = Dial(\\\"nats://admin@127.0.0.1:4222?topic=test_topic\\\")\\n conn_mqtt = Dial(\\\"mqtt://127.0.0.1:1883?topic=test_topic\\\")\\n conn_amqp = Dial(\\\"amqp://q:admin@127.0.0.1:5672/?queue=test_Queue\\\")\\n conn_kafka = Dial(\\\"kafka://localhost:9092/test_topic\\\")\\n arrConn = [conn_nats, conn_amqp, conn_mqtt, conn_kafka]\\n arrName = [\\\"nats\\\", \\\"amqp\\\", \\\"mqtt\\\", \\\"kafka\\\"]\\n\\n while (true) {\\n for (var i in arrConn) {\\n var conn = arrConn[i]\\n var name = arrName[i]\\n\\n // Write data\\n conn.write(name + \\\", time: \\\" + _D() + \\\", test msg.\\\")\\n\\n // Read data\\n var readMsg = conn.read(1000)\\n Log(name + \\\" readMsg: \\\", readMsg, \\\"#FF0000\\\")\\n }\\n\\n Sleep(1000)\\n }\\n}\\n\\nfunction onexit() {\\n for (var i in arrConn) {\\n arrConn[i].close()\\n Log(\\\"Closing\\\", arrName[i], \\\"connection\\\")\\n }\\n}\\n```\\n\\nFor detailed documentation, please refer to: [Exploring FMZ: Communication Protocol Practice Between Live Trading Strategies](https://www.fmz.com/bbs-topic/10479)\"], \"returns\": [{\"info\": [\"If timeout occurs, the ```Dial()``` function returns null. When called normally, it returns a connection object containing three methods: ```read```, ```write```, and ```close```. The ```read``` method is used to read data, the ```write``` method is used to send data, and the ```close``` method is used to close the connection.\", \"The ```read``` method supports the following parameters:\\n- When no parameter is passed, it blocks until a message is received and then returns. For example: ```ws.read()```.\\n- When a parameter is passed, the unit is milliseconds, specifying the message wait timeout. For example: ```ws.read(2000)``` specifies a timeout of two seconds (2000 milliseconds).\\n- The following two parameters are only valid for WebSocket:\\n Passing parameter ```-1``` means the function returns immediately regardless of whether there is a message. For example: ```ws.read(-1)```.\\n Passing parameter ```-2``` means the function returns immediately regardless of whether there is a message, but only returns the latest message, and messages in the buffer will be discarded. For example: ```ws.read(-2)```.\", \"```read()``` function buffer description:\\n\\nFor data pushed via WebSocket protocol, if the time interval between ```read()``` function calls in the strategy is too long, data accumulation may occur. This data is stored in a buffer with a queue data structure, with an upper limit of 2000 entries. When exceeding 2000 entries, the newest data enters the buffer and the oldest data is cleared.\\n\\n| Scenario | No parameter | Parameter: -1 | Parameter: -2 | Parameter: 2000, unit is milliseconds |\\n| - | - | - | - | - |\\n| Buffer has data | Immediately returns oldest data | Immediately returns oldest data | Immediately returns newest data | Immediately returns oldest data |\\n| Buffer has no data | Blocks until data is available and returns | Immediately returns null | Immediately returns null | Waits 2000 milliseconds, returns null if no data, returns data if available |\\n| WebSocket connection disconnected or underlying reconnection | read() function returns empty string, i.e.: \\\"\\\", write() function returns 0. When this situation is detected, you can use the close() function to close the connection; if auto-reconnect is set, no need to close, the underlying system will automatically reconnect. | -- | -- | -- |\"], \"type\": \"object\"}], \"syntax\": [\"Dial(address)\", \"Dial(address, timeout)\", \"Dial(address, options)\"], \"title\": \"Dial\"}, {\"_src_hash\": \"8fc6012210664295f08e1e5f05f8f6d8bdc0123152aeb2fd4527bf5a8f43e05b\", \"args\": [{\"info\": \"URL address for the HTTP request.\", \"name\": \"url\", \"required\": true, \"type\": \"string\"}, {\"info\": \"HTTP request configuration parameters, can use the following structure:\\n```json\\n{\\n method: \\\"POST\\\",\\n body: \\\"a=10&b=20&c=30\\\",\\n charset: \\\"UTF-8\\\",\\n cookie: \\\"session_id=12345; lang=en\\\",\\n debug: false,\\n headers: {\\\"TEST-HTTP-QUERY\\\": \\\"123\\\"},\\n timeout: 1000\\n}\\n```\\n\\n- method: Set the request method.\\n- body: Set the request body content, typically used for POST, PUT requests.\\n- cookie: Set the Cookie in the request, generally used to carry authentication information or session identifiers.\\n- headers: Set request header information, can be used to specify content type, authentication information, etc.\\n- debug: When set to ```true```, this ```HttpQuery``` function call returns the complete response message; when set to ```false```, only returns the data in the response message ```Body```.\\n- timeout: Timeout setting in milliseconds, setting 1000 means 1 second timeout.\\n- charset: Supports transcoding of request response data, for example: GB18030. Supports common encoding formats.\\n\\nAll fields in this structure are optional, for example, the ```headers``` field can be omitted.\", \"name\": \"options\", \"required\": false, \"type\": \"object\"}], \"desc\": [\"Send HTTP request.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // 一个不带参数的GET请求示例\\n var info = JSON.parse(HttpQuery(\\\"https://www.okx.com/api/v5/public/time\\\"))\\n Log(info)\\n // 一个带参数的GET请求示例\\n var ticker = JSON.parse(HttpQuery(\\\"https://www.okx.com/api/v5/market/books?instId=BTC-USDT\\\"))\\n Log(ticker)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\nimport urllib.request\\ndef main():\\n # HttpQuery不支持Python，可以使用urllib/urllib2库替代\\n info = json.loads(urllib.request.urlopen(\\\"https://www.okx.com/api/v5/public/time\\\").read().decode('utf-8'))\\n Log(info)\\n ticker = json.loads(urllib.request.urlopen(\\\"https://www.okx.com/api/v5/market/books?instId=BTC-USDT\\\").read().decode('utf-8'))\\n Log(ticker)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto info = json::parse(HttpQuery(\\\"https://www.okx.com/api/v5/public/time\\\"));\\n Log(info);\\n auto ticker = json::parse(HttpQuery(\\\"https://www.okx.com/api/v5/market/books?instId=BTC-USDT\\\"));\\n Log(ticker);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Example of accessing OKX public market API endpoints.\"}, {\"examples\": [{\"code\": \"function main() {\\n // 本次设置代理并发送HTTP请求，无用户名、无密码，此次HTTP请求将通过代理发送\\n HttpQuery(\\\"socks5://127.0.0.1:8889/http://www.baidu.com/\\\")\\n\\n // 本次设置代理并发送HTTP请求，包含用户名和密码，仅对当前HttpQuery调用生效，后续调用HttpQuery(\\\"http://www.baidu.com\\\")将不会使用代理\\n HttpQuery(\\\"socks5://username:password@127.0.0.1:8889/http://www.baidu.com/\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"# HttpQuery不支持Python，可以使用Python的urllib2库\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n HttpQuery(\\\"socks5://127.0.0.1:8889/http://www.baidu.com/\\\");\\n HttpQuery(\\\"socks5://username:password@127.0.0.1:8889/http://www.baidu.com/\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"Example of using proxy settings with HttpQuery function.\"}], \"remarks\": [\"The ```HttpQuery()``` function only supports ```JavaScript``` and ```C++``` languages. ```Python``` language can use the ```urllib``` library to send HTTP requests directly. ```HttpQuery()``` is mainly used to access exchange interfaces that do not require signatures, such as public interfaces like market data.\\n\\nIn the backtesting system, ```HttpQuery()``` can be used to send requests (only ```GET``` requests are supported) to obtain data. During backtesting, access to different ```URLs``` is limited to a maximum of 20 times, and ```HttpQuery()``` access will cache data. When the same ```URL``` is accessed for the second time, the ```HttpQuery()``` function returns cached data without initiating an actual network request.\"], \"returns\": [{\"info\": \"Returns the response data of the request. If the return value is a ```JSON``` string, it can be parsed using the ```JSON.parse()``` function in ```JavaScript``` language strategies, and the ```json::parse()``` function in ```C++``` language strategies. If ```debug``` is set to true in the ```options``` structure parameter, the return value is an object (JSON); if ```debug``` is set to false, the return value is a string.\", \"type\": \"string / object\"}], \"seeAlso\": [\"{@fun/Global/HttpQuery_Go HttpQuery_Go}\"], \"syntax\": [\"HttpQuery(url)\", \"HttpQuery(url, options)\"], \"title\": \"HttpQuery\"}, {\"_src_hash\": \"f82310dbab64a3df4745b1101bcb5b96719212d1d32013adc39e0e15b3c4be62\", \"args\": [{\"info\": \"URL address for the HTTP request.\", \"name\": \"url\", \"required\": true, \"type\": \"string\"}, {\"info\": \"HTTP request configuration parameters, can use the following structure:\\n```json\\n{\\n method: \\\"POST\\\",\\n body: \\\"a=10&b=20&c=30\\\",\\n charset: \\\"UTF-8\\\",\\n cookie: \\\"session_id=12345; lang=en\\\",\\n debug: false,\\n headers: {\\\"TEST-HTTP-QUERY\\\": \\\"123\\\"},\\n timeout: 1000\\n}\\n```\\n\\n- debug: When set to ```true```, this ```HttpQuery_Go``` function call returns the complete response message. When set to ```false```, it only returns the data in the response message ```Body```.\\n- timeout: Timeout setting, setting 1000 means 1 second timeout.\\n\\nAll fields in this structure are optional, for example, you don't need to set the ```headers``` field.\\nThe ```options``` parameter of the ```HttpQuery_Go``` function is consistent with the ```options``` parameter of the ```HttpQuery``` function and will not be repeated here.\", \"name\": \"options\", \"required\": false, \"type\": \"object\"}], \"desc\": [\"Send HTTP request, asynchronous version of the ```HttpQuery``` function.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // 创建第一个异步线程\\n var r1 = HttpQuery_Go(\\\"https://www.okx.com/api/v5/market/tickers?instType=SPOT\\\")\\n // 创建第二个异步线程\\n var r2 = HttpQuery_Go(\\\"https://api.huobi.pro/market/tickers\\\")\\n\\n // 获取第一个异步线程调用的返回值\\n var tickers1 = r1.wait()\\n // 获取第二个异步线程调用的返回值\\n var tickers2 = r2.wait()\\n\\n // 打印结果\\n Log(\\\"tickers1:\\\", tickers1)\\n Log(\\\"tickers2:\\\", tickers2)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"# 不支持\", \"lang\": \"python\"}, {\"code\": \"// 不支持\", \"lang\": \"cpp\"}], \"value\": \"Asynchronously access exchange public interface to get aggregated market data.\"}], \"remarks\": [\"The ```HttpQuery_Go()``` function only supports ```JavaScript``` language, ```Python``` language can use the ```urllib``` library to send HTTP requests directly. ```HttpQuery_Go()``` is mainly used to access exchange interfaces that do not require signatures, such as public interfaces like market data. The backtesting system does not support the ```HttpQuery_Go``` function.\"], \"returns\": [{\"info\": \"The ```HttpQuery_Go()``` function immediately returns a concurrent object, and you can use the ```wait``` method of this concurrent object to get the result of the HTTP request. In ```JavaScript``` language strategies, you can use the ```JSON.parse()``` function to parse the returned data.\", \"type\": \"object\"}], \"seeAlso\": [\"{@fun/Global/HttpQuery HttpQuery}\"], \"syntax\": [\"HttpQuery_Go(url)\", \"HttpQuery_Go(url, options)\"], \"title\": \"HttpQuery_Go\"}, {\"_src_hash\": \"179ed2170852c46dec2af7e5ba2dc90cb8c48c4b932d47bcbd746c518eaa480a\", \"args\": [{\"info\": \"The parameter ```algo``` specifies the algorithm used for encoding calculation. Supported algorithms include: \\\"raw\\\" (no algorithm), \\\"sign\\\", \\\"signTx\\\", \\\"md4\\\", \\\"md5\\\", \\\"sha256\\\", \\\"sha512\\\", \\\"sha1\\\", \\\"keccak256\\\", \\\"sha3.224\\\", \\\"sha3.256\\\", \\\"sha3.384\\\", \\\"sha3.512\\\", \\\"sha3.keccak256\\\", \\\"sha3.keccak512\\\", \\\"sha512.384\\\", \\\"sha512.256\\\", \\\"sha512.224\\\", \\\"ripemd160\\\", \\\"blake2b.256\\\", \\\"blake2b.512\\\", \\\"blake2s.128\\\", \\\"blake2s.256\\\".\\n\\n The parameter ```algo``` also supports string encoding/decoding: \\\"text.encoder.utf8\\\", \\\"text.decoder.utf8\\\", \\\"text.encoder.gbk\\\", \\\"text.decoder.gbk\\\".\\n\\n The parameter ```algo``` also supports the \\\"ed25519\\\" algorithm, which can be used with different hash algorithms, for example: \\\"ed25519.md5\\\", \\\"ed25519.sha512\\\", etc. It also supports ```ed25519.seed``` calculation.\", \"name\": \"algo\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Specifies the data format of the ```data``` parameter. The ```inputFormat``` parameter can be set to one of: \\\"raw\\\", \\\"hex\\\", \\\"base64\\\", \\\"string\\\". \\\"raw\\\" represents raw data, \\\"hex\\\" represents ```hex``` encoded data, \\\"base64\\\" represents ```base64``` encoded data, \\\"string\\\" represents string data.\", \"name\": \"inputFormat\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Specifies the output data format. The ```outputFormat``` parameter can be set to one of: \\\"raw\\\", \\\"hex\\\", \\\"base64\\\", \\\"string\\\". \\\"raw\\\" represents raw data, \\\"hex\\\" represents ```hex``` encoded data, \\\"base64\\\" represents ```base64``` encoded data, \\\"string\\\" represents string data.\", \"name\": \"outputFormat\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The parameter ```data``` is the data to be processed.\", \"name\": \"data\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Specifies the data format of the ```key``` parameter. The ```keyFormat``` parameter can be set to one of: \\\"raw\\\", \\\"hex\\\", \\\"base64\\\", \\\"string\\\". \\\"raw\\\" represents raw data, \\\"hex\\\" represents ```hex``` encoded data, \\\"base64\\\" represents ```base64``` encoded data, \\\"string\\\" represents string data.\", \"name\": \"keyFormat\", \"required\": false, \"type\": \"string\"}, {\"info\": \"The parameter ```key``` is the key used for ```HMAC``` encryption.\\n\\n When the parameter ```algo``` is set to \\\"sign\\\" or \\\"signTx\\\", the ```key``` parameter needs to be provided.\\n\\n When the parameter ```algo``` is set to \\\"raw\\\", the ```key``` parameter will not be used for ```HMAC``` encryption (because HMAC encryption must specify an algorithm).\", \"name\": \"key\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"This function encodes data based on the parameters passed in.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n Log(Encode(\\\"raw\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"raw\\\", \\\"123\\\")) // 6578616d706c65\\n Log(Encode(\\\"raw\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\")) // 6578616d706c65\\n Log(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"raw\\\", \\\"123\\\")) // 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba\\n Log(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"\\\", \\\"123\\\")) // 50d858e0985ecc7f60418aaf0cc5ab587f42c2570a884095a9e8ccacd0f6545c\\n Log(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", null, \\\"123\\\")) // 50d858e0985ecc7f60418aaf0cc5ab587f42c2570a884095a9e8ccacd0f6545c\\n Log(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"string\\\", \\\"123\\\")) // 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba\\n\\n Log(Encode(\\\"raw\\\", \\\"raw\\\", \\\"hex\\\", \\\"123\\\")) // 313233\\n Log(Encode(\\\"raw\\\", \\\"raw\\\", \\\"base64\\\", \\\"123\\\")) // MTIz\\n\\n Log(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"hex\\\", \\\"313233\\\")) // 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba\\n Log(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"base64\\\", \\\"MTIz\\\")) // 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(Encode(\\\"raw\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"raw\\\", \\\"123\\\")) # 6578616d706c65\\n Log(Encode(\\\"raw\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"\\\", \\\"\\\")) # 6578616d706c65\\n Log(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"raw\\\", \\\"123\\\")) # 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba\\n Log(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"\\\", \\\"123\\\")) # 50d858e0985ecc7f60418aaf0cc5ab587f42c2570a884095a9e8ccacd0f6545c\\n\\n Log(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"string\\\", \\\"123\\\")) # 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba\\n\\n Log(Encode(\\\"raw\\\", \\\"raw\\\", \\\"hex\\\", \\\"123\\\", \\\"\\\", \\\"\\\")) # 313233\\n Log(Encode(\\\"raw\\\", \\\"raw\\\", \\\"base64\\\", \\\"123\\\", \\\"\\\", \\\"\\\")) # MTIz\\n\\n Log(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"hex\\\", \\\"313233\\\")) # 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba\\n Log(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"base64\\\", \\\"MTIz\\\")) # 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n Log(Encode(\\\"raw\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"raw\\\", \\\"123\\\")); // 6578616d706c65\\n Log(Encode(\\\"raw\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\")); // 6578616d706c65\\n Log(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"raw\\\", \\\"123\\\")); // 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba\\n Log(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"\\\", \\\"123\\\")); // 50d858e0985ecc7f60418aaf0cc5ab587f42c2570a884095a9e8ccacd0f6545c\\n\\n Log(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"string\\\", \\\"123\\\")); // 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba\\n\\n Log(Encode(\\\"raw\\\", \\\"raw\\\", \\\"hex\\\", \\\"123\\\")); // 313233\\n Log(Encode(\\\"raw\\\", \\\"raw\\\", \\\"base64\\\", \\\"123\\\")); // MTIz\\n\\n Log(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"hex\\\", \\\"313233\\\")); // 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba\\n Log(Encode(\\\"sha256\\\", \\\"raw\\\", \\\"hex\\\", \\\"example\\\", \\\"base64\\\", \\\"MTIz\\\")); // 698d54f0494528a759f19c8e87a9f99e75a5881b9267ee3926bcf62c992d84ba\\n}\", \"lang\": \"cpp\"}], \"value\": \"Encode function call example.\"}, {\"examples\": [{\"code\": \"function main(){\\n var ret1 = Encode(\\\"text.encoder.utf8\\\", \\\"raw\\\", \\\"hex\\\", \\\"你好\\\") // e4bda0e5a5bd\\n Log(ret1)\\n var ret2 = Encode(\\\"text.decoder.utf8\\\", \\\"hex\\\", \\\"string\\\", ret1)\\n Log(ret2)\\n\\n var ret3 = Encode(\\\"text.encoder.gbk\\\", \\\"raw\\\", \\\"hex\\\", \\\"你好\\\") // c4e3bac3\\n Log(ret3)\\n var ret4 = Encode(\\\"text.decoder.gbk\\\", \\\"hex\\\", \\\"string\\\", ret3)\\n Log(ret4)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n ret1 = Encode(\\\"text.encoder.utf8\\\", \\\"raw\\\", \\\"hex\\\", \\\"你好\\\", \\\"\\\", \\\"\\\") # e4bda0e5a5bd\\n Log(ret1)\\n ret2 = Encode(\\\"text.decoder.utf8\\\", \\\"hex\\\", \\\"string\\\", ret1, \\\"\\\", \\\"\\\")\\n Log(ret2)\\n\\n ret3 = Encode(\\\"text.encoder.gbk\\\", \\\"raw\\\", \\\"hex\\\", \\\"你好\\\", \\\"\\\", \\\"\\\") # c4e3bac3\\n Log(ret3)\\n ret4 = Encode(\\\"text.decoder.gbk\\\", \\\"hex\\\", \\\"string\\\", ret3, \\\"\\\", \\\"\\\")\\n Log(ret4)\", \"lang\": \"python\"}, {\"code\": \"void main(){\\n auto ret1 = Encode(\\\"text.encoder.utf8\\\", \\\"raw\\\", \\\"hex\\\", \\\"你好\\\"); // e4bda0e5a5bd\\n Log(ret1);\\n auto ret2 = Encode(\\\"text.decoder.utf8\\\", \\\"hex\\\", \\\"string\\\", ret1);\\n Log(ret2);\\n\\n auto ret3 = Encode(\\\"text.encoder.gbk\\\", \\\"raw\\\", \\\"hex\\\", \\\"你好\\\"); // c4e3bac3\\n Log(ret3);\\n auto ret4 = Encode(\\\"text.decoder.gbk\\\", \\\"hex\\\", \\\"string\\\", ret3);\\n Log(ret4);\\n}\", \"lang\": \"cpp\"}], \"value\": \"The parameter ```algo``` also supports the following values: \\\"text.encoder.utf8\\\", \\\"text.decoder.utf8\\\", \\\"text.encoder.gbk\\\", \\\"text.decoder.gbk\\\", for encoding and decoding strings.\"}], \"remarks\": [\"The ```Encode()``` function only supports live trading. If the ```key``` and ```keyFormat``` parameters are not passed, key encryption is not used.\"], \"returns\": [{\"info\": \"The ```Encode``` function returns the encoded and encrypted data.\", \"type\": \"string\"}], \"syntax\": [\"Encode(algo, inputFormat, outputFormat, data)\", \"Encode(algo, inputFormat, outputFormat, data, keyFormat, key)\"], \"title\": \"Encode\"}, {\"_src_hash\": \"35c7c771624c123f07c97811b764d26ae62d98a0656c71334c5352c7c7cb5d09\", \"desc\": [\"Get the current Unix timestamp in nanoseconds.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var time = UnixNano() / 1000000\\n Log(_N(time, 0))\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n time = UnixNano()\\n Log(time)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto time = UnixNano();\\n Log(time);\\n}\", \"lang\": \"cpp\"}], \"value\": \"To get a millisecond timestamp, use the following code:\"}], \"returns\": [{\"info\": \"The ```UnixNano()``` function returns the current Unix timestamp in nanoseconds.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/Global/Unix Unix}\"], \"syntax\": [\"UnixNano()\"], \"title\": \"UnixNano\"}, {\"_src_hash\": \"64a011b4e216f7b76e3f8a9c4ba3ccbc3cf3afae8d072e6aee23cd7bc3853df2\", \"desc\": [\"Get the current timestamp in seconds.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var t = Unix()\\n Log(t)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n t = Unix()\\n Log(t)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto t = Unix();\\n Log(t);\\n}\", \"lang\": \"cpp\"}]}], \"returns\": [{\"info\": \"Returns timestamp in seconds.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/Global/UnixNano UnixNano}\"], \"syntax\": [\"Unix()\"], \"title\": \"Unix\"}, {\"_src_hash\": \"84e6151c176fea81956adb83b17e91bafab210d31aa3610e19db7cd0ed2c21a9\", \"desc\": [\"Get the operating system information of the device where the docker is located.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n Log(\\\"GetOS:\\\", GetOS())\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(\\\"GetOS:\\\", GetOS())\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n Log(\\\"GetOS:\\\", GetOS());\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"For example, when calling ```GetOS()``` function on a docker running on **Mac OS** operating system, it may return: ```darwin/amd64```, because Apple computers support multiple hardware architectures. Where ```darwin``` is the kernel name of the **Mac OS** system.\"], \"returns\": [{\"info\": \"Operating system information.\", \"type\": \"string\"}], \"syntax\": [\"GetOS()\"], \"title\": \"GetOS\"}, {\"_src_hash\": \"3150db5de7252334791e0ed2e91865b0e2d8d7511fc13828b99fb474118e570e\", \"args\": [{\"info\": \"The data to be MD5 calculated.\", \"name\": \"data\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Calculate the MD5 hash value of the parameter ```data```.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n Log(\\\"MD5\\\", MD5(\\\"hello world\\\"))\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(\\\"MD5\\\", MD5(\\\"hello world\\\"))\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n Log(\\\"MD5\\\", MD5(\\\"hello world\\\"));\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"Calling the ```MD5(\\\"hello world\\\")``` function returns: ```5eb63bbbe01eeed093cb22bb8f5acdc3```.\"], \"returns\": [{\"info\": \"MD5 hash value.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/Global/Encode Encode}\"], \"syntax\": [\"MD5(data)\"], \"title\": \"MD5\"}, {\"_src_hash\": \"b1e1ede680ac2117806cbae7f73e6eaf003219d60bbdba1f903e50e7ccab1e4e\", \"args\": [{\"info\": \"**SQL** statement string.\", \"name\": \"sql\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Database interface function.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var strSql = [\\n \\\":CREATE TABLE TEST_TABLE(\\\",\\n \\\"TS INT PRIMARY KEY NOT NULL,\\\",\\n \\\"HIGH REAL NOT NULL,\\\",\\n \\\"OPEN REAL NOT NULL,\\\",\\n \\\"LOW REAL NOT NULL,\\\",\\n \\\"CLOSE REAL NOT NULL,\\\",\\n \\\"VOLUME REAL NOT NULL)\\\"\\n ].join(\\\"\\\")\\n var ret = DBExec(strSql)\\n Log(ret)\\n\\n // 增加一条数据\\n Log(DBExec(\\\":INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);\\\"))\\n\\n // 查询数据\\n Log(DBExec(\\\":SELECT * FROM TEST_TABLE;\\\"))\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n arr = [\\n \\\":CREATE TABLE TEST_TABLE(\\\",\\n \\\"TS INT PRIMARY KEY NOT NULL,\\\",\\n \\\"HIGH REAL NOT NULL,\\\",\\n \\\"OPEN REAL NOT NULL,\\\",\\n \\\"LOW REAL NOT NULL,\\\",\\n \\\"CLOSE REAL NOT NULL,\\\",\\n \\\"VOLUME REAL NOT NULL)\\\"\\n ]\\n strSql = \\\"\\\"\\n for i in range(len(arr)):\\n strSql += arr[i]\\n ret = DBExec(strSql)\\n Log(ret)\\n\\n # 增加一条数据\\n Log(DBExec(\\\":INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);\\\"))\\n\\n # 查询数据\\n Log(DBExec(\\\":SELECT * FROM TEST_TABLE;\\\"))\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n string strSql = \\\":CREATE TABLE TEST_TABLE(\\\\n TS INT PRIMARY KEY NOT NULL,\\\\n HIGH REAL NOT NULL,\\\\n OPEN REAL NOT NULL,\\\\n LOW REAL NOT NULL,\\\\n CLOSE REAL NOT NULL,\\\\n VOLUME REAL NOT NULL)\\\";\\n auto ret = DBExec(strSql);\\n Log(ret);\\n\\n // 增加一条数据\\n Log(DBExec(\\\":INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);\\\"));\\n\\n // 查询数据\\n Log(DBExec(\\\":SELECT * FROM TEST_TABLE;\\\"));\\n}\", \"lang\": \"cpp\"}], \"value\": \"Supports in-memory database. For the ```DBExec``` function parameters, if the **SQL** statement starts with ```:```, it operates in the in-memory database without writing to files, which is faster. Suitable for database operations that don't require persistent storage, for example:\"}, {\"examples\": [{\"code\": \"function main() {\\n var strSql = [\\n \\\"CREATE TABLE TEST_TABLE(\\\",\\n \\\"TS INT PRIMARY KEY NOT NULL,\\\",\\n \\\"HIGH REAL NOT NULL,\\\",\\n \\\"OPEN REAL NOT NULL,\\\",\\n \\\"LOW REAL NOT NULL,\\\",\\n \\\"CLOSE REAL NOT NULL,\\\",\\n \\\"VOLUME REAL NOT NULL)\\\"\\n ].join(\\\"\\\")\\n var ret = DBExec(strSql)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n arr = [\\n \\\"CREATE TABLE TEST_TABLE(\\\",\\n \\\"TS INT PRIMARY KEY NOT NULL,\\\",\\n \\\"HIGH REAL NOT NULL,\\\",\\n \\\"OPEN REAL NOT NULL,\\\",\\n \\\"LOW REAL NOT NULL,\\\",\\n \\\"CLOSE REAL NOT NULL,\\\",\\n \\\"VOLUME REAL NOT NULL)\\\"\\n ]\\n strSql = \\\"\\\"\\n for i in range(len(arr)):\\n strSql += arr[i]\\n ret = DBExec(strSql)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n string strSql = \\\"CREATE TABLE TEST_TABLE(\\\\\\n TS INT PRIMARY KEY NOT NULL,\\\\\\n HIGH REAL NOT NULL,\\\\\\n OPEN REAL NOT NULL,\\\\\\n LOW REAL NOT NULL,\\\\\\n CLOSE REAL NOT NULL,\\\\\\n VOLUME REAL NOT NULL)\\\";\\n auto ret = DBExec(strSql);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Use the ```DBExec()``` function to create a table.\"}, {\"examples\": [{\"code\": \"function main() {\\n var strSql = [\\n \\\"CREATE TABLE TEST_TABLE(\\\",\\n \\\"TS INT PRIMARY KEY NOT NULL,\\\",\\n \\\"HIGH REAL NOT NULL,\\\",\\n \\\"OPEN REAL NOT NULL,\\\",\\n \\\"LOW REAL NOT NULL,\\\",\\n \\\"CLOSE REAL NOT NULL,\\\",\\n \\\"VOLUME REAL NOT NULL)\\\"\\n ].join(\\\"\\\")\\n Log(DBExec(strSql))\\n\\n // 增加一条数据\\n Log(DBExec(\\\"INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);\\\"))\\n\\n // 查询数据\\n Log(DBExec(\\\"SELECT * FROM TEST_TABLE;\\\"))\\n\\n // 修改数据\\n Log(DBExec(\\\"UPDATE TEST_TABLE SET HIGH=? WHERE TS=?\\\", 110, 1518970320000))\\n\\n // 删除数据\\n Log(DBExec(\\\"DELETE FROM TEST_TABLE WHERE HIGH=?\\\", 110))\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n arr = [\\n \\\"CREATE TABLE TEST_TABLE(\\\",\\n \\\"TS INT PRIMARY KEY NOT NULL,\\\",\\n \\\"HIGH REAL NOT NULL,\\\",\\n \\\"OPEN REAL NOT NULL,\\\",\\n \\\"LOW REAL NOT NULL,\\\",\\n \\\"CLOSE REAL NOT NULL,\\\",\\n \\\"VOLUME REAL NOT NULL)\\\"\\n ]\\n strSql = \\\"\\\"\\n for i in range(len(arr)):\\n strSql += arr[i]\\n Log(DBExec(strSql))\\n\\n # 增加一条数据\\n Log(DBExec(\\\"INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);\\\"))\\n\\n # 查询数据\\n Log(DBExec(\\\"SELECT * FROM TEST_TABLE;\\\"))\\n\\n # 修改数据\\n Log(DBExec(\\\"UPDATE TEST_TABLE SET HIGH=? WHERE TS=?\\\", 110, 1518970320000))\\n\\n # 删除数据\\n Log(DBExec(\\\"DELETE FROM TEST_TABLE WHERE HIGH=?\\\", 110))\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n string strSql = \\\"CREATE TABLE TEST_TABLE(\\\\\\n TS INT PRIMARY KEY NOT NULL,\\\\\\n HIGH REAL NOT NULL,\\\\\\n OPEN REAL NOT NULL,\\\\\\n LOW REAL NOT NULL,\\\\\\n CLOSE REAL NOT NULL,\\\\\\n VOLUME REAL NOT NULL)\\\";\\n Log(DBExec(strSql));\\n\\n // 增加一条数据\\n Log(DBExec(\\\"INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);\\\"));\\n\\n // 查询数据\\n Log(DBExec(\\\"SELECT * FROM TEST_TABLE;\\\"));\\n\\n // 修改数据\\n Log(DBExec(\\\"UPDATE TEST_TABLE SET HIGH=? WHERE TS=?\\\", 110, 1518970320000));\\n\\n // 删除数据\\n Log(DBExec(\\\"DELETE FROM TEST_TABLE WHERE HIGH=?\\\", 110));\\n}\", \"lang\": \"cpp\"}], \"value\": \"CRUD operations on table records.\"}], \"remarks\": [\"- The function ```DBExec()``` can operate on the live trading database (SQLite database) through passed parameters.\\n\\n- Implements operations such as insert, delete, query, and update on data in the live trading database, supporting **SQLite** syntax.\\n\\n- System reserved tables in the live trading database: ```kvdb```, ```cfg```, ```log```, ```profit```, ```chart```. Please do not operate on these tables.\\n\\n- Currently does not support **transactions**. Such operations are not recommended as they may cause system conflicts.\\n\\n- The ```DBExec()``` function only supports live trading environment.\"], \"returns\": [{\"info\": \"Object containing **SQL** statement execution results, for example:\\n\\n```json\\n{\\\"columns\\\":[\\\"TS\\\",\\\"HIGH\\\",\\\"OPEN\\\",\\\"LOW\\\",\\\"CLOSE\\\",\\\"VOLUME\\\"],\\\"values\\\":[[1518970320000,100,99.1,90,100,12345.6]]}\\n```\", \"type\": \"object\"}], \"seeAlso\": [\"{@fun/Global/_G _G}\"], \"syntax\": [\"DBExec(sql)\"], \"title\": \"DBExec\"}, {\"_src_hash\": \"8a6eb1db2352f4528b8102f8f88436398b8b1a426296e1b43d71042ff49e2fa3\", \"desc\": [\"Create a UUID.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var uuid1 = UUID()\\n var uuid2 = UUID()\\n Log(uuid1, uuid2)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n uuid1 = UUID()\\n uuid2 = UUID()\\n Log(uuid1, uuid2)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto uuid1 = UUID();\\n auto uuid2 = UUID();\\n Log(uuid1, uuid2);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```UUID()``` function is only supported in live trading environment.\"], \"returns\": [{\"info\": \"Returns a 32-character UUID string.\", \"type\": \"string\"}], \"syntax\": [\"UUID()\"], \"title\": \"UUID\"}, {\"_src_hash\": \"b01d0c4731ee05f20cd287fd815f49afcb4c084b592e79d144b1c749c469795d\", \"args\": [{\"info\": \"The parameter ```timeout``` is the timeout setting in milliseconds.\\nIf the parameter ```timeout``` is set to 0, it waits until an event occurs before returning; if greater than 0, it sets the event wait timeout; if less than 0, it immediately returns the most recent event.\", \"name\": \"timeout\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Listens for events and returns when any ```WebSocket``` has readable data or when concurrent tasks such as ```exchange.Go()```, ```HttpQuery_Go()```, etc. are completed.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var routine_getTicker = exchange.Go(\\\"GetTicker\\\")\\n var routine_getDepth = exchange.Go(\\\"GetDepth\\\")\\n var routine_getTrades = exchange.Go(\\\"GetTrades\\\")\\n\\n // Sleep(2000), if you use the Sleep statement here, it will cause the subsequent EventLoop function to miss previous events, because after waiting for 2 seconds, the concurrent functions have already received data, and the EventLoop listening mechanism starts afterwards, thus missing these events\\n // Unless you call EventLoop(-1) at the very first line of code to initialize the EventLoop listening mechanism first, then these events will not be missed\\n\\n // Log(\\\"GetDepth:\\\", routine_getDepth.wait()) If you call the wait function here in advance to retrieve the result of the GetDepth concurrent call, the event of GetDepth function receiving the request result will not be returned in the EventLoop function\\n var ts1 = new Date().getTime()\\n var ret1 = EventLoop(0)\\n\\n var ts2 = new Date().getTime()\\n var ret2 = EventLoop(0)\\n\\n var ts3 = new Date().getTime()\\n var ret3 = EventLoop(0)\\n\\n Log(\\\"First concurrent task completed:\\\", _D(ts1), ret1)\\n Log(\\\"Second concurrent task completed:\\\", _D(ts2), ret2)\\n Log(\\\"Third concurrent task completed:\\\", _D(ts3), ret3)\\n\\n Log(\\\"GetTicker:\\\", routine_getTicker.wait())\\n Log(\\\"GetDepth:\\\", routine_getDepth.wait())\\n Log(\\\"GetTrades:\\\", routine_getTrades.wait())\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import time\\ndef main():\\n routine_getTicker = exchange.Go(\\\"GetTicker\\\")\\n routine_getDepth = exchange.Go(\\\"GetDepth\\\")\\n routine_getTrades = exchange.Go(\\\"GetTrades\\\")\\n\\n ts1 = time.time()\\n ret1 = EventLoop(0)\\n\\n ts2 = time.time()\\n ret2 = EventLoop(0)\\n\\n ts3 = time.time()\\n ret3 = EventLoop(0)\\n\\n Log(\\\"First concurrent task completed:\\\", _D(ts1), ret1)\\n Log(\\\"Second concurrent task completed:\\\", _D(ts2), ret2)\\n Log(\\\"Third concurrent task completed:\\\", _D(ts3), ret3)\\n\\n Log(\\\"GetTicker:\\\", routine_getTicker.wait())\\n Log(\\\"GetDepth:\\\", routine_getDepth.wait())\\n Log(\\\"GetTrades:\\\", routine_getTrades.wait())\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto routine_getTicker = exchange.Go(\\\"GetTicker\\\");\\n auto routine_getDepth = exchange.Go(\\\"GetDepth\\\");\\n auto routine_getTrades = exchange.Go(\\\"GetTrades\\\");\\n\\n auto ts1 = Unix() * 1000;\\n auto ret1 = EventLoop(0);\\n\\n auto ts2 = Unix() * 1000;\\n auto ret2 = EventLoop(0);\\n\\n auto ts3 = Unix() * 1000;\\n auto ret3 = EventLoop(0);\\n\\n Log(\\\"First concurrent task completed:\\\", _D(ts1), ret1);\\n Log(\\\"Second concurrent task completed:\\\", _D(ts2), ret2);\\n Log(\\\"Third concurrent task completed:\\\", _D(ts3), ret3);\\n\\n Ticker ticker;\\n Depth depth;\\n Trades trades;\\n routine_getTicker.wait(ticker);\\n routine_getDepth.wait(depth);\\n routine_getTrades.wait(trades);\\n\\n Log(\\\"GetTicker:\\\", ticker);\\n Log(\\\"GetDepth:\\\", depth);\\n Log(\\\"GetTrades:\\\", trades);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The event listening mechanism is initialized only when the ```EventLoop()``` function is called for the first time in the code. If ```EventLoop()``` is called for the first time after event callbacks have occurred, previous events will be missed. The underlying system's encapsulated queue structure caches up to 500 event callbacks. If the ```EventLoop()``` function is not called in time during program execution to retrieve events, later event callbacks exceeding the 500 cache limit will be lost.\\nCalling the ```EventLoop()``` function does not affect the underlying system's WebSocket cache queue, nor does it affect the cache of concurrent functions such as ```exchange.Go()```. For these caches, you still need to use their respective methods to retrieve data. Data that has been retrieved before the ```EventLoop()``` function returns will not generate return events in the ```EventLoop()``` function.\\nThe main purpose of the ```EventLoop()``` function is to notify the strategy layer that the underlying system has received new network data, driving the entire strategy through events. When the ```EventLoop()``` function returns an event, simply iterate through all data sources, such as WebSocket connections and objects created by ```exchange.Go()```, to attempt to retrieve data.\\nThe ```EventLoop()``` function only supports live trading environments.\", \"When called in the main function ```main()```, it listens for events in the main thread. In strategies written in ```JavaScript```, threads created by the ```threading.Thread()``` function can call this function within their execution functions to listen for events in the current thread.\"], \"returns\": [{\"info\": \"If the returned object is not null, the ```Event``` contained in the return content indicates the event trigger type. For example, the following return value structure:\\n```json\\n{\\\"Seq\\\":1,\\\"Event\\\":\\\"Exchange_GetTrades\\\",\\\"ThreadId\\\":0,\\\"Index\\\":3,\\\"Nano\\\":1682068771309583400}\\n```\", \"type\": \"object\"}], \"seeAlso\": [\"{@fun/Global/Dial Dial}, {@fun/Trade/exchange.Go exchange.Go}, {@fun/Global/HttpQuery_Go HttpQuery_Go}\"], \"syntax\": [\"EventLoop()\", \"EventLoop(timeout)\"], \"title\": \"EventLoop\"}, {\"_src_hash\": \"a170138143c7b9383803a9ffe423a0b76a2bc5a375786bb1071bdf627071ad03\", \"args\": [{\"info\": \"The ```serveURI``` parameter is used to configure the protocol, IP address, port and other settings for service binding, for example: ```http://0.0.0.0:8088?gzip=true```, i.e.: ```http://:8088?gzip=true```.\\n- TCP Protocol\\n ```serveURI``` parameter setting example: ```tcp://127.0.0.1:6666?tls=true```; certificates and private keys can be added, for example: ```tls=true&cert_pem=xxxx&cert_key_pem=xxxx```.\\n- HTTP Protocol\\n ```serveURI``` parameter setting example: ```http://127.0.0.1:6666?gzip=true```; compression settings can be configured: ```gzip=true```.\\n ```serveURI``` parameter for HTTPS example: ```https://127.0.0.1:6666?tls=true&gzip=true```; ```cert_pem``` and ```cert_key_pem``` parameters can be added to load certificates.\", \"name\": \"serveURI\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The ```handler``` parameter is used to pass in the route handler function (HTTP protocol), message handler function (TCP protocol), or Stream handler function (WebSocket).\\n\\nThe callback function passed in via the ```handler``` parameter can define multiple parameters, with the first parameter being the ctx object (context object).\", \"name\": \"handler\", \"required\": true, \"type\": \"function\"}, {\"info\": \"As the actual arguments for the parameters of the **callback function** passed in via the ```handler``` parameter, there may be multiple ```arg``` parameters, for example:\\n```js\\n__Serve(\\\"http://:8088\\\", function(ctx, a, b, c) {\\n Log(`ctx.host():`, ctx.host(), \\\", a=\\\", a, \\\", b=\\\", b, \\\", c=\\\", c)\\n}, 1, 2, 3)\\n```\\nThe parameters ```1```, ```2```, ```3``` passed when calling the ```__Serve()``` function correspond to the parameters ```a```, ```b```, ```c``` of the callback function.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / object / array / function / any (any type supported by the platform)\"}], \"desc\": [\"The ```__Serve``` function is used to create HTTP services, TCP services, and WebSocket services (based on HTTP protocol).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let httpServer = __Serve(\\\"http://:8088?gzip=true\\\", function (ctx) {\\n Log(\\\"http connect from: \\\", ctx.remoteAddr(), \\\"->\\\", ctx.localAddr())\\n let path = ctx.path()\\n if (path == \\\"/\\\") {\\n ctx.write(JSON.stringify({\\n path: ctx.path(),\\n method: ctx.method(),\\n headers: ctx.headers(),\\n cookie: ctx.header(\\\"Cookie\\\"),\\n remote: ctx.remoteAddr(),\\n query: ctx.rawQuery()\\n }))\\n } else if (path == \\\"/tickers\\\") {\\n let ret = exchange.GetTickers()\\n if (!ret) {\\n ctx.setStatus(500)\\n ctx.write(GetLastError())\\n } else {\\n ctx.write(JSON.stringify(ret))\\n }\\n } else if (path == \\\"/wss\\\") {\\n if (ctx.upgrade(\\\"websocket\\\")) { // upgrade to websocket\\n while (true) {\\n let r = ctx.read(10)\\n if (r == \\\"\\\") {\\n break\\n } else if (r) {\\n if (r == \\\"ticker\\\") {\\n ctx.write(JSON.stringify(exchange.GetTicker()))\\n } else {\\n ctx.write(\\\"not support\\\")\\n }\\n }\\n }\\n Log(\\\"websocket closed\\\", ctx.remoteAddr())\\n }\\n } else {\\n ctx.setStatus(404)\\n }\\n })\\n let echoServer = __Serve(\\\"tcp://:8089\\\", function (ctx) {\\n Log(\\\"tcp connect from: \\\", ctx.remoteAddr(), \\\"->\\\", ctx.localAddr())\\n while (true) {\\n let d = ctx.read()\\n if (!d) {\\n break\\n }\\n ctx.write(d)\\n }\\n Log(\\\"connect closed\\\")\\n })\\n Log(\\\"http serve on\\\", httpServer, \\\"tcp serve on\\\", echoServer)\\n\\n for (var i = 0; i < 5; i++) {\\n if (i == 2) {\\n // test Http\\n var retHttp = HttpQuery(\\\"http://127.0.0.1:8088?num=123&limit=100\\\", {\\\"debug\\\": true})\\n Log(\\\"retHttp:\\\", retHttp)\\n } else if (i == 3) {\\n // test TCP\\n var tcpConn = Dial(\\\"tcp://127.0.0.1:8089\\\")\\n tcpConn.write(\\\"Hello TCP Server\\\")\\n var retTCP = tcpConn.read()\\n Log(\\\"retTCP:\\\", retTCP)\\n } else if (i == 4) {\\n // test Websocket\\n var wsConn = Dial(\\\"ws://127.0.0.1:8088/wss|compress=gzip\\\")\\n wsConn.write(\\\"ticker\\\")\\n var retWS = wsConn.read(1000)\\n Log(\\\"retWS:\\\", retWS)\\n // no depth\\n wsConn.write(\\\"depth\\\")\\n retWS = wsConn.read(1000)\\n Log(\\\"retWS:\\\", retWS)\\n }\\n Sleep(1000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"# Not supported\", \"lang\": \"python\"}, {\"code\": \"// Not supported\", \"lang\": \"cpp\"}]}], \"remarks\": [\"- This function only supports JavaScript language strategies.\\n\\n - The service thread is isolated from the global scope, so it does not support closures or references to external variables, custom functions, etc.; however, all platform API functions can be called.\\n\\n - ```WebSocket``` service is implemented based on HTTP protocol. You can set a routing branch in the path and design the implementation code for ```WebSocket``` message subscription/push. Please refer to the example code in this section.\", \"The callback handler function passed in the ```handler``` parameter receives a ```ctx``` parameter. The ```ctx``` parameter is a context object used to get data and write data, with the following methods:\\n- ctx.proto()\\n Applies to HTTP/TCP protocol, returns the protocol name when called. For example: ```HTTP/1.1```, ```tcp```.\\n- ctx.host()\\n Applies to HTTP protocol, returns host information when called: IP address, port.\\n- ctx.path()\\n Applies to HTTP protocol, returns the request path when called.\\n- ctx.query(key)\\n Applies to HTTP protocol, returns the value corresponding to the key in the query of the request when called. For example, if the request sent is: ```http://127.0.0.1:8088?num=123```, calling ```ctx.query(\\\"num\\\")``` in the callback handler function passed in the ```handler``` parameter returns ```\\\"123\\\"```.\\n- ctx.rawQuery()\\n Applies to HTTP protocol, returns the raw query in the request (query of the HTTP request) when called.\\n- ctx.headers()\\n Applies to HTTP protocol, returns the request header information in the request when called.\\n- ctx.header(key)\\n Applies to HTTP protocol, returns the value corresponding to a specific key in the specified request header when called. For example, to get the ```User-Agent``` in the headers of the current request: ```ctx.header(\\\"User-Agent\\\")```.\\n- ctx.method()\\n Applies to HTTP protocol, returns the request method when called, such as ```GET```, ```POST```, etc.\\n- ctx.body()\\n Applies to POST requests of HTTP protocol, returns the body of the request when called.\\n- ctx.setHeader(key, value)\\n Applies to HTTP protocol, sets the request header information of the response message.\\n- ctx.setStatus(code)\\n Applies to HTTP protocol, sets the HTTP message status code. Usually the HTTP status code is set at the end of the routing branch, default is 200.\\n- ctx.remoteAddr()\\n Applies to HTTP/TCP protocol, returns the remote client address and port in the request when called.\\n- ctx.localAddr()\\n Applies to HTTP/TCP protocol, returns the local service address and port when called.\\n- ctx.upgrade(\\\"websocket\\\")\\n Applies to WebSocket protocol implementation based on HTTP protocol, switches the ```ctx``` context object to WebSocket protocol; returns boolean value (true) on successful switch, boolean value (false) on failure.\\n- ctx.read(timeout_ms)\\n Applies to WebSocket protocol implementation based on HTTP protocol/TCP protocol, reads data from WebSocket connection or TCP connection. The ```read``` method is not supported in regular HTTP protocol; you can specify the timeout parameter ```timeout_ms``` in milliseconds.\\n- ctx.write(s)\\n Applies to HTTP/TCP protocol, used to write string data. You can use ```JSON.stringify()``` to encode JSON objects as strings before writing. For ```WebSocket``` protocol, this method can be used to pass the encoded string to the client.\"], \"returns\": [{\"info\": \"Returns a string recording the IP address and port of the created service. For example: ```127.0.0.1:8088```, ```[::]:8089```.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/Global/HttpQuery HttpQuery}, {@fun/Global/HttpQuery_Go HttpQuery_Go}\"], \"syntax\": [\"__Serve(serveURI, handler)\", \"__Serve(serveURI, handler, ...args)\"], \"title\": \"__Serve\"}, {\"_src_hash\": \"d55307139a35e6b46e3645b047331d399dca5f451f462c80fb7dcec479fc37ea\", \"args\": [{\"info\": \"The parameter ```k``` is the key name in the saved key-value pair, case-insensitive.\", \"name\": \"k\", \"required\": false, \"type\": \"string / null\"}, {\"info\": \"The parameter ```v``` is the key value in the saved key-value pair, can be any data type that supports ```JSON``` serialization.\", \"name\": \"v\", \"required\": false, \"type\": \"string / number / bool / object / array / null\"}], \"desc\": [\"Persistently save data. This function implements a savable global dictionary feature. The data structure is a key-value pair table, permanently saved in the docker's local database file.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // 设置一个全局变量num，值为1\\n _G(\\\"num\\\", 1)\\n // 更改一个全局变量num，值为字符串ok\\n _G(\\\"num\\\", \\\"ok\\\")\\n // 删除全局变量num\\n _G(\\\"num\\\", null)\\n // 返回全局变量num的值\\n Log(_G(\\\"num\\\"))\\n // 删除所有全局变量\\n _G(null)\\n // 返回实盘ID\\n var robotId = _G()\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n _G(\\\"num\\\", 1)\\n _G(\\\"num\\\", \\\"ok\\\")\\n _G(\\\"num\\\", None)\\n Log(_G(\\\"num\\\"))\\n _G(None)\\n robotId = _G()\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n _G(\\\"num\\\", 1);\\n _G(\\\"num\\\", \\\"ok\\\");\\n _G(\\\"num\\\", NULL);\\n Log(_G(\\\"num\\\"));\\n _G(NULL);\\n // 不支持 auto robotId = _G();\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"Each live trading uses a separate database. When the strategy restarts or the docker stops running, the data saved by the ```_G()``` function will persist. If the backtest ends, the data saved by the ```_G()``` function in the backtest system will be cleared. When using the ```_G()``` function to persistently save data, it should be used reasonably according to the memory and disk space of the hardware device to avoid abuse.\", \"In live trading, when calling the ```_G()``` function without passing any parameters, the ```_G()``` function returns the ```Id``` of the current live trading.\\n\\nWhen calling the ```_G()``` function, passing null for parameter ```v``` means deleting the ```k-v``` key-value pair.\\n\\nWhen calling the ```_G()``` function and only passing parameter ```k``` (string type), the ```_G()``` function returns the saved key value corresponding to parameter ```k```.\\n\\nWhen calling the ```_G()``` function and only passing null for parameter ```k```, it means deleting all recorded ```k-v``` key-value pairs.\\n\\nAfter a ```k-v``` key-value pair has been persistently saved, calling the ```_G()``` function again with the already persistently saved key name as parameter ```k``` and a new key value as parameter ```v``` will update the ```k-v``` key-value pair.\", \"Taking live trading Id ```123456``` as an example, the key-value pair data persistently saved using the ```_G()``` function is stored in the database file ```/logs/storage/123456/123456.db3``` under the docker directory to which the live trading (i.e., strategy instance program) belongs, and the data is recorded in the ```kvdb``` table.\"], \"returns\": [{\"info\": \"The key value data in the persistently saved ```k-v``` key-value pair.\", \"type\": \"string / number / bool / object / array / null\"}], \"seeAlso\": [\"{@fun/Global/DBExec DBExec}\"], \"syntax\": [\"_G()\", \"_G(k)\", \"_G(k, v)\"], \"title\": \"_G\"}, {\"_src_hash\": \"973fac09711c14fa77fb04b2044379c258f154d55a4aca6bd1f5e605f9c4fb8e\", \"args\": [{\"info\": \"Millisecond timestamp or ```Date``` object.\", \"name\": \"timestamp\", \"required\": false, \"type\": \"number / object\"}, {\"info\": \"Format string. ```JavaScript``` default format: ```yyyy-MM-dd hh:mm:ss```; ```Python``` default format: ```%Y-%m-%d %H:%M:%S```; ```C++``` default format: ```%Y-%m-%d %H:%M:%S```.\", \"name\": \"fmt\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"Convert millisecond timestamp or ```Date``` object to time string.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n var time = _D()\\n Log(time)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n strTime = _D()\\n Log(strTime)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto strTime = _D();\\n Log(strTime);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Get and print current time string:\"}, {\"examples\": [{\"code\": \"function main() {\\n Log(_D(1574993606000))\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Running on Beijing time server: 2019-11-29 10:13:26, running this code on a docker on another regional server results in: 2019-11-29 02:13:26\\n Log(_D(1574993606))\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n Log(_D(1574993606000));\\n}\", \"lang\": \"cpp\"}], \"value\": \"Timestamp is 1574993606000, convert using code:\"}, {\"examples\": [{\"code\": \"function main() {\\n Log(_D(1574993606000, \\\"yyyy--MM--dd hh--mm--ss\\\")) // 2019--11--29 10--13--26\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # 1574993606 is a second-level timestamp\\n Log(_D(1574993606, \\\"%Y--%m--%d %H--%M--%S\\\")) # 2019--11--29 10--13--26\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n Log(_D(1574993606000, \\\"%Y--%m--%d %H--%M--%S\\\")); // 2019--11--29 10--13--26\\n}\", \"lang\": \"cpp\"}], \"value\": \"Use parameter ```fmt``` for formatting. Format strings differ between ```JavaScript```, ```Python```, and ```C++``` languages. See the following examples for details:\"}], \"remarks\": [\"Returns current time string when no parameters are passed. When using ```_D()``` function in ```Python``` strategies, note that the parameter passed should be a second-level timestamp (```JavaScript``` and ```C++``` strategies use millisecond-level timestamps, 1 second equals 1000 milliseconds). When using ```_D()``` function in live trading environment to parse timestamps into readable time strings, pay attention to the timezone and time settings of the operating system where the docker is located. The ```_D()``` function parses timestamps into readable time strings based on the local time of the docker system.\"], \"returns\": [{\"info\": \"Time string.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/Global/UnixNano UnixNano}, {@fun/Global/Unix Unix}\"], \"syntax\": [\"_D()\", \"_D(timestamp)\", \"_D(timestamp, fmt)\"], \"title\": \"_D\"}, {\"_src_hash\": \"782190d3762dd4bf6c45da04521e6fd4bccc2a4e7cf0c270ca00589b936afc71\", \"args\": [{\"info\": \"The floating-point number to be formatted.\", \"name\": \"num\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The precision setting for formatting. The parameter ```precision``` is an integer with a default value of 4.\", \"name\": \"precision\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Format floating-point numbers.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n var i = 3.1415\\n Log(i)\\n var ii = _N(i, 2)\\n Log(ii)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n i = 3.1415\\n Log(i)\\n ii = _N(i, 2)\\n Log(ii)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto i = 3.1415;\\n Log(i);\\n auto ii = _N(i, 2);\\n Log(ii);\\n}\", \"lang\": \"cpp\"}], \"value\": \"For example, ```_N(3.1415, 2)``` will remove digits beyond two decimal places from ```3.1415```, and the function returns ```3.14```.\"}, {\"examples\": [{\"code\": \"function main(){\\n var i = 1300\\n Log(i)\\n var ii = _N(i, -3)\\n // 查看日志得知为1000\\n Log(ii)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n i = 1300\\n Log(i)\\n ii = _N(i, -3)\\n Log(ii)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto i = 1300;\\n Log(i);\\n auto ii = _N(i, -3);\\n Log(ii);\\n}\", \"lang\": \"cpp\"}], \"value\": \"To set N digits to the left of the decimal point to 0, you can use negative precision:\"}], \"remarks\": [\"The parameter ```precision``` can be a positive or negative integer.\"], \"returns\": [{\"info\": \"The formatted floating-point number according to the precision setting.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/Trade/exchange.SetPrecision exchange.SetPrecision}\"], \"syntax\": [\"_N()\", \"_N(num)\", \"_N(num, precision)\"], \"title\": \"_N\"}, {\"_src_hash\": \"cd3ddd21438c3fe9e0d40773e052d4319abcd6f7687a646f004a63fb1132265c\", \"args\": [{\"info\": \"The parameter ```pfn``` is a function reference, which is a **callback function**.\", \"name\": \"pfn\", \"required\": true, \"type\": \"function\"}, {\"info\": \"Parameters for the **callback function**. There may be multiple ```arg``` parameters. The type and number of ```arg``` parameters depend on the parameter definition of the **callback function**.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / object / array / function / any (any type supported by the platform)\"}], \"desc\": [\"Retry function for interface fault tolerance handling.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n var ticker = _C(exchange.GetTicker)\\n // Adjust the retry interval of _C() function to 2 seconds\\n _CDelay(2000)\\n var depth = _C(exchange.GetDepth)\\n Log(ticker)\\n Log(depth)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n ticker = _C(exchange.GetTicker)\\n _CDelay(2000)\\n depth = _C(exchange.GetDepth)\\n Log(ticker)\\n Log(depth)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto ticker = _C(exchange.GetTicker);\\n _CDelay(2000);\\n auto depth = _C(exchange.GetDepth);\\n Log(ticker);\\n Log(depth);\\n}\", \"lang\": \"cpp\"}], \"value\": \"For fault tolerance of functions without parameters:\"}, {\"examples\": [{\"code\": \"function main(){\\n var records = _C(exchange.GetRecords, PERIOD_D1)\\n Log(records)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n records = _C(exchange.GetRecords, PERIOD_D1)\\n Log(records)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = _C(exchange.GetRecords, PERIOD_D1);\\n Log(records);\\n}\", \"lang\": \"cpp\"}], \"value\": \"For fault tolerance of functions with parameters:\"}, {\"examples\": [{\"code\": \"var test = function(a, b){\\n var time = new Date().getTime() / 1000\\n if(time % b == 3){\\n Log(\\\"Condition met!\\\", \\\"#FF0000\\\")\\n return true\\n }\\n Log(\\\"Retrying!\\\", \\\"#FF0000\\\")\\n return false\\n}\\n\\nfunction main(){\\n var ret = _C(test, 1, 5)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import time\\ndef test(a, b):\\n ts = time.time()\\n if ts % b == 3:\\n Log(\\\"Condition met!\\\", \\\"#FF0000\\\")\\n return True\\n Log(\\\"Retrying!\\\", \\\"#FF0000\\\")\\n return False\\n\\ndef main():\\n ret = _C(test, 1, 5)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"// C++ does not support this method for custom function fault tolerance\", \"lang\": \"cpp\"}], \"value\": \"Can also be used for fault tolerance handling of custom functions:\"}], \"remarks\": [\"The ```_C()``` function will continuously call the specified function until it returns successfully (it will retry calling ```pfn``` when the function referenced by parameter ```pfn``` returns **null** or **false**).\\n\\nFor example ```_C(exchange.GetTicker)```. The default retry interval is 3 seconds. You can call the ```_CDelay()``` function to set the retry interval.\\n\\nFor example ```_CDelay(1000)``` means changing the retry interval of the ```_C()``` function to 1 second.\", \"The following functions can be (but are not limited to) handled for fault tolerance:\\n\\n- ```exchange.GetTicker()```\\n- ```exchange.GetDepth()```\\n- ```exchange.GetTrades()```\\n- ```exchange.GetRecords()```\\n- ```exchange.GetAccount()```\\n- ```exchange.GetOrders()```\\n- ```exchange.GetOrder()```\\n- ```exchange.GetPositions()```\\n\\nAll the above functions can be called through the ```_C()``` function to achieve fault tolerance. The ```_C()``` function is not limited to fault tolerance for the above functions. The parameter ```pfn``` is a function reference, not a function call. Note that you should use ```_C(exchange.GetTicker)``` instead of ```_C(exchange.GetTicker())```.\"], \"returns\": [{\"info\": \"The return value when the callback function is executed.\", \"type\": \"All platform-supported types except **false values** and **null values** (any).\"}], \"syntax\": [\"_C(pfn)\", \"_C(pfn, ...args)\"], \"title\": \"_C\"}, {\"_src_hash\": \"9060a55b323897a18f86d65847ccf7b37ea1c4d8de42d2676b4a91c6873ce65b\", \"args\": [{\"info\": \"Array with elements of type `number`.\", \"name\": \"arr1\", \"required\": true, \"type\": \"array\"}, {\"info\": \"Array with elements of type `number`.\", \"name\": \"arr2\", \"required\": true, \"type\": \"array\"}], \"desc\": [\"Returns the number of periods since array `arr1` crossed array `arr2`.\"], \"examples\": [{\"examples\": [{\"code\": \"// 快线指标\\nvar arr1 = [1,2,3,4,5,6,8,8,9]\\n// 慢线指标\\nvar arr2 = [2,3,4,5,6,7,7,7,7]\\nfunction main(){\\n Log(\\\"_Cross(arr1, arr2) : \\\", _Cross(arr1, arr2))\\n Log(\\\"_Cross(arr2, arr1) : \\\", _Cross(arr2, arr1))\\n}\", \"lang\": \"javascript\"}, {\"code\": \"arr1 = [1,2,3,4,5,6,8,8,9]\\narr2 = [2,3,4,5,6,7,7,7,7]\\ndef main():\\n Log(\\\"_Cross(arr1, arr2) : \\\", _Cross(arr1, arr2))\\n Log(\\\"_Cross(arr2, arr1) : \\\", _Cross(arr2, arr1))\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n vector arr1 = {1,2,3,4,5,6,8,8,9};\\n vector arr2 = {2,3,4,5,6,7,7,7,7};\\n Log(\\\"_Cross(arr1, arr2) : \\\", _Cross(arr1, arr2));\\n Log(\\\"_Cross(arr2, arr1) : \\\", _Cross(arr2, arr1));\\n}\", \"lang\": \"cpp\"}], \"value\": \"You can simulate a set of data to test the _Cross(Arr1, Arr2) function:\"}], \"remarks\": [\"When the return value of `_Cross()` function is positive, it indicates the number of periods since upward crossover; when negative, it indicates the number of periods since downward crossover; when 0, it indicates the current values are equal. For detailed usage instructions: [Built-in Function _Cross Analysis and Usage Guide](https://www.fmz.com/bbs-topic/1140).\"], \"returns\": [{\"info\": \"The number of periods since array `arr1` crossed array `arr2`.\", \"type\": \"number\"}], \"syntax\": [\"_Cross(arr1, arr2)\"], \"title\": \"_Cross\"}, {\"_src_hash\": \"70d9c7d8dffb99d61ed74b4023692433e583ad1fe0dc5d8797b40c70a01a8869\", \"args\": [{\"info\": \"The ```JSON``` string to be parsed.\", \"name\": \"s\", \"required\": true, \"type\": \"string\"}, {\"info\": \"When this parameter is set to ```true```, if numeric values that may exceed the precision range are encountered during parsing, they will be returned as strings to avoid precision loss or overflow issues.\", \"name\": \"safeStr\", \"required\": false, \"type\": \"bool\"}], \"desc\": [\"The ```JSON.parse``` function is a method of the **ECMAScript** standard built-in object ```JSON```, used for parsing JSON strings. The FMZ Quant Trading Platform has extended it by adding a ```safeStr``` parameter.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let s1 = '{\\\"num\\\": 8754613216564987646512354656874651651358}'\\n Log(\\\"JSON.parse:\\\", JSON.parse(s1)) // JSON.parse: {\\\"num\\\":8.754613216564987e+39}\\n Log(\\\"JSON.parse:\\\", JSON.parse(s1, true)) // JSON.parse: {\\\"num\\\":\\\"8754613216564987646512354656874651651358\\\"}\\n\\n let s2 = '{\\\"num\\\": 123}'\\n Log(\\\"JSON.parse:\\\", JSON.parse(s2)) // JSON.parse: {\\\"num\\\":123}\\n Log(\\\"JSON.parse:\\\", JSON.parse(s2, true)) // JSON.parse: {\\\"num\\\":123}\\n}\", \"lang\": \"javascript\"}, {\"code\": \"# 可以使用Python的第三方库处理大数值数据。\", \"lang\": \"python\"}, {\"code\": \"// 可以使用其它方案处理。\", \"lang\": \"cpp\"}], \"value\": \"Parse ```JSON``` strings containing large numeric values.\"}], \"remarks\": [\"The ```JSON.parse()``` function can correctly parse JSON strings containing large numeric values. When the ```safeStr``` parameter is set to a truthy value, large numeric values will be parsed as string types.\", \"The ```safeStr``` parameter also supports being used as a ```reviver``` parameter, i.e., a function that transforms the result. This function will be called for each member of the object. Please refer to relevant documentation for details.\", \"Only supported in JavaScript language.\", \"The ```safeStr``` parameter feature of the ```JSON.parse()``` function is not supported in the backtesting system.\"], \"returns\": [{\"info\": \"Returns the parsed ```JSON``` object.\", \"type\": \"object\"}], \"syntax\": [\"JSON.parse(s)\", \"JSON.parse(s, safeStr)\"], \"title\": \"JSON.parse\"}, {\"_src_hash\": \"1e6713afcd3f6ee93913936034e6498979893907cca0509abf486196f68234d7\", \"args\": [{\"info\": \"The value to be serialized into a JSON string.\", \"name\": \"obj\", \"required\": true, \"type\": \"string / number / bool / object / array / function / any (any type supported by the platform)\"}], \"desc\": [\"The ```JSON.stringify``` function is a method of the **ECMAScript** standard built-in object ```JSON```, used to convert JavaScript values to JSON strings.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let s1 = {\\\"num\\\": \\\"8754613216564987646512354656874651651358\\\"}\\n Log(\\\"JSON.stringify:\\\", JSON.stringify(s1))\\n\\n // JSON.stringify: {\\\"num\\\":\\\"8754613216564987646512354656874651651358\\\"}\\n // The variable returned by JSON.stringify(s1) is of string type\\n}\", \"lang\": \"javascript\"}, {\"code\": \"// Omitted\", \"lang\": \"python\"}, {\"code\": \"// Omitted\", \"lang\": \"cpp\"}], \"value\": \"Serialize an object to a JSON string and output it.\"}], \"remarks\": [\"Only supported in JavaScript language.\"], \"returns\": [{\"info\": \"Returns the serialized ```JSON``` string.\", \"type\": \"string\"}], \"syntax\": [\"JSON.stringify(obj)\"], \"title\": \"JSON.stringify\"}, {\"_src_hash\": \"fd307fd944ee71950a1c648bbb4d01fdad7d70dbe4a1b93fa0229a35f6e62e53\", \"args\": [{\"info\": \"The data to be published to the channel, can be any data structure that can be ```JSON``` serialized, typically an object containing live trading status information.\", \"name\": \"data\", \"required\": true, \"type\": \"object / array / string / number / bool / null value\"}], \"desc\": [\"Publishes the latest status data to a channel. This function is used for inter-live trading communication, allowing the current live trading instance to broadcast its status data to a channel for other live trading instances to subscribe and retrieve.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var updateId = 0\\n var robotId = _G() // Get current live trading bot ID\\n\\n while(true) {\\n // Get actual market price\\n var ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if (!ticker) {\\n Sleep(5000)\\n continue\\n }\\n\\n // Prepare current channel state data\\n var channelState = {\\n robotId: robotId,\\n updateId: ++updateId,\\n timestamp: Date.now(),\\n symbol: \\\"BTC_USDT\\\",\\n lastPrice: ticker.Last,\\n volume: ticker.Volume,\\n high: ticker.High,\\n low: ticker.Low\\n }\\n\\n // Publish latest state on channel (overwrites old state)\\n SetChannelData(channelState)\\n\\n // Display current channel state\\n LogStatus(\\\"Channel Broadcaster [Bot ID: \\\" + robotId + \\\"]\\\\n\\\" +\\n \\\"Update ID: #\\\" + channelState.updateId + \\\"\\\\n\\\" +\\n \\\"Time: \\\" + _D(channelState.timestamp) + \\\"\\\\n\\\" +\\n \\\"Symbol: \\\" + channelState.symbol + \\\"\\\\n\\\" +\\n \\\"Last Price: $\\\" + channelState.lastPrice.toFixed(2) + \\\"\\\\n\\\" +\\n \\\"Volume: \\\" + channelState.volume.toFixed(4) + \\\"\\\\n\\\" +\\n \\\"High: $\\\" + channelState.high.toFixed(2) + \\\"\\\\n\\\" +\\n \\\"Low: $\\\" + channelState.low.toFixed(2))\\n\\n Sleep(60000) // Update channel state every minute\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n updateId = 0\\n robotId = _G() # Get current live trading bot ID\\n\\n while True:\\n # Get actual market price\\n ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if not ticker:\\n Sleep(5000)\\n continue\\n\\n # Prepare current channel state data\\n channelState = {\\n \\\"robotId\\\": robotId,\\n \\\"updateId\\\": updateId + 1,\\n \\\"timestamp\\\": time.time() * 1000,\\n \\\"symbol\\\": \\\"BTC_USDT\\\",\\n \\\"lastPrice\\\": ticker[\\\"Last\\\"],\\n \\\"volume\\\": ticker[\\\"Volume\\\"],\\n \\\"high\\\": ticker[\\\"High\\\"],\\n \\\"low\\\": ticker[\\\"Low\\\"]\\n }\\n updateId += 1\\n\\n # Publish latest state on channel (overwrites old state)\\n SetChannelData(channelState)\\n\\n # Display current channel state\\n LogStatus(\\\"Channel Broadcaster [Bot ID: {}]\\\\n\\\".format(robotId) +\\n \\\"Update ID: #{}\\\\n\\\".format(channelState[\\\"updateId\\\"]) +\\n \\\"Time: {}\\\\n\\\".format(_D(channelState[\\\"timestamp\\\"])) +\\n \\\"Symbol: {}\\\\n\\\".format(channelState[\\\"symbol\\\"]) +\\n \\\"Last Price: ${:.2f}\\\\n\\\".format(channelState[\\\"lastPrice\\\"]) +\\n \\\"Volume: {:.4f}\\\\n\\\".format(channelState[\\\"volume\\\"]) +\\n \\\"High: ${:.2f}\\\\n\\\".format(channelState[\\\"high\\\"]) +\\n \\\"Low: ${:.2f}\\\".format(channelState[\\\"low\\\"]))\\n\\n Sleep(60000) # Update channel state every minute\", \"lang\": \"python\"}, {\"code\": \"\", \"lang\": \"cpp\"}], \"value\": \"Channel Broadcaster Example - Publishing BTC Price Market Data\"}, {\"examples\": [{\"code\": \"// This example demonstrates how to use HttpQuery to send HTTP POST requests, simulating external platforms sending data to FMZ live trading\\n// In actual scenarios, external platforms (such as TradingView's Webhook alert URL, third-party trading systems, etc.) would directly call the FMZ API endpoint\\n\\nfunction main() {\\n let uuid = \\\"6BC42A119B5DBFA2188A8279DA3B5C30\\\"\\n let robotId = 123456 // Target live trading ID (the live trading instance that needs to receive data)\\n let baseUrl = \\\"https://www.fmz.com\\\"\\n\\n while (true) {\\n // Prepare the data to send (can be JSON, text, or other formats)\\n let sendData = {\\n \\\"action\\\": \\\"buy\\\",\\n \\\"symbol\\\": \\\"BTC_USDT\\\",\\n \\\"price\\\": 50000,\\n \\\"timestamp\\\": Date.now()\\n }\\n\\n // Construct HTTP POST request\\n let options = {\\n method: \\\"POST\\\",\\n body: JSON.stringify(sendData) // body can be JSON string, plain text, etc.\\n }\\n let url = `${baseUrl}/api/v1?method=pub&robot=${robotId}&channel=${uuid}`\\n\\n // Send data\\n let ret = HttpQuery(url, options)\\n Log(\\\"Simulated external platform sending data, result:\\\", ret)\\n\\n Sleep(10000) // Send every 10 seconds\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"# This example demonstrates how to use HttpQuery to send HTTP POST requests, simulating external platforms sending data to FMZ live trading\\n# In actual scenarios, external platforms (such as TradingView's Webhook alert URL, third-party trading systems, etc.) would directly call the FMZ API endpoint\\n\\nimport json\\n\\ndef main():\\n uuid = \\\"6BC42A119B5DBFA2188A8279DA3B5C30\\\"\\n robotId = 123456 # Target live trading ID (the live trading instance that needs to receive data)\\n baseUrl = \\\"https://www.fmz.com\\\"\\n\\n while True:\\n # Prepare the data to send (can be JSON, text, or other formats)\\n sendData = {\\n \\\"action\\\": \\\"buy\\\",\\n \\\"symbol\\\": \\\"BTC_USDT\\\",\\n \\\"price\\\": 50000,\\n \\\"timestamp\\\": time.time() * 1000\\n }\\n\\n # Construct HTTP POST request\\n options = {\\n \\\"method\\\": \\\"POST\\\",\\n \\\"body\\\": json.dumps(sendData) # body can be JSON string, plain text, etc.\\n }\\n url = \\\"{}/api/v1?method=pub&robot={}&channel={}\\\".format(baseUrl, robotId, uuid)\\n\\n # Send data\\n ret = HttpQuery(url, options)\\n Log(\\\"Simulated external platform sending data, result:\\\", ret)\\n\\n Sleep(10000) # Send every 10 seconds\", \"lang\": \"python\"}, {\"code\": \"\", \"lang\": \"cpp\"}], \"value\": \"Cross-platform sending example - Simulating external platform (e.g., TradingView) sending data to FMZ live trading\"}], \"remarks\": [\"The ```SetChannelData()``` function is a non-blocking call that returns immediately after invocation without waiting for data transmission to complete.\", \"Each live trading instance has an independent channel, and the channel ID is the live trading ID (which can be obtained through the ```_G()``` function).\", \"Only the latest status data is saved on the channel. Each call to ```SetChannelData()``` overwrites the previously published data rather than appending historical messages.\", \"Channel data can be broadcast across live trading instances, across dockers, and across servers. Multiple live trading instances can subscribe to the same channel.\", \"The subscriber uses the ```GetChannelData()``` function to subscribe to channel data.\", \"Channel communication is applicable to live trading environments; this feature may be limited in the backtesting system.\", \"The byte length of the data parameter ```data``` after JSON serialization must not exceed 1024 bytes. Exceeding this limit may cause data publishing to fail. It is recommended to transmit only necessary status information and avoid transmitting overly large data objects.\", \"Published data should be used reasonably according to the memory and network bandwidth of hardware devices. Avoid publishing overly large data objects.\", \"In addition to being subscribed by other live trading instances within the FMZ platform, data published by the ```SetChannelData()``` function also supports cross-platform data sending functionality. External platforms (such as TradingView Webhook alerts, third-party trading systems, monitoring software, etc.) can send data to a specified FMZ live trading instance via HTTP POST requests.\", \"**Cross-platform data sending method:** External systems send data to the FMZ platform API endpoint via HTTP POST request: ```https://www.fmz.com/api/v1?method=pub&robot={robotId}&channel={uuid}```, where ```robotId``` is the target live trading ID, and ```uuid``` is a 32-character channel identifier. The data to be sent is passed in the request body and can be in JSON format, text, or other formats. Note: A live trading instance must first subscribe to the UUID channel before external systems can successfully send data; the broadcast data will be sent to all live trading instances under the docker where the ```robotId``` live trading instance is located, and all live trading instances under the same docker that have subscribed to the UUID channel can receive the data.\"], \"returns\": [{\"info\": \"The function has no return value.\", \"type\": \"null value\"}], \"seeAlso\": [\"{@fun/Global/GetChannelData GetChannelData}\", \"{@fun/Global/G _G}\"], \"syntax\": [\"SetChannelData(data)\"], \"title\": \"SetChannelData\"}, {\"_src_hash\": \"d1c23fc09982c57c765dde228e8f1efc71ab21e6154bbe1ca33e875e80a83d5f\", \"args\": [{\"info\": \"Channel identifier, supports two types:\\n\\n1. **Live Trading ID**: Used to subscribe to channel data from other live trading instances (inter-instance communication). The live trading ID can be obtained via the ```_G()``` function.\\n\\n2. **32-bit UUID**: Used to subscribe to data sent cross-platform (external systems send data to the FMZ platform via HTTP API).\", \"name\": \"channelId\", \"required\": true, \"type\": \"string / number\"}], \"desc\": [\"Subscribe to channel data from a specified live trading instance. This function is used for inter-instance communication, allowing retrieval of the latest status data published by other live trading instances via the ```SetChannelData()``` function.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Two channel IDs to subscribe to (modify according to actual situation)\\n var channelId1 = \\\"632799\\\" // Live trading bot ID for channel 1\\n var channelId2 = \\\"632800\\\" // Live trading bot ID for channel 2\\n\\n while(true) {\\n // Subscribe to current state of channel 1\\n var state1 = GetChannelData(channelId1)\\n\\n // Subscribe to current state of channel 2\\n var state2 = GetChannelData(channelId2)\\n\\n // Build status display\\n var statusMsg = \\\"Channel Subscriber - Current Subscription Status\\\\n\\\\n\\\"\\n\\n // Display channel 1 status\\n statusMsg += \\\"═══ Channel 1 [\\\" + channelId1 + \\\"] ═══\\\\n\\\"\\n if (state1 !== null) {\\n statusMsg += \\\"Update ID: #\\\" + state1.updateId + \\\"\\\\n\\\"\\n statusMsg += \\\"Time: \\\" + _D(state1.timestamp) + \\\"\\\\n\\\"\\n statusMsg += \\\"Symbol: \\\" + state1.symbol + \\\"\\\\n\\\"\\n statusMsg += \\\"Last Price: $\\\" + state1.lastPrice.toFixed(2) + \\\"\\\\n\\\"\\n statusMsg += \\\"Volume: \\\" + state1.volume.toFixed(4) + \\\"\\\\n\\\"\\n } else {\\n statusMsg += \\\"Status: Waiting... (first call returns null)\\\\n\\\"\\n }\\n\\n statusMsg += \\\"\\\\n\\\"\\n\\n // Display channel 2 status\\n statusMsg += \\\"═══ Channel 2 [\\\" + channelId2 + \\\"] ═══\\\\n\\\"\\n if (state2 !== null) {\\n statusMsg += \\\"Update ID: #\\\" + state2.updateId + \\\"\\\\n\\\"\\n statusMsg += \\\"Time: \\\" + _D(state2.timestamp) + \\\"\\\\n\\\"\\n statusMsg += \\\"Symbol: \\\" + state2.symbol + \\\"\\\\n\\\"\\n statusMsg += \\\"Last Price: $\\\" + state2.lastPrice.toFixed(2) + \\\"\\\\n\\\"\\n statusMsg += \\\"Volume: \\\" + state2.volume.toFixed(4) + \\\"\\\\n\\\"\\n } else {\\n statusMsg += \\\"Status: Waiting... (first call returns null)\\\\n\\\"\\n }\\n\\n LogStatus(statusMsg)\\n\\n Sleep(5000) // Subscribe to channels every 5 seconds\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Two channel IDs to subscribe to (modify according to actual situation)\\n channelId1 = \\\"632799\\\" # Live trading bot ID for channel 1\\n channelId2 = \\\"632800\\\" # Live trading bot ID for channel 2\\n\\n while True:\\n # Subscribe to current state of channel 1\\n state1 = GetChannelData(channelId1)\\n\\n # Subscribe to current state of channel 2\\n state2 = GetChannelData(channelId2)\\n\\n # Build status display\\n statusMsg = \\\"Channel Subscriber - Current Subscription Status\\\\n\\\\n\\\"\\n\\n # Display channel 1 status\\n statusMsg += \\\"═══ Channel 1 [{}] ═══\\\\n\\\".format(channelId1)\\n if state1 is not None:\\n statusMsg += \\\"Update ID: #{}\\\\n\\\".format(state1[\\\"updateId\\\"])\\n statusMsg += \\\"Time: {}\\\\n\\\".format(_D(state1[\\\"timestamp\\\"]))\\n statusMsg += \\\"Symbol: {}\\\\n\\\".format(state1[\\\"symbol\\\"])\\n statusMsg += \\\"Last Price: ${:.2f}\\\\n\\\".format(state1[\\\"lastPrice\\\"])\\n statusMsg += \\\"Volume: {:.4f}\\\\n\\\".format(state1[\\\"volume\\\"])\\n else:\\n statusMsg += \\\"Status: Waiting... (first call returns None)\\\\n\\\"\\n\\n statusMsg += \\\"\\\\n\\\"\\n\\n # Display channel 2 status\\n statusMsg += \\\"═══ Channel 2 [{}] ═══\\\\n\\\".format(channelId2)\\n if state2 is not None:\\n statusMsg += \\\"Update ID: #{}\\\\n\\\".format(state2[\\\"updateId\\\"])\\n statusMsg += \\\"Time: {}\\\\n\\\".format(_D(state2[\\\"timestamp\\\"]))\\n statusMsg += \\\"Symbol: {}\\\\n\\\".format(state2[\\\"symbol\\\"])\\n statusMsg += \\\"Last Price: ${:.2f}\\\\n\\\".format(state2[\\\"lastPrice\\\"])\\n statusMsg += \\\"Volume: {:.4f}\\\\n\\\".format(state2[\\\"volume\\\"])\\n else:\\n statusMsg += \\\"Status: Waiting... (first call returns None)\\\\n\\\"\\n\\n LogStatus(statusMsg)\\n\\n Sleep(5000) # Subscribe to channels every 5 seconds\", \"lang\": \"python\"}, {\"code\": \"\", \"lang\": \"cpp\"}], \"value\": \"Channel Subscriber Example - Subscribe to channel data from two live trading bots\"}, {\"examples\": [{\"code\": \"function main() {\\n // Use 32-bit UUID as channel identifier\\n let uuid = \\\"6BC42A119B5DBFA2188A8279DA3B5C30\\\"\\n\\n while (true) {\\n // Subscribe to data from UUID channel\\n let data = GetChannelData(uuid)\\n\\n if (data !== null) {\\n Log(\\\"Received cross-platform data:\\\", data)\\n } else {\\n Log(\\\"Waiting for data... (first call returns null)\\\")\\n }\\n\\n Sleep(10000) // Check every 10 seconds\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Use 32-bit UUID as channel identifier\\n uuid = \\\"6BC42A119B5DBFA2188A8279DA3B5C30\\\"\\n\\n while True:\\n # Subscribe to data from UUID channel\\n data = GetChannelData(uuid)\\n\\n if data is not None:\\n Log(\\\"Received cross-platform data:\\\", data)\\n else:\\n Log(\\\"Waiting for data... (first call returns None)\\\")\\n\\n Sleep(10000) # Check every 10 seconds\", \"lang\": \"python\"}, {\"code\": \"\", \"lang\": \"cpp\"}], \"value\": \"Cross-platform subscription example - Subscribe to data sent from external systems using UUID\"}], \"remarks\": [\"The ```GetChannelData()``` function is a non-blocking call that returns immediately without waiting for data reception to complete.\", \"The first call to the ```GetChannelData()``` function will return ```null```, requiring retries to wait for channel data synchronization to complete.\", \"Each call retrieves the latest status data on the channel, not a historical message queue.\", \"A live trading instance can subscribe to channels from multiple different live trading instances simultaneously by calling ```GetChannelData()``` multiple times with different live trading IDs.\", \"The current live trading instance can also subscribe to its own channel, meaning the ```robotId``` parameter can be the current live trading ID.\", \"Channel data can be transmitted across live trading instances, across dockers, and across servers.\", \"The broadcasting side uses the ```SetChannelData()``` function to publish channel data.\", \"Channel communication is designed for live trading environments; this feature may be limited in the backtesting system.\", \"The ```GetChannelData()``` function supports cross-platform subscription functionality. When using a 32-bit UUID as the channel identifier, it can receive data sent from external systems outside the FMZ platform via HTTP API. External systems need to specify the live trading ID and UUID to send data. All live trading instances under the same docker can subscribe to data from that UUID channel, while live trading instances under different dockers cannot subscribe.\"], \"returns\": [{\"info\": \"Returns the latest status data from the subscribed channel. The first call returns ```null```, requiring retries. The data structure is determined by the data published by the broadcasting side.\", \"type\": \"object / array / string / number / bool / null value\"}], \"seeAlso\": [\"{@fun/Global/SetChannelData SetChannelData}\", \"{@fun/Global/G _G}\"], \"syntax\": [\"GetChannelData(channelId)\"], \"title\": \"GetChannelData\"}], \"title\": \"Global\"}, {\"_src_hash\": \"e3593f351235ea4fc883608507db168387464cad9d637d5867aefa96a2df9f91\", \"children\": [{\"_src_hash\": \"48bf0290e8b1fec21635f868ecd23102a4ca6c06e8add6b4daef8c368ff317d7\", \"args\": [{\"info\": \"The parameter ```msg``` is the content to be output. Multiple ```msg``` parameters can be passed.\", \"name\": \"msg\", \"required\": false, \"type\": \"string / number / bool / object / array / any (any type supported by the platform)\"}], \"desc\": [\"The ```Log()``` function is used to output logs.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n Log(\\\"msg1\\\", \\\"msg2\\\", \\\"msg3\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(\\\"msg1\\\", \\\"msg2\\\", \\\"msg3\\\")\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n Log(\\\"msg1\\\", \\\"msg2\\\", \\\"msg3\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"Multiple ```msg``` parameters can be passed:\"}, {\"examples\": [{\"code\": \"function main() {\\n Log(\\\"Hello FMZ Quant !@\\\")\\n Sleep(1000 * 5)\\n // Add #ff0000 in the string, the printed log will be displayed in red, and the message will be pushed\\n Log(\\\"Hello, #ff0000@\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(\\\"Hello FMZ Quant !@\\\")\\n Sleep(1000 * 5)\\n Log(\\\"Hello, #ff0000@\\\")\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n Log(\\\"Hello FMZ Quant !@\\\");\\n Sleep(1000 * 5);\\n Log(\\\"Hello, #ff0000@\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"Supports setting the color of output messages. If using both color settings and message push functionality, set the color first, then use the ```@``` character at the end to set the push.\"}, {\"examples\": [{\"code\": \"function main() {\\n Log(\\\"`data:image/png;base64,AAAA`\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(\\\"`data:image/png;base64,AAAA`\\\")\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n Log(\\\"`data:image/png;base64,AAAA`\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"The ```Log()``` function supports printing ```base64``` encoded images, starting with ``` ` ``` and ending with ``` ` ```, for example:\"}, {\"examples\": [{\"code\": \"import matplotlib.pyplot as plt\\ndef main():\\n plt.plot([3,6,2,4,7,1])\\n Log(plt)\", \"lang\": \"python\"}], \"value\": \"The ```Log()``` function supports directly printing ```Python```'s ```matplotlib.pyplot``` objects. As long as the object contains a ```savefig``` method, it can be printed directly using the ```Log``` function, for example:\"}, {\"examples\": [{\"code\": \"function main() {\\n Log(\\\"[trans]中文|abc[/trans]\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(\\\"[trans]中文|abc[/trans]\\\")\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n Log(\\\"[trans]中文|abc[/trans]\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"The ```Log()``` function supports language switching. The text output by the ```Log()``` function will automatically switch to the corresponding language based on the language settings on the platform page, for example:\"}], \"remarks\": [\"The ```Log()``` function outputs a log message in the log area of the live trading or backtesting system. During live trading, logs are saved in the live trading database. When the content output by the ```Log()``` function ends with the ```@``` character, the log will enter the message push queue and be pushed to the email address, WebHook URL, etc. configured in the [Push Settings](https://www.fmz.com/m/account) of the current FMZ Quant Trading platform account. The [Debug Tool](https://www.fmz.com/m/debug) and backtesting system do not support message pushing. Message pushing has frequency limits. The specific limit rules are as follows: within a 20-second cycle of a live trading, only the last push message will be retained and pushed, while other messages will be filtered and not pushed (push logs output through the Log function will still be printed and displayed normally in the log area).\", \"When the content output by the ```Log()``` function ends with the ```&``` character, the log will be marked as a private log. When the live trading is publicly displayed, this log will be hidden from other users, but will not be hidden from the live trading owner's account perspective. This can be used to record sensitive information such as API keys, account balances, etc. For example: ```Log(\\\"Private information\\\", \\\"&\\\")```.\", \"Regarding ```WebHook``` pushing, you can use a service program written in ```Golang```:\\n```golang\\npackage main\\n\\nimport (\\n \\\"fmt\\\"\\n \\\"net/http\\\"\\n)\\n\\nfunc Handle (w http.ResponseWriter, r *http.Request) {\\n defer func() {\\n fmt.Println(\\\"req:\\\", *r)\\n }()\\n}\\n\\nfunc main () {\\n fmt.Println(\\\"listen http://localhost:9090\\\")\\n http.HandleFunc(\\\"/data\\\", Handle)\\n http.ListenAndServe(\\\":9090\\\", nil)\\n}\\n```\\n\\nSet the ```WebHook``` in [Push Settings](https://www.fmz.com/m/account): ```http://XXX.XX.XXX.XX:9090/data?data=Hello_FMZ```. After running the compiled ```Golang``` service program, start the live trading strategy. The following is a strategy written in ```JavaScript```. When the strategy runs, it executes the ```Log()``` function and pushes a message:\\n```js\\nfunction main() {\\n Log(\\\"msg\\\", \\\"@\\\")\\n}\\n```\\n\\nAfter the service program written in ```Golang``` receives the push, the service program prints the information:\\n```log\\nlisten http://localhost:9090\\n\\nreq: {GET /data?data=Hello_FMZ HTTP/1.1 1 1\\nmap[User-Agent:[Mozilla/5.0 (Macintosh; Intel Mac OS X 10_9_3)\\nAppleWebKit/537.36 (KHTML, like Gecko) Chrome/xx.x.xxxx.xxx\\nSafari/537.36] Accept-Encoding:[gzip]] {} 0 [] false\\n1XX.XX.X.XX:9090 map[] map[] map[] XXX.XX.XXX.XX:4xxx2\\n/data?data=Hello_FMZ 0xc420056300\\n```\"], \"seeAlso\": [\"{@fun/Log/LogReset LogReset}, {@fun/Log/LogVacuum LogVacuum}\"], \"syntax\": [\"Log(...msgs)\"], \"title\": \"Log\"}, {\"_src_hash\": \"9d96626da54b136e4b7dd281b641f025be30706a92e6abb18beb8e1c0bc86351\", \"args\": [{\"info\": \"The parameter ```profit``` is the profit data, which is calculated by the algorithm designed in the strategy.\", \"name\": \"profit\", \"required\": true, \"type\": \"number\"}, {\"info\": \"Extended parameters that can output additional information to this profit log entry. Multiple ```arg``` parameters can be passed.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / object / array / any (any type supported by the platform)\"}], \"desc\": [\"Record profit/loss values, print the profit/loss figures and draw the equity curve based on the profit/loss values.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Print 30 points on the profit chart\\n for(var i = 0; i < 30; i++) {\\n LogProfit(i, '&')\\n Sleep(500)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n for i in range(30):\\n LogProfit(i, '&')\\n Sleep(500)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n for(int i = 0; i < 30; i++) {\\n LogProfit(i, '&');\\n Sleep(500);\\n }\\n}\", \"lang\": \"cpp\"}], \"value\": \"If the ```LogProfit``` function ends with the character ```&```, it will not write the log to the database, but only update the profit chart. Using the ```&``` parameter can avoid generating a large number of logs from frequent profit recording, keeping the logs concise. For example:\"}], \"seeAlso\": [\"{@fun/Log/LogProfitReset LogProfitReset}\"], \"syntax\": [\"LogProfit(profit)\", \"LogProfit(profit, ...args)\"], \"title\": \"LogProfit\"}, {\"_src_hash\": \"9f7be69ba701908c8f9342699bdea51f00ec0ed6c3d38228cd43bd43fa8d3463\", \"args\": [{\"info\": \"The ```remain``` parameter is used to specify the number of log entries to retain (integer value).\", \"name\": \"remain\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Clear all profit logs and profit chart data.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // 在收益图表上打印30个点，然后重置，只保留最后10个点\\n for(var i = 0; i < 30; i++) {\\n LogProfit(i)\\n Sleep(500)\\n }\\n LogProfitReset(10)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n for i in range(30):\\n LogProfit(i)\\n Sleep(500)\\n LogProfitReset(10)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n for(int i = 0; i < 30; i++) {\\n LogProfit(i);\\n Sleep(500);\\n }\\n LogProfitReset(10);\\n}\", \"lang\": \"cpp\"}]}], \"seeAlso\": [\"{@fun/Log/LogProfit LogProfit}\"], \"syntax\": [\"LogProfitReset()\", \"LogProfitReset(remain)\"], \"title\": \"LogProfitReset\"}, {\"_src_hash\": \"2993e75aff01fc72cb76ffd2fddd53d344bf6a7ff1368b8c7c10bc3bcf5fe52c\", \"args\": [{\"info\": \"The parameter ```msg``` is the content to be output. Multiple ```msg``` parameters can be passed.\", \"name\": \"msg\", \"required\": false, \"type\": \"string / number / bool / object / array / any (any type supported by the platform)\"}], \"desc\": [\"Output information in the status bar of the backtesting system or live trading page.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n LogStatus('This is a normal status message')\\n LogStatus('This is a red font status message#ff0000')\\n LogStatus('This is a multi-line status message\\\\nI am the second line')\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n LogStatus('This is a normal status message')\\n LogStatus('This is a red font status message#ff0000')\\n LogStatus('This is a multi-line status message\\\\nI am the second line')\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n LogStatus(\\\"This is a normal status message\\\");\\n LogStatus(\\\"This is a red font status message#ff0000\\\");\\n LogStatus(\\\"This is a multi-line status message\\\\nI am the second line\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"Supports setting the color of output content:\"}, {\"examples\": [{\"code\": \"function main() {\\n var table = {type: 'table', title: 'Position Info', cols: ['Column 1', 'Column 2'], rows: [ ['abc', 'def'], ['ABC', 'support color #ff0000']]}\\n // After JSON serialization, add ` characters on both sides to be treated as complex message format (currently supports tables)\\n LogStatus('`' + JSON.stringify(table) + '`')\\n // Table information can also be displayed in multiple lines\\n LogStatus('First line message\\\\n`' + JSON.stringify(table) + '`\\\\nThird line message')\\n // Supports displaying multiple tables simultaneously, will be displayed as TABs in a group\\n LogStatus('`' + JSON.stringify([table, table]) + '`')\\n\\n // You can also construct buttons in the table, the strategy receives the cmd attribute content through GetCommand\\n var table = {\\n type: 'table',\\n title: 'Position Operation',\\n cols: ['Column 1', 'Column 2', 'Action'],\\n rows: [\\n ['abc', 'def', {'type':'button', 'cmd': 'coverAll', 'name': 'Close All'}]\\n ]\\n }\\n LogStatus('`' + JSON.stringify(table) + '`')\\n // Or construct a standalone button\\n LogStatus('`' + JSON.stringify({'type':'button', 'cmd': 'coverAll', 'name': 'Close All'}) + '`')\\n // You can customize button styles (Bootstrap button attributes)\\n LogStatus('`' + JSON.stringify({'type':'button', 'class': 'btn btn-xs btn-danger', 'cmd': 'coverAll', 'name': 'Close All'}) + '`')\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\ndef main():\\n table = {\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Position Info\\\", \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\"], \\\"rows\\\": [[\\\"abc\\\", \\\"def\\\"], [\\\"ABC\\\", \\\"support color #ff0000\\\"]]}\\n LogStatus('`' + json.dumps(table) + '`')\\n LogStatus('First line message\\\\n`' + json.dumps(table) + '`\\\\nThird line message')\\n LogStatus('`' + json.dumps([table, table]) + '`')\\n\\n table = {\\n \\\"type\\\" : \\\"table\\\",\\n \\\"title\\\" : \\\"Position Operation\\\",\\n \\\"cols\\\" : [\\\"Column 1\\\", \\\"Column 2\\\", \\\"Action\\\"],\\n \\\"rows\\\" : [\\n [\\\"abc\\\", \\\"def\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"Close All\\\"}]\\n ]\\n }\\n LogStatus('`' + json.dumps(table) + '`')\\n LogStatus('`' + json.dumps({\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"Close All\\\"}) + '`')\\n LogStatus('`' + json.dumps({\\\"type\\\": \\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-danger\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"Close All\\\"}) + '`')\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n json table = R\\\"({\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Position Info\\\", \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\"], \\\"rows\\\": [[\\\"abc\\\", \\\"def\\\"], [\\\"ABC\\\", \\\"support color #ff0000\\\"]]})\\\"_json;\\n LogStatus(\\\"`\\\" + table.dump() + \\\"`\\\");\\n LogStatus(\\\"First line message\\\\n`\\\" + table.dump() + \\\"`\\\\nThird line message\\\");\\n json arr = R\\\"([])\\\"_json;\\n arr.push_back(table);\\n arr.push_back(table);\\n LogStatus(\\\"`\\\" + arr.dump() + \\\"`\\\");\\n\\n table = R\\\"({\\n \\\"type\\\" : \\\"table\\\",\\n \\\"title\\\" : \\\"Position Operation\\\",\\n \\\"cols\\\" : [\\\"Column 1\\\", \\\"Column 2\\\", \\\"Action\\\"],\\n \\\"rows\\\" : [\\n [\\\"abc\\\", \\\"def\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"Close All\\\"}]\\n ]\\n })\\\"_json;\\n LogStatus(\\\"`\\\" + table.dump() + \\\"`\\\");\\n LogStatus(\\\"`\\\" + R\\\"({\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"Close All\\\"})\\\"_json.dump() + \\\"`\\\");\\n LogStatus(\\\"`\\\" + R\\\"({\\\"type\\\": \\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-danger\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"Close All\\\"})\\\"_json.dump() + \\\"`\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"Status bar data output example:\"}, {\"examples\": [{\"code\": \"function main() {\\n var table = {\\n type: \\\"table\\\",\\n title: \\\"Status Bar Button Styles\\\",\\n cols: [\\\"Default\\\", \\\"Primary\\\", \\\"Success\\\", \\\"Info\\\", \\\"Warning\\\", \\\"Danger\\\"],\\n rows: [\\n [\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-default\\\", \\\"name\\\": \\\"Default\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-primary\\\", \\\"name\\\": \\\"Primary\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-success\\\", \\\"name\\\": \\\"Success\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-info\\\", \\\"name\\\": \\\"Info\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-warning\\\", \\\"name\\\": \\\"Warning\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-danger\\\", \\\"name\\\": \\\"Danger\\\"}\\n ]\\n ]\\n }\\n LogStatus(\\\"`\\\" + JSON.stringify(table) + \\\"`\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\ndef main():\\n table = {\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"Status Bar Button Styles\\\",\\n \\\"cols\\\": [\\\"Default\\\", \\\"Primary\\\", \\\"Success\\\", \\\"Info\\\", \\\"Warning\\\", \\\"Danger\\\"],\\n \\\"rows\\\": [\\n [\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-default\\\", \\\"name\\\": \\\"Default\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-primary\\\", \\\"name\\\": \\\"Primary\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-success\\\", \\\"name\\\": \\\"Success\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-info\\\", \\\"name\\\": \\\"Info\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-warning\\\", \\\"name\\\": \\\"Warning\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-danger\\\", \\\"name\\\": \\\"Danger\\\"}\\n ]\\n ]\\n }\\n LogStatus(\\\"`\\\" + json.dumps(table) + \\\"`\\\")\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n json table = R\\\"({\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"Status Bar Button Styles\\\",\\n \\\"cols\\\": [\\\"Default\\\", \\\"Primary\\\", \\\"Success\\\", \\\"Info\\\", \\\"Warning\\\", \\\"Danger\\\"],\\n \\\"rows\\\": [\\n [\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-default\\\", \\\"name\\\": \\\"Default\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-primary\\\", \\\"name\\\": \\\"Primary\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-success\\\", \\\"name\\\": \\\"Success\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-info\\\", \\\"name\\\": \\\"Info\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-warning\\\", \\\"name\\\": \\\"Warning\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-danger\\\", \\\"name\\\": \\\"Danger\\\"}\\n ]\\n ]\\n })\\\"_json;\\n LogStatus(\\\"`\\\" + table.dump() + \\\"`\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"Support for designing button controls in the status bar (legacy button structure):\"}, {\"examples\": [{\"code\": \"function main() {\\n var table = {\\n type: \\\"table\\\",\\n title: \\\"Status Bar Button Disable and Description Test\\\",\\n cols: [\\\"Column 1\\\", \\\"Column 2\\\", \\\"Column 3\\\"],\\n rows: []\\n }\\n var button1 = {\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 1\\\", \\\"cmd\\\": \\\"button1\\\", \\\"description\\\": \\\"This is the first button\\\"}\\n var button2 = {\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 2\\\", \\\"cmd\\\": \\\"button2\\\", \\\"description\\\": \\\"This is the second button, set to disabled\\\", \\\"disabled\\\": true}\\n var button3 = {\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 3\\\", \\\"cmd\\\": \\\"button3\\\", \\\"description\\\": \\\"This is the third button, set to enabled\\\", \\\"disabled\\\": false}\\n table.rows.push([button1, button2, button3])\\n LogStatus(\\\"`\\\" + JSON.stringify(table) + \\\"`\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\ndef main():\\n table = {\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"Status Bar Button Disable and Description Test\\\",\\n \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\", \\\"Column 3\\\"],\\n \\\"rows\\\": []\\n }\\n button1 = {\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 1\\\", \\\"cmd\\\": \\\"button1\\\", \\\"description\\\": \\\"This is the first button\\\"}\\n button2 = {\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 2\\\", \\\"cmd\\\": \\\"button2\\\", \\\"description\\\": \\\"This is the second button, set to disabled\\\", \\\"disabled\\\": True}\\n button3 = {\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 3\\\", \\\"cmd\\\": \\\"button3\\\", \\\"description\\\": \\\"This is the third button, set to enabled\\\", \\\"disabled\\\": False}\\n table[\\\"rows\\\"].append([button1, button2, button3])\\n LogStatus(\\\"`\\\" + json.dumps(table) + \\\"`\\\")\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n json table = R\\\"({\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"Status Bar Button Disable and Description Test\\\",\\n \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\", \\\"Column 3\\\"],\\n \\\"rows\\\": []\\n })\\\"_json;\\n json button1 = R\\\"({\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 1\\\", \\\"cmd\\\": \\\"button1\\\", \\\"description\\\": \\\"This is the first button\\\"})\\\"_json;\\n json button2 = R\\\"({\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 2\\\", \\\"cmd\\\": \\\"button2\\\", \\\"description\\\": \\\"This is the second button, set to disabled\\\", \\\"disabled\\\": true})\\\"_json;\\n json button3 = R\\\"({\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 3\\\", \\\"cmd\\\": \\\"button3\\\", \\\"description\\\": \\\"This is the third button, set to enabled\\\", \\\"disabled\\\": false})\\\"_json;\\n json arr = R\\\"([])\\\"_json;\\n arr.push_back(button1);\\n arr.push_back(button2);\\n arr.push_back(button3);\\n table[\\\"rows\\\"].push_back(arr);\\n LogStatus(\\\"`\\\" + table.dump() + \\\"`\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"Set status bar button disable and description features (legacy button structure):\"}, {\"examples\": [{\"code\": \"function test1() {\\n Log(\\\"Calling custom function\\\")\\n}\\n\\nfunction main() {\\n while (true) {\\n var table = {\\n type: 'table',\\n title: 'Operation',\\n cols: ['Column 1', 'Column 2', 'Action'],\\n rows: [\\n ['a', '1', {\\n 'type': 'button',\\n 'cmd': \\\"CoverAll\\\",\\n 'name': 'Close All'\\n }],\\n ['b', '1', {\\n 'type': 'button',\\n 'cmd': 10,\\n 'name': 'Send Number'\\n }],\\n ['c', '1', {\\n 'type': 'button',\\n 'cmd': _D(),\\n 'name': 'Call Function'\\n }],\\n ['d', '1', {\\n 'type': 'button',\\n 'cmd': 'test1',\\n 'name': 'Call Custom Function'\\n }]\\n ]\\n }\\n LogStatus(_D(), \\\"\\\\n\\\", '`' + JSON.stringify(table) + '`')\\n\\n var str_cmd = GetCommand()\\n if (str_cmd) {\\n Log(\\\"Received interaction data str_cmd:\\\", \\\"Type:\\\", typeof(str_cmd), \\\"Value:\\\", str_cmd)\\n if(str_cmd == \\\"test1\\\") {\\n test1()\\n }\\n }\\n\\n Sleep(500)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\ndef test1():\\n Log(\\\"Calling custom function\\\")\\n\\ndef main():\\n while True:\\n table = {\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"Operation\\\",\\n \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\", \\\"Action\\\"],\\n \\\"rows\\\": [\\n [\\\"a\\\", \\\"1\\\", {\\n \\\"type\\\": \\\"button\\\",\\n \\\"cmd\\\": \\\"CoverAll\\\",\\n \\\"name\\\": \\\"Close All\\\"\\n }],\\n [\\\"b\\\", \\\"1\\\", {\\n \\\"type\\\": \\\"button\\\",\\n \\\"cmd\\\": 10,\\n \\\"name\\\": \\\"Send Number\\\"\\n }],\\n [\\\"c\\\", \\\"1\\\", {\\n \\\"type\\\": \\\"button\\\",\\n \\\"cmd\\\": _D(),\\n \\\"name\\\": \\\"Call Function\\\"\\n }],\\n [\\\"d\\\", \\\"1\\\", {\\n \\\"type\\\": \\\"button\\\",\\n \\\"cmd\\\": \\\"test1\\\",\\n \\\"name\\\": \\\"Call Custom Function\\\"\\n }]\\n ]\\n }\\n\\n LogStatus(_D(), \\\"\\\\n\\\", \\\"`\\\" + json.dumps(table) + \\\"`\\\")\\n str_cmd = GetCommand()\\n if str_cmd:\\n Log(\\\"Received interaction data str_cmd\\\", \\\"Type:\\\", type(str_cmd), \\\"Value:\\\", str_cmd)\\n if str_cmd == \\\"test1\\\":\\n test1()\\n Sleep(500)\", \"lang\": \"python\"}, {\"code\": \"void test1() {\\n Log(\\\"Calling custom function\\\");\\n}\\n\\nvoid main() {\\n while(true) {\\n json table = R\\\"({\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"Operation\\\",\\n \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\", \\\"Action\\\"],\\n \\\"rows\\\": [\\n [\\\"a\\\", \\\"1\\\", {\\n \\\"type\\\": \\\"button\\\",\\n \\\"cmd\\\": \\\"CoverAll\\\",\\n \\\"name\\\": \\\"Close All\\\"\\n }],\\n [\\\"b\\\", \\\"1\\\", {\\n \\\"type\\\": \\\"button\\\",\\n \\\"cmd\\\": 10,\\n \\\"name\\\": \\\"Send Number\\\"\\n }],\\n [\\\"c\\\", \\\"1\\\", {\\n \\\"type\\\": \\\"button\\\",\\n \\\"cmd\\\": \\\"\\\",\\n \\\"name\\\": \\\"Call Function\\\"\\n }],\\n [\\\"d\\\", \\\"1\\\", {\\n \\\"type\\\": \\\"button\\\",\\n \\\"cmd\\\": \\\"test1\\\",\\n \\\"name\\\": \\\"Call Custom Function\\\"\\n }]\\n ]\\n })\\\"_json;\\n table[\\\"rows\\\"][2][2][\\\"cmd\\\"] = _D();\\n LogStatus(_D(), \\\"\\\\n\\\", \\\"`\\\" + table.dump() + \\\"`\\\");\\n auto str_cmd = GetCommand();\\n if(str_cmd != \\\"\\\") {\\n Log(\\\"Received interaction data str_cmd\\\", \\\"Type:\\\", typeid(str_cmd).name(), \\\"Value:\\\", str_cmd);\\n if(str_cmd == \\\"test1\\\") {\\n test1();\\n }\\n }\\n Sleep(500);\\n }\\n}\", \"lang\": \"cpp\"}], \"value\": \"Combined with the ```GetCommand()``` function to construct status bar button interaction functionality (legacy button structure):\"}, {\"examples\": [{\"code\": \"function main() {\\n var tbl = {\\n type: \\\"table\\\",\\n title: \\\"Operation\\\",\\n cols: [\\\"Column 1\\\", \\\"Column 2\\\"],\\n rows: [\\n [\\\"Open Position\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"open\\\", \\\"name\\\": \\\"Open\\\", \\\"input\\\": {\\\"name\\\": \\\"Quantity\\\", \\\"type\\\": \\\"number\\\", \\\"defValue\\\": 1}}],\\n [\\\"Close Position\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"Close All\\\"}]\\n ]\\n }\\n\\n LogStatus(_D(), \\\"\\\\n\\\", \\\"`\\\" + JSON.stringify(tbl) + \\\"`\\\")\\n while (true) {\\n var cmd = GetCommand()\\n if (cmd) {\\n Log(\\\"cmd:\\\", cmd)\\n }\\n Sleep(1000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\n\\ndef main():\\n tbl = {\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"Operation\\\",\\n \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\"],\\n \\\"rows\\\": [\\n [\\\"Open Position\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"open\\\", \\\"name\\\": \\\"Open\\\", \\\"input\\\": {\\\"name\\\": \\\"Quantity\\\", \\\"type\\\": \\\"number\\\", \\\"defValue\\\": 1}}],\\n [\\\"Close Position\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"Close All\\\"}]\\n ]\\n }\\n\\n LogStatus(_D(), \\\"\\\\n\\\", \\\"`\\\" + json.dumps(tbl) + \\\"`\\\")\\n while True:\\n cmd = GetCommand()\\n if cmd:\\n Log(\\\"cmd:\\\", cmd)\\n Sleep(1000)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n json tbl = R\\\"({\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"Operation\\\",\\n \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\"],\\n \\\"rows\\\": [\\n [\\\"Open Position\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"open\\\", \\\"name\\\": \\\"Open\\\", \\\"input\\\": {\\\"name\\\": \\\"Quantity\\\", \\\"type\\\": \\\"number\\\", \\\"defValue\\\": 1}}],\\n [\\\"Close Position\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"Close All\\\"}]\\n ]\\n })\\\"_json;\\n\\n LogStatus(_D(), \\\"\\\\n\\\", \\\"`\\\" + tbl.dump() + \\\"`\\\");\\n while(true) {\\n auto cmd = GetCommand();\\n if(cmd != \\\"\\\") {\\n Log(\\\"cmd:\\\", cmd);\\n }\\n Sleep(1000);\\n }\\n}\", \"lang\": \"cpp\"}], \"value\": \"When constructing status bar buttons for interaction, data input is also supported. The interaction command is ultimately captured by the ```GetCommand()``` function.\\n\\nAdd an ```input``` field to the data structure of the button control in the status bar (legacy button structure). For example, add ```\\\"input\\\": {\\\"name\\\": \\\"Quantity\\\", \\\"type\\\": \\\"number\\\", \\\"defValue\\\": 1}``` to ```{\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"open\\\", \\\"name\\\": \\\"Open\\\"}```. This allows the button to pop up a dialog with an input box control when clicked (the default value in the input box is 1, as set by ```defValue```). You can enter data and send it along with the button command. For example, when running the following test code, clicking the \\\"Open\\\" button will pop up a dialog with an input box. After entering 111 in the input box and clicking \\\"OK\\\", the ```GetCommand()``` function will capture the message: ```open:111```.\"}, {\"examples\": [{\"code\": \"function main() {\\n var tbl = {\\n type: \\\"table\\\",\\n title: \\\"Group Button Control Demo\\\",\\n cols: [\\\"Operation\\\"],\\n rows: []\\n }\\n\\n // Create group button control structure\\n var groupBtn = {\\n type: \\\"button\\\",\\n cmd: \\\"open\\\",\\n name: \\\"Open\\\",\\n group: [\\n {\\\"name\\\": \\\"orderType\\\", \\\"description\\\": \\\"下单方式|order type\\\", \\\"type\\\": \\\"selected\\\", \\\"defValue\\\": \\\"市价单|挂单\\\"},\\n {\\\"name\\\": \\\"tradePrice@orderType==1\\\", \\\"description\\\": \\\"交易价格|trade price\\\", \\\"type\\\": \\\"number\\\", \\\"defValue\\\": 100},\\n {\\\"name\\\": \\\"orderAmount\\\", \\\"description\\\": \\\"委托数量|order amount\\\", \\\"type\\\": \\\"string\\\", \\\"defValue\\\": 100},\\n {\\\"name\\\": \\\"boolean\\\", \\\"description\\\": \\\"是/否|boolean\\\", \\\"type\\\": \\\"boolean\\\", \\\"defValue\\\": true}\\n ]\\n }\\n\\n // Test button 1\\n var testBtn1 = {\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 1\\\", \\\"cmd\\\": \\\"button1\\\", \\\"description\\\": \\\"This is the first button\\\"}\\n var testBtn2 = {\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 2\\\", \\\"cmd\\\": \\\"button2\\\", \\\"description\\\": \\\"This is the second button\\\", \\\"input\\\": {\\\"name\\\": \\\"Quantity\\\", \\\"type\\\": \\\"number\\\", \\\"defValue\\\": 1}}\\n\\n // Add groupBtn to tbl\\n tbl.rows.push([groupBtn])\\n // Supports setting multiple buttons in a single cell of the status bar table, i.e., the data in a cell is an array of button structures: [testBtn1, testBtn2]\\n tbl.rows.push([[testBtn1, testBtn2]])\\n\\n while (true) {\\n LogStatus(\\\"`\\\" + JSON.stringify(tbl) + \\\"`\\\", \\\"\\\\n\\\", \\\"Group button controls can be set directly on the status bar in addition to status bar tables:\\\", \\\"`\\\" + JSON.stringify(groupBtn) + \\\"`\\\")\\n var cmd = GetCommand()\\n if (cmd) {\\n Log(\\\"cmd:\\\", cmd)\\n }\\n Sleep(5000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\n\\ndef main():\\n tbl = {\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"Group Button Control Demo\\\",\\n \\\"cols\\\": [\\\"Operation\\\"],\\n \\\"rows\\\": []\\n }\\n\\n groupBtn = {\\n \\\"type\\\": \\\"button\\\",\\n \\\"cmd\\\": \\\"open\\\",\\n \\\"name\\\": \\\"Open\\\",\\n \\\"group\\\": [\\n {\\\"name\\\": \\\"orderType\\\", \\\"description\\\": \\\"下单方式|order type\\\", \\\"type\\\": \\\"selected\\\", \\\"defValue\\\": \\\"市价单|挂单\\\"},\\n {\\\"name\\\": \\\"tradePrice@orderType==1\\\", \\\"description\\\": \\\"交易价格|trade price\\\", \\\"type\\\": \\\"number\\\", \\\"defValue\\\": 100},\\n {\\\"name\\\": \\\"orderAmount\\\", \\\"description\\\": \\\"委托数量|order amount\\\", \\\"type\\\": \\\"string\\\", \\\"defValue\\\": 100},\\n {\\\"name\\\": \\\"boolean\\\", \\\"description\\\": \\\"是/否|boolean\\\", \\\"type\\\": \\\"boolean\\\", \\\"defValue\\\": True}\\n ]\\n }\\n\\n testBtn1 = {\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 1\\\", \\\"cmd\\\": \\\"button1\\\", \\\"description\\\": \\\"This is the first button\\\"}\\n testBtn2 = {\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 2\\\", \\\"cmd\\\": \\\"button2\\\", \\\"description\\\": \\\"This is the second button\\\", \\\"input\\\": {\\\"name\\\": \\\"Quantity\\\", \\\"type\\\": \\\"number\\\", \\\"defValue\\\": 1}}\\n\\n tbl[\\\"rows\\\"].append([groupBtn])\\n tbl[\\\"rows\\\"].append([[testBtn1, testBtn2]])\\n\\n while True:\\n LogStatus(\\\"`\\\" + json.dumps(tbl) + \\\"`\\\", \\\"\\\\n\\\", \\\"Group button controls can be set directly on the status bar in addition to status bar tables:\\\", \\\"`\\\" + json.dumps(groupBtn) + \\\"`\\\")\\n cmd = GetCommand()\\n if cmd:\\n Log(\\\"cmd:\\\", cmd)\\n Sleep(5000)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n json tbl = R\\\"({\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"Group Button Control Demo\\\",\\n \\\"cols\\\": [\\\"Operation\\\"],\\n \\\"rows\\\": []\\n })\\\"_json;\\n\\n json groupBtn = R\\\"({\\n \\\"type\\\": \\\"button\\\",\\n \\\"name\\\": \\\"Open\\\",\\n \\\"cmd\\\": \\\"open\\\",\\n \\\"group\\\": [\\n {\\\"name\\\": \\\"orderType\\\", \\\"description\\\": \\\"下单方式|order type\\\", \\\"type\\\": \\\"selected\\\", \\\"defValue\\\": \\\"市价单|挂单\\\"},\\n {\\\"name\\\": \\\"tradePrice@orderType==1\\\", \\\"description\\\": \\\"交易价格|trade price\\\", \\\"type\\\": \\\"number\\\", \\\"defValue\\\": 100},\\n {\\\"name\\\": \\\"orderAmount\\\", \\\"description\\\": \\\"委托数量|order amount\\\", \\\"type\\\": \\\"string\\\", \\\"defValue\\\": 100},\\n {\\\"name\\\": \\\"boolean\\\", \\\"description\\\": \\\"是/否|boolean\\\", \\\"type\\\": \\\"boolean\\\", \\\"defValue\\\": true}\\n ]})\\\"_json;\\n\\n json testBtn1 = R\\\"({\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 1\\\", \\\"cmd\\\": \\\"button1\\\", \\\"description\\\": \\\"This is the first button\\\"})\\\"_json;\\n json testBtn2 = R\\\"({\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 2\\\", \\\"cmd\\\": \\\"button2\\\", \\\"description\\\": \\\"This is the second button\\\", \\\"input\\\": {\\\"name\\\": \\\"Quantity\\\", \\\"type\\\": \\\"number\\\", \\\"defValue\\\": 1}})\\\"_json;\\n\\n tbl[\\\"rows\\\"].push_back({groupBtn});\\n tbl[\\\"rows\\\"].push_back({{testBtn1, testBtn2}});\\n\\n while(true) {\\n LogStatus(\\\"`\\\" + tbl.dump() + \\\"`\\\", \\\"\\\\n\\\", \\\"Group button controls can be set directly on the status bar in addition to status bar tables:\\\", \\\"`\\\" + groupBtn.dump() + \\\"`\\\");\\n auto cmd = GetCommand();\\n if(cmd != \\\"\\\") {\\n Log(\\\"cmd:\\\", cmd);\\n }\\n Sleep(5000);\\n }\\n}\", \"lang\": \"cpp\"}], \"value\": \"Supports group button controls (legacy button structure), with functionality identical to **status bar buttons with input data support** (configured using the \\\"input\\\" field). Interactive commands are ultimately captured by the ```GetCommand()``` function. The difference is that it uses the ```\\\"group\\\"``` field for configuration. When clicking the button triggers an interaction, the dialog box that pops up on the page contains a **group** of configured input controls, allowing you to input a set of data at once.\\n\\nRegarding the ```\\\"group\\\"``` field in status bar button controls and group button control structures, note the following:\\n- The ```type``` attribute in group only supports the following 4 types, and the ```defValue``` attribute is the default value.\\n \\\"selected\\\": Dropdown control, use the ```|``` symbol to separate each option in the dropdown.\\n \\\"number\\\": Numeric input box control.\\n \\\"string\\\": String input box control.\\n \\\"boolean\\\": Checkbox control, checked is boolean true, unchecked is boolean false.\\n- Interactive input controls support dependency settings:\\n For example, in the following example: ```\\\"name\\\": \\\"tradePrice@orderType==1\\\"``` setting, this makes the **trade price** (```tradePrice```) input control only available when the **order type** (orderType) dropdown control is set to **limit order**.\\n- Interactive input control names support bilingual settings:\\n For example, in the following example: \\\"description\\\": \\\"下单方式|order type\\\" setting, use the ```|``` symbol to separate Chinese and English descriptions.\\n- Although the ```name``` and ```description``` fields in group have the same field names as those in the button structure, their definitions are different.\\n The ```name``` in group also has a different definition from the ```name``` in input.\\n- After a group button control is triggered, the format of the sent interactive content is: the button's cmd field value, and group field related data. For example, when testing the following example, the content output by the ```Log(\\\"cmd:\\\", cmd)``` statement:\\n ```cmd: open:{\\\"orderType\\\":1,\\\"tradePrice\\\":99,\\\"orderAmount\\\":\\\"99\\\",\\\"boolean\\\":true}```, which is the content returned by the ```GetCommand()``` function when an interactive operation occurs: ```open:{\\\"orderType\\\":1,\\\"tradePrice\\\":99,\\\"orderAmount\\\":\\\"99\\\",\\\"boolean\\\":true}```.\\n- The ```type``` attribute of button controls only supports: ```\\\"button\\\"```:\\n Button controls that support input data, i.e., controls with the ```input``` attribute set, the ```type``` attribute in the ```input``` field configuration supports multiple control types.\\n\\nRefer to the following example:\"}, {\"examples\": [{\"code\": \"function main() {\\n // The dropdown control in the page triggered by the status bar button control (implemented by setting the input field) testBtn1 button uses the options field to set options and the defValue field to set the default option. This differs from other examples in this chapter that directly use defValue to set options.\\n var testBtn1 = {\\n type: \\\"button\\\",\\n name: \\\"testBtn1\\\",\\n cmd: \\\"cmdTestBtn1\\\",\\n input: {name: \\\"testBtn1ComboBox\\\", type: \\\"selected\\\", options: [\\\"A\\\", \\\"B\\\"], defValue: 1}\\n }\\n\\n /*\\n The dropdown control in the page triggered by the status bar button control (implemented by setting the input field) testBtn2 button uses the options field to set options. The options in the options field not only support strings,\\n but also support using the ```{text: \\\"description\\\", value: \\\"value\\\"}``` structure. Use the defValue field to set the default option, which can be multi-select (implemented through an array structure). Multi-select requires setting the additional field multiple to a truthy value (true).\\n */\\n var testBtn2 = {\\n type: \\\"button\\\",\\n name: \\\"testBtn2\\\",\\n cmd: \\\"cmdTestBtn2\\\",\\n input: {\\n name: \\\"testBtn2MultiComboBox\\\",\\n type: \\\"selected\\\",\\n description: \\\"Implement multi-select dropdown\\\",\\n options: [{text: \\\"Option A\\\", value: \\\"A\\\"}, {text: \\\"Option B\\\", value: \\\"B\\\"}, {text: \\\"Option C\\\", value: \\\"C\\\"}],\\n defValue: [\\\"A\\\", \\\"C\\\"],\\n multiple: true\\n }\\n }\\n\\n // The dropdown control in the page triggered by the status bar group button control (implemented by setting the group field) testBtn3 button uses the options field to set options, and also supports directly using defValue to set options.\\n var testBtn3 = {\\n type: \\\"button\\\",\\n name: \\\"testBtn3\\\",\\n cmd: \\\"cmdTestBtn3\\\",\\n group: [\\n {name: \\\"comboBox1\\\", label: \\\"labelComboBox1\\\", description: \\\"Dropdown 1\\\", type: \\\"selected\\\", defValue: 1, options: [\\\"A\\\", \\\"B\\\"]},\\n {name: \\\"comboBox2\\\", label: \\\"labelComboBox2\\\", description: \\\"Dropdown 2\\\", type: \\\"selected\\\", defValue: \\\"A|B\\\"},\\n {name: \\\"comboBox3\\\", label: \\\"labelComboBox3\\\", description: \\\"Dropdown 3\\\", type: \\\"selected\\\", defValue: [0, 2], multiple: true, options: [\\\"A\\\", \\\"B\\\", \\\"C\\\"]},\\n {\\n name: \\\"comboBox4\\\",\\n label: \\\"labelComboBox4\\\",\\n description: \\\"Dropdown 4\\\",\\n type: \\\"selected\\\",\\n defValue: [\\\"A\\\", \\\"C\\\"],\\n multiple: true,\\n options: [{text: \\\"Option A\\\", value: \\\"A\\\"}, {text: \\\"Option B\\\", value: \\\"B\\\"}, {text: \\\"Option C\\\", value: \\\"C\\\"}, {text: \\\"Option D\\\", value: \\\"D\\\"}]\\n }\\n ]\\n }\\n while (true) {\\n LogStatus(\\\"`\\\" + JSON.stringify(testBtn1) + \\\"`\\\\n\\\", \\\"`\\\" + JSON.stringify(testBtn2) + \\\"`\\\\n\\\", \\\"`\\\" + JSON.stringify(testBtn3) + \\\"`\\\\n\\\")\\n var cmd = GetCommand()\\n if (cmd) {\\n Log(cmd)\\n }\\n Sleep(5000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\n\\ndef main():\\n testBtn1 = {\\n \\\"type\\\": \\\"button\\\",\\n \\\"name\\\": \\\"testBtn1\\\",\\n \\\"cmd\\\": \\\"cmdTestBtn1\\\",\\n \\\"input\\\": {\\\"name\\\": \\\"testBtn1ComboBox\\\", \\\"type\\\": \\\"selected\\\", \\\"options\\\": [\\\"A\\\", \\\"B\\\"], \\\"defValue\\\": 1}\\n }\\n\\n testBtn2 = {\\n \\\"type\\\": \\\"button\\\",\\n \\\"name\\\": \\\"testBtn2\\\",\\n \\\"cmd\\\": \\\"cmdTestBtn2\\\",\\n \\\"input\\\": {\\n \\\"name\\\": \\\"testBtn2MultiComboBox\\\",\\n \\\"type\\\": \\\"selected\\\",\\n \\\"description\\\": \\\"Implement multi-select dropdown\\\",\\n \\\"options\\\": [{\\\"text\\\": \\\"Option A\\\", \\\"value\\\": \\\"A\\\"}, {\\\"text\\\": \\\"Option B\\\", \\\"value\\\": \\\"B\\\"}, {\\\"text\\\": \\\"Option C\\\", \\\"value\\\": \\\"C\\\"}],\\n \\\"defValue\\\": [\\\"A\\\", \\\"C\\\"],\\n \\\"multiple\\\": True\\n }\\n }\\n\\n testBtn3 = {\\n \\\"type\\\": \\\"button\\\",\\n \\\"name\\\": \\\"testBtn3\\\",\\n \\\"cmd\\\": \\\"cmdTestBtn3\\\",\\n \\\"group\\\": [\\n {\\\"name\\\": \\\"comboBox1\\\", \\\"label\\\": \\\"labelComboBox1\\\", \\\"description\\\": \\\"Dropdown 1\\\", \\\"type\\\": \\\"selected\\\", \\\"defValue\\\": 1, \\\"options\\\": [\\\"A\\\", \\\"B\\\"]},\\n {\\\"name\\\": \\\"comboBox2\\\", \\\"label\\\": \\\"labelComboBox2\\\", \\\"description\\\": \\\"Dropdown 2\\\", \\\"type\\\": \\\"selected\\\", \\\"defValue\\\": \\\"A|B\\\"},\\n {\\\"name\\\": \\\"comboBox3\\\", \\\"label\\\": \\\"labelComboBox3\\\", \\\"description\\\": \\\"Dropdown 3\\\", \\\"type\\\": \\\"selected\\\", \\\"defValue\\\": [0, 2], \\\"multiple\\\": True, \\\"options\\\": [\\\"A\\\", \\\"B\\\", \\\"C\\\"]},\\n {\\n \\\"name\\\": \\\"comboBox4\\\",\\n \\\"label\\\": \\\"labelComboBox4\\\",\\n \\\"description\\\": \\\"Dropdown 4\\\",\\n \\\"type\\\": \\\"selected\\\",\\n \\\"defValue\\\": [\\\"A\\\", \\\"C\\\"],\\n \\\"multiple\\\": True,\\n \\\"options\\\": [{\\\"text\\\": \\\"Option A\\\", \\\"value\\\": \\\"A\\\"}, {\\\"text\\\": \\\"Option B\\\", \\\"value\\\": \\\"B\\\"}, {\\\"text\\\": \\\"Option C\\\", \\\"value\\\": \\\"C\\\"}, {\\\"text\\\": \\\"Option D\\\", \\\"value\\\": \\\"D\\\"}]\\n }\\n ]\\n }\\n\\n while True:\\n LogStatus(\\\"`\\\" + json.dumps(testBtn1) + \\\"`\\\\n\\\", \\\"`\\\" + json.dumps(testBtn2) + \\\"`\\\\n\\\", \\\"`\\\" + json.dumps(testBtn3) + \\\"`\\\\n\\\")\\n cmd = GetCommand()\\n if cmd:\\n Log(cmd)\\n Sleep(5000)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n json testBtn1 = R\\\"({\\n \\\"type\\\": \\\"button\\\",\\n \\\"name\\\": \\\"testBtn1\\\",\\n \\\"cmd\\\": \\\"cmdTestBtn1\\\",\\n \\\"input\\\": {\\\"name\\\": \\\"testBtn1ComboBox\\\", \\\"type\\\": \\\"selected\\\", \\\"options\\\": [\\\"A\\\", \\\"B\\\"], \\\"defValue\\\": 1}\\n })\\\"_json;\\n\\n json testBtn2 = R\\\"({\\n \\\"type\\\": \\\"button\\\",\\n \\\"name\\\": \\\"testBtn2\\\",\\n \\\"cmd\\\": \\\"cmdTestBtn2\\\",\\n \\\"input\\\": {\\n \\\"name\\\": \\\"testBtn2MultiComboBox\\\",\\n \\\"type\\\": \\\"selected\\\",\\n \\\"description\\\": \\\"Implement multi-select dropdown\\\",\\n \\\"options\\\": [{\\\"text\\\": \\\"Option A\\\", \\\"value\\\": \\\"A\\\"}, {\\\"text\\\": \\\"Option B\\\", \\\"value\\\": \\\"B\\\"}, {\\\"text\\\": \\\"Option C\\\", \\\"value\\\": \\\"C\\\"}],\\n \\\"defValue\\\": [\\\"A\\\", \\\"C\\\"],\\n \\\"multiple\\\": true\\n }\\n })\\\"_json;\\n\\n json testBtn3 = R\\\"({\\n \\\"type\\\": \\\"button\\\",\\n \\\"name\\\": \\\"testBtn3\\\",\\n \\\"cmd\\\": \\\"cmdTestBtn3\\\",\\n \\\"group\\\": [\\n {\\\"name\\\": \\\"comboBox1\\\", \\\"label\\\": \\\"labelComboBox1\\\", \\\"description\\\": \\\"Dropdown 1\\\", \\\"type\\\": \\\"selected\\\", \\\"defValue\\\": 1, \\\"options\\\": [\\\"A\\\", \\\"B\\\"]},\\n {\\\"name\\\": \\\"comboBox2\\\", \\\"label\\\": \\\"labelComboBox2\\\", \\\"description\\\": \\\"Dropdown 2\\\", \\\"type\\\": \\\"selected\\\", \\\"defValue\\\": \\\"A|B\\\"},\\n {\\\"name\\\": \\\"comboBox3\\\", \\\"label\\\": \\\"labelComboBox3\\\", \\\"description\\\": \\\"Dropdown 3\\\", \\\"type\\\": \\\"selected\\\", \\\"defValue\\\": [0, 2], \\\"multiple\\\": true, \\\"options\\\": [\\\"A\\\", \\\"B\\\", \\\"C\\\"]},\\n {\\n \\\"name\\\": \\\"comboBox4\\\",\\n \\\"label\\\": \\\"labelComboBox4\\\",\\n \\\"description\\\": \\\"Dropdown 4\\\",\\n \\\"type\\\": \\\"selected\\\",\\n \\\"defValue\\\": [\\\"A\\\", \\\"C\\\"],\\n \\\"multiple\\\": true,\\n \\\"options\\\": [{\\\"text\\\": \\\"Option A\\\", \\\"value\\\": \\\"A\\\"}, {\\\"text\\\": \\\"Option B\\\", \\\"value\\\": \\\"B\\\"}, {\\\"text\\\": \\\"Option C\\\", \\\"value\\\": \\\"C\\\"}, {\\\"text\\\": \\\"Option D\\\", \\\"value\\\": \\\"D\\\"}]\\n }\\n ]\\n })\\\"_json;\\n\\n while (true) {\\n LogStatus(\\\"`\\\" + testBtn1.dump() + \\\"`\\\\n\\\", \\\"`\\\" + testBtn2.dump() + \\\"`\\\\n\\\", \\\"`\\\" + testBtn3.dump() + \\\"`\\\\n\\\");\\n auto cmd = GetCommand();\\n if (cmd != \\\"\\\") {\\n Log(cmd);\\n }\\n Sleep(5000);\\n }\\n}\", \"lang\": \"cpp\"}], \"value\": \"When the status bar group button control (implemented by setting the ```group``` field) and the status bar button control (implemented by setting the ```input``` field) are clicked to trigger interaction (legacy button structure), the dropdown control in the dialog box that pops up on the page also supports multi-select. The following example demonstrates how to design a dropdown control with multi-select options:\"}, {\"examples\": [{\"code\": \"var symbols = [\\\"BTC_USDT.swap\\\", \\\"ETH_USDT.swap\\\", \\\"LTC_USDT.swap\\\", \\\"BNB_USDT.swap\\\", \\\"SOL_USDT.swap\\\"]\\n\\nfunction createBtn(tmp, group) {\\n var btn = JSON.parse(JSON.stringify(tmp))\\n\\n _.each(group, function(eleByGroup) {\\n btn[\\\"group\\\"].unshift(eleByGroup)\\n })\\n\\n return btn\\n}\\n\\nfunction main() {\\n var arrManager = []\\n\\n _.each(symbols, function(symbol) {\\n arrManager.push({\\n \\\"symbol\\\": symbol,\\n })\\n })\\n\\n // Btn\\n var tmpBtnOpen = {\\n \\\"type\\\": \\\"button\\\",\\n \\\"cmd\\\": \\\"open\\\",\\n \\\"name\\\": \\\"Open Position\\\",\\n \\\"group\\\": [{\\n \\\"type\\\": \\\"selected\\\",\\n \\\"name\\\": \\\"tradeType\\\",\\n \\\"label\\\": \\\"Order Type\\\",\\n \\\"description\\\": \\\"Market order, Limit order\\\",\\n \\\"default\\\": 0,\\n \\\"group\\\": \\\"Trade Settings\\\",\\n \\\"settings\\\": {\\n \\\"options\\\": [\\\"Market Order\\\", \\\"Limit Order\\\"],\\n \\\"required\\\": true,\\n }\\n }, {\\n \\\"type\\\": \\\"selected\\\",\\n \\\"name\\\": \\\"direction\\\",\\n \\\"label\\\": \\\"Trade Direction\\\",\\n \\\"description\\\": \\\"Buy, Sell\\\",\\n \\\"default\\\": \\\"buy\\\",\\n \\\"group\\\": \\\"Trade Settings\\\",\\n \\\"settings\\\": {\\n \\\"render\\\": \\\"segment\\\",\\n \\\"required\\\": true,\\n \\\"options\\\": [{\\\"name\\\": \\\"Buy\\\", \\\"value\\\": \\\"buy\\\"}, {\\\"name\\\": \\\"Sell\\\", \\\"value\\\": \\\"sell\\\"}],\\n }\\n }, {\\n \\\"type\\\": \\\"number\\\",\\n \\\"name\\\": \\\"price\\\",\\n \\\"label\\\": \\\"Price\\\",\\n \\\"description\\\": \\\"Order price\\\",\\n \\\"group\\\": \\\"Trade Settings\\\",\\n \\\"filter\\\": \\\"tradeType==1\\\",\\n \\\"settings\\\": {\\n \\\"required\\\": true,\\n }\\n }, {\\n \\\"type\\\": \\\"number\\\",\\n \\\"name\\\": \\\"amount\\\",\\n \\\"label\\\": \\\"Order Amount\\\",\\n \\\"description\\\": \\\"Order amount\\\",\\n \\\"group\\\": \\\"Trade Settings\\\",\\n \\\"settings\\\": {\\n \\\"required\\\": true,\\n }\\n }],\\n }\\n\\n while (true) {\\n var tbl = {\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"dashboard\\\", \\\"cols\\\": [\\\"symbol\\\", \\\"actionOpen\\\"], \\\"rows\\\": []}\\n\\n _.each(arrManager, function(m) {\\n var btnOpen = createBtn(tmpBtnOpen, [{\\\"type\\\": \\\"string\\\", \\\"name\\\": \\\"symbol\\\", \\\"label\\\": \\\"Symbol\\\", \\\"default\\\": m[\\\"symbol\\\"], \\\"settings\\\": {\\\"required\\\": true}}])\\n tbl[\\\"rows\\\"].push([m[\\\"symbol\\\"], btnOpen])\\n })\\n\\n var cmd = GetCommand()\\n if (cmd) {\\n Log(\\\"Received interaction:\\\", cmd)\\n\\n // Parse interaction message: open:{\\\"symbol\\\":\\\"LTC_USDT.swap\\\",\\\"tradeType\\\":0,\\\"direction\\\":\\\"buy\\\",\\\"amount\\\":111}\\n // Determine which button template triggered the message based on the command before the first colon\\n var arrCmd = cmd.split(\\\":\\\", 2)\\n if (arrCmd[0] == \\\"open\\\") {\\n var msg = JSON.parse(cmd.slice(5))\\n Log(\\\"Symbol:\\\", msg[\\\"symbol\\\"], \\\", Direction:\\\", msg[\\\"direction\\\"], \\\", Order type:\\\", msg[\\\"tradeType\\\"] == 0 ? \\\"Market order\\\" : \\\"Limit order\\\", msg[\\\"tradeType\\\"] == 0 ? \\\", Price: Current market price\\\" : \\\", Price:\\\" + msg[\\\"price\\\"], \\\", Amount:\\\", msg[\\\"amount\\\"])\\n }\\n }\\n\\n LogStatus(_D(), \\\"\\\\n\\\", \\\"`\\\" + JSON.stringify(tbl) + \\\"`\\\")\\n Sleep(1000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\n\\nsymbols = [\\\"BTC_USDT.swap\\\", \\\"ETH_USDT.swap\\\", \\\"LTC_USDT.swap\\\", \\\"BNB_USDT.swap\\\", \\\"SOL_USDT.swap\\\"]\\n\\ndef createBtn(tmp, group):\\n btn = json.loads(json.dumps(tmp))\\n for eleByGroup in group:\\n btn[\\\"group\\\"].insert(0, eleByGroup)\\n return btn\\n\\ndef main():\\n arrManager = []\\n\\n for symbol in symbols:\\n arrManager.append({\\\"symbol\\\": symbol})\\n\\n # Btn\\n tmpBtnOpen = {\\n \\\"type\\\": \\\"button\\\",\\n \\\"cmd\\\": \\\"open\\\",\\n \\\"name\\\": \\\"Open Position\\\",\\n \\\"group\\\": [{\\n \\\"type\\\": \\\"selected\\\",\\n \\\"name\\\": \\\"tradeType\\\",\\n \\\"label\\\": \\\"Order Type\\\",\\n \\\"description\\\": \\\"Market order, Limit order\\\",\\n \\\"default\\\": 0,\\n \\\"group\\\": \\\"Trade Settings\\\",\\n \\\"settings\\\": {\\n \\\"options\\\": [\\\"Market Order\\\", \\\"Limit Order\\\"],\\n \\\"required\\\": True,\\n }\\n }, {\\n \\\"type\\\": \\\"selected\\\",\\n \\\"name\\\": \\\"direction\\\",\\n \\\"label\\\": \\\"Trade Direction\\\",\\n \\\"description\\\": \\\"Buy, Sell\\\",\\n \\\"default\\\": \\\"buy\\\",\\n \\\"group\\\": \\\"Trade Settings\\\",\\n \\\"settings\\\": {\\n \\\"render\\\": \\\"segment\\\",\\n \\\"required\\\": True,\\n \\\"options\\\": [{\\\"name\\\": \\\"Buy\\\", \\\"value\\\": \\\"buy\\\"}, {\\\"name\\\": \\\"Sell\\\", \\\"value\\\": \\\"sell\\\"}],\\n }\\n }, {\\n \\\"type\\\": \\\"number\\\",\\n \\\"name\\\": \\\"price\\\",\\n \\\"label\\\": \\\"Price\\\",\\n \\\"description\\\": \\\"Order price\\\",\\n \\\"group\\\": \\\"Trade Settings\\\",\\n \\\"filter\\\": \\\"tradeType==1\\\",\\n \\\"settings\\\": {\\n \\\"required\\\": True,\\n }\\n }, {\\n \\\"type\\\": \\\"number\\\",\\n \\\"name\\\": \\\"amount\\\",\\n \\\"label\\\": \\\"Order Amount\\\",\\n \\\"description\\\": \\\"Order amount\\\",\\n \\\"group\\\": \\\"Trade Settings\\\",\\n \\\"settings\\\": {\\n \\\"required\\\": True,\\n }\\n }],\\n }\\n\\n while True:\\n tbl = {\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"dashboard\\\", \\\"cols\\\": [\\\"symbol\\\", \\\"actionOpen\\\"], \\\"rows\\\": []}\\n for m in arrManager:\\n btnOpen = createBtn(tmpBtnOpen, [{\\\"type\\\": \\\"string\\\", \\\"name\\\": \\\"symbol\\\", \\\"label\\\": \\\"Symbol\\\", \\\"default\\\": m[\\\"symbol\\\"], \\\"settings\\\": {\\\"required\\\": True}}])\\n tbl[\\\"rows\\\"].append([m[\\\"symbol\\\"], btnOpen])\\n\\n cmd = GetCommand()\\n\\n if cmd != \\\"\\\" and cmd != None:\\n Log(\\\"Received interaction:\\\", cmd)\\n\\n # Parse interaction message: open:{\\\"symbol\\\":\\\"LTC_USDT.swap\\\",\\\"tradeType\\\":0,\\\"direction\\\":\\\"buy\\\",\\\"amount\\\":111}\\n # Determine which button template triggered the message based on the command before the first colon\\n arrCmd = cmd.split(\\\":\\\")\\n if arrCmd[0] == \\\"open\\\":\\n msg = json.loads(cmd[5:])\\n Log(\\\"Symbol:\\\", msg[\\\"symbol\\\"], \\\", Direction:\\\", msg[\\\"direction\\\"], \\\", Order type:\\\", \\\"Market order\\\" if msg[\\\"tradeType\\\"] == 0 else \\\"Limit order\\\", \\\", Price: Current market price\\\" if msg[\\\"tradeType\\\"] == 0 else \\\", Price:\\\" + str(msg[\\\"price\\\"]), \\\", Amount:\\\", msg[\\\"amount\\\"])\\n\\n # Output status bar information\\n LogStatus(_D(), \\\"\\\\n\\\", \\\"`\\\" + json.dumps(tbl) + \\\"`\\\")\\n Sleep(1000)\", \"lang\": \"python\"}, {\"code\": \"// Omitted...\", \"lang\": \"cpp\"}], \"value\": \"Using the latest button structure, construct buttons in the status bar table. When clicking a button triggers an interaction, a multi-control popup will appear.\\n\\nFor detailed information, please refer to: [User Guide - Interactive Controls in Status Bar](https://www.fmz.com/user-guide#%E7%8A%B6%E6%80%81%E6%A0%8F%E4%B8%AD%E7%9A%84%E4%BA%A4%E4%BA%92%E6%8E%A7%E4%BB%B6).\"}, {\"examples\": [{\"code\": \"function main() {\\n var table = {\\n type: 'table',\\n title: 'Position Operation',\\n cols: ['Column 1', 'Column 2', 'Action'],\\n rows: [\\n ['abc', 'def', {'type':'button', 'cmd': 'coverAll', 'name': 'Close'}]\\n ]\\n }\\n var ticker = exchange.GetTicker()\\n // Add a row of data, merge the first and second cells, and output the ticker variable in the merged cell\\n table.rows.push([{body : JSON.stringify(ticker), colspan : 2}, \\\"abc\\\"])\\n LogStatus('`' + JSON.stringify(table) + '`')\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\ndef main():\\n table = {\\n \\\"type\\\" : \\\"table\\\",\\n \\\"title\\\" : \\\"Position Operation\\\",\\n \\\"cols\\\" : [\\\"Column 1\\\", \\\"Column 2\\\", \\\"Action\\\"],\\n \\\"rows\\\" : [\\n [\\\"abc\\\", \\\"def\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"Close\\\"}]\\n ]\\n }\\n ticker = exchange.GetTicker()\\n table[\\\"rows\\\"].append({\\\"body\\\": json.dumps(ticker), \\\"colspan\\\": 2}, \\\"abc\\\"])\\n LogStatus(\\\"`\\\" + json.dumps(table) + \\\"`\\\")\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n json table = R\\\"({\\n \\\"type\\\" : \\\"table\\\",\\n \\\"title\\\" : \\\"Position Operation\\\",\\n \\\"cols\\\" : [\\\"Column 1\\\", \\\"Column 2\\\", \\\"Action\\\"],\\n \\\"rows\\\" : [\\n [\\\"abc\\\", \\\"def\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"Close\\\"}]\\n ]\\n })\\\"_json;\\n\\n auto ticker = exchange.GetTicker();\\n json jsonTicker = R\\\"({\\\"Buy\\\": 0, \\\"Sell\\\": 0, \\\"High\\\": 0, \\\"Low\\\": 0, \\\"Volume\\\": 0, \\\"Last\\\": 0, \\\"Time\\\": 0})\\\"_json;\\n jsonTicker[\\\"Buy\\\"] = ticker.Buy;\\n jsonTicker[\\\"Sell\\\"] = ticker.Sell;\\n jsonTicker[\\\"Last\\\"] = ticker.Last;\\n jsonTicker[\\\"Volume\\\"] = ticker.Volume;\\n jsonTicker[\\\"Time\\\"] = ticker.Time;\\n jsonTicker[\\\"High\\\"] = ticker.High;\\n jsonTicker[\\\"Low\\\"] = ticker.Low;\\n\\n json arr = R\\\"([{\\\"body\\\": {}, \\\"colspan\\\": 2}, \\\"abc\\\"])\\\"_json;\\n arr[0][\\\"body\\\"] = jsonTicker;\\n table[\\\"rows\\\"].push_back(arr);\\n LogStatus(\\\"`\\\" + table.dump() + \\\"`\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"Horizontally merge cells in the table drawn by the ```LogStatus()``` function:\"}, {\"examples\": [{\"code\": \"function main() {\\n var table = {\\n type: 'table',\\n title: 'Table Demo',\\n cols: ['Column A', 'Column B', 'Column C'],\\n rows: [\\n ['A1', 'B1', {'type':'button', 'cmd': 'coverAll', 'name': 'C1'}]\\n ]\\n }\\n\\n var ticker = exchange.GetTicker()\\n var name = exchange.GetName()\\n\\n table.rows.push([{body : \\\"A2 + B2:\\\" + JSON.stringify(ticker), colspan : 2}, \\\"C2\\\"])\\n table.rows.push([{body : \\\"A3 + A4 + A5:\\\" + name, rowspan : 3}, \\\"B3\\\", \\\"C3\\\"])\\n // A3 is merged by the first cell of the previous row\\n table.rows.push([\\\"B4\\\", \\\"C4\\\"])\\n // A4 is merged by the first cell of the previous row\\n table.rows.push([\\\"B5\\\", \\\"C5\\\"])\\n table.rows.push([\\\"A6\\\", \\\"B6\\\", \\\"C6\\\"])\\n LogStatus('`' + JSON.stringify(table) + '`')\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\ndef main():\\n table = {\\n \\\"type\\\" : \\\"table\\\",\\n \\\"title\\\" : \\\"Table Demo\\\",\\n \\\"cols\\\" : [\\\"Column A\\\", \\\"Column B\\\", \\\"Column C\\\"],\\n \\\"rows\\\" : [\\n [\\\"A1\\\", \\\"B1\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"C1\\\"}]\\n ]\\n }\\n\\n ticker = exchange.GetTicker()\\n name = exchange.GetName()\\n\\n table[\\\"rows\\\"].append([{\\\"body\\\": \\\"A2 + B2:\\\" + json.dumps(ticker), \\\"colspan\\\": 2}, \\\"C2\\\"])\\n table[\\\"rows\\\"].append([{\\\"body\\\": \\\"A3 + A4 + A5:\\\" + name, \\\"rowspan\\\": 3}, \\\"B3\\\", \\\"C3\\\"])\\n table[\\\"rows\\\"].append([\\\"B4\\\", \\\"C4\\\"])\\n table[\\\"rows\\\"].append([\\\"B5\\\", \\\"C5\\\"])\\n table[\\\"rows\\\"].append([\\\"A6\\\", \\\"B6\\\", \\\"C6\\\"])\\n LogStatus(\\\"`\\\" + json.dumps(table) + \\\"`\\\")\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n json table = R\\\"({\\n \\\"type\\\" : \\\"table\\\",\\n \\\"title\\\" : \\\"Table Demo\\\",\\n \\\"cols\\\" : [\\\"Column A\\\", \\\"Column B\\\", \\\"Column C\\\"],\\n \\\"rows\\\" : [\\n [\\\"A1\\\", \\\"B1\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"C1\\\"}]\\n ]\\n })\\\"_json;\\n // For testing purposes, to make the code short and readable, constructed data is used here\\n json jsonTicker = R\\\"({\\\"High\\\": 0, \\\"Low\\\": 0, \\\"Buy\\\": 0, \\\"Sell\\\": 0, \\\"Last\\\": 0, \\\"Time\\\": 0, \\\"Volume\\\": 0})\\\"_json;\\n auto name = exchange.GetName();\\n json arr1 = R\\\"([{\\\"body\\\": \\\"\\\", \\\"colspan\\\": 2}, \\\"C2\\\"])\\\"_json;\\n arr1[0][\\\"body\\\"] = \\\"A2 + B2:\\\" + jsonTicker.dump();\\n json arr2 = R\\\"([{\\\"body\\\": \\\"\\\", \\\"rowspan\\\": 3}, \\\"B3\\\", \\\"C3\\\"])\\\"_json;\\n arr2[0][\\\"body\\\"] = \\\"A3 + A4 + A5:\\\" + name;\\n table[\\\"rows\\\"].push_back(arr1);\\n table[\\\"rows\\\"].push_back(arr2);\\n table[\\\"rows\\\"].push_back(R\\\"([\\\"B4\\\", \\\"C4\\\"])\\\"_json);\\n table[\\\"rows\\\"].push_back(R\\\"([\\\"B5\\\", \\\"C5\\\"])\\\"_json);\\n table[\\\"rows\\\"].push_back(R\\\"([\\\"A6\\\", \\\"B6\\\", \\\"C6\\\"])\\\"_json);\\n LogStatus(\\\"`\\\" + table.dump() + \\\"`\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"Vertically merge cells in the table drawn by the ```LogStatus()``` function:\"}, {\"examples\": [{\"code\": \"function main() {\\n var table1 = {type: 'table', title: 'table1', cols: ['Column 1', 'Column 2'], rows: [ ['abc', 'def'], ['ABC', 'support color #ff0000']]}\\n var table2 = {type: 'table', title: 'table2', cols: ['Column 1', 'Column 2'], rows: [ ['abc', 'def'], ['ABC', 'support color #ff0000']]}\\n LogStatus('`' + JSON.stringify([table1, table2]) + '`')\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\ndef main():\\n table1 = {\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"table1\\\", \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\"], \\\"rows\\\": [ [\\\"abc\\\", \\\"def\\\"], [\\\"ABC\\\", \\\"support color #ff0000\\\"]]}\\n table2 = {\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"table2\\\", \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\"], \\\"rows\\\": [ [\\\"abc\\\", \\\"def\\\"], [\\\"ABC\\\", \\\"support color #ff0000\\\"]]}\\n LogStatus(\\\"`\\\" + json.dumps([table1, table2]) + \\\"`\\\")\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n json table1 = R\\\"({\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"table1\\\", \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\"], \\\"rows\\\": [ [\\\"abc\\\", \\\"def\\\"], [\\\"ABC\\\", \\\"support color #ff0000\\\"]]})\\\"_json;\\n json table2 = R\\\"({\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"table2\\\", \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\"], \\\"rows\\\": [ [\\\"abc\\\", \\\"def\\\"], [\\\"ABC\\\", \\\"support color #ff0000\\\"]]})\\\"_json;\\n json arr = R\\\"([])\\\"_json;\\n arr.push_back(table1);\\n arr.push_back(table2);\\n LogStatus(\\\"`\\\" + arr.dump() + \\\"`\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"Status bar table pagination display:\"}, {\"examples\": [{\"code\": \"function main(){\\n var tab1 = {\\n type : \\\"table\\\",\\n title : \\\"Table 1\\\",\\n cols : [\\\"1\\\", \\\"2\\\"],\\n rows : []\\n }\\n var tab2 = {\\n type : \\\"table\\\",\\n title : \\\"Table 2\\\",\\n cols : [\\\"1\\\", \\\"2\\\", \\\"3\\\"],\\n rows : []\\n }\\n var tab3 = {\\n type : \\\"table\\\",\\n title : \\\"Table 3\\\",\\n cols : [\\\"A\\\", \\\"B\\\", \\\"C\\\"],\\n rows : []\\n }\\n\\n tab1.rows.push([\\\"jack\\\", \\\"lucy\\\"])\\n tab2.rows.push([\\\"A\\\", \\\"B\\\", \\\"C\\\"])\\n tab3.rows.push([\\\"A\\\", \\\"B\\\", \\\"C\\\"])\\n\\n LogStatus('`' + JSON.stringify(tab1) + '`\\\\n' +\\n '`' + JSON.stringify(tab2) + '`\\\\n' +\\n '`' + JSON.stringify(tab3) + '`')\\n\\n Log(\\\"exit\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\ndef main():\\n tab1 = {\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"Table 1\\\",\\n \\\"cols\\\": [\\\"1\\\", \\\"2\\\"],\\n \\\"rows\\\": []\\n }\\n tab2 = {\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"Table 2\\\",\\n \\\"cols\\\": [\\\"1\\\", \\\"2\\\", \\\"3\\\"],\\n \\\"rows\\\": []\\n }\\n tab3 = {\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"Table 3\\\",\\n \\\"cols\\\": [\\\"A\\\", \\\"B\\\", \\\"C\\\"],\\n \\\"rows\\\": []\\n }\\n\\n tab1[\\\"rows\\\"].append([\\\"jack\\\", \\\"lucy\\\"])\\n tab2[\\\"rows\\\"].append([\\\"A\\\", \\\"B\\\", \\\"C\\\"])\\n tab3[\\\"rows\\\"].append([\\\"A\\\", \\\"B\\\", \\\"C\\\"])\\n LogStatus(\\\"`\\\" + json.dumps(tab1) + \\\"`\\\\n\\\" +\\n \\\"`\\\" + json.dumps(tab2) + \\\"`\\\\n\\\" +\\n \\\"`\\\" + json.dumps(tab3) + \\\"`\\\")\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n json tab1 = R\\\"({\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"Table 1\\\",\\n \\\"cols\\\": [\\\"1\\\", \\\"2\\\"],\\n \\\"rows\\\": []\\n })\\\"_json;\\n json tab2 = R\\\"({\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"Table 2\\\",\\n \\\"cols\\\": [\\\"1\\\", \\\"2\\\", \\\"3\\\"],\\n \\\"rows\\\": []\\n })\\\"_json;\\n json tab3 = R\\\"({\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"Table 3\\\",\\n \\\"cols\\\": [\\\"A\\\", \\\"B\\\", \\\"C\\\"],\\n \\\"rows\\\": []\\n })\\\"_json;\\n tab1[\\\"rows\\\"].push_back(R\\\"([\\\"jack\\\", \\\"lucy\\\"])\\\"_json);\\n tab2[\\\"rows\\\"].push_back(R\\\"([\\\"A\\\", \\\"B\\\", \\\"C\\\"])\\\"_json);\\n tab3[\\\"rows\\\"].push_back(R\\\"([\\\"A\\\", \\\"B\\\", \\\"C\\\"])\\\"_json);\\n LogStatus(\\\"`\\\" + tab1.dump() + \\\"`\\\\n\\\" +\\n \\\"`\\\" + tab2.dump() + \\\"`\\\\n\\\" +\\n \\\"`\\\" + tab3.dump() + \\\"`\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"In addition to paginated table display, you can also arrange multiple tables vertically from top to bottom:\"}, {\"examples\": [{\"code\": \"function main() {\\n var tbl = {\\n type : \\\"table\\\",\\n title : \\\"test scroll\\\",\\n scroll : \\\"auto\\\",\\n cols : [\\\"col 0\\\", \\\"col 1\\\", \\\"col 2\\\", \\\"col 3\\\", \\\"col 4\\\", \\\"col 5\\\", \\\"col 6\\\", \\\"col 7\\\", \\\"col 8\\\", \\\"col 9\\\", \\\"col 10\\\",\\n \\\"col 11\\\", \\\"col 12\\\", \\\"col 13\\\", \\\"col 14\\\", \\\"col 15\\\", \\\"col 16\\\", \\\"col 17\\\", \\\"col 18\\\", \\\"col 19\\\", \\\"col 20\\\"],\\n rows : []\\n }\\n\\n for (var i = 1 ; i < 100 ; i++) {\\n tbl.rows.push([i, \\\"1,\\\" + i, \\\"2,\\\" + i, \\\"3,\\\" + i, \\\"4,\\\" + i, \\\"5,\\\" + i, \\\"6,\\\" + i, \\\"7,\\\" + i, \\\"8,\\\" + i, \\\"9,\\\" + i, \\\"10,\\\" + i,\\n \\\"11,\\\" + i, \\\"12,\\\" + i, \\\"13,\\\" + i, \\\"14,\\\" + i, \\\"15,\\\" + i, \\\"16,\\\" + i, \\\"17,\\\" + i, \\\"18,\\\" + i, \\\"19,\\\" + i, \\\"20,\\\" + i])\\n }\\n\\n LogStatus(\\\"`\\\" + JSON.stringify(tbl) + \\\"`\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\n\\ndef main():\\n tbl = {\\n \\\"type\\\" : \\\"table\\\",\\n \\\"title\\\" : \\\"test scroll\\\",\\n \\\"scroll\\\" : \\\"auto\\\",\\n \\\"cols\\\" : [\\\"col 0\\\", \\\"col 1\\\", \\\"col 2\\\", \\\"col 3\\\", \\\"col 4\\\", \\\"col 5\\\", \\\"col 6\\\", \\\"col 7\\\", \\\"col 8\\\", \\\"col 9\\\", \\\"col 10\\\",\\n \\\"col 11\\\", \\\"col 12\\\", \\\"col 13\\\", \\\"col 14\\\", \\\"col 15\\\", \\\"col 16\\\", \\\"col 17\\\", \\\"col 18\\\", \\\"col 19\\\", \\\"col 20\\\"],\\n \\\"rows\\\" : []\\n }\\n\\n for index in range(1, 100):\\n i = str(index)\\n tbl[\\\"rows\\\"].append([i, \\\"1,\\\" + i, \\\"2,\\\" + i, \\\"3,\\\" + i, \\\"4,\\\" + i, \\\"5,\\\" + i, \\\"6,\\\" + i, \\\"7,\\\" + i, \\\"8,\\\" + i, \\\"9,\\\" + i, \\\"10,\\\" + i,\\n \\\"11,\\\" + i, \\\"12,\\\" + i, \\\"13,\\\" + i, \\\"14,\\\" + i, \\\"15,\\\" + i, \\\"16,\\\" + i, \\\"17,\\\" + i, \\\"18,\\\" + i, \\\"19,\\\" + i, \\\"20,\\\" + i])\\n\\n LogStatus(\\\"`\\\" + json.dumps(tbl) + \\\"`\\\")\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n json table = R\\\"({\\n \\\"type\\\" : \\\"table\\\",\\n \\\"title\\\" : \\\"test scroll\\\",\\n \\\"scroll\\\" : \\\"auto\\\",\\n \\\"cols\\\" : [\\\"col 0\\\", \\\"col 1\\\", \\\"col 2\\\", \\\"col 3\\\", \\\"col 4\\\", \\\"col 5\\\", \\\"col 6\\\", \\\"col 7\\\", \\\"col 8\\\", \\\"col 9\\\", \\\"col 10\\\",\\n \\\"col 11\\\", \\\"col 12\\\", \\\"col 13\\\", \\\"col 14\\\", \\\"col 15\\\", \\\"col 16\\\", \\\"col 17\\\", \\\"col 18\\\", \\\"col 19\\\", \\\"col 20\\\"],\\n \\\"rows\\\" : []\\n })\\\"_json;\\n\\n for (int index = 1; index < 100; ++index) {\\n std::string i = std::to_string(index);\\n table[\\\"rows\\\"].push_back({i, \\\"1,\\\" + i, \\\"2,\\\" + i, \\\"3,\\\" + i, \\\"4,\\\" + i, \\\"5,\\\" + i, \\\"6,\\\" + i, \\\"7,\\\" + i, \\\"8,\\\" + i, \\\"9,\\\" + i, \\\"10,\\\" + i,\\n \\\"11,\\\" + i, \\\"12,\\\" + i, \\\"13,\\\" + i, \\\"14,\\\" + i, \\\"15,\\\" + i, \\\"16,\\\" + i, \\\"17,\\\" + i, \\\"18,\\\" + i, \\\"19,\\\" + i, \\\"20,\\\" + i});\\n }\\n\\n LogStatus(\\\"`\\\" + table.dump() + \\\"`\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"Supports setting horizontal and vertical scroll modes for the status bar table. When the ```scroll``` property is set to ```\\\"auto\\\"```, the content will automatically scroll when the status bar table has more than 20 rows vertically; when the horizontal columns exceed the page display range, horizontal scrolling will be enabled. Using the ```scroll``` property can effectively alleviate the lag issues caused by writing large amounts of data to the status bar during live trading.\\n\\n\\n Refer to the following test example:\"}], \"remarks\": [\"During live trading, the information output by the ```LogStatus()``` function is not saved to the live trading database; it only updates the status bar content of the current live trading.\", \"The ```LogStatus()``` function supports printing ```base64``` encoded images, starting with ``` ` ``` and ending with ``` ` ```. For example: ```LogStatus(\\\"`data:image/png;base64,AAAA`\\\")```.\", \"The ```LogStatus()``` function supports directly passing ```Python```'s ```matplotlib.pyplot``` object. As long as the object contains the ```savefig``` method, it can be passed as a parameter to the ```LogStatus()``` function. For example:\\n\\n```python\\nimport matplotlib.pyplot as plt\\n\\ndef main():\\n plt.plot([3,6,2,4,7,1])\\n LogStatus(plt)\\n```\", \"When the strategy is running live, if you browse historical records on the live trading page, the status bar will enter sleep mode and stop updating. The status bar data will only refresh when the log is on the first page. It supports outputting ```base64``` encoded images in the status bar, and also supports outputting ```base64``` encoded images in tables displayed in the status bar. Since the encoded image string data is usually very long, example code is not shown here.\"], \"seeAlso\": [\"{@fun/Global/GetCommand GetCommand}\"], \"syntax\": [\"LogStatus(...msgs)\"], \"title\": \"LogStatus\"}, {\"_src_hash\": \"4f726616f49c92f95b82fad07f04f431638539398938f6c0803df5a14114b85b\", \"args\": [{\"info\": \"When the ```enable``` parameter is set to a false value (e.g., ```false```), order logs will not be printed (i.e., logs generated by functions like ```exchange.Buy()```), and will not be written to the live trading database.\", \"name\": \"enable\", \"required\": true, \"type\": \"bool\"}], \"desc\": [\"Enable or disable the logging function for order information.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n EnableLog(false)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n EnableLog(False)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n EnableLog(false);\\n}\", \"lang\": \"cpp\"}]}], \"seeAlso\": [\"{@fun/Trade/exchange.Buy exchange.Buy}, {@fun/Trade/exchange.Sell exchange.Sell}, {@fun/Trade/exchange.CancelOrder exchange.CancelOrder}\"], \"syntax\": [\"EnableLog(enable)\"], \"title\": \"EnableLog\"}, {\"_src_hash\": \"8cdd024b15beee2ded21999d55c0f68d150a3584c774f0bfc99250df40e0f5c4\", \"args\": [{\"info\": \"The ```options``` parameter is the chart configuration. The ```options``` parameter of the ```Chart()``` function is a JSON-serializable ```HighStocks``` ```Highcharts.StockChart``` parameter. Compared to the native parameters, an additional ```__isStock``` attribute is added. If ```__isStock:false``` is specified, it will be displayed as a regular chart. If the ```__isStock``` attribute is set to a falsy value (e.g., ```false```), ```Highcharts``` chart is used. If the ```__isStock``` attribute is set to a truthy value (e.g., ```true```), ```Highstocks``` chart is used (by default ```__isStock``` is truthy, i.e., ```true```). You can refer to the [HighStocks Chart Library](http://api.highcharts.com/highstock).\", \"name\": \"options\", \"required\": true, \"type\": \"object / object array\"}], \"desc\": [\"Custom chart binding function.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var cfgA = {\\n extension: {\\n layout: 'single', // Do not participate in grouping, display individually, default is grouping 'group'\\n height: 300, // Specify height\\n },\\n title: {\\n text: 'Order Book Chart'\\n },\\n xAxis: {\\n type: 'datetime'\\n },\\n series: [{\\n name: 'Bid 1',\\n data: [],\\n }, {\\n name: 'Ask 1',\\n data: [],\\n }]\\n }\\n var cfgB = {\\n title: {\\n text: 'Spread Chart'\\n },\\n xAxis: {\\n type: 'datetime'\\n },\\n series: [{\\n name: 'Spread',\\n type: 'column',\\n data: [],\\n }]\\n }\\n\\n var cfgC = {\\n __isStock: false,\\n title: {\\n text: 'Pie Chart'\\n },\\n series: [{\\n type: 'pie',\\n name: 'one',\\n data: [\\n [\\\"A\\\", 25],\\n [\\\"B\\\", 25],\\n [\\\"C\\\", 25],\\n [\\\"D\\\", 25],\\n ] // After specifying initial data, no need to use add function to update, directly modify chart configuration to update series\\n }]\\n };\\n var cfgD = {\\n extension: {\\n layout: 'single',\\n col: 8, // Specify width unit value occupied, total value is 12\\n height: '300px',\\n },\\n title: {\\n text: 'Order Book Chart'\\n },\\n xAxis: {\\n type: 'datetime'\\n },\\n series: [{\\n name: 'Bid 1',\\n data: [],\\n }, {\\n name: 'Ask 1',\\n data: [],\\n }]\\n }\\n var cfgE = {\\n __isStock: false,\\n extension: {\\n layout: 'single',\\n col: 4,\\n height: '300px',\\n },\\n title: {\\n text: 'Pie Chart 2'\\n },\\n series: [{\\n type: 'pie',\\n name: 'one',\\n data: [\\n [\\\"A\\\", 25],\\n [\\\"B\\\", 25],\\n [\\\"C\\\", 25],\\n [\\\"D\\\", 25],\\n ]\\n }]\\n };\\n\\n var chart = Chart([cfgA, cfgB, cfgC, cfgD, cfgE]);\\n chart.reset()\\n // Add a data point to pie chart, add can only update data points added through add method, built-in data points cannot be updated later\\n chart.add(3, {\\n name: \\\"ZZ\\\",\\n y: Math.random() * 100\\n });\\n while (true) {\\n Sleep(1000)\\n var ticker = exchange.GetTicker()\\n if (!ticker) {\\n continue;\\n }\\n var diff = ticker.Sell - ticker.Buy\\n cfgA.subtitle = {\\n text: 'Bid ' + ticker.Buy + ', Ask ' + ticker.Sell,\\n };\\n cfgB.subtitle = {\\n text: 'Spread ' + diff,\\n };\\n\\n chart.add([0, [new Date().getTime(), ticker.Buy]]);\\n chart.add([1, [new Date().getTime(), ticker.Sell]]);\\n // Equivalent to updating the first data series of the second chart\\n chart.add([2, [new Date().getTime(), diff]]);\\n chart.add(4, [new Date().getTime(), ticker.Buy]);\\n chart.add(5, [new Date().getTime(), ticker.Buy]);\\n cfgC.series[0].data[0][1] = Math.random() * 100;\\n cfgE.series[0].data[0][1] = Math.random() * 100;\\n // update actually equals resetting the chart configuration\\n chart.update([cfgA, cfgB, cfgC, cfgD, cfgE]);\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import random\\nimport time\\ndef main():\\n cfgA = {\\n \\\"extension\\\" : {\\n \\\"layout\\\" : \\\"single\\\",\\n \\\"height\\\" : 300,\\n \\\"col\\\" : 8\\n },\\n \\\"title\\\" : {\\n \\\"text\\\" : \\\"Order Book Chart\\\"\\n },\\n \\\"xAxis\\\" : {\\n \\\"type\\\" : \\\"datetime\\\"\\n },\\n \\\"series\\\" : [{\\n \\\"name\\\" : \\\"Bid 1\\\",\\n \\\"data\\\" : []\\n }, {\\n \\\"name\\\" : \\\"Ask 1\\\",\\n \\\"data\\\" : []\\n }]\\n }\\n\\n cfgB = {\\n \\\"title\\\" : {\\n \\\"text\\\" : \\\"Spread Chart\\\"\\n },\\n \\\"xAxis\\\" : {\\n \\\"type\\\" : \\\"datetime\\\",\\n },\\n \\\"series\\\" : [{\\n \\\"name\\\" : \\\"Spread\\\",\\n \\\"type\\\" : \\\"column\\\",\\n \\\"data\\\" : []\\n }]\\n }\\n\\n cfgC = {\\n \\\"__isStock\\\" : False,\\n \\\"title\\\" : {\\n \\\"text\\\" : \\\"Pie Chart\\\"\\n },\\n \\\"series\\\" : [{\\n \\\"type\\\" : \\\"pie\\\",\\n \\\"name\\\" : \\\"one\\\",\\n \\\"data\\\" : [\\n [\\\"A\\\", 25],\\n [\\\"B\\\", 25],\\n [\\\"C\\\", 25],\\n [\\\"D\\\", 25],\\n ]\\n }]\\n }\\n\\n cfgD = {\\n \\\"extension\\\" : {\\n \\\"layout\\\" : \\\"single\\\",\\n \\\"col\\\" : 8,\\n \\\"height\\\" : \\\"300px\\\"\\n },\\n \\\"title\\\" : {\\n \\\"text\\\" : \\\"Order Book Chart\\\"\\n },\\n \\\"series\\\" : [{\\n \\\"name\\\" : \\\"Bid 1\\\",\\n \\\"data\\\" : []\\n }, {\\n \\\"name\\\" : \\\"Ask 1\\\",\\n \\\"data\\\" : []\\n }]\\n }\\n\\n cfgE = {\\n \\\"__isStock\\\" : False,\\n \\\"extension\\\" : {\\n \\\"layout\\\" : \\\"single\\\",\\n \\\"col\\\" : 4,\\n \\\"height\\\" : \\\"300px\\\"\\n },\\n \\\"title\\\" : {\\n \\\"text\\\" : \\\"Pie Chart 2\\\"\\n },\\n \\\"series\\\" : [{\\n \\\"type\\\" : \\\"pie\\\",\\n \\\"name\\\" : \\\"one\\\",\\n \\\"data\\\" : [\\n [\\\"A\\\", 25],\\n [\\\"B\\\", 25],\\n [\\\"C\\\", 25],\\n [\\\"D\\\", 25]\\n ]\\n }]\\n }\\n\\n chart = Chart([cfgA, cfgB, cfgC, cfgD, cfgE])\\n chart.reset()\\n chart.add(3, {\\n \\\"name\\\" : \\\"ZZ\\\",\\n \\\"y\\\" : random.random() * 100\\n })\\n\\n while True:\\n Sleep(1000)\\n ticker = exchange.GetTicker()\\n if not ticker :\\n continue\\n diff = ticker[\\\"Sell\\\"] - ticker[\\\"Buy\\\"]\\n cfgA[\\\"subtitle\\\"] = {\\n \\\"text\\\" : \\\"Bid \\\" + str(ticker[\\\"Buy\\\"]) + \\\" Ask \\\" + str(ticker[\\\"Sell\\\"])\\n }\\n cfgB[\\\"subtitle\\\"] = {\\n \\\"text\\\" : \\\"Spread \\\" + str(diff)\\n }\\n\\n chart.add(0, [time.time() * 1000, ticker[\\\"Buy\\\"]])\\n chart.add(1, [time.time() * 1000, ticker[\\\"Sell\\\"]])\\n chart.add(2, [time.time() * 1000, diff])\\n chart.add(4, [time.time() * 1000, ticker[\\\"Buy\\\"]])\\n chart.add(5, [time.time() * 1000, ticker[\\\"Buy\\\"]])\\n cfgC[\\\"series\\\"][0][\\\"data\\\"][0][1] = random.random() * 100\\n cfgE[\\\"series\\\"][0][\\\"data\\\"][0][1] = random.random() * 100\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n json cfgA = R\\\"({\\n \\\"extension\\\" : {\\n \\\"layout\\\" : \\\"single\\\",\\n \\\"height\\\" : 300,\\n \\\"col\\\" : 8\\n },\\n \\\"title\\\" : {\\n \\\"text\\\" : \\\"Order Book Chart\\\"\\n },\\n \\\"xAxis\\\" : {\\n \\\"type\\\" : \\\"datetime\\\"\\n },\\n \\\"series\\\" : [{\\n \\\"name\\\" : \\\"Bid 1\\\",\\n \\\"data\\\" : []\\n }, {\\n \\\"name\\\" : \\\"Ask 1\\\",\\n \\\"data\\\" : []\\n }]\\n })\\\"_json;\\n\\n json cfgB = R\\\"({\\n \\\"title\\\" : {\\n \\\"text\\\" : \\\"Spread Chart\\\"\\n },\\n \\\"xAxis\\\" : {\\n \\\"type\\\" : \\\"datetime\\\"\\n },\\n \\\"series\\\" : [{\\n \\\"name\\\" : \\\"Spread\\\",\\n \\\"type\\\" : \\\"column\\\",\\n \\\"data\\\" : []\\n }]\\n })\\\"_json;\\n\\n json cfgC = R\\\"({\\n \\\"__isStock\\\" : false,\\n \\\"title\\\" : {\\n \\\"text\\\" : \\\"Pie Chart\\\"\\n },\\n \\\"series\\\" : [{\\n \\\"type\\\" : \\\"pie\\\",\\n \\\"name\\\" : \\\"one\\\",\\n \\\"data\\\" : [\\n [\\\"A\\\", 25],\\n [\\\"B\\\", 25],\\n [\\\"C\\\", 25],\\n [\\\"D\\\", 25]\\n ]\\n }]\\n })\\\"_json;\\n\\n json cfgD = R\\\"({\\n \\\"extension\\\" : {\\n \\\"layout\\\" : \\\"single\\\",\\n \\\"col\\\" : 8,\\n \\\"height\\\" : \\\"300px\\\"\\n },\\n \\\"title\\\" : {\\n \\\"text\\\" : \\\"Order Book Chart\\\"\\n },\\n \\\"series\\\" : [{\\n \\\"name\\\" : \\\"Bid 1\\\",\\n \\\"data\\\" : []\\n }, {\\n \\\"name\\\" : \\\"Ask 1\\\",\\n \\\"data\\\" : []\\n }]\\n })\\\"_json;\\n\\n json cfgE = R\\\"({\\n \\\"__isStock\\\" : false,\\n \\\"extension\\\" : {\\n \\\"layout\\\" : \\\"single\\\",\\n \\\"col\\\" : 4,\\n \\\"height\\\" : \\\"300px\\\"\\n },\\n \\\"title\\\" : {\\n \\\"text\\\" : \\\"Pie Chart 2\\\"\\n },\\n \\\"series\\\" : [{\\n \\\"type\\\" : \\\"pie\\\",\\n \\\"name\\\" : \\\"one\\\",\\n \\\"data\\\" : [\\n [\\\"A\\\", 25],\\n [\\\"B\\\", 25],\\n [\\\"C\\\", 25],\\n [\\\"D\\\", 25]\\n ]\\n }]\\n })\\\"_json;\\n\\n auto chart = Chart({cfgA, cfgB, cfgC, cfgD, cfgE});\\n chart.reset();\\n json zz = R\\\"({\\n \\\"name\\\" : \\\"ZZ\\\",\\n \\\"y\\\" : 0\\n })\\\"_json;\\n zz[\\\"y\\\"] = rand() % 100;\\n chart.add(3, zz);\\n\\n while(true) {\\n Sleep(1000);\\n auto ticker = exchange.GetTicker();\\n if(!ticker.Valid) {\\n continue;\\n }\\n auto diff = ticker.Sell - ticker.Buy;\\n json cfgASubTitle = R\\\"({\\\"text\\\" : \\\"\\\"})\\\"_json;\\n cfgASubTitle[\\\"text\\\"] = format(\\\"Bid 1 %f, Ask 1 %f\\\", ticker.Buy, ticker.Sell);\\n cfgA[\\\"subtitle\\\"] = cfgASubTitle;\\n\\n json cfgBSubTitle = R\\\"({\\\"text\\\" : \\\"\\\"})\\\"_json;\\n cfgBSubTitle[\\\"text\\\"] = format(\\\"Spread %f\\\", diff);\\n cfgB[\\\"subtitle\\\"] = cfgBSubTitle;\\n\\n chart.add(0, {Unix() * 1000, ticker.Buy});\\n chart.add(1, {Unix() * 1000, ticker.Sell});\\n chart.add(2, {Unix() * 1000, diff});\\n chart.add(4, {Unix() * 1000, ticker.Buy});\\n chart.add(5, {Unix() * 1000, ticker.Buy});\\n cfgC[\\\"series\\\"][0][\\\"data\\\"][0][1] = rand() % 100;\\n cfgE[\\\"series\\\"][0][\\\"data\\\"][0][1] = rand() % 100;\\n chart.update({cfgA, cfgB, cfgC, cfgD, cfgE});\\n }\\n}\", \"lang\": \"cpp\"}], \"value\": \"Multi-chart binding configuration:\\n- ```extension.layout``` property\\n If this property is set with value \\\"single\\\", charts will not be stacked (will not display as tabbed pages), but will be displayed individually (tiled display).\\n- ```extension.height``` property\\n This property is used to set the chart height, value can be numeric type, or set in \\\"300px\\\" format.\\n- ```extension.col``` property\\n This property is used to set the chart width, page width is divided into 12 units total, setting to 8 means this chart occupies 8 units of width.\"}, {\"examples\": [{\"code\": \"// 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\\nvar chart = {\\n // This field marks whether the chart is a general chart. Interested users can change it to false and run to see the effect\\n __isStock: true,\\n // Zoom tool\\n tooltip: {xDateFormat: '%Y-%m-%d %H:%M:%S, %A'},\\n // Title\\n title : { text : 'Spread Analysis Chart'},\\n // Range selector\\n rangeSelector: {\\n buttons: [{type: 'hour',count: 1, text: '1h'}, {type: 'hour',count: 3, text: '3h'}, {type: 'hour', count: 8, text: '8h'}, {type: 'all',text: 'All'}],\\n selected: 0,\\n inputEnabled: false\\n },\\n // X-axis of coordinate system, currently set type is: time\\n xAxis: { type: 'datetime'},\\n // Y-axis of coordinate system, default values adjust according to data size\\n yAxis : {\\n // Title\\n title: {text: 'Spread'},\\n // Whether to enable right Y-axis\\n opposite: false\\n },\\n // Data series, this property stores various data series (lines, candlestick charts, labels, etc.)\\n series : [\\n // Index 0, data array stores data for this index series\\n {name : \\\"line1\\\", id : \\\"Line 1,buy1Price\\\", data : []},\\n // Index 1, set dashStyle:'shortdash' to create dashed line\\n {name : \\\"line2\\\", id : \\\"Line 2,lastPrice\\\", dashStyle : 'shortdash', data : []}\\n ]\\n}\\n\\nfunction main(){\\n // Call Chart function to initialize chart\\n var ObjChart = Chart(chart)\\n // Clear\\n ObjChart.reset()\\n while(true){\\n // Get timestamp for current polling, i.e., a millisecond-level timestamp to determine X-axis position in chart\\n var nowTime = new Date().getTime()\\n // Get market data\\n var ticker = _C(exchange.GetTicker)\\n // Get bid price from market data return value\\n var buy1Price = ticker.Buy\\n // Get last traded price, add 1 to prevent line overlap\\n var lastPrice = ticker.Last + 1\\n // Use timestamp as X value, bid price as Y value, pass to data series at index 0\\n ObjChart.add(0, [nowTime, buy1Price])\\n // Same as above\\n ObjChart.add(1, [nowTime, lastPrice])\\n Sleep(2000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import time\\nchart = {\\n \\\"__isStock\\\" : True,\\n \\\"tooltip\\\" : {\\\"xDateFormat\\\" : \\\"%Y-%m-%d %H:%M:%S, %A\\\"},\\n \\\"title\\\" : {\\\"text\\\" : \\\"Spread Analysis Chart\\\"},\\n \\\"rangeSelector\\\" : {\\n \\\"buttons\\\" : [{\\\"type\\\": \\\"count\\\", \\\"count\\\": 1, \\\"text\\\": \\\"1h\\\"}, {\\\"type\\\": \\\"hour\\\", \\\"count\\\": 3, \\\"text\\\": \\\"3h\\\"}, {\\\"type\\\": \\\"hour\\\", \\\"count\\\": 8, \\\"text\\\": \\\"8h\\\"}, {\\\"type\\\": \\\"all\\\", \\\"text\\\": \\\"All\\\"}],\\n \\\"selected\\\": 0,\\n \\\"inputEnabled\\\": False\\n },\\n \\\"xAxis\\\": {\\\"type\\\": \\\"datetime\\\"},\\n \\\"yAxis\\\": {\\n \\\"title\\\": {\\\"text\\\": \\\"Spread\\\"},\\n \\\"opposite\\\": False\\n },\\n \\\"series\\\": [{\\n \\\"name\\\": \\\"line1\\\", \\\"id\\\": \\\"Line 1,buy1Price\\\", \\\"data\\\": []\\n }, {\\n \\\"name\\\": \\\"line2\\\", \\\"id\\\": \\\"Line 2,lastPrice\\\", \\\"dashStyle\\\": \\\"shortdash\\\", \\\"data\\\": []\\n }]\\n}\\ndef main():\\n ObjChart = Chart(chart)\\n ObjChart.reset()\\n while True:\\n nowTime = time.time() * 1000\\n ticker = exchange.GetTicker()\\n buy1Price = ticker[\\\"Buy\\\"]\\n lastPrice = ticker[\\\"Last\\\"] + 1\\n ObjChart.add(0, [nowTime, buy1Price])\\n ObjChart.add(1, [nowTime, lastPrice])\\n Sleep(2000)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n // When writing strategies in C++, try to avoid declaring non-basic type global variables, so chart configuration object is declared inside main function\\n json chart = R\\\"({\\n \\\"__isStock\\\" : true,\\n \\\"tooltip\\\" : {\\\"xDateFormat\\\" : \\\"%Y-%m-%d %H:%M:%S, %A\\\"},\\n \\\"title\\\" : {\\\"text\\\" : \\\"Spread Analysis Chart\\\"},\\n \\\"rangeSelector\\\" : {\\n \\\"buttons\\\" : [{\\\"type\\\": \\\"count\\\", \\\"count\\\": 1, \\\"text\\\": \\\"1h\\\"}, {\\\"type\\\": \\\"hour\\\", \\\"count\\\": 3, \\\"text\\\": \\\"3h\\\"}, {\\\"type\\\": \\\"hour\\\", \\\"count\\\": 8, \\\"text\\\": \\\"8h\\\"}, {\\\"type\\\": \\\"all\\\", \\\"text\\\": \\\"All\\\"}],\\n \\\"selected\\\": 0,\\n \\\"inputEnabled\\\": false\\n },\\n \\\"xAxis\\\": {\\\"type\\\": \\\"datetime\\\"},\\n \\\"yAxis\\\": {\\n \\\"title\\\": {\\\"text\\\": \\\"Spread\\\"},\\n \\\"opposite\\\": false\\n },\\n \\\"series\\\": [{\\n \\\"name\\\": \\\"line1\\\", \\\"id\\\": \\\"Line 1,buy1Price\\\", \\\"data\\\": []\\n }, {\\n \\\"name\\\": \\\"line2\\\", \\\"id\\\": \\\"Line 2,lastPrice\\\", \\\"dashStyle\\\": \\\"shortdash\\\", \\\"data\\\": []\\n }]\\n })\\\"_json;\\n auto ObjChart = Chart(chart);\\n ObjChart.reset();\\n while(true) {\\n auto nowTime = Unix() * 1000;\\n auto ticker = exchange.GetTicker();\\n auto buy1Price = ticker.Buy;\\n auto lastPrice = ticker.Last + 1.0;\\n ObjChart.add(0, {nowTime, buy1Price});\\n ObjChart.add(1, {nowTime, lastPrice});\\n Sleep(2000);\\n }\\n}\", \"lang\": \"cpp\"}], \"value\": \"Simple charting example:\"}, {\"examples\": [{\"code\": \"// Object for initializing the chart\\nvar chart = {\\n // Chart title\\n title: {text: \\\"Line value triggers plotLines value\\\"},\\n // Y-axis related settings\\n yAxis: {\\n // Horizontal lines perpendicular to Y-axis, used as trigger lines, is a structure array that can set multiple trigger lines\\n plotLines: [{\\n // Trigger line value, this line will be displayed at the corresponding numerical position\\n value: 0,\\n // Set trigger line color\\n color: 'red',\\n // Width\\n width: 2,\\n // Display label\\n label: {\\n // Label text\\n text: 'Trigger Value',\\n // Label position centered\\n align: 'center'\\n }\\n }]\\n },\\n // X-axis related settings, here set type as time axis\\n xAxis: {type: \\\"datetime\\\"},\\n series: [\\n {name: \\\"sin\\\", type: \\\"spline\\\", data: []},\\n // This is an important data series, multiple data series can be set, controlled by array index\\n {name: \\\"cos\\\", type: \\\"spline\\\", data: []}\\n ]\\n}\\nfunction main(){\\n // Pi\\n var pi = 3.1415926535897\\n // Variable for recording timestamp\\n var time = 0\\n // Angle\\n var angle = 0\\n // Coordinate y value, used to receive sine and cosine values\\n var y = 0\\n // Call API interface, use chart object to initialize chart\\n var objChart = Chart(chart)\\n // Clear chart on initialization\\n objChart.reset()\\n // Set trigger line value to 1\\n chart.yAxis.plotLines[0].value = 1\\n // Loop\\n while(true){\\n // Get current timestamp\\n time = new Date().getTime()\\n // Every 500ms angle increases by 5 degrees, calculate sine value\\n y = Math.sin(angle * 2 * pi / 360)\\n // Write calculated y value to corresponding index data series in chart, first parameter of add function is specified data series index\\n objChart.add(0, [time, y])\\n // Calculate cosine value\\n y = Math.cos(angle * 2 * pi / 360)\\n objChart.add(1, [time, y])\\n // Increase by 5 degrees\\n angle += 5\\n // Pause for 5 seconds to avoid too frequent plotting and rapid data growth\\n Sleep(5000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import math\\nimport time\\nchart = {\\n \\\"title\\\": {\\\"text\\\": \\\"Line value triggers plotLines value\\\"},\\n \\\"yAxis\\\": {\\n \\\"plotLines\\\": [{\\n \\\"value\\\": 0,\\n \\\"color\\\": \\\"red\\\",\\n \\\"width\\\": 2,\\n \\\"label\\\": {\\n \\\"text\\\": \\\"Trigger Value\\\",\\n \\\"align\\\": \\\"center\\\"\\n }\\n }]\\n },\\n \\\"xAxis\\\": {\\\"type\\\": \\\"datetime\\\"},\\n \\\"series\\\": [{\\\"name\\\": \\\"sin\\\", \\\"type\\\": \\\"spline\\\", \\\"data\\\": []},\\n {\\\"name\\\": \\\"cos\\\", \\\"type\\\": \\\"spline\\\", \\\"data\\\": []}]\\n}\\ndef main():\\n pi = 3.1415926535897\\n ts = 0\\n angle = 0\\n y = 0\\n objChart = Chart(chart)\\n objChart.reset()\\n chart[\\\"yAxis\\\"][\\\"plotLines\\\"][0][\\\"value\\\"] = 1\\n while True:\\n ts = time.time() * 1000\\n y = math.sin(angle * 2 * pi / 360)\\n objChart.add(0, [ts, y])\\n y = math.cos(angle * 2 * pi / 360)\\n objChart.add(1, [ts, y])\\n angle += 5\\n Sleep(5000)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n json chart = R\\\"({\\n \\\"title\\\": {\\\"text\\\": \\\"Line value triggers plotLines value\\\"},\\n \\\"yAxis\\\": {\\n \\\"plotLines\\\": [{\\n \\\"value\\\": 0,\\n \\\"color\\\": \\\"red\\\",\\n \\\"width\\\": 2,\\n \\\"label\\\": {\\n \\\"text\\\": \\\"Trigger Value\\\",\\n \\\"align\\\": \\\"center\\\"\\n }\\n }]\\n },\\n \\\"xAxis\\\": {\\\"type\\\": \\\"datetime\\\"},\\n \\\"series\\\": [{\\\"name\\\": \\\"sin\\\", \\\"type\\\": \\\"spline\\\", \\\"data\\\": []},\\n {\\\"name\\\": \\\"cos\\\", \\\"type\\\": \\\"spline\\\", \\\"data\\\": []}]\\n })\\\"_json;\\n\\n auto pi = 3.1415926535897;\\n auto ts = 0;\\n auto angle = 0.0;\\n auto y = 0.0;\\n auto objChart = Chart(chart);\\n objChart.reset();\\n chart[\\\"yAxis\\\"][\\\"plotLines\\\"][0][\\\"value\\\"] = 1;\\n while(true) {\\n ts = Unix() * 1000;\\n y = sin(angle * 2 * pi / 360);\\n objChart.add(0, {ts, y});\\n y = cos(angle * 2 * pi / 360);\\n objChart.add(1, {ts, y});\\n angle += 5;\\n Sleep(5000);\\n }\\n}\", \"lang\": \"cpp\"}], \"value\": \"Trigonometric curve plotting example:\"}, {\"examples\": [{\"code\": \"/*backtest\\nstart: 2020-03-11 00:00:00\\nend: 2020-04-09 23:59:00\\nperiod: 1d\\nexchanges: [{\\\"eid\\\":\\\"Bitfinex\\\",\\\"currency\\\":\\\"BTC_USD\\\"}]\\n*/\\n\\nvar chartCfg = {\\n subtitle: {\\n text: \\\"subtitle\\\",\\n },\\n yAxis: [{\\n height: \\\"40%\\\",\\n lineWidth: 2,\\n title: {\\n text: 'PnL',\\n },\\n tickPixelInterval: 20,\\n minorGridLineWidth: 1,\\n minorTickWidth: 0,\\n opposite: true,\\n labels: {\\n align: \\\"right\\\",\\n x: -3,\\n }\\n }, {\\n title: {\\n text: 'Profit',\\n },\\n top: \\\"42%\\\",\\n height: \\\"18%\\\",\\n offset: 0,\\n lineWidth: 2\\n }, {\\n title: {\\n text: 'Vol',\\n },\\n top: '62%',\\n height: '18%',\\n offset: 0,\\n lineWidth: 2\\n }, {\\n title: {\\n text: 'Asset',\\n },\\n top: '82%',\\n height: '18%',\\n offset: 0,\\n lineWidth: 2\\n }],\\n series: [{\\n name: 'PnL',\\n data: [],\\n id: 'primary',\\n tooltip: {\\n xDateFormat: '%Y-%m-%d %H:%M:%S'\\n },\\n yAxis: 0\\n }, {\\n type: 'column',\\n lineWidth: 2,\\n name: 'Profit',\\n data: [],\\n yAxis: 1,\\n }, {\\n type: 'column',\\n name: 'Trade',\\n data: [],\\n yAxis: 2\\n }, {\\n type: 'area',\\n step: true,\\n lineWidth: 0,\\n name: 'Long',\\n data: [],\\n yAxis: 2\\n }, {\\n type: 'area',\\n step: true,\\n lineWidth: 0,\\n name: 'Short',\\n data: [],\\n yAxis: 2\\n }, {\\n type: 'line',\\n step: true,\\n color: '#5b4b00',\\n name: 'Asset',\\n data: [],\\n yAxis: 3\\n }, {\\n type: 'pie',\\n innerSize: '70%',\\n name: 'Random',\\n data: [],\\n center: ['3%', '6%'],\\n size: '15%',\\n dataLabels: {\\n enabled: false\\n },\\n startAngle: -90,\\n endAngle: 90,\\n }],\\n};\\n\\nfunction main() {\\n let c = Chart(chartCfg);\\n let preTicker = null;\\n while (true) {\\n let t = exchange.GetTicker();\\n\\n c.add(0, [t.Time, t.Last]); // PnL\\n c.add(1, [t.Time, preTicker ? t.Last - preTicker.Last : 0]); // profit\\n let r = Math.random();\\n var pos = parseInt(t.Time/86400);\\n c.add(2, [t.Time, pos/2]); // Vol\\n c.add(3, [t.Time, r > 0.8 ? pos : null]); // Long\\n c.add(4, [t.Time, r < 0.8 ? -pos : null]); // Short\\n c.add(5, [t.Time, Math.random() * 100]); // Asset\\n // update pie\\n chartCfg.series[chartCfg.series.length-1].data = [\\n [\\\"A\\\", Math.random()*100],\\n [\\\"B\\\", Math.random()*100],\\n ];\\n c.update(chartCfg)\\n preTicker = t;\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"'''backtest\\nstart: 2020-03-11 00:00:00\\nend: 2020-04-09 23:59:00\\nperiod: 1d\\nexchanges: [{\\\"eid\\\":\\\"Bitfinex\\\",\\\"currency\\\":\\\"BTC_USD\\\"}]\\n'''\\n\\nimport random\\n\\nchartCfg = {\\n \\\"subtitle\\\": {\\n \\\"text\\\": \\\"subtitle\\\"\\n },\\n \\\"yAxis\\\": [{\\n \\\"height\\\": \\\"40%\\\",\\n \\\"lineWidth\\\": 2,\\n \\\"title\\\": {\\n \\\"text\\\": 'PnL'\\n },\\n \\\"tickPixelInterval\\\": 20,\\n \\\"minorGridLineWidth\\\": 1,\\n \\\"minorTickWidth\\\": 0,\\n \\\"opposite\\\": True,\\n \\\"labels\\\": {\\n \\\"align\\\": \\\"right\\\",\\n \\\"x\\\": -3\\n }\\n }, {\\n \\\"title\\\": {\\n \\\"text\\\": 'Profit'\\n },\\n \\\"top\\\": \\\"42%\\\",\\n \\\"height\\\": \\\"18%\\\",\\n \\\"offset\\\": 0,\\n \\\"lineWidth\\\": 2\\n }, {\\n \\\"title\\\": {\\n \\\"text\\\": 'Vol'\\n },\\n \\\"top\\\": '62%',\\n \\\"height\\\": '18%',\\n \\\"offset\\\": 0,\\n \\\"lineWidth\\\": 2\\n }, {\\n \\\"title\\\": {\\n \\\"text\\\": 'Asset'\\n },\\n \\\"top\\\": '82%',\\n \\\"height\\\": '18%',\\n \\\"offset\\\": 0,\\n \\\"lineWidth\\\": 2\\n }],\\n \\\"series\\\": [{\\n \\\"name\\\": 'PnL',\\n \\\"data\\\": [],\\n \\\"id\\\": 'primary',\\n \\\"tooltip\\\": {\\n \\\"xDateFormat\\\": '%Y-%m-%d %H:%M:%S'\\n },\\n \\\"yAxis\\\": 0\\n }, {\\n \\\"type\\\": 'column',\\n \\\"lineWidth\\\": 2,\\n \\\"name\\\": 'Profit',\\n \\\"data\\\": [],\\n \\\"yAxis\\\": 1\\n }, {\\n \\\"type\\\": 'column',\\n \\\"name\\\": 'Trade',\\n \\\"data\\\": [],\\n \\\"yAxis\\\": 2\\n }, {\\n \\\"type\\\": 'area',\\n \\\"step\\\": True,\\n \\\"lineWidth\\\": 0,\\n \\\"name\\\": 'Long',\\n \\\"data\\\": [],\\n \\\"yAxis\\\": 2\\n }, {\\n \\\"type\\\": 'area',\\n \\\"step\\\": True,\\n \\\"lineWidth\\\": 0,\\n \\\"name\\\": 'Short',\\n \\\"data\\\": [],\\n \\\"yAxis\\\": 2\\n }, {\\n \\\"type\\\": 'line',\\n \\\"step\\\": True,\\n \\\"color\\\": '#5b4b00',\\n \\\"name\\\": 'Asset',\\n \\\"data\\\": [],\\n \\\"yAxis\\\": 3\\n }, {\\n \\\"type\\\": 'pie',\\n \\\"innerSize\\\": '70%',\\n \\\"name\\\": 'Random',\\n \\\"data\\\": [],\\n \\\"center\\\": ['3%', '6%'],\\n \\\"size\\\": '15%',\\n \\\"dataLabels\\\": {\\n \\\"enabled\\\": False\\n },\\n \\\"startAngle\\\": -90,\\n \\\"endAngle\\\": 90\\n }]\\n}\\n\\ndef main():\\n c = Chart(chartCfg)\\n preTicker = None\\n while True:\\n t = exchange.GetTicker()\\n c.add(0, [t[\\\"Time\\\"], t[\\\"Last\\\"]])\\n profit = t[\\\"Last\\\"] - preTicker[\\\"Last\\\"] if preTicker else 0\\n c.add(1, [t[\\\"Time\\\"], profit])\\n r = random.random()\\n pos = t[\\\"Time\\\"] / 86400\\n c.add(2, [t[\\\"Time\\\"], pos / 2])\\n long = pos if r > 0.8 else None\\n c.add(3, [t[\\\"Time\\\"], long])\\n short = -pos if r < 0.8 else None\\n c.add(4, [t[\\\"Time\\\"], short])\\n c.add(5, [t[\\\"Time\\\"], random.random() * 100])\\n\\n # update pie\\n chartCfg[\\\"series\\\"][len(chartCfg[\\\"series\\\"]) - 1][\\\"data\\\"] = [\\n [\\\"A\\\", random.random() * 100],\\n [\\\"B\\\", random.random() * 100]\\n ]\\n c.update(chartCfg)\\n preTicker = t\", \"lang\": \"python\"}, {\"code\": \"/*backtest\\nstart: 2020-03-11 00:00:00\\nend: 2020-04-09 23:59:00\\nperiod: 1d\\nexchanges: [{\\\"eid\\\":\\\"Bitfinex\\\",\\\"currency\\\":\\\"BTC_USD\\\"}]\\n*/\\n\\nvoid main() {\\n json chartCfg = R\\\"({\\n \\\"subtitle\\\": {\\n \\\"text\\\": \\\"subtitle\\\"\\n },\\n \\\"yAxis\\\": [{\\n \\\"height\\\": \\\"40%\\\",\\n \\\"lineWidth\\\": 2,\\n \\\"title\\\": {\\n \\\"text\\\": \\\"PnL\\\"\\n },\\n \\\"tickPixelInterval\\\": 20,\\n \\\"minorGridLineWidth\\\": 1,\\n \\\"minorTickWidth\\\": 0,\\n \\\"opposite\\\": true,\\n \\\"labels\\\": {\\n \\\"align\\\": \\\"right\\\",\\n \\\"x\\\": -3\\n }\\n }, {\\n \\\"title\\\": {\\n \\\"text\\\": \\\"Profit\\\"\\n },\\n \\\"top\\\": \\\"42%\\\",\\n \\\"height\\\": \\\"18%\\\",\\n \\\"offset\\\": 0,\\n \\\"lineWidth\\\": 2\\n }, {\\n \\\"title\\\": {\\n \\\"text\\\": \\\"Vol\\\"\\n },\\n \\\"top\\\": \\\"62%\\\",\\n \\\"height\\\": \\\"18%\\\",\\n \\\"offset\\\": 0,\\n \\\"lineWidth\\\": 2\\n }, {\\n \\\"title\\\": {\\n \\\"text\\\": \\\"Asset\\\"\\n },\\n \\\"top\\\": \\\"82%\\\",\\n \\\"height\\\": \\\"18%\\\",\\n \\\"offset\\\": 0,\\n \\\"lineWidth\\\": 2\\n }],\\n \\\"series\\\": [{\\n \\\"name\\\": \\\"PnL\\\",\\n \\\"data\\\": [],\\n \\\"id\\\": \\\"primary\\\",\\n \\\"tooltip\\\": {\\n \\\"xDateFormat\\\": \\\"%Y-%m-%d %H:%M:%S\\\"\\n },\\n \\\"yAxis\\\": 0\\n }, {\\n \\\"type\\\": \\\"column\\\",\\n \\\"lineWidth\\\": 2,\\n \\\"name\\\": \\\"Profit\\\",\\n \\\"data\\\": [],\\n \\\"yAxis\\\": 1\\n }, {\\n \\\"type\\\": \\\"column\\\",\\n \\\"name\\\": \\\"Trade\\\",\\n \\\"data\\\": [],\\n \\\"yAxis\\\": 2\\n }, {\\n \\\"type\\\": \\\"area\\\",\\n \\\"step\\\": true,\\n \\\"lineWidth\\\": 0,\\n \\\"name\\\": \\\"Long\\\",\\n \\\"data\\\": [],\\n \\\"yAxis\\\": 2\\n }, {\\n \\\"type\\\": \\\"area\\\",\\n \\\"step\\\": true,\\n \\\"lineWidth\\\": 0,\\n \\\"name\\\": \\\"Short\\\",\\n \\\"data\\\": [],\\n \\\"yAxis\\\": 2\\n }, {\\n \\\"type\\\": \\\"line\\\",\\n \\\"step\\\": true,\\n \\\"color\\\": \\\"#5b4b00\\\",\\n \\\"name\\\": \\\"Asset\\\",\\n \\\"data\\\": [],\\n \\\"yAxis\\\": 3\\n }, {\\n \\\"type\\\": \\\"pie\\\",\\n \\\"innerSize\\\": \\\"70%\\\",\\n \\\"name\\\": \\\"Random\\\",\\n \\\"data\\\": [],\\n \\\"center\\\": [\\\"3%\\\", \\\"6%\\\"],\\n \\\"size\\\": \\\"15%\\\",\\n \\\"dataLabels\\\": {\\n \\\"enabled\\\": false\\n },\\n \\\"startAngle\\\": -90,\\n \\\"endAngle\\\": 90\\n }]\\n })\\\"_json;\\n\\n Chart c = Chart(chartCfg);\\n Ticker preTicker;\\n while(true) {\\n auto t = exchange.GetTicker();\\n c.add(0, {t.Time, t.Last});\\n auto profit = preTicker.Valid ? t.Last - preTicker.Last : 0;\\n c.add(1, {t.Time, profit});\\n auto r = rand() % 100;\\n auto pos = t.Time / 86400.0;\\n c.add(2, {t.Time, pos / 2.0});\\n auto longPos = r > 0.8 ? pos : NULL;\\n c.add(3, {t.Time, longPos});\\n auto shortPos = r < 0.8 ? -pos : NULL;\\n c.add(4, {t.Time, shortPos});\\n c.add(5, {t.Time, rand() % 100});\\n\\n // update pie\\n json pie = R\\\"([[\\\"A\\\", 0], [\\\"B\\\", 0]])\\\"_json;\\n pie[0][1] = rand() % 100;\\n pie[1][1] = rand() % 100;\\n chartCfg[\\\"series\\\"][chartCfg[\\\"series\\\"].size() - 1][\\\"data\\\"] = pie;\\n\\n c.update(chartCfg);\\n preTicker = t;\\n }\\n}\", \"lang\": \"cpp\"}], \"value\": \"Complex example using mixed charts:\"}, {\"examples\": [{\"code\": \"// update pie\\nchartCfg.series[chartCfg.series.length-1].data = [\\n [\\\"A\\\", Math.random()*100],\\n [\\\"B\\\", Math.random()*100],\\n];\\nc.update(chartCfg)\", \"lang\": \"javascript\"}, {\"code\": \"# update pie\\nchartCfg[\\\"series\\\"][len(chartCfg[\\\"series\\\"]) - 1][\\\"data\\\"] = [\\n [\\\"A\\\", random.random() * 100],\\n [\\\"B\\\", random.random() * 100]\\n]\\nc.update(chartCfg)\", \"lang\": \"python\"}, {\"code\": \"// update pie\\n\\njson pie = R\\\"([[\\\"A\\\", 0], [\\\"B\\\", 0]])\\\"_json;\\n\\npie[0][1] = rand() % 100;\\n\\npie[1][1] = rand() % 100;\\n\\nchartCfg[\\\"series\\\"][chartCfg[\\\"series\\\"].size() - 1][\\\"data\\\"] = pie;\\n\\nc.update(chartCfg);\", \"lang\": \"cpp\"}], \"value\": \"Charts of ```pie``` type in the chart are charts without a time axis. When updating data, the chart configuration needs to be updated directly. For example, in the code of the above example, after updating the data, use ```c.update(chartCfg)``` to update the chart, as shown below:\"}], \"remarks\": [\"The ```Chart()``` function returns a chart object with 4 methods: ```add()```, ```reset()```, ```update()```, ```del()```.\\n- 1. ```update()``` method:\\n The ```update()``` method can update chart configuration information. The parameter of this method is a Chart configuration object (JSON).\\n- 2. ```del()``` method:\\n The ```del()``` method can delete the data series at the specified index based on the passed series parameter.\\n- 3. ```add()``` method:\\n The ```add()``` method can write data to the chart. The parameters are:\\n - ```series```: Used to set the data series index, integer type.\\n - ```data```: Used to set the specific data to write, array type.\\n - ```index``` (optional): Used to set the data index, integer type. Specifies the specific index position of the data to modify, supports negative numbers. Setting it to ```-1``` represents the last data in the dataset.\\n For example, when drawing a line, to modify the data on the last point of the line: ```chart.add(0, [1574993606000, 13.5], -1)```, which changes the data of the last point in ```series[0].data``` of the chart. Not setting the ```index``` parameter means adding data to the end of the current data series.\\n- 4. ```reset()``` method:\\n The ```reset()``` method is used to clear chart data. The ```reset()``` method can take a parameter ```remain``` to specify the number of data entries to retain. Not passing the ```remain``` parameter means clearing all data.\"], \"returns\": [{\"info\": \"Chart object.\", \"type\": \"object\"}], \"seeAlso\": [\"{@fun/Log/KLineChart KLineChart}\"], \"syntax\": [\"Chart(options)\"], \"title\": \"Chart\"}, {\"_src_hash\": \"1ad93e2c3e68e3aec91a9871b1e97bff9e250c903f58742109823c403a25ee9c\", \"args\": [{\"info\": \"The ```options``` parameter is a chart configuration object that supports the following properties:\\n\\n- ```overlay```: Boolean value, sets whether the drawing content is output on the main chart. When set to ```true```, it displays on the main chart; when set to ```false```, it displays on a sub-chart.\\n\\n- ```pricePrecision```: Number, price data precision, used to control the number of decimal places for price data in the chart. For example, setting it to 2 means keeping 2 decimal places, setting it to 0 means no decimal places (rounded to integer).\\n\\n- ```volumePrecision```: Number, volume data precision, used to control the number of decimal places for volume data in the chart. For example, setting it to 2 means keeping 2 decimal places, setting it to 0 means no decimal places (rounded to integer).\", \"name\": \"options\", \"required\": true, \"type\": \"object / object array\"}], \"desc\": [\"This function is used for custom charting during strategy runtime, using a drawing method similar to the ```Pine``` language.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Call KLineChart function to create chart control object c\\n let c = KLineChart({\\n overlay: true\\n })\\n\\n // Use spot exchange object for testing, get K-line data. If using futures exchange object for testing, you need to set the contract first\\n let bars = exchange.GetRecords()\\n if (!bars) {\\n return\\n }\\n\\n // Iterate over K-line data to perform drawing operations. Drawing operations must start with ```c.begin(bar)``` function call and end with ```c.close(bar)``` function call.\\n bars.forEach(function(bar, index) {\\n c.begin(bar)\\n c.barcolor(bar.Close > bar.Open ? 'rgba(255, 0, 0, 0.2)' : 'rgba(0, 0, 0, 0.2)')\\n if (bar.Close > bar.Open) {\\n c.bgcolor('rgba(0, 255, 0, 0.5)')\\n }\\n let h = c.plot(bar.High, 'high')\\n let l = c.plot(bar.Low, 'low')\\n\\n c.fill(h, l, {\\n color: bar.Close > bar.Open ? 'rgba(255, 0, 0, 0.2)' : 'rgba(255, 0, 0, 0.2)'\\n })\\n c.hline(bar.High)\\n c.plotarrow(bar.Close - bar.Open)\\n c.plotshape(bar.Low, {\\n style: 'diamond'\\n })\\n c.plotchar(bar.Close, {\\n char: 'X'\\n })\\n c.plotcandle(bar.Open*0.9, bar.High*0.9, bar.Low*0.9, bar.Close*0.9)\\n if (bar.Close > bar.Open) {\\n // long/short/closelong/closeshort\\n c.signal(\\\"long\\\", bar.High, 1.5)\\n } else if (bar.Close < bar.Open) {\\n c.signal(\\\"closelong\\\", bar.Low, 1.5)\\n }\\n c.close(bar)\\n })\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Call KLineChart function to create chart control object c\\n c = KLineChart({\\n \\\"overlay\\\": True\\n })\\n\\n # Use spot exchange object for testing, get K-line data. If using futures exchange object for testing, you need to set the contract first\\n bars = exchange.GetRecords()\\n if not bars:\\n return\\n\\n for bar in bars:\\n c.begin(bar)\\n c.barcolor('rgba(255, 0, 0, 0.2)' if bar.Close > bar.Open else 'rgba(0, 0, 0, 0.2)')\\n if bar.Close > bar.Open:\\n c.bgcolor('rgba(0, 255, 0, 0.5)')\\n\\n h = c.plot(bar.High, 'high')\\n l = c.plot(bar.Low, 'low')\\n\\n c.fill(h, l, 'rgba(255, 0, 0, 0.2)' if bar.Close > bar.Open else 'rgba(255, 0, 0, 0.2)')\\n c.hline(bar.High)\\n c.plotarrow(bar.Close - bar.Open)\\n c.plotshape(bar.Low, style = 'diamond')\\n c.plotchar(bar.Close, char = 'X')\\n c.plotcandle(bar.Open*0.9, bar.High*0.9, bar.Low*0.9, bar.Close*0.9)\\n if bar.Close > bar.Open:\\n # long/short/closelong/closeshort\\n c.signal(\\\"long\\\", bar.High, 1.5)\\n elif bar.Close < bar.Open:\\n c.signal(\\\"closelong\\\", bar.Low, 1.5)\\n\\n c.close(bar)\", \"lang\": \"python\"}, {\"code\": \"// Not supported currently\", \"lang\": \"cpp\"}], \"value\": \"To draw on the strategy's custom charting area, you must have a chart control object, created using the ```KLineChart()``` function. The parameter of the ```KLineChart()``` function is a chart configuration structure. The chart structure used in the reference code is very simple: ```{overlay: true}```.\\n\\n\\nThis chart configuration structure only sets the drawing content to be output on the main chart. If ```overlay``` is set to a false value, such as ```false```, all content on the chart will be output on the sub-chart. If you need to specify a particular drawing function to bindbindoutput on the main chart, you can also specify the ```overlay``` parameter as a true value in the specific function call, such as ```true```.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Create chart control object, set price precision to 0 (integer), volume precision to 0 (integer)\\n let c = KLineChart({\\n overlay: true,\\n pricePrecision: 0, // Price data precision, set to 2 to keep 2 decimal places\\n volumePrecision: 0 // Volume data precision\\n })\\n\\n // Select appropriate trading pair based on exchange type\\n let symbol = exchange.GetName().includes(\\\"Futures_\\\") ? \\\"ETH_USDT.swap\\\" : \\\"ETH_USDT\\\"\\n Log(\\\"Test symbol:\\\", symbol)\\n\\n // Get K-line data\\n let bars = exchange.GetRecords(symbol)\\n if (!bars) {\\n return\\n }\\n\\n // Iterate through K-line data and draw chart\\n bars.forEach(function(bar, index) {\\n c.begin(bar)\\n c.barcolor(bar.Close > bar.Open ? 'rgba(255, 0, 0, 0.2)' : 'rgba(0, 0, 0, 0.2)')\\n c.plot(bar.High, 'high')\\n c.plot(bar.Low, 'low')\\n c.close(bar)\\n })\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Create chart control object, set price precision to 0 (integer), volume precision to 0 (integer)\\n c = KLineChart({\\n \\\"overlay\\\": True,\\n \\\"pricePrecision\\\": 0, # Price data precision, set to 2 to keep 2 decimal places\\n \\\"volumePrecision\\\": 0 # Volume data precision\\n })\\n\\n # Select appropriate trading pair based on exchange type\\n exName = exchange.GetName()\\n symbol = \\\"ETH_USDT.swap\\\" if \\\"Futures_\\\" in exName else \\\"ETH_USDT\\\"\\n Log(\\\"Test symbol:\\\", symbol)\\n\\n # Get K-line data\\n bars = exchange.GetRecords(symbol)\\n if not bars:\\n return\\n\\n # Iterate through K-line data and draw chart\\n for bar in bars:\\n c.begin(bar)\\n c.barcolor('rgba(255, 0, 0, 0.2)' if bar.Close > bar.Open else 'rgba(0, 0, 0, 0.2)')\\n c.plot(bar.High, 'high')\\n c.plot(bar.Low, 'low')\\n c.close(bar)\", \"lang\": \"python\"}, {\"code\": \"// Not supported currently\", \"lang\": \"cpp\"}], \"value\": \"Use the ```pricePrecision``` and ```volumePrecision``` parameters to control chart data precision. You can set the display precision for price and volume according to actual needs. For example, for instruments with large price fluctuations, you can set it to 0 to display integers, while for instruments requiring precise prices, you can set it to 2 or higher precision.\"}, {\"examples\": [{\"code\": \"c.barcolor(bar.Close > bar.Open ? 'rgba(255, 0, 0, 0.2)' : 'rgba(0, 0, 0, 0.2)') // Using the example from the reference code in this example, no further elaboration needed\", \"lang\": \"javascript\"}, {\"code\": \"c.barcolor('rgba(255, 0, 0, 0.2)' if bar.Close > bar.Open else 'rgba(0, 0, 0, 0.2)')\", \"lang\": \"python\"}, {\"code\": \"// Not supported currently\", \"lang\": \"cpp\"}], \"value\": \"The ```Pine``` language charting interface functions supported in bindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindbindcharting operations include:\\n\\n```barcolor```, used to set K-line color.\\n\\n> barcolor(color, offset, editable, show_last, title, display)\\n\\n> Optional values for display parameter: \\\"none\\\", \\\"all\\\"\"}, {\"examples\": [{\"code\": \"c.bgcolor('rgba(0, 255, 0, 0.5)')\", \"lang\": \"javascript\"}, {\"code\": \"c.bgcolor('rgba(0, 255, 0, 0.5)')\", \"lang\": \"python\"}, {\"code\": \"// Not supported currently\", \"lang\": \"cpp\"}], \"value\": \"```bgcolor```, used to fill the K-line background with a specified color.\\n\\n> bgcolor(color, offset, editable, show_last, title, display, overlay)\\n\\n> Optional values for display parameter: \\\"none\\\", \\\"all\\\"\"}, {\"examples\": [{\"code\": \"c.plot(bar.High, 'high')\\nc.plot(bar.Open < bar.Close ? NaN : bar.Close, \\\"Close\\\", {style: \\\"linebr\\\"}) // Supports plotting discontinuous data lines\", \"lang\": \"javascript\"}, {\"code\": \"h = c.plot(bar.High, 'high')\\nh = c.plot(None if bar.Open < bar.Close else bar.Close, \\\"Close\\\", style = \\\"linebr\\\") # Supports plotting discontinuous data lines\", \"lang\": \"python\"}, {\"code\": \"// Not supported yet\", \"lang\": \"cpp\"}], \"value\": \"```plot```, plots a series of data on the chart.\\n> plot(series, title, color, linewidth, style, trackprice, histbase, offset, join, editable, show_last, display)\\n> style parameter options: \\\"stepline_diamond\\\", \\\"stepline\\\", \\\"cross\\\", \\\"areabr\\\", \\\"area\\\", \\\"circles\\\", \\\"columns\\\", \\\"histogram\\\", \\\"linebr\\\", \\\"line\\\"\\n> display parameter options: \\\"none\\\", \\\"all\\\"\"}, {\"examples\": [{\"code\": \"let h = c.plot(bar.High, 'high')\\nlet l = c.plot(bar.Low, 'low')\\nc.fill(h, l, {color: bar.Close > bar.Open ? 'rgba(255, 0, 0, 0.2)' : 'rgba(255, 0, 0, 0.2)'})\", \"lang\": \"javascript\"}, {\"code\": \"h = c.plot(bar.High, 'high')\\nl = c.plot(bar.Low, 'low')\\nc.fill(h, l, color = 'rgba(255, 0, 0, 0.2)' if bar.Close > bar.Open else 'rgba(255, 0, 0, 0.2)')\", \"lang\": \"python\"}, {\"code\": \"// Not supported yet\", \"lang\": \"cpp\"}], \"value\": \"```fill```, fills the background area between two plots or ```hline``` with the specified color.\\n> fill(hline1, hline2, color, title, editable, fillgaps, display)\\n> display parameter options: \\\"none\\\", \\\"all\\\"\\n\\nSince ```JavaScript``` does not support specifying parameters by function parameter names, to solve this problem, you can use the ```{key: value}``` structure to specify parameters for specific parameter names. For example, in the reference code, ```{color: bar.Close > bar.Open ? 'rgba(255, 0, 0, 0.2)' : 'rgba(255, 0, 0, 0.2)'}``` is used to specify the ```color``` parameter of the ```fill``` function.\\n\\nIf you need to specify multiple parameters by parameter names consecutively, you can use the ```{key1: value1, key2: value2, key3: value3}``` format.\\n\\nFor example, to add a ```title``` parameter in this example: ```{color: bar.Close > bar.Open ? 'rgba(255, 0, 0, 0.2)' : 'rgba(255, 0, 0, 0.2)', title: 'fill'}```.\\n\\nColor values can be set using the ```'rgba(255, 0, 0, 0.2)'``` format or the ```'#FF0000'``` format.\"}, {\"examples\": [{\"code\": \"c.hline(bar.High)\", \"lang\": \"javascript\"}, {\"code\": \"c.hline(bar.High)\", \"lang\": \"python\"}, {\"code\": \"// Not supported yet\", \"lang\": \"cpp\"}], \"value\": \"```hline```, draws a horizontal line at the specified fixed price level.\\n> hline(price, title, color, linestyle, linewidth, editable, display)\\n> linestyle parameter options: \\\"dashed\\\", \\\"dotted\\\", \\\"solid\\\"\\n> display parameter options: \\\"none\\\", \\\"all\\\"\"}, {\"examples\": [{\"code\": \"c.plotarrow(bar.Close - bar.Open)\", \"lang\": \"javascript\"}, {\"code\": \"c.plotarrow(bar.Close - bar.Open)\", \"lang\": \"python\"}, {\"code\": \"// Not supported yet\", \"lang\": \"cpp\"}], \"value\": \"```plotarrow```, plots up and down arrows on the chart.\\n> plotarrow(series, title, colorup, colordown, offset, minheight, maxheight, editable, show_last, display)\\n> display parameter options: \\\"none\\\", \\\"all\\\"\"}, {\"examples\": [{\"code\": \"c.plotshape(bar.Low, {style: 'diamond'})\", \"lang\": \"javascript\"}, {\"code\": \"c.plotshape(bar.Low, style = 'diamond')\", \"lang\": \"python\"}, {\"code\": \"// Not supported yet\", \"lang\": \"cpp\"}], \"value\": \"```plotshape```, draws visual shapes on the chart.\\n> plotshape(series, title, style, location, color, offset, text, textcolor, editable, size, show_last, display)\\n> style parameter options: \\\"diamond\\\", \\\"square\\\", \\\"label_down\\\", \\\"label_up\\\", \\\"arrow_down\\\", \\\"arrow_up\\\", \\\"circle\\\", \\\"flag\\\", \\\"triangle_down\\\", \\\"triangle_up\\\", \\\"cross\\\", \\\"xcross\\\"\\n> location parameter options: \\\"abovebar\\\", \\\"belowbar\\\", \\\"top\\\", \\\"bottom\\\", \\\"absolute\\\"\\n> size parameter options: \\\"10px\\\", \\\"14px\\\", \\\"20px\\\", \\\"40px\\\", \\\"80px\\\", corresponding to size.tiny, size.small, size.normal, size.large, size.huge in Pine language\\n> size.auto is equivalent to size.small.\\n> display parameter options: \\\"none\\\", \\\"all\\\"\"}, {\"examples\": [{\"code\": \"c.plotchar(bar.Close, {char: 'X'})\", \"lang\": \"javascript\"}, {\"code\": \"c.plotchar(bar.Close, char = 'X')\", \"lang\": \"python\"}, {\"code\": \"// Not supported yet\", \"lang\": \"cpp\"}], \"value\": \"```plotchar```, draws visual shapes on the chart using any Unicode character.\\n> plotchar(series, title, char, location, color, offset, text, textcolor, editable, size, show_last, display)\\n> location parameter options: \\\"abovebar\\\", \\\"belowbar\\\", \\\"top\\\", \\\"bottom\\\", \\\"absolute\\\"\\n> size parameter options: \\\"10px\\\", \\\"14px\\\", \\\"20px\\\", \\\"40px\\\", \\\"80px\\\", corresponding to size.tiny, size.small, size.normal, size.large, size.huge in Pine language\\n> size.auto is equivalent to size.small.\\n> display parameter options: \\\"none\\\", \\\"all\\\"\"}, {\"examples\": [{\"code\": \"c.plotcandle(bar.Open*0.9, bar.High*0.9, bar.Low*0.9, bar.Close*0.9)\", \"lang\": \"javascript\"}, {\"code\": \"c.plotcandle(bar.Open*0.9, bar.High*0.9, bar.Low*0.9, bar.Close*0.9)\", \"lang\": \"python\"}, {\"code\": \"// Not supported yet\", \"lang\": \"cpp\"}], \"value\": \"```plotcandle```, draws candlestick chart on the chart.\\n> plotcandle(open, high, low, close, title, color, wickcolor, editable, show_last, bordercolor, display)\\n> display parameter options: \\\"none\\\", \\\"all\\\"\"}, {\"examples\": [{\"code\": \"c.signal(\\\"long\\\", bar.High, 1.5)\", \"lang\": \"javascript\"}, {\"code\": \"c.signal(\\\"long\\\", bar.High, 1.5)\", \"lang\": \"python\"}, {\"code\": \"// Not supported yet\", \"lang\": \"cpp\"}], \"value\": \"```signal```, this function does not exist in Pine language, used to draw buy/sell signals.\\n> signal(direction, price, qty, id)\\n\\nThe parameter \\\"long\\\" indicates the trade direction, with options: \\\"long\\\", \\\"closelong\\\", \\\"short\\\", \\\"closeshort\\\". The parameter ```bar.High``` specifies the Y-axis position of the signal marker.\\nThe parameter 1.5 represents the trade quantity of the signal. A fourth parameter can be passed to replace the default displayed text content. The default text of the signal marker is the trade direction, for example: \\\"closelong\\\".\"}, {\"examples\": [{\"code\": \"c.reset()\", \"lang\": \"javascript\"}, {\"code\": \"c.reset()\", \"lang\": \"python\"}, {\"code\": \"// Not supported yet\", \"lang\": \"cpp\"}], \"value\": \"```reset```, this function does not exist in Pine language, used to clear chart data.\\n> reset(remain)\\n\\nThe ```reset()``` method accepts a parameter ```remain``` to specify the number of data bars to retain. Not passing the ```remain``` parameter means clearing all data.\"}], \"remarks\": [\"Strategy custom charting can only use one of the ```KLineChart()``` function or ```Chart()``` function methods. For color, style, and other settings used when calling the ```KLineChart()``` function, please refer to the [Special Topic Article on Drawing with KLineChart Function](https://www.fmz.com/bbs-topic/9482)\", \"The ```pricePrecision``` and ```volumePrecision``` parameters are used to control the display precision of data in the chart. When these parameters are not set, the chart uses default precision to display data. After setting the precision parameters, the price and volume data in the chart will be rounded and displayed according to the specified number of decimal places, which helps simplify the chart display and improve readability.\"], \"returns\": [{\"info\": \"Chart object.\\n\\nThe chart object returned by the ```KLineChart()``` function contains multiple methods, among which the ```begin(bar)``` and ```close(bar)``` methods require special attention. When iterating through K-line data to perform drawing operations, you must start with the ```begin(bar)``` function call and end with the ```close(bar)``` function call.\", \"type\": \"object\"}], \"seeAlso\": [\"{@fun/Log/Chart Chart}\"], \"syntax\": [\"KLineChart(options)\"], \"title\": \"KLineChart\"}, {\"_src_hash\": \"087ee48df0eae48e36d9c5712d0e8f542de453afead040728a85f18c5630ba85\", \"args\": [{\"info\": \"The ```remain``` parameter is used to set the number of recent log entries to retain.\", \"name\": \"remain\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Clear log records.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // 保留最近10条日志，清除其余日志\\n LogReset(10)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n LogReset(10)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n LogReset(10);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The startup log generated each time a live strategy starts is counted as one record. Therefore, if no parameter is passed and there is no log output at strategy startup, no logs will be displayed at all. You need to wait for the bot's log callback (this is normal, not an exception).\"], \"seeAlso\": [\"{@fun/Log Log}, {@fun/Log/LogVacuum LogVacuum}\"], \"syntax\": [\"LogReset(remain)\"], \"title\": \"LogReset\"}, {\"_src_hash\": \"1818b46a4c1a11e22d0d0f22580ac3da0dbe361d44ff395a8390ec0ab59f8c72\", \"desc\": [\"Used to reclaim storage space occupied by **SQLite** when deleting data after calling the ```LogReset()``` function to clear logs.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n LogReset()\\n LogVacuum()\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n LogReset()\\n LogVacuum()\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n LogReset()\\n LogVacuum()\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"Since ```SQLite``` does not reclaim space when deleting data, a ```VACUUM``` operation needs to be performed to clean up tables and free up space. This function call involves file movement operations with significant latency, so it is recommended to call it at appropriate intervals.\"], \"seeAlso\": [\"{@fun/Log/LogReset LogReset}\"], \"syntax\": [\"LogVacuum()\"], \"title\": \"LogVacuum\"}, {\"_src_hash\": \"15fcab4138697c87e3ddab3efa7aac8e1a171cb15d51f463114bcd0d90d8a805\", \"args\": [{\"info\": \"The parameter ```msg``` is the content to be output, multiple parameters can be passed.\", \"name\": \"msg\", \"required\": false, \"type\": \"string / number / bool / object / array / any (any type supported by the platform)\"}], \"desc\": [\"Used to output debug information in the \\\"Debug Info\\\" section of the live trading page. For example, when the live trading ID is ```123456```, the ```console.log``` function outputs debug information on the live trading page while creating a log file with ```.log``` extension in the docker directory ```/logs/storage/123456/``` and writing debug information to it. The file name prefix is ```stdout_```.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n console.log(\\\"test console.log\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"# 不支持\", \"lang\": \"python\"}, {\"code\": \"// 不支持\", \"lang\": \"cpp\"}]}], \"remarks\": [\"Notes:\\n\\n- Only ```JavaScript``` language supports this function.\\n\\n- Only live trading environment supports this function, neither \\\"Debug Tool\\\" nor \\\"Backtesting System\\\" supports it.\\n\\n- When outputting objects, they will be converted to the string ```[object Object]```, so it is recommended to output readable information.\"], \"seeAlso\": [\"{@fun/Log/console.error console.error}\"], \"syntax\": [\"console.log(...msgs)\"], \"title\": \"console.log\"}, {\"_src_hash\": \"566a79f5aee62f2b3e30e1f815b124fede771071852b91abb07f1d1cf211a4b5\", \"args\": [{\"info\": \"The parameter ```msg``` is the content to be output, multiple parameters can be passed.\", \"name\": \"msg\", \"required\": false, \"type\": \"string / number / bool / object / array / any (any type supported by the platform)\"}], \"desc\": [\"Used to output error messages in the \\\"Debug Information\\\" section of the live trading page. For example, when the live trading ID is ```123456```, the ```console.error``` function outputs error messages on the live trading page while creating a log file with the prefix ```stderr_``` and extension ```.log``` in the docker's directory ```/logs/storage/123456/``` where the live trading belongs, and writes the error messages to this file.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n console.error(\\\"test console.error\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"# Not supported\", \"lang\": \"python\"}, {\"code\": \"// Not supported\", \"lang\": \"cpp\"}]}], \"remarks\": [\"Notes:\\n- Only ```JavaScript``` language supports this function.\\n- Only live trading environment supports this function, \\\"Debug Tool\\\" and \\\"Backtesting System\\\" do not support it.\\n- When outputting objects, they will be converted to the string ```[object Object]```, it is recommended to output human-readable information.\"], \"seeAlso\": [\"{@fun/Log/console.log console.log}\"], \"syntax\": [\"console.error(...msgs)\"], \"title\": \"console.error\"}], \"title\": \"Log\"}, {\"_src_hash\": \"205e327e03219c0d32854873f7b12e0b10052b6db442885b0411532d21df95e1\", \"children\": [{\"_src_hash\": \"6eb67a59ca8ec258208d083d484aa22bc118b372c06d700c34a5beaf8edd1239\", \"args\": [{\"info\": \"The ```symbol``` parameter is used to specify the specific trading pair or contract code corresponding to the requested {@struct/Ticker Ticker} data. When this parameter is not passed, the market data of the currently set trading pair or contract code is requested by default.\\n\\nWhen calling the ```exchange.GetTicker(symbol)``` function, if ```exchange``` is a spot exchange object and you need to request market data with USDT as the quote currency and BTC as the base currency, the ```symbol``` parameter is: ```\\\"BTC_USDT\\\"```, in the trading pair format defined by the FMZ platform.\\n\\nWhen calling the ```exchange.GetTicker(symbol)``` function, if ```exchange``` is a futures exchange object and you need to request market data for BTC USDT-margined perpetual contract, the ```symbol``` parameter is: ```\\\"BTC_USDT.swap\\\"```, in the format of **trading pair** and **contract code** defined by the FMZ platform, separated by the character \\\".\\\".\\n\\nWhen calling the ```exchange.GetTicker(symbol)``` function, if ```exchange``` is a futures exchange object and you need to request market data for BTC USDT-margined option contract, the ```symbol``` parameter is: ```\\\"BTC_USDT.BTC-240108-40000-C\\\"``` (taking Binance option BTC-240108-40000-C as an example), in the format of **trading pair** defined by the FMZ platform and the specific option contract code defined by the exchange, separated by the character \\\".\\\".\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"Get the {@struct/Ticker Ticker} structure corresponding to the currently set trading pair or contract code, i.e., market data. The ```GetTicker()``` function is a member function of the exchange object {@var/EXCHANGE exchange}. The member functions (methods) of the ```exchange``` object are only related to ```exchange```, which will not be repeated in subsequent documentation.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // If it's a futures exchange object, first set the contract code, for example, set it to perpetual contract\\n // exchange.SetContractType(\\\"swap\\\")\\n\\n var ticker = exchange.GetTicker()\\n /*\\n Due to network reasons, the exchange API may not be accessible (even if the device where the bot is hosted can open the exchange website, the API interface may still be inaccessible)\\n In this case, ticker will be null, and accessing ticker.High will cause an error, so when testing this code, ensure that the exchange API is accessible\\n */\\n Log(\\\"Symbol:\\\", ticker.Symbol, \\\"High:\\\", ticker.High, \\\"Low:\\\", ticker.Low, \\\"Sell:\\\", ticker.Sell, \\\"Buy:\\\", ticker.Buy, \\\"Last:\\\", ticker.Last, \\\"Open:\\\", ticker.Open, \\\"Volume:\\\", ticker.Volume)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n ticker = exchange.GetTicker()\\n Log(\\\"Symbol:\\\", ticker[\\\"Symbol\\\"], \\\"High:\\\", ticker[\\\"High\\\"], \\\"Low:\\\", ticker[\\\"Low\\\"], \\\"Sell:\\\", ticker[\\\"Sell\\\"], \\\"Buy:\\\", ticker[\\\"Buy\\\"], \\\"Last:\\\", ticker[\\\"Last\\\"], \\\"Open:\\\", ticker[\\\"Open\\\"], \\\"Volume:\\\", ticker[\\\"Volume\\\"])\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto ticker = exchange.GetTicker();\\n Log(\\\"Symbol:\\\", ticker.Symbol, \\\"High:\\\", ticker.High, \\\"Low:\\\", ticker.Low, \\\"Sell:\\\", ticker.Sell, \\\"Buy:\\\", ticker.Buy, \\\"Last:\\\", ticker.Last, \\\"Open:\\\", ticker.Open, \\\"Volume:\\\", ticker.Volume);\\n}\", \"lang\": \"cpp\"}], \"value\": \"For futures exchange objects (i.e., ```exchange``` or ```exchanges[0]```), you need to use the ```exchange.SetContractType()``` function to set the contract code before calling market data functions. This will not be repeated in subsequent documentation.\"}, {\"examples\": [{\"code\": \"function main() {\\n var ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n Log(ticker)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n Log(ticker)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto ticker = exchange.GetTicker(\\\"BTC_USDT\\\");\\n Log(ticker);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Use the ```symbol``` parameter to request market data for a specific symbol (spot symbol).\"}], \"remarks\": [\"In the backtesting system, the ```Ticker``` data returned by the ```exchange.GetTicker()``` function has simulated values for ```High``` and ```Low```, taken from the best ask and best bid at that time.\\n\\nIn live trading, the ```Ticker``` data returned by the ```exchange.GetTicker()``` function has ```High``` and ```Low``` values determined by the data returned from the exchange's encapsulated ```Tick``` interface, which includes the highest and lowest prices within a certain period (usually a 24-hour period).\", \"Exchanges that do not support the ```exchange.GetTicker()``` function:\\n\\n| Function Name | Unsupported Spot Exchanges | Unsupported Futures Exchanges |\\n| - | - | - |\\n| GetTicker | -- | Futures_Aevo |\"], \"returns\": [{\"info\": \"The ```exchange.GetTicker()``` function returns a {@struct/Ticker Ticker} structure when the data request is successful, and returns null when the data request fails.\", \"type\": \"{@struct/Ticker Ticker} / null\"}], \"seeAlso\": [\"{@fun/Market/exchange.GetDepth exchange.GetDepth}, {@fun/Market/exchange.GetTrades exchange.GetTrades}, {@fun/Market/exchange.GetRecords exchange.GetRecords}, {@fun/Market/exchange.GetTickers exchange.GetTickers}, {@fun/Trade/exchange.IO exchange.IO} (API rate limit control)\"], \"syntax\": [\"exchange.GetTicker()\", \"exchange.GetTicker(symbol)\"], \"title\": \"exchange.GetTicker\"}, {\"_src_hash\": \"62e05ee9ee48bcbc515f95efc7f7262198a03ef99953b504ca7e38fae0f532d1\", \"args\": [{\"info\": \"The parameter ```symbol``` is used to specify the specific trading pair and contract code corresponding to the requested {@struct/Depth Depth} data. When this parameter is not passed, the order book data for the currently set trading pair and contract code is requested by default.\\n\\nWhen calling the ```exchange.GetDepth(symbol)``` function, if ```exchange``` is a spot exchange object and you need to request order book data with USDT as the quote currency and BTC as the base currency, the parameter ```symbol``` would be: ```\\\"BTC_USDT\\\"```, formatted according to the FMZ platform's defined trading pair format.\\n\\nWhen calling the ```exchange.GetDepth(symbol)``` function, if ```exchange``` is a futures exchange object and you need to request order book data for BTC's USDT-margined perpetual contract, the parameter ```symbol``` would be: ```\\\"BTC_USDT.swap\\\"```, formatted as a combination of the FMZ platform's defined **trading pair** and **contract code**, separated by the character \\\".\\\".\\n\\nWhen calling the ```exchange.GetDepth(symbol)``` function, if ```exchange``` is a futures exchange object and you need to request order book data for BTC's USDT-margined options contract, the parameter ```symbol``` would be: ```\\\"BTC_USDT.BTC-240108-40000-C\\\"``` (using Binance option BTC-240108-40000-C as an example), formatted as a combination of the FMZ platform's defined **trading pair** and the exchange's specific option contract code, separated by the character \\\".\\\".\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"Get the {@struct/Depth Depth} structure, i.e., order book data, for the spot or futures corresponding to the currently set trading pair and contract code.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n var depth = exchange.GetDepth()\\n /*\\n Due to network issues, the exchange API may be inaccessible (even if the device hosting the bot can open the exchange website, the API interface may still be unreachable)\\n In this case, depth will be null, and accessing depth.Asks[1].Price will cause an error, so when testing this code, ensure that the exchange API is accessible\\n */\\n var price = depth.Asks[1].Price\\n Log(\\\"Second ask price:\\\", price)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n depth = exchange.GetDepth()\\n price = depth[\\\"Asks\\\"][1][\\\"Price\\\"]\\n Log(\\\"Second ask price:\\\", price)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto depth = exchange.GetDepth();\\n auto price = depth.Asks[1].Price;\\n Log(\\\"Second ask price:\\\", price);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Test the ```exchange.GetDepth()``` function:\"}, {\"examples\": [{\"code\": \"function main() {\\n // BTC USDT-margined perpetual contract\\n var depth = exchange.GetDepth(\\\"BTC_USDT.swap\\\")\\n Log(depth)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n depth = exchange.GetDepth(\\\"BTC_USDT.swap\\\")\\n Log(depth)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto depth = exchange.GetDepth(\\\"BTC_USDT.swap\\\");\\n Log(depth);\\n}\", \"lang\": \"cpp\"}], \"value\": \"When the configured ```exchange``` object is a futures exchange object, use the ```symbol``` parameter to request order book data for a specific instrument (futures instrument).\"}], \"remarks\": [\"In the backtesting system, when using **Simulated Tick** backtesting, the data returned by the ```exchange.GetDepth()``` function has simulated values for each level.\\n\\nIn the backtesting system, when using **Real Tick** backtesting, the data returned by the ```exchange.GetDepth()``` function is a second-level depth snapshot.\"], \"returns\": [{\"info\": \"The ```exchange.GetDepth()``` function returns a {@struct/Depth Depth} structure when the data request is successful, and returns null when the data request fails.\", \"type\": \"{@struct/Depth Depth} / null\"}], \"seeAlso\": [\"{@fun/Market/exchange.GetTicker exchange.GetTicker}, {@fun/Market/exchange.GetTrades exchange.GetTrades}, {@fun/Market/exchange.GetRecords exchange.GetRecords}\"], \"syntax\": [\"exchange.GetDepth()\", \"exchange.GetDepth(symbol)\"], \"title\": \"exchange.GetDepth\"}, {\"_src_hash\": \"30f5d1314a3fa5084617917b77efe1dfce0995e2a06fe9cd1f011cd894350e04\", \"args\": [{\"info\": \"The parameter ```symbol``` is used to specify the specific trading pair or contract code corresponding to the requested {@struct/Trade Trade} array data. When this parameter is not passed, it defaults to requesting the recent transaction record data for the currently set trading pair or contract code.\\n\\nWhen calling the ```exchange.GetTrades(symbol)``` function, if ```exchange``` is a spot exchange object and you need to request transaction data with USDT as the quote currency and BTC as the base currency, the parameter ```symbol``` would be: ```\\\"BTC_USDT\\\"```, formatted according to the FMZ platform's defined trading pair format.\\n\\nWhen calling the ```exchange.GetTrades(symbol)``` function, if ```exchange``` is a futures exchange object and you need to request transaction data for BTC's USDT-margined perpetual contract, the parameter ```symbol``` would be: ```\\\"BTC_USDT.swap\\\"```, formatted as a combination of the FMZ platform's defined **trading pair** and **contract code**, separated by the character \\\".\\\".\\n\\nWhen calling the ```exchange.GetTrades(symbol)``` function, if ```exchange``` is a futures exchange object and you need to request transaction data for BTC's USDT-margined option contract, the parameter ```symbol``` would be: ```\\\"BTC_USDT.BTC-240108-40000-C\\\"``` (using Binance option BTC-240108-40000-C as an example), formatted as a combination of the FMZ platform's defined **trading pair** and the exchange's specific option contract code, separated by the character \\\".\\\".\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"Get the {@struct/Trade Trade} structure array for the currently set trading pair or contract code, i.e., the market transaction data for spot or futures.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n var trades = exchange.GetTrades()\\n /*\\n Due to network issues, the exchange API may be inaccessible (even if the host device can open the exchange website, the API interface may still be unreachable)\\n In this case, trades will be null, and accessing trades[0].Id will cause an error. Therefore, when testing this code, please ensure the exchange API is accessible\\n */\\n Log(\\\"id:\\\", trades[0].Id, \\\"time:\\\", trades[0].Time, \\\"Price:\\\", trades[0].Price, \\\"Amount:\\\", trades[0].Amount, \\\"type:\\\", trades[0].Type)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n trades = exchange.GetTrades()\\n Log(\\\"id:\\\", trades[0][\\\"Id\\\"], \\\"time:\\\", trades[0][\\\"Time\\\"], \\\"Price:\\\", trades[0][\\\"Price\\\"], \\\"Amount:\\\", trades[0][\\\"Amount\\\"], \\\"type:\\\", trades[0][\\\"Type\\\"])\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto trades = exchange.GetTrades();\\n Log(\\\"id:\\\", trades[0].Id, \\\"time:\\\", trades[0].Time, \\\"Price:\\\", trades[0].Price, \\\"Amount:\\\", trades[0].Amount, \\\"type:\\\", trades[0].Type);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Test the ```exchange.GetTrades()``` function:\"}, {\"examples\": [{\"code\": \"function main() {\\n // BTC USDT-margined perpetual contract\\n var trades = exchange.GetTrades(\\\"BTC_USDT.swap\\\")\\n Log(trades)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n trades = exchange.GetTrades(\\\"BTC_USDT.swap\\\")\\n Log(trades)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto trades = exchange.GetTrades(\\\"BTC_USDT.swap\\\");\\n Log(trades);\\n}\", \"lang\": \"cpp\"}], \"value\": \"When the configured ```exchange``` object is a futures exchange object, use the ```symbol``` parameter to request market trade data for a specific instrument (futures contract).\"}], \"remarks\": [\"The ```exchange.GetTrades()``` function retrieves the market trading history (not your own trades) for the current trading pair or contract. Some exchanges do not support this function, and the specific range of returned data varies by exchange and needs to be handled according to actual circumstances. The returned data is an array, where the time order of each element is consistent with the order of data returned by the ```exchange.GetRecords()``` function, meaning the last element of the array is the data closest to the current time.\", \"In the backtesting system, when using **simulated-level Tick** backtesting, the ```exchange.GetTrades()``` function returns an empty array.\\n\\nIn the backtesting system, when using **real-level Tick** backtesting, the data returned by the ```exchange.GetTrades()``` function is order flow snapshot data, i.e., a {@struct/Trade Trade} structure array.\", \"Exchanges that do not support the ```exchange.GetTrades()``` function:\\n\\n| Function Name | Unsupported Spot Exchanges | Unsupported Futures Exchanges |\\n| - | - | - |\\n| GetTrades | Hyperliquid | Futures_BitMart / Futures_Bibox / Futures_Hyperliquid / Futures_edgeX |\"], \"returns\": [{\"info\": \"The ```exchange.GetTrades()``` function returns a {@struct/Trade Trade} structure array when the data request is successful, and returns null when the data request fails.\", \"type\": \"{@struct/Trade Trade} array / null\"}], \"seeAlso\": [\"{@fun/Market/exchange.GetTicker exchange.GetTicker}, {@fun/Market/exchange.GetDepth exchange.GetDepth}, {@fun/Market/exchange.GetRecords exchange.GetRecords}\"], \"syntax\": [\"exchange.GetTrades()\", \"exchange.GetTrades(symbol)\"], \"title\": \"exchange.GetTrades\"}, {\"_src_hash\": \"1bd6b0a5cb4abb7270644d7689f0e9a9f8a6cfdb31bdad0fd52da7694642c69e\", \"args\": [{\"info\": \"The ```symbol``` parameter is used to specify the specific trading pair or contract code corresponding to the requested {@struct/Record Record} array data. When this parameter is not passed, the K-line data of the currently set trading pair or contract code is requested by default.\\n\\nWhen calling the ```exchange.GetRecords(symbol)``` function, if ```exchange``` is a spot exchange object, to request K-line data with USDT as the quote currency and BTC as the base currency, the ```symbol``` parameter would be: ```\\\"BTC_USDT\\\"```, formatted according to the FMZ platform's defined trading pair format.\\n\\nWhen calling the ```exchange.GetRecords(symbol)``` function, if ```exchange``` is a futures exchange object, to request K-line data for BTC USDT-margined perpetual contract, the ```symbol``` parameter would be: ```\\\"BTC_USDT.swap\\\"```, formatted as a combination of the FMZ platform's defined **trading pair** and **contract code**, separated by a \\\".\\\" character.\\n\\nWhen calling the ```exchange.GetRecords(symbol)``` function, if ```exchange``` is a futures exchange object, to request K-line data for BTC USDT-margined options contract, the ```symbol``` parameter would be: ```\\\"BTC_USDT.BTC-240108-40000-C\\\"``` (using Binance option BTC-240108-40000-C as an example), formatted as a combination of the FMZ platform's defined **trading pair** and the exchange's specific option contract code, separated by a \\\".\\\" character.\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}, {\"info\": \"The ```period``` parameter specifies the period of the requested K-line data, for example: {@var/PERIOD/PERIOD_M1 PERIOD_M1}, {@var/PERIOD/PERIOD_M5 PERIOD_M5}, {@var/PERIOD/PERIOD_M15 PERIOD_M15}, etc. In addition to passing defined standard periods, the ```period``` parameter can also accept integer values in seconds. When this parameter is not passed, the default K-line data period requested is the default K-line period configured for the current strategy's live trading/backtesting.\", \"name\": \"period\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```limit``` parameter is used to specify the length of the requested K-line data. When this parameter is not passed, the default request length is the maximum number of K-line bars that can be requested in a single call to the exchange's K-line interface. This parameter may trigger paginated queries for exchange K-line data, and the function call time will increase when paginating.\", \"name\": \"limit\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Get the {@struct/Record Record} structure array corresponding to the currently set trading pair or contract code for spot or futures, i.e., K-line data.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Print K-line data with period of 120 seconds (2 minutes)\\n Log(exchange.GetRecords(60 * 2))\\n // Print K-line data with period of 5 minutes\\n Log(exchange.GetRecords(PERIOD_M5))\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(exchange.GetRecords(60 * 2))\\n Log(exchange.GetRecords(PERIOD_M5))\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n Log(exchange.GetRecords(60 * 2)[0]);\\n Log(exchange.GetRecords(PERIOD_M5)[0]);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Get K-line data with custom period.\"}, {\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords(PERIOD_H1)\\n /*\\n Due to network issues, the exchange API may be inaccessible (even if the host device can open the exchange website, the API interface may still be unavailable)\\n In this case, records will be null, and accessing records[0].Time will cause an error, so please ensure the exchange API is accessible when testing this code\\n */\\n Log(\\\"First K-line data: Time:\\\", records[0].Time, \\\"Open:\\\", records[0].Open, \\\"High:\\\", records[0].High)\\n Log(\\\"Second K-line data: Time:\\\", records[1].Time ,\\\"Close:\\\", records[1].Close)\\n Log(\\\"Current K-line (latest)\\\", records[records.length-1], \\\"Previous K-line\\\", records[records.length-2])\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n records = exchange.GetRecords(PERIOD_H1)\\n Log(\\\"First K-line data: Time:\\\", records[0][\\\"Time\\\"], \\\"Open:\\\", records[0][\\\"Open\\\"], \\\"High:\\\", records[0][\\\"High\\\"])\\n Log(\\\"Second K-line data: Time:\\\", records[1][\\\"Time\\\"], \\\"Close:\\\", records[1][\\\"Close\\\"])\\n Log(\\\"Current K-line (latest)\\\", records[-1], \\\"Previous K-line\\\", records[-2])\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords(PERIOD_H1);\\n Log(\\\"First K-line data: Time:\\\", records[0].Time, \\\"Open:\\\", records[0].Open, \\\"High:\\\", records[0].High);\\n Log(\\\"Second K-line data: Time:\\\", records[1].Time, \\\"Close:\\\", records[1].Close);\\n Log(\\\"Current K-line (latest)\\\", records[records.size() - 1], \\\"Previous K-line\\\", records[records.size() - 2]);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Output K-line bar data:\"}, {\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords(\\\"BTC_USDT.swap\\\", 60, 100)\\n Log(records)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n records = exchange.GetRecords(\\\"BTC_USDT.swap\\\", 60, 100)\\n Log(records)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords(\\\"BTC_USDT.swap\\\", 60, 100);\\n Log(records);\\n}\", \"lang\": \"cpp\"}], \"value\": \"When the configured ```exchange``` object is a futures exchange object, use the ```symbol```, ```period```, and ```limit``` parameters to request K-line data for a specific instrument (futures instrument).\"}], \"remarks\": [\"The default K-line period can be set in the backtest and live trading pages. If a parameter is specified when calling the ```exchange.GetRecords()``` function, it will retrieve K-line data corresponding to that parameter's period. If no parameter is specified during the function call, it will return K-line data according to the K-line period set in the backtest or live trading parameters.\", \"The return value is an array of ```Record``` structures. The returned K-line data accumulates over time, with the upper limit of accumulated K-line bars affected by the ```exchange.SetMaxBarLen()``` function setting. When not set, the default upper limit is 5000 K-line bars. When the K-line data reaches the accumulation limit, adding a new K-line bar will simultaneously delete the earliest K-line bar (like a queue operation). Some exchanges do not provide K-line interfaces, in which case the docker will collect real-time market trade data (```Trade``` structure array) to generate K-lines.\", \"If the exchange's K-line interface supports pagination queries, when calling the ```exchange.SetMaxBarLen()``` function to set a larger K-line length, multiple API requests will be made.\", \"When initially calling the ```exchange.GetRecords()``` function, the number of K-line bars obtained differs between backtesting and live trading:\\n\\n - In the backtest system, a certain number of K-line bars before the start time of the backtest time range will be pre-fetched (default is 5000, the backtest system settings and data volume will affect the final returned quantity) as initial K-line data.\\n\\n - In live trading, the specific number of K-line bars obtained is based on the maximum data volume available from the exchange's K-line interface.\", \"When the ```period``` parameter is set to 5, it requests 5-second period K-line data. If the ```period``` parameter is not divisible by 60 (meaning the period cannot be expressed in minutes), the underlying system will use the ```exchange.GetTrades()``` related interface to obtain trade record data and synthesize the required K-line data. If the ```period``` parameter is divisible by 60, it will use at minimum 1-minute K-line data (using larger periods as much as possible to synthesize the required K-line data) to synthesize the required K-line data.\", \"In the backtest system, simulation-level backtesting requires setting the underlying K-line period (during simulation-level backtesting, the backtest system generates tick data based on the K-line data corresponding to the set underlying K-line period). Note that the K-line data period obtained in the strategy cannot be smaller than the underlying K-line period. This is because in simulation-level backtesting, K-line data of various periods in the backtest system are synthesized from the K-line data corresponding to the underlying K-line period.\", \"In ```C++``` language, if you need to construct K-line data yourself, here is a code example:\\n\\n```cpp\\n#include \\nvoid main() {\\n Records r;\\n r.Valid = true;\\n for (auto i = 0; i < 10; i++) {\\n Record ele;\\n ele.Time = i * 100000;\\n ele.High = i * 10000;\\n ele.Low = i * 1000;\\n ele.Close = i * 100;\\n ele.Open = i * 10;\\n ele.Volume = i * 1;\\n r.push_back(ele);\\n }\\n // Output display: Records[10]\\n Log(r);\\n auto ma = TA.MA(r,10);\\n // Output display: [nan,nan,nan,nan,nan,nan,nan,nan,nan,450]\\n Log(ma);\\n}\\n```\", \"Exchanges that do not support the ```exchange.GetRecords()``` function:\\n\\n | Function Name | Unsupported Spot Exchanges | Unsupported Futures Exchanges |\\n | - | - | - |\\n | GetRecords | Zaif / Coincheck / BitFlyer | Futures_Aevo |\"], \"returns\": [{\"info\": \"The ```exchange.GetRecords()``` function returns a {@struct/Record Record} structure array when data request is successful, and returns null when data request fails.\", \"type\": \"{@struct/Record Record} array / null\"}], \"seeAlso\": [\"{@fun/Market/exchange.GetTicker exchange.GetTicker}, {@fun/Market/exchange.GetDepth exchange.GetDepth}, {@fun/Market/exchange.GetTrades exchange.GetTrades}, {@fun/Market/exchange.SetMaxBarLen exchange.SetMaxBarLen}\"], \"syntax\": [\"exchange.GetRecords()\", \"exchange.GetRecords(symbol)\", \"exchange.GetRecords(symbol, period)\", \"exchange.GetRecords(symbol, period, limit)\", \"exchange.GetRecords(period)\", \"exchange.GetRecords(period, limit)\"], \"title\": \"exchange.GetRecords\"}, {\"_src_hash\": \"c98cd0a4e56405ce7749858d952d5ce0d7750b62e44d4de542e288f905591c79\", \"desc\": [\"Get the K-line period set on the FMZ Quant Trading Platform website page when running backtesting or live trading strategies, which is the default K-line period used when calling the ```exchange.GetRecords()``` function without parameters.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // For example, when the K-line period set on the FMZ Quant Trading Platform website page during backtesting or live trading is 1 hour\\n var period = exchange.GetPeriod()\\n Log(\\\"K-line period:\\\", period / (60 * 60), \\\"hours\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n period = exchange.GetPeriod()\\n Log(\\\"K-line period:\\\", period / (60 * 60), \\\"hours\\\")\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto period = exchange.GetPeriod();\\n Log(\\\"K-line period:\\\", period / (60 * 60.0), \\\"hours\\\");\\n}\", \"lang\": \"cpp\"}]}], \"returns\": [{\"info\": \"The number of seconds of the K-line period, integer value, in seconds.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/Market/exchange.GetRecords exchange.GetRecords}\"], \"syntax\": [\"exchange.GetPeriod()\"], \"title\": \"exchange.GetPeriod\"}, {\"_src_hash\": \"9c2286ead82257be60a33c2049dc8c5cf3c82e7d5e76ce7923efcd83ee5f2cbe\", \"args\": [{\"info\": \"The parameter ```len``` is used to specify the maximum length of K-line data.\", \"name\": \"len\", \"required\": true, \"type\": \"number\"}], \"desc\": [\"Set the maximum length of K-line data.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n exchange.SetMaxBarLen(50)\\n var records = exchange.GetRecords()\\n Log(records.length, records)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.SetMaxBarLen(50)\\n r = exchange.GetRecords()\\n Log(len(r), r)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n exchange.SetMaxBarLen(50);\\n auto r = exchange.GetRecords();\\n Log(r.size(), r[0]);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```exchange.SetMaxBarLen()``` function has two effects on cryptocurrency strategy runtime:\\n\\n- Affects the number of K-line bars obtained on the first call.\\n\\n- Affects the upper limit of the number of K-line bars.\"], \"seeAlso\": [\"{@fun/Market/exchange.GetRecords exchange.GetRecords}\"], \"syntax\": [\"exchange.SetMaxBarLen(len)\"], \"title\": \"exchange.SetMaxBarLen\"}, {\"_src_hash\": \"33e0c6bc9812486cc6150d534ffdba10ed86507dde1161354caf58cfeb8847ea\", \"desc\": [\"Get the raw content returned by the most recent ```rest``` request from the current exchange object ({@var/EXCHANGE exchange}, {@var/EXCHANGE/exchanges exchanges}).\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n exchange.GetAccount();\\n var obj = JSON.parse(exchange.GetRawJSON());\\n Log(obj);\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\ndef main():\\n exchange.GetAccount()\\n obj = json.loads(exchange.GetRawJSON())\\n Log(obj)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto obj = exchange.GetAccount();\\n // C++ 不支持GetRawJSON函数\\n Log(obj);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```exchange.GetRawJSON()``` function only supports live trading. ```C++``` language strategies do not support this function.\"], \"returns\": [{\"info\": \"Response data from the ```rest``` request.\", \"type\": \"string\"}], \"seeAlso\": [\"{@var/EXCHANGE exchange}\"], \"syntax\": [\"exchange.GetRawJSON()\"], \"title\": \"exchange.GetRawJSON\"}, {\"_src_hash\": \"71d0b04f5d03a2a4edfbdf9855dfb40757da6c74f143ee974602c8fd3975ab6b\", \"desc\": [\"Get the current exchange rate value set for the exchange object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n Log(exchange.GetTicker())\\n // Set exchange rate conversion\\n exchange.SetRate(7)\\n Log(exchange.GetTicker())\\n Log(\\\"Current rate:\\\", exchange.GetRate())\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(exchange.GetTicker())\\n exchange.SetRate(7)\\n Log(exchange.GetTicker())\\n Log(\\\"Current rate:\\\", exchange.GetRate())\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n Log(exchange.GetTicker());\\n exchange.SetRate(7);\\n Log(exchange.GetTicker());\\n Log(\\\"Current rate:\\\", exchange.GetRate());\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"If ```exchange.SetRate()``` has not been called to set the exchange rate conversion, the default rate value returned by ```exchange.GetRate()``` function is 1, indicating that the currently displayed quote currency related data has not undergone exchange rate conversion.\", \"If the exchange rate value has been set using ```exchange.SetRate()```, for example ```exchange.SetRate(7)```, then all price information such as market data, depth, and order prices obtained through the ```exchange``` exchange object will be multiplied by the set exchange rate ```7``` for conversion.\", \"If the exchange corresponding to ```exchange``` uses USD as the quote currency, after calling ```exchange.SetRate(7)```, all prices in live trading will be multiplied by ```7``` to convert to prices close to CNY. At this time, the exchange rate value obtained using ```exchange.GetRate()``` is ```7```.\"], \"returns\": [{\"info\": \"The current exchange rate value of the exchange object.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/Trade/exchange.SetRate exchange.SetRate}\"], \"syntax\": [\"exchange.GetRate()\"], \"title\": \"exchange.GetRate\"}, {\"_src_hash\": \"8f33ce1b51b10c43a3aacf959ee08dee021196cd3108b4120697579b15f647b3\", \"args\": [{\"info\": \"Data collection name.\", \"name\": \"key\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The data to be loaded by the ```exchange.SetData()``` function, with an array data structure. The data structure is the same as the data format required when the ```exchange.GetData()``` function requests external data, namely: ```\\\"schema\\\": [\\\"time\\\", \\\"data\\\"]```.\", \"name\": \"value\", \"required\": true, \"type\": \"array\"}], \"desc\": [\"The ```exchange.SetData()``` function is used to set data loaded during strategy runtime.\"], \"examples\": [{\"examples\": [{\"code\": \"/*backtest\\nstart: 2020-01-21 00:00:00\\nend: 2020-02-12 00:00:00\\nperiod: 1d\\nbasePeriod: 1d\\nexchanges: [{\\\"eid\\\":\\\"Bitfinex\\\",\\\"currency\\\":\\\"BTC_USD\\\"}]\\n*/\\nfunction main() {\\n var data = [\\n [1579536000000, \\\"abc\\\"],\\n [1579622400000, 123],\\n [1579708800000, {\\\"price\\\": 123}],\\n [1579795200000, [\\\"abc\\\", 123, {\\\"price\\\": 123}]]\\n ]\\n exchange.SetData(\\\"test\\\", data)\\n while(true) {\\n Log(exchange.GetData(\\\"test\\\"))\\n Sleep(1000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"'''backtest\\nstart: 2020-01-21 00:00:00\\nend: 2020-02-12 00:00:00\\nperiod: 1d\\nbasePeriod: 1d\\nexchanges: [{\\\"eid\\\":\\\"Bitfinex\\\",\\\"currency\\\":\\\"BTC_USD\\\"}]\\n'''\\n\\ndef main():\\n data = [\\n [1579536000000, \\\"abc\\\"],\\n [1579622400000, 123],\\n [1579708800000, {\\\"price\\\": 123}],\\n [1579795200000, [\\\"abc\\\", 123, {\\\"price\\\": 123}]]\\n ]\\n exchange.SetData(\\\"test\\\", data)\\n while True:\\n Log(exchange.GetData(\\\"test\\\"))\\n Sleep(1000)\", \"lang\": \"python\"}, {\"code\": \"/*backtest\\nstart: 2020-01-21 00:00:00\\nend: 2020-02-12 00:00:00\\nperiod: 1d\\nbasePeriod: 1d\\nexchanges: [{\\\"eid\\\":\\\"Bitfinex\\\",\\\"currency\\\":\\\"BTC_USD\\\"}]\\n*/\\n\\nvoid main() {\\n json data = R\\\"([\\n [1579536000000, \\\"abc\\\"],\\n [1579622400000, 123],\\n [1579708800000, {\\\"price\\\": 123}],\\n [1579795200000, [\\\"abc\\\", 123, {\\\"price\\\": 123}]]\\n ])\\\"_json;\\n\\n exchange.SetData(\\\"test\\\", data);\\n while(true) {\\n Log(exchange.GetData(\\\"test\\\"));\\n Sleep(1000);\\n }\\n}\", \"lang\": \"cpp\"}], \"value\": \"The data format of the required parameter ```value``` is shown as the ```data``` variable in the following example. You can see that the timestamp ```1579622400000``` corresponds to the time ```2020-01-22 00:00:00```. After the strategy program runs to this time, before the next data timestamp ```1579708800000``` (i.e., time ```2020-01-23 00:00:00```), when calling the ```exchange.GetData()``` function to retrieve data, it will always get the content of the data ```[1579622400000, 123]```. As the program continues to run and time progresses, data is retrieved sequentially in this manner.\\n\\nIn the following example, when running (backtesting or live trading), when the current moment reaches or exceeds the timestamp ```1579795200000```, calling the ```exchange.GetData()``` function returns: ```{\\\"Time\\\":1579795200000,\\\"Data\\\":[\\\"abc\\\",123,{\\\"price\\\":123}]}```. Where ```\\\"Time\\\":1579795200000``` corresponds to ```1579795200000``` in the data ```[1579795200000, [\\\"abc\\\", 123, {\\\"price\\\": 123}]]```. ```\\\"Data\\\":[\\\"abc\\\",123,{\\\"price\\\":123}]``` corresponds to ```[\\\"abc\\\", 123, {\\\"price\\\": 123}]``` in the data ```[1579795200000, [\\\"abc\\\", 123, {\\\"price\\\": 123}]]```.\"}], \"remarks\": [\"The loaded data can be any economic indicators, industry data, related indices, etc., used for quantitative analysis of all quantifiable information in strategies.\"], \"returns\": [{\"info\": \"The string length after JSON encoding of the parameter ```value```.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/Market/exchange.GetData exchange.GetData}\"], \"syntax\": [\"exchange.SetData(key, value)\"], \"title\": \"exchange.SetData\"}, {\"_src_hash\": \"72b95163362839582bfa4dac902e07bab2e520bb5d167cf7309ce1b9f2b35e82\", \"args\": [{\"info\": \"Data collection name or request link.\", \"name\": \"key\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Used to set cache timeout in milliseconds. The default cache timeout for live trading is one minute.\", \"name\": \"timeout\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```exchange.GetData()``` function is used to retrieve data loaded by the ```exchange.SetData()``` function or data provided by external links.\"], \"examples\": [{\"examples\": [{\"code\": \"/*backtest\\nstart: 2020-01-21 00:00:00\\nend: 2020-02-12 00:00:00\\nperiod: 1d\\nbasePeriod: 1d\\nexchanges: [{\\\"eid\\\":\\\"Bitfinex\\\",\\\"currency\\\":\\\"BTC_USD\\\"}]\\n*/\\nfunction main() {\\n exchange.SetData(\\\"test\\\", [[1579536000000, _D(1579536000000)], [1579622400000, _D(1579622400000)], [1579708800000, _D(1579708800000)]])\\n while(true) {\\n Log(exchange.GetData(\\\"test\\\"))\\n Sleep(1000 * 60 * 60 * 24)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"'''backtest\\nstart: 2020-01-21 00:00:00\\nend: 2020-02-12 00:00:00\\nperiod: 1d\\nbasePeriod: 1d\\nexchanges: [{\\\"eid\\\":\\\"Bitfinex\\\",\\\"currency\\\":\\\"BTC_USD\\\"}]\\n'''\\ndef main():\\n exchange.SetData(\\\"test\\\", [[1579536000000, _D(1579536000000/1000)], [1579622400000, _D(1579622400000/1000)], [1579708800000, _D(1579708800000/1000)]])\\n while True:\\n Log(exchange.GetData(\\\"test\\\"))\\n Sleep(1000 * 60 * 60 * 24)\", \"lang\": \"python\"}, {\"code\": \"/*backtest\\nstart: 2020-01-21 00:00:00\\nend: 2020-02-12 00:00:00\\nperiod: 1d\\nbasePeriod: 1d\\nexchanges: [{\\\"eid\\\":\\\"Bitfinex\\\",\\\"currency\\\":\\\"BTC_USD\\\"}]\\n*/\\nvoid main() {\\n json arr = R\\\"([[1579536000000, \\\"\\\"], [1579622400000, \\\"\\\"], [1579708800000, \\\"\\\"]])\\\"_json;\\n arr[0][1] = _D(1579536000000);\\n arr[1][1] = _D(1579622400000);\\n arr[2][1] = _D(1579708800000);\\n exchange.SetData(\\\"test\\\", arr);\\n while(true) {\\n Log(exchange.GetData(\\\"test\\\"));\\n Sleep(1000 * 60 * 60 * 24);\\n }\\n}\", \"lang\": \"cpp\"}], \"value\": \"Get the calling method for directly writing data.\"}, {\"examples\": [{\"code\": \"/*backtest\\nstart: 2020-01-21 00:00:00\\nend: 2020-02-12 00:00:00\\nperiod: 1d\\nbasePeriod: 1d\\nexchanges: [{\\\"eid\\\":\\\"Bitfinex\\\",\\\"currency\\\":\\\"BTC_USD\\\"}]\\n*/\\nfunction main() {\\n while(true) {\\n Log(exchange.GetData(\\\"http://xxx.xx.x.xx:9090/data\\\"))\\n Sleep(1000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"'''backtest\\nstart: 2020-01-21 00:00:00\\nend: 2020-02-12 00:00:00\\nperiod: 1d\\nbasePeriod: 1d\\nexchanges: [{\\\"eid\\\":\\\"Bitfinex\\\",\\\"currency\\\":\\\"BTC_USD\\\"}]\\n'''\\n\\ndef main():\\n while True:\\n Log(exchange.GetData(\\\"http://xxx.xx.x.xx:9090/data\\\"))\\n Sleep(1000)\", \"lang\": \"python\"}, {\"code\": \"/*backtest\\nstart: 2020-01-21 00:00:00\\nend: 2020-02-12 00:00:00\\nperiod: 1d\\nbasePeriod: 1d\\nexchanges: [{\\\"eid\\\":\\\"Bitfinex\\\",\\\"currency\\\":\\\"BTC_USD\\\"}]\\n*/\\n\\nvoid main() {\\n while(true) {\\n Log(exchange.GetData(\\\"http://xxx.xx.x.xx:9090/data\\\"));\\n Sleep(1000);\\n }\\n}\", \"lang\": \"cpp\"}], \"value\": \"Supports requesting data through external links. The format of the requested data:\\n```json\\n{\\n \\\"schema\\\":[\\\"time\\\",\\\"data\\\"],\\n \\\"data\\\":[\\n [1579536000000, \\\"abc\\\"],\\n [1579622400000, 123],\\n [1579708800000, {\\\"price\\\": 123}],\\n [1579795200000, [\\\"abc\\\", 123, {\\\"price\\\": 123}]]\\n ]\\n}\\n```\\n\\nWhere ```schema``` is the data format for each record in the loaded data body. This format is fixed as ```[\\\"time\\\",\\\"data\\\"]```, corresponding to the format of each data item in the ```data``` attribute. The ```data``` attribute stores the data body, where each data item consists of a millisecond timestamp and data content (the data content can be any JSON-encodable data).\\n\\nTest service program written in Go:\\n```golang\\npackage main\\n\\nimport (\\n \\\"fmt\\\"\\n \\\"net/http\\\"\\n \\\"encoding/json\\\"\\n)\\n\\nfunc Handle (w http.ResponseWriter, r *http.Request) {\\n defer func() {\\n fmt.Println(\\\"req:\\\", *r)\\n ret := map[string]interface{}{\\n \\\"schema\\\": []string{\\\"time\\\",\\\"data\\\"},\\n \\\"data\\\": []interface{}{\\n []interface{}{1579536000000, \\\"abc\\\"},\\n []interface{}{1579622400000, 123},\\n []interface{}{1579708800000, map[string]interface{}{\\\"price\\\":123}},\\n []interface{}{1579795200000, []interface{}{\\\"abc\\\", 123, map[string]interface{}{\\\"price\\\":123}}},\\n },\\n }\\n b, _ := json.Marshal(ret)\\n w.Write(b)\\n }()\\n}\\n\\nfunc main () {\\n fmt.Println(\\\"listen http://localhost:9090\\\")\\n http.HandleFunc(\\\"/data\\\", Handle)\\n http.ListenAndServe(\\\":9090\\\", nil)\\n}\\n```\\n\\nResponse data after the program receives a request:\\n```json\\n{\\n \\\"schema\\\":[\\\"time\\\",\\\"data\\\"],\\n \\\"data\\\":[\\n [1579536000000, \\\"abc\\\"],\\n [1579622400000, 123],\\n [1579708800000, {\\\"price\\\": 123}],\\n [1579795200000, [\\\"abc\\\", 123, {\\\"price\\\": 123}]]\\n ]\\n}\\n```\\n\\nTest strategy code:\"}, {\"examples\": [{\"code\": \"function main() {\\n Log(exchange.GetData(\\\"http://xxx.xx.x.xx:9090/data\\\"))\\n Log(exchange.GetData(\\\"https://www.fmz.com/upload/asset/32bf73a69fc12d36e76.json\\\"))\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(exchange.GetData(\\\"http://xxx.xx.x.xx:9090/data\\\"))\\n Log(exchange.GetData(\\\"https://www.fmz.com/upload/asset/32bf73a69fc12d36e76.json\\\"))\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n Log(exchange.GetData(\\\"http://xxx.xx.x.xx:9090/data\\\"));\\n Log(exchange.GetData(\\\"https://www.fmz.com/upload/asset/32bf73a69fc12d36e76.json\\\"));\\n}\", \"lang\": \"cpp\"}], \"value\": \"Method for calling external link data.\"}, {\"examples\": [{\"code\": \"function main() {\\n Log(exchange.GetData(\\\"https://www.datadata.com/api/v1/query/xxx/data\\\")) // The xxx part in the link is the encoding of the queried data, xxx here is an example\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(exchange.GetData(\\\"https://www.datadata.com/api/v1/query/xxx/data\\\"))\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n Log(exchange.GetData(\\\"https://www.datadata.com/api/v1/query/xxx/data\\\"));\\n}\", \"lang\": \"cpp\"}], \"value\": \"Request query data created on the [datadata](https://www.datadata.com) platform, requiring the response data format to be (must include time and data field descriptions in the schema):\\n```json\\n{\\n \\\"data\\\": [],\\n \\\"schema\\\": [\\\"time\\\", \\\"data\\\"]\\n}\\n```\\n\\nThe \\\"data\\\" field contains the required data content, and the data in the \\\"data\\\" field must be consistent with the format agreed upon in the \\\"schema\\\". When calling the ```exchange.GetData()``` function, it returns a JSON object, for example: ```{\\\"Time\\\":1579795200000, \\\"Data\\\":\\\"...\\\"}```.\"}], \"remarks\": [\"Data is fetched all at once during backtesting, while data is cached for one minute during live trading. In the backtesting system, when using the API request method to fetch data, the backtesting system will automatically add parameters such as ```from``` (timestamp in seconds), ```to``` (timestamp in seconds), and ```period``` (underlying K-line period, timestamp in milliseconds) to the request to determine the time range of data to be retrieved.\"], \"returns\": [{\"info\": \"Records in the data collection or data returned by the request.\", \"type\": \"object / null\"}], \"seeAlso\": [\"{@fun/Market/exchange.SetData exchange.SetData}\"], \"syntax\": [\"exchange.GetData(key)\", \"exchange.GetData(key, timeout)\"], \"title\": \"exchange.GetData\"}, {\"_src_hash\": \"8db5c1daca07e4ca92fd013845b856b151530ad59b8af3571c74e63024a31ce0\", \"desc\": [\"The ```exchange.GetMarkets()``` function is used to get market information from the exchange.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var markets = exchange.GetMarkets()\\n var currency = exchange.GetCurrency()\\n\\n // 获取当前合约代码也可以用exchange.GetContractType()函数\\n var ct = \\\"swap\\\"\\n\\n var key = currency + \\\".\\\" + ct\\n Log(key, \\\":\\\", markets[key])\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n markets = exchange.GetMarkets()\\n currency = exchange.GetCurrency()\\n ct = \\\"swap\\\"\\n\\n key = currency + \\\".\\\" + ct\\n Log(key, \\\":\\\", markets[key])\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto markets = exchange.GetMarkets();\\n auto currency = exchange.GetCurrency();\\n\\n auto ct = \\\"swap\\\";\\n auto key = currency + \\\".\\\" + ct;\\n Log(key, \\\":\\\", markets[key]);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Example of calling futures exchange object:\"}, {\"examples\": [{\"code\": \"/*backtest\\nstart: 2023-05-10 00:00:00\\nend: 2023-05-20 00:00:00\\nperiod: 1m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Futures_Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n*/\\n\\nfunction main() {\\n var arrSymbol = [\\\"SOL_USDT.swap\\\", \\\"BTC_USDT.quarter\\\", \\\"ETH_USDT.swap\\\", \\\"ETH_USDT.quarter\\\"]\\n\\n var tbl1 = {\\n type: \\\"table\\\",\\n title: \\\"markets1\\\",\\n cols: [\\\"key\\\", \\\"Symbol\\\", \\\"BaseAsset\\\", \\\"QuoteAsset\\\", \\\"TickSize\\\", \\\"AmountSize\\\", \\\"PricePrecision\\\", \\\"AmountPrecision\\\", \\\"MinQty\\\", \\\"MaxQty\\\", \\\"MinNotional\\\", \\\"MaxNotional\\\", \\\"CtVal\\\"],\\n rows: []\\n }\\n\\n var markets1 = exchange.GetMarkets()\\n for (var key in markets1) {\\n var market = markets1[key]\\n tbl1.rows.push([key, market.Symbol, market.BaseAsset, market.QuoteAsset, market.TickSize, market.AmountSize, market.PricePrecision, market.AmountPrecision, market.MinQty, market.MaxQty, market.MinNotional, market.MaxNotional, market.CtVal])\\n }\\n\\n for (var symbol of arrSymbol) {\\n exchange.GetTicker(symbol)\\n }\\n\\n var tbl2 = {\\n type: \\\"table\\\",\\n title: \\\"markets2\\\",\\n cols: [\\\"key\\\", \\\"Symbol\\\", \\\"BaseAsset\\\", \\\"QuoteAsset\\\", \\\"TickSize\\\", \\\"AmountSize\\\", \\\"PricePrecision\\\", \\\"AmountPrecision\\\", \\\"MinQty\\\", \\\"MaxQty\\\", \\\"MinNotional\\\", \\\"MaxNotional\\\", \\\"CtVal\\\"],\\n rows: []\\n }\\n\\n var markets2 = exchange.GetMarkets()\\n for (var key in markets2) {\\n var market = markets2[key]\\n tbl2.rows.push([key, market.Symbol, market.BaseAsset, market.QuoteAsset, market.TickSize, market.AmountSize, market.PricePrecision, market.AmountPrecision, market.MinQty, market.MaxQty, market.MinNotional, market.MaxNotional, market.CtVal])\\n }\\n\\n LogStatus(\\\"`\\\" + JSON.stringify([tbl1, tbl2]) + \\\"`\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"'''backtest\\nstart: 2023-05-10 00:00:00\\nend: 2023-05-20 00:00:00\\nperiod: 1m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Futures_Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n'''\\n\\nimport json\\n\\ndef main():\\n arrSymbol = [\\\"SOL_USDT.swap\\\", \\\"BTC_USDT.quarter\\\", \\\"ETH_USDT.swap\\\", \\\"ETH_USDT.quarter\\\"]\\n\\n tbl1 = {\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"markets1\\\",\\n \\\"cols\\\": [\\\"key\\\", \\\"Symbol\\\", \\\"BaseAsset\\\", \\\"QuoteAsset\\\", \\\"TickSize\\\", \\\"AmountSize\\\", \\\"PricePrecision\\\", \\\"AmountPrecision\\\", \\\"MinQty\\\", \\\"MaxQty\\\", \\\"MinNotional\\\", \\\"MaxNotional\\\", \\\"CtVal\\\"],\\n \\\"rows\\\": []\\n }\\n\\n markets1 = exchange.GetMarkets()\\n for key in markets1:\\n market = markets1[key]\\n tbl1[\\\"rows\\\"].append([key, market[\\\"Symbol\\\"], market[\\\"BaseAsset\\\"], market[\\\"QuoteAsset\\\"], market[\\\"TickSize\\\"], market[\\\"AmountSize\\\"], market[\\\"PricePrecision\\\"], market[\\\"AmountPrecision\\\"], market[\\\"MinQty\\\"], market[\\\"MaxQty\\\"], market[\\\"MinNotional\\\"], market[\\\"MaxNotional\\\"], market[\\\"CtVal\\\"]])\\n\\n for symbol in arrSymbol:\\n exchange.GetTicker(symbol)\\n\\n tbl2 = {\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"markets2\\\",\\n \\\"cols\\\": [\\\"key\\\", \\\"Symbol\\\", \\\"BaseAsset\\\", \\\"QuoteAsset\\\", \\\"TickSize\\\", \\\"AmountSize\\\", \\\"PricePrecision\\\", \\\"AmountPrecision\\\", \\\"MinQty\\\", \\\"MaxQty\\\", \\\"MinNotional\\\", \\\"MaxNotional\\\", \\\"CtVal\\\"],\\n \\\"rows\\\": []\\n }\\n\\n markets2 = exchange.GetMarkets()\\n for key in markets2:\\n market = markets2[key]\\n tbl2[\\\"rows\\\"].append([key, market[\\\"Symbol\\\"], market[\\\"BaseAsset\\\"], market[\\\"QuoteAsset\\\"], market[\\\"TickSize\\\"], market[\\\"AmountSize\\\"], market[\\\"PricePrecision\\\"], market[\\\"AmountPrecision\\\"], market[\\\"MinQty\\\"], market[\\\"MaxQty\\\"], market[\\\"MinNotional\\\"], market[\\\"MaxNotional\\\"], market[\\\"CtVal\\\"]])\\n\\n LogStatus(\\\"`\\\" + json.dumps([tbl1, tbl2]) + \\\"`\\\")\", \"lang\": \"python\"}, {\"code\": \"/*backtest\\nstart: 2023-05-10 00:00:00\\nend: 2023-05-20 00:00:00\\nperiod: 1m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Futures_Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n*/\\n\\nvoid main() {\\n auto arrSymbol = {\\\"SOL_USDT.swap\\\", \\\"BTC_USDT.quarter\\\", \\\"ETH_USDT.swap\\\", \\\"ETH_USDT.quarter\\\"};\\n\\n json tbl1 = R\\\"({\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"markets1\\\",\\n \\\"cols\\\": [\\\"key\\\", \\\"Symbol\\\", \\\"BaseAsset\\\", \\\"QuoteAsset\\\", \\\"TickSize\\\", \\\"AmountSize\\\", \\\"PricePrecision\\\", \\\"AmountPrecision\\\", \\\"MinQty\\\", \\\"MaxQty\\\", \\\"MinNotional\\\", \\\"MaxNotional\\\", \\\"CtVal\\\"],\\n \\\"rows\\\": []\\n })\\\"_json;\\n\\n auto markets1 = exchange.GetMarkets();\\n for (auto& [key, market] : markets1.items()) {\\n json arrJson = {key, market[\\\"Symbol\\\"], market[\\\"BaseAsset\\\"], market[\\\"QuoteAsset\\\"], market[\\\"TickSize\\\"], market[\\\"AmountSize\\\"], market[\\\"PricePrecision\\\"], market[\\\"AmountPrecision\\\"], market[\\\"MinQty\\\"], market[\\\"MaxQty\\\"], market[\\\"MinNotional\\\"], market[\\\"MaxNotional\\\"], market[\\\"CtVal\\\"]};\\n tbl1[\\\"rows\\\"].push_back(arrJson);\\n }\\n\\n for (const auto& symbol : arrSymbol) {\\n exchange.GetTicker(symbol);\\n }\\n\\n json tbl2 = R\\\"({\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"markets2\\\",\\n \\\"cols\\\": [\\\"key\\\", \\\"Symbol\\\", \\\"BaseAsset\\\", \\\"QuoteAsset\\\", \\\"TickSize\\\", \\\"AmountSize\\\", \\\"PricePrecision\\\", \\\"AmountPrecision\\\", \\\"MinQty\\\", \\\"MaxQty\\\", \\\"MinNotional\\\", \\\"MaxNotional\\\", \\\"CtVal\\\"],\\n \\\"rows\\\": []\\n })\\\"_json;\\n\\n auto markets2 = exchange.GetMarkets();\\n for (auto& [key, market] : markets2.items()) {\\n json arrJson = {key, market[\\\"Symbol\\\"], market[\\\"BaseAsset\\\"], market[\\\"QuoteAsset\\\"], market[\\\"TickSize\\\"], market[\\\"AmountSize\\\"], market[\\\"PricePrecision\\\"], market[\\\"AmountPrecision\\\"], market[\\\"MinQty\\\"], market[\\\"MaxQty\\\"], market[\\\"MinNotional\\\"], market[\\\"MaxNotional\\\"], market[\\\"CtVal\\\"]};\\n tbl2[\\\"rows\\\"].push_back(arrJson);\\n }\\n\\n json tbls = R\\\"([])\\\"_json;\\n tbls.push_back(tbl1);\\n tbls.push_back(tbl2);\\n LogStatus(\\\"`\\\" + tbls.dump() + \\\"`\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"Using futures exchange object to call ```exchange.GetMarkets()``` function in the backtesting system. Before calling any market data functions, GetMarkets only returns the market data of the current default trading pair; after calling market data functions, it will return the market data of all requested instruments. Please refer to the following test example:\"}], \"remarks\": [\"The ```exchange.GetMarkets()``` function returns a dictionary with trading symbol names as keys. For spot trading, the format is fixed as trading pairs, for example:\\n```json\\n{\\n \\\"BTC_USDT\\\" : {...}, // Value is Market structure\\n \\\"LTC_USDT\\\" : {...},\\n ...\\n}\\n```\\n\\nFor futures contract exchanges, since one symbol may contain multiple contracts, for example: ```BTC_USDT``` trading pair includes perpetual contracts, quarterly contracts, etc. The ```exchange.GetMarkets()``` function returns a dictionary with keys as the combination of trading pair and contract code, for example:\\n```json\\n{\\n \\\"BTC_USDT.swap\\\" : {...}, // Value is Market structure\\n \\\"BTC_USDT.quarter\\\" : {...},\\n \\\"LTC_USDT.swap\\\" : {...},\\n ...\\n}\\n```\", \"- The ```exchange.GetMarkets()``` function supports both live trading and backtesting systems.\\n- The ```exchange.GetMarkets()``` function only returns market information for symbols that are actively trading on the exchange.\\n- ```exchange.GetMarkets()``` does not support options contracts.\", \"Exchanges that do not support the ```exchange.GetMarkets()``` function:\\n\\n| Function Name | Unsupported Spot Exchanges | Unsupported Futures Exchanges |\\n| - | - | - |\\n| GetMarkets | Coincheck / Bithumb / BitFlyer | -- |\"], \"returns\": [{\"info\": \"Dictionary containing {@struct/Market Market} structures.\", \"type\": \"object / null\"}], \"seeAlso\": [\"{@struct/Market Market}\"], \"syntax\": [\"exchange.GetMarkets()\"], \"title\": \"exchange.GetMarkets\"}, {\"_src_hash\": \"c8671c104a539a4aa697b94906925a8d830a2e4ba99b56673f95a75499904871\", \"desc\": [\"The ```exchange.GetTickers()``` function is used to get aggregated market data from the exchange (array of {@struct/Ticker Ticker} structures). When ```exchange``` is a spot exchange object, it returns market data for all trading pairs; when ```exchange``` is a futures exchange object, it returns market data for all contracts.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var tickers = exchange.GetTickers()\\n if (tickers && tickers.length > 0) {\\n Log(\\\"Number of tradable symbols:\\\", tickers.length)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n tickers = exchange.GetTickers()\\n if tickers and len(tickers) > 0:\\n Log(\\\"Number of tradable symbols:\\\", len(tickers))\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto tickers = exchange.GetTickers();\\n if (tickers.Valid && tickers.size() > 0) {\\n Log(\\\"Number of tradable symbols:\\\", tickers.size());\\n }\\n}\", \"lang\": \"cpp\"}], \"value\": \"Call the ```exchange.GetTickers()``` function to get aggregated market data.\"}, {\"examples\": [{\"code\": \"/*backtest\\nstart: 2024-05-21 00:00:00\\nend: 2024-09-05 00:00:00\\nperiod: 5m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n*/\\n\\nfunction main() {\\n var arrSymbol = [\\\"ADA_USDT\\\", \\\"LTC_USDT\\\", \\\"ETH_USDT\\\", \\\"SOL_USDT\\\"]\\n\\n // Before requesting other trading pair market data, call GetTickers\\n var tickers1 = exchange.GetTickers()\\n var tbl1 = {type: \\\"table\\\", title: \\\"tickers1\\\", cols: [\\\"Symbol\\\", \\\"High\\\", \\\"Open\\\", \\\"Low\\\", \\\"Last\\\", \\\"Buy\\\", \\\"Sell\\\", \\\"Time\\\", \\\"Volume\\\"], rows: []}\\n for (var ticker of tickers1) {\\n tbl1.rows.push([ticker.Symbol, ticker.High, ticker.Open, ticker.Low, ticker.Last, ticker.Buy, ticker.Sell, ticker.Time, ticker.Volume])\\n }\\n\\n // Request other trading pair market data\\n for (var symbol of arrSymbol) {\\n exchange.GetTicker(symbol)\\n }\\n\\n // Call GetTickers again\\n var tickers2 = exchange.GetTickers()\\n var tbl2 = {type: \\\"table\\\", title: \\\"tickers2\\\", cols: [\\\"Symbol\\\", \\\"High\\\", \\\"Open\\\", \\\"Low\\\", \\\"Last\\\", \\\"Buy\\\", \\\"Sell\\\", \\\"Time\\\", \\\"Volume\\\"], rows: []}\\n for (var ticker of tickers2) {\\n tbl2.rows.push([ticker.Symbol, ticker.High, ticker.Open, ticker.Low, ticker.Last, ticker.Buy, ticker.Sell, ticker.Time, ticker.Volume])\\n }\\n\\n LogStatus(\\\"`\\\" + JSON.stringify([tbl1, tbl2]) + \\\"`\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"'''backtest\\nstart: 2024-05-21 00:00:00\\nend: 2024-09-05 00:00:00\\nperiod: 5m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n'''\\n\\nimport json\\n\\ndef main():\\n arrSymbol = [\\\"ADA_USDT\\\", \\\"LTC_USDT\\\", \\\"ETH_USDT\\\", \\\"SOL_USDT\\\"]\\n\\n tickers1 = exchange.GetTickers()\\n tbl1 = {\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"tickers1\\\", \\\"cols\\\": [\\\"Symbol\\\", \\\"High\\\", \\\"Open\\\", \\\"Low\\\", \\\"Last\\\", \\\"Buy\\\", \\\"Sell\\\", \\\"Time\\\", \\\"Volume\\\"], \\\"rows\\\": []}\\n for ticker in tickers1:\\n tbl1[\\\"rows\\\"].append([ticker[\\\"Symbol\\\"], ticker[\\\"High\\\"], ticker[\\\"Open\\\"], ticker[\\\"Low\\\"], ticker[\\\"Last\\\"], ticker[\\\"Buy\\\"], ticker[\\\"Sell\\\"], ticker[\\\"Time\\\"], ticker[\\\"Volume\\\"]])\\n\\n for symbol in arrSymbol:\\n exchange.GetTicker(symbol)\\n\\n tickers2 = exchange.GetTickers()\\n tbl2 = {\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"tickers2\\\", \\\"cols\\\": [\\\"Symbol\\\", \\\"High\\\", \\\"Open\\\", \\\"Low\\\", \\\"Last\\\", \\\"Buy\\\", \\\"Sell\\\", \\\"Time\\\", \\\"Volume\\\"], \\\"rows\\\": []}\\n for ticker in tickers2:\\n tbl2[\\\"rows\\\"].append([ticker[\\\"Symbol\\\"], ticker[\\\"High\\\"], ticker[\\\"Open\\\"], ticker[\\\"Low\\\"], ticker[\\\"Last\\\"], ticker[\\\"Buy\\\"], ticker[\\\"Sell\\\"], ticker[\\\"Time\\\"], ticker[\\\"Volume\\\"]])\\n\\n LogStatus(\\\"`\\\" + json.dumps([tbl1, tbl2]) + \\\"`\\\")\", \"lang\": \"python\"}, {\"code\": \"/*backtest\\nstart: 2024-05-21 00:00:00\\nend: 2024-09-05 00:00:00\\nperiod: 5m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n*/\\n\\njson tickerToJson(const Ticker& ticker) {\\n json arrJson;\\n\\n arrJson.push_back(ticker.Symbol);\\n arrJson.push_back(ticker.High);\\n arrJson.push_back(ticker.Open);\\n arrJson.push_back(ticker.Low);\\n arrJson.push_back(ticker.Last);\\n arrJson.push_back(ticker.Buy);\\n arrJson.push_back(ticker.Sell);\\n arrJson.push_back(ticker.Time);\\n arrJson.push_back(ticker.Volume);\\n\\n return arrJson;\\n}\\n\\nvoid main() {\\n std::string arrSymbol[] = {\\\"ADA_USDT\\\", \\\"LTC_USDT\\\", \\\"ETH_USDT\\\", \\\"SOL_USDT\\\"};\\n\\n auto tickers1 = exchange.GetTickers();\\n json tbl1 = R\\\"({\\n \\\"type\\\": \\\"table\\\",\\n \\\"cols\\\": [\\\"Symbol\\\", \\\"High\\\", \\\"Open\\\", \\\"Low\\\", \\\"Last\\\", \\\"Buy\\\", \\\"Sell\\\", \\\"Time\\\", \\\"Volume\\\"],\\n \\\"rows\\\": []\\n })\\\"_json;\\n tbl1[\\\"title\\\"] = \\\"tickers1\\\";\\n\\n for (const auto& ticker : tickers1) {\\n json arrJson = tickerToJson(ticker);\\n tbl1[\\\"rows\\\"].push_back(arrJson);\\n }\\n\\n for (const std::string& symbol : arrSymbol) {\\n exchange.GetTicker(symbol);\\n }\\n\\n auto tickers2 = exchange.GetTickers();\\n json tbl2 = R\\\"({\\n \\\"type\\\": \\\"table\\\",\\n \\\"cols\\\": [\\\"Symbol\\\", \\\"High\\\", \\\"Open\\\", \\\"Low\\\", \\\"Last\\\", \\\"Buy\\\", \\\"Sell\\\", \\\"Time\\\", \\\"Volume\\\"],\\n \\\"rows\\\": []\\n })\\\"_json;\\n tbl2[\\\"title\\\"] = \\\"tickers2\\\";\\n\\n for (const auto& ticker : tickers2) {\\n json arrJson = tickerToJson(ticker);\\n tbl2[\\\"rows\\\"].push_back(arrJson);\\n }\\n\\n json tbls = R\\\"([])\\\"_json;\\n tbls.push_back(tbl1);\\n tbls.push_back(tbl2);\\n LogStatus(\\\"`\\\" + tbls.dump() + \\\"`\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"Using spot exchange object, call the ```exchange.GetTickers()``` function in the backtesting system. Before calling any market data functions, GetTickers only returns the ticker data of the current default trading pair; after calling market data functions, it will return ticker data for all requested symbols. Please refer to the following test example:\"}], \"remarks\": [\"Notes:\\n\\n- This function requests the exchange's aggregated market data interface. There is no need to set trading pairs or contract codes before calling. It only returns market data for instruments currently listed on the exchange.\\n\\n- The backtesting system supports this function.\\n\\n- Exchange objects that do not provide aggregated market data interfaces do not support this function.\\n\\n- This function does not support options contracts.\", \"Exchanges that do not support the ```exchange.GetTickers()``` function:\\n\\n| Function Name | Unsupported Spot Exchanges | Unsupported Futures Exchanges |\\n| - | - | - |\\n| GetTickers | Zaif / WOO / Gemini / Coincheck / BitFlyer / Bibox | Futures_WOO / Futures_dYdX / Futures_Deribit / Futures_Bibox / Futures_Aevo / Futures_edgeX |\"], \"returns\": [{\"info\": \"The ```exchange.GetTickers()``` function returns an array of {@struct/Ticker Ticker} structures when the data request is successful, and returns null when the data request fails.\", \"type\": \"{@struct/Ticker Ticker} array / null\"}], \"seeAlso\": [\"{@struct/Ticker Ticker}, {@fun/Market/exchange.GetTicker exchange.GetTicker}\"], \"syntax\": [\"exchange.GetTickers()\"], \"title\": \"exchange.GetTickers\"}], \"title\": \"Market\"}, {\"_src_hash\": \"124ac495d769cedf1a251c2cc6106271b220b5bf5c8e032d41f207cf880bdc73\", \"children\": [{\"_src_hash\": \"e832aff2d1264474749a836cbca48cf56a714a3cc8672d71bcdba74678599d33\", \"args\": [{\"info\": \"The ```price``` parameter is used to set the order price.\", \"name\": \"price\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```amount``` parameter is used to set the order quantity.\", \"name\": \"amount\", \"required\": true, \"type\": \"number\"}, {\"info\": \"Extended parameters that can output additional information to this order log. Multiple ```arg``` parameters can be passed.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / object / array / any (any type supported by the platform)\"}], \"desc\": [\"The ```exchange.Buy()``` function is used to place a buy order. The ```Buy()``` function is a member function of the exchange object {@var/EXCHANGE exchange}. The ```Buy()``` function operates on the exchange account bound to the exchange object ```exchange```. The purpose of member functions (methods) of the ```exchange``` object is only related to ```exchange```, which will not be repeated in subsequent documentation.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var id = exchange.Buy(100, 1);\\n Log(\\\"id:\\\", id);\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n id = exchange.Buy(100, 1)\\n Log(\\\"id:\\\", id)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto id = exchange.Buy(100, 1);\\n Log(\\\"id:\\\", id);\\n}\", \"lang\": \"cpp\"}], \"value\": \"The order ID returned by ```exchange.Buy()``` can be used to query order information and cancel orders.\"}, {\"examples\": [{\"code\": \"// The following are incorrect calls\\nfunction main() {\\n exchange.SetContractType(\\\"quarter\\\")\\n\\n // Set short direction\\n exchange.SetDirection(\\\"sell\\\")\\n // Place buy order, will error, short can only sell\\n var id = exchange.Buy(50, 1)\\n\\n // Set long direction\\n exchange.SetDirection(\\\"buy\\\")\\n // Place sell order, will error, long can only buy\\n var id2 = exchange.Sell(60, 1)\\n\\n // Set close long direction\\n exchange.SetDirection(\\\"closebuy\\\")\\n // Place buy order, will error, close long can only sell\\n var id3 = exchange.Buy(-1, 1)\\n\\n // Set close short direction\\n exchange.SetDirection(\\\"closesell\\\")\\n // Place sell order, will error, close short can only buy\\n var id4 = exchange.Sell(-1, 1)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"# The following are incorrect calls\\ndef main():\\n exchange.SetContractType(\\\"quarter\\\")\\n exchange.SetDirection(\\\"sell\\\")\\n id = exchange.Buy(50, 1)\\n exchange.SetDirection(\\\"buy\\\")\\n id2 = exchange.Sell(60, 1)\\n exchange.SetDirection(\\\"closebuy\\\")\\n id3 = exchange.Buy(-1, 1)\\n exchange.SetDirection(\\\"closesell\\\")\\n id4 = exchange.Sell(-1, 1)\", \"lang\": \"python\"}, {\"code\": \"// The following are incorrect calls\\nvoid main() {\\n exchange.SetContractType(\\\"quarter\\\");\\n exchange.SetDirection(\\\"sell\\\");\\n auto id = exchange.Buy(50, 1);\\n exchange.SetDirection(\\\"buy\\\");\\n auto id2 = exchange.Sell(60, 1);\\n exchange.SetDirection(\\\"closebuy\\\");\\n auto id3 = exchange.Buy(-1, 1);\\n exchange.SetDirection(\\\"closesell\\\");\\n auto id4 = exchange.Sell(-1, 1);\\n}\", \"lang\": \"cpp\"}], \"value\": \"When placing orders for cryptocurrency futures contracts, you must ensure the trading direction is set correctly. If the trading direction does not match the trading function, an error will occur:\\n\\n```log\\ndirection is sell, invalid order type Buy\\ndirection is buy, invalid order type Sell\\ndirection is closebuy, invalid order type Buy\\ndirection is closesell, invalid order type Sell\\n```\"}, {\"examples\": [{\"code\": \"// For example, trading pair: ETH_BTC, market buy order\\nfunction main() {\\n // Place market buy order, buy ETH worth 0.1 BTC (quote currency)\\n exchange.Buy(-1, 0.1)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.Buy(-1, 0.1)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n exchange.Buy(-1, 0.1);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Spot market order.\"}], \"remarks\": [\"When placing orders for futures contracts, you must ensure the trading direction is set correctly. An error will be reported if the trading direction does not match the trading function. Unless otherwise specified, the order quantity for cryptocurrency futures contract exchanges is in number of contracts.\", \"Setting the ```price``` parameter to ```-1``` is used to place market orders, which requires the exchange's order interface to support market orders. For cryptocurrency spot market orders, when placing buy orders, the order quantity parameter ```amount``` is the amount in quote currency. For cryptocurrency futures contract market orders, the order quantity parameter ```amount``` is in number of contracts. In live trading, a few cryptocurrency exchanges do not support market order interfaces. For some spot exchanges, the order quantity for market buy orders is in base currency. Please refer to the **Exchange Special Instructions** in the \\\"User Guide\\\" for details.\", \"If using an older version of the docker, the return value order ```Id``` of the ```exchange.Buy()``` function may differ from the return value order ```Id``` described in the current documentation.\", \"Note that the following three exchanges have special order interfaces. For spot market buy orders, the order quantity is in coins, not in amount.\\n\\n - ```AscendEx```\\n\\n - ```BitMEX```\\n\\n - ```Bitfinex```\"], \"returns\": [{\"info\": \"Returns the order Id on successful order placement, returns null on failure. The ```Id``` property of the FMZ platform's Order {@struct/Order Order} structure consists of the exchange symbol code and the exchange's original order Id, separated by an English comma. For example, the ```Id``` property format for an order of the spot trading pair ```ETH_USDT``` on OKX exchange is: ```ETH-USDT,1547130415509278720```. When calling the ```exchange.Buy()``` function to place an order, the return value order ```Id``` is consistent with the ```Id``` property of the Order {@struct/Order Order} structure.\", \"type\": \"string / null\"}], \"seeAlso\": [\"{@fun/Trade/exchange.Sell exchange.Sell}, {@fun/Futures/exchange.SetContractType exchange.SetContractType}, {@fun/Futures/exchange.SetDirection exchange.SetDirection}, {@fun/Trade/exchange.IO exchange.IO} (API rate limiting control, Buy function is affected by CreateOrder rate limit settings)\"], \"syntax\": [\"exchange.Buy(price, amount)\", \"exchange.Buy(price, amount, ...args)\"], \"title\": \"exchange.Buy\"}, {\"_src_hash\": \"1ee45fbea2b50503c4957d5cbe5c02011856b5edf8d4d7c93838a96cc2683dea\", \"args\": [{\"info\": \"The ```price``` parameter is used to set the order price.\", \"name\": \"price\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```amount``` parameter is used to set the order quantity.\", \"name\": \"amount\", \"required\": true, \"type\": \"number\"}, {\"info\": \"Extended parameters that can output additional information to this order log entry. Multiple ```arg``` parameters can be passed.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / object / array / any (any type supported by the platform)\"}], \"desc\": [\"The ```exchange.Sell()``` function is used to place a sell order.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n var id = exchange.Sell(100, 1)\\n Log(\\\"id:\\\", id)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n id = exchange.Sell(100, 1)\\n Log(\\\"id:\\\", id)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto id = exchange.Sell(100, 1);\\n Log(\\\"id:\\\", id);\\n}\", \"lang\": \"cpp\"}], \"value\": \"The order ID returned by ```exchange.Sell()``` can be used to query order information and cancel orders.\"}, {\"examples\": [{\"code\": \"// The following are incorrect calls\\nfunction main() {\\n exchange.SetContractType(\\\"quarter\\\")\\n\\n // Set short direction\\n exchange.SetDirection(\\\"sell\\\")\\n // Place buy order, will error, short can only sell\\n var id = exchange.Buy(50, 1)\\n\\n // Set long direction\\n exchange.SetDirection(\\\"buy\\\")\\n // Place sell order, will error, long can only buy\\n var id2 = exchange.Sell(60, 1)\\n\\n // Set close long direction\\n exchange.SetDirection(\\\"closebuy\\\")\\n // Place buy order, will error, close long can only sell\\n var id3 = exchange.Buy(-1, 1)\\n\\n // Set close short direction\\n exchange.SetDirection(\\\"closesell\\\")\\n // Place sell order, will error, close short can only buy\\n var id4 = exchange.Sell(-1, 1)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"# The following are incorrect calls\\ndef main():\\n exchange.SetContractType(\\\"quarter\\\")\\n exchange.SetDirection(\\\"sell\\\")\\n id = exchange.Buy(50, 1)\\n exchange.SetDirection(\\\"buy\\\")\\n id2 = exchange.Sell(60, 1)\\n exchange.SetDirection(\\\"closebuy\\\")\\n id3 = exchange.Buy(-1, 1)\\n exchange.SetDirection(\\\"closesell\\\")\\n id4 = exchange.Sell(-1, 1)\", \"lang\": \"python\"}, {\"code\": \"// The following are incorrect calls\\nvoid main() {\\n exchange.SetContractType(\\\"quarter\\\");\\n exchange.SetDirection(\\\"sell\\\");\\n auto id = exchange.Buy(50, 1);\\n exchange.SetDirection(\\\"buy\\\");\\n auto id2 = exchange.Sell(60, 1);\\n exchange.SetDirection(\\\"closebuy\\\");\\n auto id3 = exchange.Buy(-1, 1);\\n exchange.SetDirection(\\\"closesell\\\");\\n auto id4 = exchange.Sell(-1, 1);\\n}\", \"lang\": \"cpp\"}], \"value\": \"When placing orders for cryptocurrency futures contracts, you must ensure the trading direction is set correctly. If the trading direction does not match the trading function, an error will occur:\\n\\n```log\\ndirection is sell, invalid order type Buy\\ndirection is buy, invalid order type Sell\\ndirection is closebuy, invalid order type Buy\\ndirection is closesell, invalid order type Sell\\n```\"}, {\"examples\": [{\"code\": \"// For example, trading pair: ETH_BTC, market sell order\\nfunction main() {\\n // Note: Place market sell order, sell 0.2 ETH\\n exchange.Sell(-1, 0.2)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.Sell(-1, 0.2)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n exchange.Sell(-1, 0.2);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Spot market order.\"}], \"remarks\": [\"When placing orders for futures contracts, ensure the trading direction is set correctly. An error will occur if the trading direction does not match the trading function. Unless otherwise specified, the order quantity for cryptocurrency futures contract exchanges is in number of contracts.\", \"Setting the ```price``` parameter to ```-1``` places a market order, which requires the exchange's order interface to support market orders. For cryptocurrency spot market orders, when placing a sell order, the order quantity parameter ```amount``` is denominated in the trading currency. For cryptocurrency futures contract market orders, the order quantity parameter ```amount``` is denominated in number of contracts. In live trading, a few cryptocurrency exchanges do not support market order interfaces.\", \"If using an older version of the docker, the return value order ```Id``` from the ```exchange.Sell()``` function may differ from the return value order ```Id``` described in the current documentation.\"], \"returns\": [{\"info\": \"Returns the order Id on successful order placement, returns null on failed order placement. The ```Id``` property of the FMZ platform's {@struct/Order Order} structure consists of the exchange symbol code and the exchange's original order Id, separated by an English comma. For example, the ```Id``` property format for an order of the spot trading pair ```ETH_USDT``` on OKX exchange would be: ```ETH-USDT,1547130415509278720```. When calling the ```exchange.Sell()``` function to place an order, the return value order ```Id``` is consistent with the ```Id``` property of the {@struct/Order Order} structure.\", \"type\": \"string / null\"}], \"seeAlso\": [\"{@fun/Trade/exchange.Buy exchange.Buy}, {@fun/Futures/exchange.SetContractType exchange.SetContractType}, {@fun/Futures/exchange.SetDirection exchange.SetDirection}, {@fun/Trade/exchange.IO exchange.IO} (API rate limiting control, Sell function is affected by CreateOrder rate limit settings)\"], \"syntax\": [\"exchange.Sell(price, amount)\", \"exchange.Sell(price, amount, ...args)\"], \"title\": \"exchange.Sell\"}, {\"_src_hash\": \"7b4850133ec4797ce1f6bd2522566cef5ab7209ef5bf9a4b0a4b5b019518d994\", \"args\": [{\"info\": \"The parameter ```symbol``` is used to specify the specific trading pair or contract code for the order.\\n\\nWhen calling the ```exchange.CreateOrder(symbol, side, price, amount)``` function to place an order, if ```exchange``` is a spot exchange object, and the order's quote currency is USDT and the base currency is BTC, then the parameter ```symbol``` is: ```\\\"BTC_USDT\\\"```, in the trading pair format defined by the FMZ platform.\\n\\nWhen calling the ```exchange.CreateOrder(symbol, side, price, amount)``` function to place an order, if ```exchange``` is a futures exchange object, and the order is a BTC USDT-margined perpetual contract order, then the parameter ```symbol``` is: ```\\\"BTC_USDT.swap\\\"```, in the format of a combination of **trading pair** and **contract code** defined by the FMZ platform, separated by the character \\\".\\\".\\n\\nWhen calling the ```exchange.CreateOrder(symbol, side, price, amount)``` function to place an order, if ```exchange``` is a futures exchange object, and the order is a BTC USDT-margined options contract order, then the parameter ```symbol``` is: ```\\\"BTC_USDT.BTC-240108-40000-C\\\"``` (taking Binance option BTC-240108-40000-C as an example), in the format of a combination of **trading pair** defined by the FMZ platform and the specific options contract code defined by the exchange, separated by the character \\\".\\\".\", \"name\": \"symbol\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The parameter ```side``` is used to specify the trading direction of the order.\\n\\nFor spot exchange objects, the optional values for the ```side``` parameter are: ```buy```, ```sell```. ```buy``` means buy, ```sell``` means sell.\\n\\nFor futures exchange objects, the optional values for the ```side``` parameter are: ```buy```, ```closebuy```, ```sell```, ```closesell```. ```buy``` means open long position, ```closebuy``` means close long position, ```sell``` means open short position, ```closesell``` means close short position.\\n\\n**Supports additional parameters (option)**: Additional parameters can be passed through the ```side``` parameter, in the format: ```\\\"side;{JSON object}\\\"``` or ```\\\"side;key=value&key=value\\\"```.\\n\\nFor example: ```'buy;{\\\"type\\\":\\\"TRAILING_STOP_MARKET\\\",\\\"activationPrice\\\":\\\"2300\\\"}'``` or ```\\\"buy;type=TRAILING_STOP_MARKET&activationPrice=2300\\\"```.\\n\\nAdditional parameters are used to pass exchange-specific parameters (such as order type, time-in-force rules, etc.), and the specific supported parameters depend on the exchange API.\", \"name\": \"side\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The parameter ```price``` is used to set the price of the order. When the price is -1, it indicates that the order is a market order.\", \"name\": \"price\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The parameter ```amount``` is used to set the order quantity. Note that when the order is a **spot market buy order**, the order quantity is the buy amount; for some spot exchanges, the market buy order quantity is the number of base currency, please refer to the **Exchange Special Instructions** in the \\\"User Guide\\\" for details. For futures exchange objects, when using the ```CreateOrder()```/```Buy()```/```Sell()``` functions to place orders, unless otherwise specified, the order quantity parameter ```amount``` is the number of contracts.\", \"name\": \"amount\", \"required\": true, \"type\": \"number\"}, {\"info\": \"Extended parameters, can output additional information to this order log, the ```arg``` parameter can pass multiple values.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / object / array / any (any type supported by the platform)\"}], \"desc\": [\"The ```exchange.CreateOrder()``` function is used to place an order.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var id = exchange.CreateOrder(\\\"BTC_USDT\\\", \\\"buy\\\", 60000, 0.01) // Spot exchange object places order for BTC_USDT spot trading pair\\n // var id = exchange.CreateOrder(\\\"BTC_USDT.swap\\\", \\\"buy\\\", 60000, 0.01) // Futures exchange object places order for BTC USDT-margined perpetual contract\\n Log(\\\"Order Id:\\\", id)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n id = exchange.CreateOrder(\\\"BTC_USDT\\\", \\\"buy\\\", 60000, 0.01) # Spot exchange object places order for BTC_USDT spot trading pair\\n # id = exchange.CreateOrder(\\\"BTC_USDT.swap\\\", \\\"buy\\\", 60000, 0.01) # Futures exchange object places order for BTC USDT-margined perpetual contract\\n Log(\\\"Order Id:\\\", id)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto id = exchange.CreateOrder(\\\"BTC_USDT\\\", \\\"buy\\\", 60000, 0.01); // Spot exchange object places order for BTC_USDT spot trading pair\\n // auto id = exchange.CreateOrder(\\\"BTC_USDT.swap\\\", \\\"buy\\\", 60000, 0.01); // Futures exchange object places order for BTC USDT-margined perpetual contract\\n Log(\\\"Order Id:\\\", id);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Spot exchange objects and futures exchange objects call the ```exchange.CreateOrder()``` function to place orders.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Pass option parameter in JSON format\\n var option = {\\n \\\"type\\\": \\\"TRAILING_STOP_MARKET\\\",\\n \\\"activationPrice\\\": \\\"2300\\\",\\n \\\"callbackRate\\\": \\\"0.1\\\"\\n }\\n var sideWithOption = \\\"buy;\\\" + JSON.stringify(option)\\n var id = exchange.CreateOrder(\\\"SOL_USDT.swap\\\", sideWithOption, -1, 1)\\n Log(\\\"Order Id:\\\", id)\\n\\n Sleep(2000)\\n Log(exchange.GetOrder(id))\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\n\\ndef main():\\n # Pass option parameter in JSON format\\n option = {\\n \\\"type\\\": \\\"TRAILING_STOP_MARKET\\\",\\n \\\"activationPrice\\\": \\\"2300\\\",\\n \\\"callbackRate\\\": \\\"0.1\\\"\\n }\\n sideWithOption = \\\"buy;\\\" + json.dumps(option)\\n id = exchange.CreateOrder(\\\"SOL_USDT.swap\\\", sideWithOption, -1, 1)\\n Log(\\\"Order Id:\\\", id)\\n\\n Sleep(2000)\\n Log(exchange.GetOrder(id))\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n // Pass option parameter in JSON format\\n json option = R\\\"({\\n \\\"type\\\": \\\"TRAILING_STOP_MARKET\\\",\\n \\\"activationPrice\\\": \\\"2300\\\",\\n \\\"callbackRate\\\": \\\"0.1\\\"\\n })\\\"_json;\\n string sideWithOption = \\\"buy;\\\" + option.dump();\\n auto id = exchange.CreateOrder(\\\"SOL_USDT.swap\\\", sideWithOption, -1, 1);\\n Log(\\\"Order Id:\\\", id);\\n\\n Sleep(2000);\\n Log(exchange.GetOrder(id));\\n}\", \"lang\": \"cpp\"}], \"value\": \"Place orders using additional parameters (option) to pass exchange-specific parameters.\"}], \"remarks\": [\"Supports passing additional parameters (option) through the ```side``` parameter to pass exchange-specific parameters. The additional parameters need to be merged with the ```side``` parameter in the format ```\\\"side;{JSON object}\\\"``` (recommended) or ```\\\"side;key=value&key=value\\\"``` (URL-encoded format). For example: ```\\\"buy;{\\\\\\\"type\\\\\\\":\\\\\\\"TRAILING_STOP_MARKET\\\\\\\"}\\\"```.\", \"Different exchanges support different option parameters. Please refer to the exchange API documentation for specific supported parameters. Common parameters include: order type (type), time in force (timeInForce), activation price (activationPrice), callback rate (callbackRate), etc.\", \"When using the option parameter, the ```price``` and ```amount``` parameters still need to be provided. If certain parameters in the exchange API have already been passed through option, these basic parameters may be overridden by the corresponding parameters in option. The specific behavior depends on the exchange API implementation.\"], \"returns\": [{\"info\": \"Returns the order Id if the order is placed successfully, returns null value if the order fails. The ```Id``` attribute of the FMZ platform's order {@struct/Order Order} structure consists of the exchange product code and the exchange's original order Id, separated by a comma. For example, the ```Id``` attribute format of an OKX exchange spot trading pair ```ETH_USDT``` order is: ```ETH-USDT,1547130415509278720```.\\n\\nWhen calling the ```exchange.CreateOrder(symbol, side, price, amount)``` function to place an order, the return value order ```Id``` is consistent with the ```Id``` attribute of the order {@struct/Order Order} structure.\", \"type\": \"string / null value\"}], \"seeAlso\": [\"{@fun/Trade/exchange.Buy exchange.Buy}, {@fun/Trade/exchange.Sell exchange.Sell}, {@fun/Trade/exchange.ModifyOrder exchange.ModifyOrder}\"], \"syntax\": [\"exchange.CreateOrder(symbol, side, price, amount)\", \"exchange.CreateOrder(symbol, side, price, amount, ...args)\"], \"title\": \"exchange.CreateOrder\"}, {\"_src_hash\": \"11defc83b5aa9e3f66eeb1ac6563a03fdd614ff5e859b7e745096baad45a6d1b\", \"args\": [{\"info\": \"The ```orderId``` parameter is used to specify the order to be canceled.\", \"name\": \"orderId\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Extended parameters that can output additional information to this cancel order log. Multiple ```arg``` parameters can be passed.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / object / array / any (any type supported by the platform)\"}], \"desc\": [\"The ```exchange.CancelOrder()``` function is used to cancel an order. The ```Id``` attribute of the FMZ platform's order {@struct/Order Order} structure consists of the exchange product code and the exchange's original order ID, separated by an English comma. For example, the ```Id``` attribute format for an order of the spot trading pair ```ETH_USDT``` on the OKX exchange is: ```ETH-USDT,1547130415509278720```.\\n\\nWhen calling the ```exchange.CancelOrder()``` function to cancel an order, the ```orderId``` parameter passed in should be consistent with the ```Id``` attribute of the order {@struct/Order Order} structure.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n var id = exchange.Sell(99999, 1)\\n exchange.CancelOrder(id)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n id = exchange.Sell(99999, 1)\\n exchange.CancelOrder(id)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto id = exchange.Sell(99999, 1);\\n exchange.CancelOrder(id);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Cancel an order.\"}, {\"examples\": [{\"code\": \"function main() {\\n if (exchange.GetName().includes(\\\"Futures_\\\")) {\\n Log(\\\"Set contract to: perpetual swap, set direction to: open long.\\\")\\n exchange.SetContractType(\\\"swap\\\")\\n exchange.SetDirection(\\\"buy\\\")\\n }\\n\\n var ticker = exchange.GetTicker()\\n exchange.Buy(ticker.Last * 0.5, 0.1)\\n\\n var orders = exchange.GetOrders()\\n for (var i = 0 ; i < orders.length ; i++) {\\n exchange.CancelOrder(orders[i].Id, \\\"Canceled order:\\\", orders[i])\\n Sleep(500)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n if exchange.GetName().find(\\\"Futures_\\\") != -1:\\n Log(\\\"Set contract to: perpetual swap, set direction to: open long.\\\")\\n exchange.SetContractType(\\\"swap\\\")\\n exchange.SetDirection(\\\"buy\\\")\\n\\n ticker = exchange.GetTicker()\\n exchange.Buy(ticker[\\\"Last\\\"] * 0.5, 0.1)\\n\\n orders = exchange.GetOrders()\\n for i in range(len(orders)):\\n exchange.CancelOrder(orders[i][\\\"Id\\\"], \\\"Canceled order:\\\", orders[i])\\n Sleep(500)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n if (exchange.GetName().find(\\\"Futures_\\\") != std::string::npos) {\\n Log(\\\"Set contract to: perpetual swap, set direction to: open long.\\\");\\n exchange.SetContractType(\\\"swap\\\");\\n exchange.SetDirection(\\\"buy\\\");\\n }\\n\\n auto ticker = exchange.GetTicker();\\n exchange.Buy(ticker.Last * 0.5, 0.1);\\n\\n auto orders = exchange.GetOrders();\\n for (int i = 0 ; i < orders.size() ; i++) {\\n exchange.CancelOrder(orders[i].Id, \\\"Canceled order:\\\", orders[i]);\\n Sleep(500);\\n }\\n}\", \"lang\": \"cpp\"}], \"value\": \"In FMZ's API functions that can generate log output, such as ```Log()```, ```exchange.Buy()```, ```exchange.CancelOrder()```, etc., additional output parameters can be appended after the required parameters. For example: ```exchange.CancelOrder(orders[i].Id, orders[i])```, this way when canceling the order with Id ```orders[i].Id```, it will also output the order information, i.e., the {@struct/Order Order} structure ```orders[i]```.\"}], \"remarks\": [\"If using an older version of the docker, the ```orderId``` parameter of the ```exchange.CancelOrder()``` function may differ from the ```orderId``` described in the current documentation.\"], \"returns\": [{\"info\": \"The ```exchange.CancelOrder()``` function returns a true value (e.g., ```true```) indicating that the cancel order request was sent successfully, and returns a false value (e.g., ```false```) indicating that the cancel order request failed to send. The return value only represents whether the request was sent successfully or not. To determine whether the exchange has actually canceled the order, you can call ```exchange.GetOrders()``` to confirm.\", \"type\": \"bool\"}], \"seeAlso\": [\"{@fun/Trade/exchange.Buy exchange.Buy}, {@fun/Trade/exchange.Sell exchange.Sell}, {@fun/Trade/exchange.GetOrders exchange.GetOrders}, {@fun/Trade/exchange.ModifyOrder exchange.ModifyOrder}\"], \"syntax\": [\"exchange.CancelOrder(orderId)\", \"exchange.CancelOrder(orderId, ...args)\"], \"title\": \"exchange.CancelOrder\"}, {\"_src_hash\": \"96dc4eccd9e61a72fa99254b1fcb914cbc951fc3d67546f990036ade0585f7b6\", \"args\": [{\"info\": \"The ```orderId``` parameter is used to specify the order to be queried. The ```Id``` attribute of the FMZ platform's order {@struct/Order Order} structure consists of the exchange product code and the exchange's original order ID, separated by an English comma. For example, the ```Id``` attribute format for an order of the spot trading pair ```ETH_USDT``` on the OKX exchange is: ```ETH-USDT,1547130415509278720```.\\n\\nWhen calling the ```exchange.GetOrder()``` function to query an order, the ```orderId``` parameter passed in is consistent with the ```Id``` attribute of the order {@struct/Order Order} structure.\", \"name\": \"orderId\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"The ```exchange.GetOrder()``` function is used to get order information.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n var id = exchange.Sell(1000, 1)\\n // The parameter id is the order number, you need to fill in the order number you want to query\\n var order = exchange.GetOrder(id)\\n Log(\\\"Id:\\\", order.Id, \\\"Price:\\\", order.Price, \\\"Amount:\\\", order.Amount, \\\"DealAmount:\\\",\\n order.DealAmount, \\\"Status:\\\", order.Status, \\\"Type:\\\", order.Type)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n id = exchange.Sell(1000, 1)\\n order = exchange.GetOrder(id)\\n Log(\\\"Id:\\\", order[\\\"Id\\\"], \\\"Price:\\\", order[\\\"Price\\\"], \\\"Amount:\\\", order[\\\"Amount\\\"], \\\"DealAmount:\\\",\\n order[\\\"DealAmount\\\"], \\\"Status:\\\", order[\\\"Status\\\"], \\\"Type:\\\", order[\\\"Type\\\"])\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto id = exchange.Sell(1000, 1);\\n auto order = exchange.GetOrder(id);\\n Log(\\\"Id:\\\", order.Id, \\\"Price:\\\", order.Price, \\\"Amount:\\\", order.Amount, \\\"DealAmount:\\\",\\n order.DealAmount, \\\"Status:\\\", order.Status, \\\"Type:\\\", order.Type);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"Some exchanges do not support the ```exchange.GetOrder()``` function. The ```AvgPrice``` attribute in the returned {@struct/Order Order} structure is the average execution price. Some exchanges do not support this field, and it is set to 0 when not supported.\", \"If using an older version of the docker, the ```orderId``` parameter of the ```exchange.GetOrder()``` function may differ from the ```orderId``` described in the current documentation.\", \"Exchanges that do not support the ```exchange.GetOrder()``` function:\\n\\n| Function Name | Unsupported Spot Exchanges | Unsupported Futures Exchanges |\\n| - | - | - |\\n| GetOrder | Zaif / Coincheck / Bitstamp | -- |\"], \"returns\": [{\"info\": \"Query order details by order ID. Returns the {@struct/Order Order} structure on successful query, returns null value on failed query.\", \"type\": \"{@struct/Order Order} / null value\"}], \"seeAlso\": [\"{@struct/Order Order}, {@fun/Trade/exchange.GetOrders exchange.GetOrders}, {@fun/Trade/exchange.GetHistoryOrders exchange.GetHistoryOrders}, {@fun/Trade/exchange.ModifyOrder exchange.ModifyOrder}\"], \"syntax\": [\"exchange.GetOrder(orderId)\"], \"title\": \"exchange.GetOrder\"}, {\"_src_hash\": \"62392b67ca3977b1eb40748c0689c4a13ea678db27b394ee63a6da0424e149a9\", \"args\": [{\"info\": \"The ```symbol``` parameter is used to set the **trading symbol** or **trading symbol range** to be queried.\\n\\nFor spot exchange objects, when the ```symbol``` parameter is not passed, unfilled order data for all spot symbols will be requested.\\n\\nFor futures exchange objects, when the ```symbol``` parameter is not passed, unfilled order data for all symbols will be requested by default according to the dimension range of the current trading pair and contract code.\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"The ```exchange.GetOrders()``` function is used to get unfilled orders.\"], \"examples\": [{\"examples\": [{\"code\": \"/*backtest\\nstart: 2024-05-21 00:00:00\\nend: 2024-09-05 00:00:00\\nperiod: 5m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n*/\\n\\nfunction main() {\\n var arrSymbol = [\\\"ETH_USDT\\\", \\\"BTC_USDT\\\", \\\"LTC_USDT\\\", \\\"SOL_USDT\\\"]\\n\\n for (var symbol of arrSymbol) {\\n var t = exchange.GetTicker(symbol)\\n exchange.CreateOrder(symbol, \\\"buy\\\", t.Last / 2, 0.01)\\n }\\n\\n var spotOrders = exchange.GetOrders()\\n\\n var tbls = []\\n for (var orders of [spotOrders]) {\\n var tbl = {type: \\\"table\\\", title: \\\"test GetOrders\\\", cols: [\\\"Symbol\\\", \\\"Id\\\", \\\"Price\\\", \\\"Amount\\\", \\\"DealAmount\\\", \\\"AvgPrice\\\", \\\"Status\\\", \\\"Type\\\", \\\"Offset\\\", \\\"ContractType\\\"], rows: []}\\n for (var order of orders) {\\n tbl.rows.push([order.Symbol, order.Id, order.Price, order.Amount, order.DealAmount, order.AvgPrice, order.Status, order.Type, order.Offset, order.ContractType])\\n }\\n tbls.push(tbl)\\n }\\n\\n LogStatus(\\\"`\\\" + JSON.stringify(tbls) + \\\"`\\\")\\n\\n // 打印输出一次信息后返回，防止后续回测时订单成交，影响数据观察\\n return\\n}\", \"lang\": \"javascript\"}, {\"code\": \"'''backtest\\nstart: 2024-05-21 00:00:00\\nend: 2024-09-05 00:00:00\\nperiod: 5m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n'''\\n\\nimport json\\n\\ndef main():\\n arrSymbol = [\\\"ETH_USDT\\\", \\\"BTC_USDT\\\", \\\"LTC_USDT\\\", \\\"SOL_USDT\\\"]\\n\\n for symbol in arrSymbol:\\n t = exchange.GetTicker(symbol)\\n exchange.CreateOrder(symbol, \\\"buy\\\", t[\\\"Last\\\"] / 2, 0.01)\\n\\n spotOrders = exchange.GetOrders()\\n\\n tbls = []\\n for orders in [spotOrders]:\\n tbl = {\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"test GetOrders\\\", \\\"cols\\\": [\\\"Symbol\\\", \\\"Id\\\", \\\"Price\\\", \\\"Amount\\\", \\\"DealAmount\\\", \\\"AvgPrice\\\", \\\"Status\\\", \\\"Type\\\", \\\"Offset\\\", \\\"ContractType\\\"], \\\"rows\\\": []}\\n for order in orders:\\n tbl[\\\"rows\\\"].append([order.Symbol, order.Id, order.Price, order.Amount, order.DealAmount, order.AvgPrice, order.Status, order.Type, order.Offset, order.ContractType])\\n tbls.append(tbl)\\n\\n LogStatus(\\\"`\\\" + json.dumps(tbls) + \\\"`\\\")\\n\\n return\", \"lang\": \"python\"}, {\"code\": \"/*backtest\\nstart: 2024-05-21 00:00:00\\nend: 2024-09-05 00:00:00\\nperiod: 5m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n*/\\n\\nvoid main() {\\n auto arrSymbol = {\\\"ETH_USDT\\\", \\\"BTC_USDT\\\", \\\"LTC_USDT\\\", \\\"SOL_USDT\\\"};\\n\\n for (const auto& symbol : arrSymbol) {\\n auto t = exchange.GetTicker(symbol);\\n exchange.CreateOrder(symbol, \\\"buy\\\", t.Last / 2, 0.01);\\n }\\n\\n auto spotOrders = exchange.GetOrders();\\n\\n json tbls = R\\\"([])\\\"_json;\\n std::vector> arr = {spotOrders};\\n for (const auto& orders : arr) {\\n json tbl = R\\\"({\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"test GetOrders\\\",\\n \\\"cols\\\": [\\\"Symbol\\\", \\\"Id\\\", \\\"Price\\\", \\\"Amount\\\", \\\"DealAmount\\\", \\\"AvgPrice\\\", \\\"Status\\\", \\\"Type\\\", \\\"Offset\\\", \\\"ContractType\\\"],\\n \\\"rows\\\": []\\n })\\\"_json;\\n\\n for (const auto& order : orders) {\\n json arrJson = R\\\"([])\\\"_json;\\n\\n arrJson.push_back(\\\"Symbol\\\");\\n arrJson.push_back(\\\"Id\\\");\\n arrJson.push_back(order.Price);\\n arrJson.push_back(order.Amount);\\n arrJson.push_back(order.DealAmount);\\n arrJson.push_back(order.AvgPrice);\\n arrJson.push_back(order.Status);\\n arrJson.push_back(order.Type);\\n arrJson.push_back(order.Offset);\\n arrJson.push_back(order.ContractType);\\n\\n tbl[\\\"rows\\\"].push_back(arrJson);\\n }\\n\\n tbls.push_back(tbl);\\n }\\n\\n LogStatus(_D(), \\\"\\\\n\\\", \\\"`\\\" + tbls.dump() + \\\"`\\\");\\n\\n return;\\n}\", \"lang\": \"cpp\"}], \"value\": \"Using spot exchange objects to operate on multiple different trading pairs, placing buy orders at half the current price, then querying pending order information.\"}, {\"examples\": [{\"code\": \"/*backtest\\nstart: 2024-05-21 00:00:00\\nend: 2024-09-05 00:00:00\\nperiod: 5m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Futures_Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n*/\\n\\nfunction main() {\\n var arrSymbol = [\\\"BTC_USDT.swap\\\", \\\"BTC_USDT.quarter\\\", \\\"ETH_USDT.swap\\\", \\\"ETH_USDT.quarter\\\"]\\n\\n for (var symbol of arrSymbol) {\\n var t = exchange.GetTicker(symbol)\\n exchange.CreateOrder(symbol, \\\"buy\\\", t.Last / 2, 1)\\n exchange.CreateOrder(symbol, \\\"sell\\\", t.Last * 2, 1)\\n }\\n\\n var defaultOrders = exchange.GetOrders()\\n var swapOrders = exchange.GetOrders(\\\"USDT.swap\\\")\\n var futuresOrders = exchange.GetOrders(\\\"USDT.futures\\\")\\n var btcUsdtSwapOrders = exchange.GetOrders(\\\"BTC_USDT.swap\\\")\\n\\n var tbls = []\\n var arr = [defaultOrders, swapOrders, futuresOrders, btcUsdtSwapOrders]\\n var tblDesc = [\\\"defaultOrders\\\", \\\"swapOrders\\\", \\\"futuresOrders\\\", \\\"btcUsdtSwapOrders\\\"]\\n for (var index in arr) {\\n var orders = arr[index]\\n var tbl = {type: \\\"table\\\", title: tblDesc[index], cols: [\\\"Symbol\\\", \\\"Id\\\", \\\"Price\\\", \\\"Amount\\\", \\\"DealAmount\\\", \\\"AvgPrice\\\", \\\"Status\\\", \\\"Type\\\", \\\"Offset\\\", \\\"ContractType\\\"], rows: []}\\n for (var order of orders) {\\n tbl.rows.push([order.Symbol, order.Id, order.Price, order.Amount, order.DealAmount, order.AvgPrice, order.Status, order.Type, order.Offset, order.ContractType])\\n }\\n tbls.push(tbl)\\n }\\n\\n LogStatus(\\\"`\\\" + JSON.stringify(tbls) + \\\"`\\\")\\n\\n // 打印输出一次信息后返回，防止后续回测时订单成交，影响数据观察\\n return\\n}\", \"lang\": \"javascript\"}, {\"code\": \"'''backtest\\nstart: 2024-05-21 00:00:00\\nend: 2024-09-05 00:00:00\\nperiod: 5m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Futures_Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n'''\\n\\nimport json\\n\\ndef main():\\n arrSymbol = [\\\"BTC_USDT.swap\\\", \\\"BTC_USDT.quarter\\\", \\\"ETH_USDT.swap\\\", \\\"ETH_USDT.quarter\\\"]\\n\\n for symbol in arrSymbol:\\n t = exchange.GetTicker(symbol)\\n exchange.CreateOrder(symbol, \\\"buy\\\", t[\\\"Last\\\"] / 2, 1)\\n exchange.CreateOrder(symbol, \\\"sell\\\", t[\\\"Last\\\"] * 2, 1)\\n\\n defaultOrders = exchange.GetOrders()\\n swapOrders = exchange.GetOrders(\\\"USDT.swap\\\")\\n futuresOrders = exchange.GetOrders(\\\"USDT.futures\\\")\\n btcUsdtSwapOrders = exchange.GetOrders(\\\"BTC_USDT.swap\\\")\\n\\n tbls = []\\n arr = [defaultOrders, swapOrders, futuresOrders, btcUsdtSwapOrders]\\n tblDesc = [\\\"defaultOrders\\\", \\\"swapOrders\\\", \\\"futuresOrders\\\", \\\"btcUsdtSwapOrders\\\"]\\n for index in range(len(arr)):\\n orders = arr[index]\\n tbl = {\\\"type\\\": \\\"table\\\", \\\"title\\\": tblDesc[index], \\\"cols\\\": [\\\"Symbol\\\", \\\"Id\\\", \\\"Price\\\", \\\"Amount\\\", \\\"DealAmount\\\", \\\"AvgPrice\\\", \\\"Status\\\", \\\"Type\\\", \\\"Offset\\\", \\\"ContractType\\\"], \\\"rows\\\": []}\\n for order in orders:\\n tbl[\\\"rows\\\"].append([order[\\\"Symbol\\\"], order[\\\"Id\\\"], order[\\\"Price\\\"], order[\\\"Amount\\\"], order[\\\"DealAmount\\\"], order[\\\"AvgPrice\\\"], order[\\\"Status\\\"], order[\\\"Type\\\"], order[\\\"Offset\\\"], order[\\\"ContractType\\\"]])\\n tbls.append(tbl)\\n\\n LogStatus(\\\"`\\\" + json.dumps(tbls) + \\\"`\\\")\\n\\n return\", \"lang\": \"python\"}, {\"code\": \"/*backtest\\nstart: 2024-05-21 00:00:00\\nend: 2024-09-05 00:00:00\\nperiod: 5m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Futures_Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n*/\\n\\nvoid main() {\\n auto arrSymbol = {\\\"BTC_USDT.swap\\\", \\\"BTC_USDT.quarter\\\", \\\"ETH_USDT.swap\\\", \\\"ETH_USDT.quarter\\\"};\\n\\n for (const auto& symbol : arrSymbol) {\\n auto t = exchange.GetTicker(symbol);\\n exchange.CreateOrder(symbol, \\\"buy\\\", t.Last / 2, 1);\\n exchange.CreateOrder(symbol, \\\"sell\\\", t.Last * 2, 1);\\n }\\n\\n auto defaultOrders = exchange.GetOrders();\\n auto swapOrders = exchange.GetOrders(\\\"USDT.swap\\\");\\n auto futuresOrders = exchange.GetOrders(\\\"USDT.futures\\\");\\n auto btcUsdtSwapOrders = exchange.GetOrders(\\\"BTC_USDT.swap\\\");\\n\\n json tbls = R\\\"([])\\\"_json;\\n std::vector> arr = {defaultOrders, swapOrders, futuresOrders, btcUsdtSwapOrders};\\n std::string tblDesc[] = {\\\"defaultOrders\\\", \\\"swapOrders\\\", \\\"futuresOrders\\\", \\\"btcUsdtSwapOrders\\\"};\\n for (int index = 0; index < arr.size(); index++) {\\n auto orders = arr[index];\\n json tbl = R\\\"({\\n \\\"type\\\": \\\"table\\\",\\n \\\"cols\\\": [\\\"Symbol\\\", \\\"Id\\\", \\\"Price\\\", \\\"Amount\\\", \\\"DealAmount\\\", \\\"AvgPrice\\\", \\\"Status\\\", \\\"Type\\\", \\\"Offset\\\", \\\"ContractType\\\"],\\n \\\"rows\\\": []\\n })\\\"_json;\\n tbl[\\\"title\\\"] = tblDesc[index];\\n\\n for (const auto& order : orders) {\\n json arrJson = R\\\"([])\\\"_json;\\n\\n arrJson.push_back(order.Symbol);\\n arrJson.push_back(to_string(order.Id)); // Order订单结构中的Id属性类型为TId，使用FMZ平台内置的C++函数to_string进行编码\\n arrJson.push_back(order.Price);\\n arrJson.push_back(order.Amount);\\n arrJson.push_back(order.DealAmount);\\n arrJson.push_back(order.AvgPrice);\\n arrJson.push_back(order.Status);\\n arrJson.push_back(order.Type);\\n arrJson.push_back(order.Offset);\\n arrJson.push_back(order.ContractType);\\n\\n tbl[\\\"rows\\\"].push_back(arrJson);\\n }\\n\\n tbls.push_back(tbl);\\n }\\n\\n LogStatus(_D(), \\\"\\\\n\\\", \\\"`\\\" + tbls.dump() + \\\"`\\\");\\n\\n return;\\n}\", \"lang\": \"cpp\"}], \"value\": \"Use futures exchange object to place orders for multiple trading pairs and contract codes. Set order prices far from the order book counterparty prices to keep orders in unfilled status, and query orders in various ways.\"}, {\"examples\": [{\"code\": \"function main() {\\n var orders = exchange.GetOrders(\\\"BTC_USDT\\\") // 现货品种举例\\n // var orders = exchange.GetOrders(\\\"BTC_USDT.swap\\\") // 期货品种举例\\n Log(\\\"orders:\\\", orders)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n orders = exchange.GetOrders(\\\"BTC_USDT\\\") # 现货品种举例\\n # orders = exchange.GetOrders(\\\"BTC_USDT.swap\\\") # 期货品种举例\\n Log(\\\"orders:\\\", orders)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto orders = exchange.GetOrders(\\\"BTC_USDT\\\"); // 现货品种举例\\n // auto orders = exchange.GetOrders(\\\"BTC_USDT.swap\\\"); // 期货品种举例\\n Log(\\\"orders:\\\", orders);\\n}\", \"lang\": \"cpp\"}], \"value\": \"When calling the ```exchange.GetOrders()``` function, pass the ```Symbol``` parameter to specify the order data for the trading pair or contract code to be queried.\"}], \"remarks\": [\"Summary of symbol parameter usage scenarios in the ```GetOrders``` function:\\n\\n| Exchange Object Category | symbol Parameter | Query Scope | Notes |\\n| - | - | - | - |\\n| Spot | No symbol parameter | Query all spot trading pairs | In all usage scenarios, if the exchange API does not support it, an error will be reported and null value returned, not repeated hereafter |\\n| Spot | Specify trading variety, symbol parameter: \\\"BTC_USDT\\\" | Query the specified BTC_USDT trading pair | For spot exchange objects, the symbol parameter format is: \\\"BTC_USDT\\\" |\\n| Futures | No symbol parameter | Query all trading varieties within the current trading pair and contract code dimension | Assuming the current trading pair is BTC_USDT and the contract code is swap, this queries all USDT-margined perpetual contracts. Equivalent to calling ```GetOrders(\\\"USDT.swap\\\")``` |\\n| Futures | Specify trading variety, symbol parameter: \\\"BTC_USDT.swap\\\" | Query the specified BTC USDT-margined perpetual contract | For futures exchange objects, the symbol parameter format is: a combination of **trading pair** and **contract code** defined by the FMZ platform, separated by the character ```\\\".\\\"``` |\\n| Futures | Specify trading variety range, symbol parameter: \\\"USDT.swap\\\" | Query all USDT-margined perpetual contracts | - |\\n| Futures exchanges supporting options | No symbol parameter | Query all option contracts within the current trading pair dimension | Assuming the current trading pair is BTC_USDT and the contract is set to option contracts, for example Binance option contract: BTC-240108-40000-C |\\n| Futures exchanges supporting options | Specify specific trading variety | Query the specified option contract | For example, for Binance futures exchange, the symbol parameter is: BTC_USDT.BTC-240108-40000-C |\\n| Futures exchanges supporting options | Specify trading variety range, symbol parameter: \\\"USDT.option\\\" | Query all USDT-margined option contracts | - |\", \"Summary of futures exchange object query dimension ranges in the ```GetOrders``` function:\\n\\n| symbol Parameter | Request Scope Definition | Notes |\\n| - | - | - |\\n| USDT.swap | USDT-margined perpetual contract range. | For dimensions not supported by the exchange API interface, calling will report an error and return null value. |\\n| USDT.futures | USDT-margined delivery contract range. | - |\\n| USD.swap | Coin-margined perpetual contract range. | - |\\n| USD.futures | Coin-margined delivery contract range. | - |\\n| USDT.option | USDT-margined option contract range. | - |\\n| USD.option | Coin-margined option contract range. | - |\\n| USDT.futures_combo | Spread combination contract range. | Futures_Deribit exchange |\\n| USD.futures_ff | Multi-collateral delivery contract range. | Futures_Kraken exchange |\\n| USD.swap_pf | Multi-collateral perpetual contract range. | Futures_Kraken exchange |\", \"When the account represented by the exchange object ```exchange``` has no pending orders (active orders in unfilled status) within the **query scope** or **specified trading variety**, calling this function returns an empty array, i.e.: ```[]```.\", \"The following exchanges require a symbol parameter when querying current unfilled orders. When calling the GetOrders function with these exchanges, if no symbol parameter is passed, only the unfilled orders of the current variety are requested, not all varieties' unfilled orders (because the exchange API does not support it).\\n\\nZaif, MEXC, LBank, Korbit, Coinw, BitMart, Bithumb, BitFlyer, BigONE.\", \"Exchanges that do not support the ```exchange.GetOrders()``` function:\\n\\n| Function Name | Unsupported Spot Exchanges | Unsupported Futures Exchanges |\\n| - | - | - |\\n| GetOrders | -- | Futures_Bibox |\"], \"returns\": [{\"info\": \"The ```exchange.GetOrders()``` function returns an array of {@struct/Order Order} structures when data request is successful, and returns null value when data request fails.\", \"type\": \"{@struct/Order Order} array / null value\"}], \"seeAlso\": [\"{@struct/Order Order}, {@fun/Trade/exchange.GetOrder exchange.GetOrder}, {@fun/Trade/exchange.GetHistoryOrders exchange.GetHistoryOrders}\"], \"syntax\": [\"exchange.GetOrders()\", \"exchange.GetOrders(symbol)\"], \"title\": \"exchange.GetOrders\"}, {\"_src_hash\": \"0c6b2bc046cc6736035b381fb785be1e7648ee5cfd7d04eb43e8377c15a2a2c5\", \"args\": [{\"info\": \"The ```symbol``` parameter is used to specify the trading instrument. Taking the ```BTC_USDT``` trading pair as an example, when ```exchange``` is a spot exchange object, the ```symbol``` parameter format is: ```BTC_USDT```; if it is a futures exchange object, taking perpetual contracts as an example, the ```symbol``` parameter format is: ```BTC_USDT.swap```.\\n\\nIf querying option contract order data, set the ```symbol``` parameter to ```\\\"BTC_USDT.BTC-240108-40000-C\\\"``` (using Binance option BTC-240108-40000-C as an example), the format is a combination of the **trading pair** defined by the FMZ platform and the specific option contract code defined by the exchange, separated by the character \\\".\\\". When this parameter is not passed, it defaults to requesting order data for the currently set trading pair and contract code.\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}, {\"info\": \"The ```since``` parameter is used to specify the starting timestamp for the query, in milliseconds.\", \"name\": \"since\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```limit``` parameter is used to specify the number of orders to query.\", \"name\": \"limit\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```exchange.GetHistoryOrders()``` function is used to get historical orders for the current trading pair or contract, and supports specifying specific trading instruments.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var historyOrders = exchange.GetHistoryOrders()\\n Log(historyOrders)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n historyOrders = exchange.GetHistoryOrders()\\n Log(historyOrders)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto historyOrders = exchange.GetHistoryOrders();\\n Log(historyOrders);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"- When ```symbol```, ```since```, and ```limit``` parameters are not specified, it defaults to querying historical orders for the current trading pair or contract. It queries historical orders within a certain range closest to the current time, with the query range determined by the single query range of the exchange API.\\n\\n- When the ```symbol``` parameter is specified, it queries historical orders for the specified trading instrument.\\n\\n- When the ```since``` parameter is specified, it queries from the ```since``` timestamp towards the current time.\\n\\n- When the ```limit``` parameter is specified, it returns after querying the sufficient number of entries.\\n\\n- This function only supports exchanges that provide historical order query interfaces.\", \"Exchanges that do not support the ```exchange.GetHistoryOrders()``` function:\\n\\n| Function Name | Unsupported Spot Exchanges | Unsupported Futures Exchanges |\\n| - | - | - |\\n| GetHistoryOrders | Zaif / Upbit / Coincheck / Bitstamp / Bithumb / BitFlyer / BigONE | Futures_Bibox / Futures_ApolloX |\"], \"returns\": [{\"info\": \"The ```exchange.GetHistoryOrders()``` function returns an array of {@struct/Order Order} structures when the data request is successful, and returns null when the data request fails.\", \"type\": \"{@struct/Order Order} array / null\"}], \"seeAlso\": [\"{@struct/Order Order}, {@fun/Trade/exchange.GetOrder exchange.GetOrder}, {@fun/Trade/exchange.GetOrders exchange.GetOrders}\"], \"syntax\": [\"exchange.GetHistoryOrders()\", \"exchange.GetHistoryOrders(symbol)\", \"exchange.GetHistoryOrders(symbol, since)\", \"exchange.GetHistoryOrders(symbol, since, limit)\", \"exchange.GetHistoryOrders(since)\", \"exchange.GetHistoryOrders(since, limit)\"], \"title\": \"exchange.GetHistoryOrders\"}, {\"_src_hash\": \"63d5e104f7ad2485843b87dc7f3433caf30d80a28a4d21c5d52079d02c36a997\", \"args\": [{\"info\": \"The parameter `symbol` is used to specify the specific trading pair or contract code for the conditional order.\\n\\nWhen calling the `exchange.CreateConditionOrder(symbol, side, amount, condition)` function to place a conditional order, if `exchange` is a spot exchange object, and the order quote currency is USDT and the trading currency is BTC, then the parameter `symbol` is: `\\\"BTC_USDT\\\"`, in the trading pair format defined by the FMZ platform.\\n\\nWhen calling the `exchange.CreateConditionOrder(symbol, side, amount, condition)` function to place a conditional order, if `exchange` is a futures exchange object, and the order is a BTC USDT-margined perpetual contract order, then the parameter `symbol` is: `\\\"BTC_USDT.swap\\\"`, in the format of a combination of **trading pair** and **contract code** defined by the FMZ platform, separated by the character \\\".\\\".\\n\\nWhen calling the `exchange.CreateConditionOrder(symbol, side, amount, condition)` function to place a conditional order, if `exchange` is a futures exchange object, and the order is a BTC USDT-margined options contract order, then the parameter `symbol` is: `\\\"BTC_USDT.BTC-240108-40000-C\\\"` (taking Binance option BTC-240108-40000-C as an example), in the format of a combination of **trading pair** defined by the FMZ platform and the specific options contract code defined by the exchange, separated by the character \\\".\\\".\", \"name\": \"symbol\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The parameter `side` is used to specify the trading direction of the conditional order.\\n\\nFor spot exchange objects, the optional values for the `side` parameter are: `buy`, `sell`. `buy` means buy, `sell` means sell.\\n\\nFor futures exchange objects, the optional values for the `side` parameter are: `buy`, `closebuy`, `sell`, `closesell`. `buy` means open long position, `closebuy` means close long position, `sell` means open short position, `closesell` means close short position.\\n\\n**Supports additional parameters (option)**: Additional parameters can be passed through the `side` parameter, in the format: `\\\"side;{JSON object}\\\"` or `\\\"side;key=value&key=value\\\"`.\\n\\nFor example: `\\\"buy;{\\\\\\\"type\\\\\\\":\\\\\\\"TRAILING_STOP_MARKET\\\\\\\",\\\\\\\"activatePrice\\\\\\\":\\\\\\\"300\\\\\\\"}\\\"` or `\\\"buy;type=TRAILING_STOP_MARKET&activatePrice=300\\\"`.\\n\\nAdditional parameters are used to pass exchange-specific parameters (such as order type, time-in-force rules, etc.), and the specific supported parameters depend on the exchange API.\", \"name\": \"side\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The parameter `amount` is used to set the order quantity for the conditional order. Note that when the order is a **spot market buy order**, the order quantity is the purchase amount; for some spot exchanges, the market buy order quantity is the number of trading coins, please refer to the **Exchange Special Instructions** in the \\\"User Guide\\\" for details. For futures exchange objects, the order quantity parameter `amount` is always the number of contracts.\", \"name\": \"amount\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The parameter `condition` is an object used to set the trigger conditions and execution price for the conditional order. The structure of this object refers to the {@struct/Condition Condition} structure, containing the following properties:\\n\\n- `ConditionType` (number): Condition type, refer to {@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_OCO ORDER_CONDITION_TYPE_OCO}, {@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_TP ORDER_CONDITION_TYPE_TP}, {@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_SL ORDER_CONDITION_TYPE_SL}, {@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_GENERIC ORDER_CONDITION_TYPE_GENERIC}.\\n\\n- `TpTriggerPrice` (number): Take-profit trigger price.\\n\\n- `TpOrderPrice` (number): Take-profit execution price, -1 indicates market order.\\n\\n- `SlTriggerPrice` (number): Stop-loss trigger price.\\n\\n- `SlOrderPrice` (number): Stop-loss execution price, -1 indicates market order.\", \"name\": \"condition\", \"required\": true, \"type\": \"object\"}, {\"info\": \"Extended parameters, can output additional information to the log of this conditional order. Multiple `arg` parameters can be passed.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / object / array / any (any type supported by the platform)\"}], \"desc\": [\"`exchange.CreateConditionOrder()` function is used to create a conditional order. A conditional order is an order type that automatically executes when specific trigger conditions are met.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Create TP order: When BTC_USDT price rises to 65000, sell 0.01 BTC at price 65000\\n var condition = {\\n ConditionType: ORDER_CONDITION_TYPE_TP, // Take Profit order\\n TpTriggerPrice: 65000, // Trigger price\\n TpOrderPrice: 65000 // Execution price, can also be set to -1 for market order\\n }\\n var id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition)\\n Log(\\\"TP order Id:\\\", id)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Create TP order: When BTC_USDT price rises to 65000, sell 0.01 BTC at price 65000\\n condition = {\\n \\\"ConditionType\\\": ORDER_CONDITION_TYPE_TP, # Take Profit order\\n \\\"TpTriggerPrice\\\": 65000, # Trigger price\\n \\\"TpOrderPrice\\\": 65000 # Execution price, can also be set to -1 for market order\\n }\\n id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition)\\n Log(\\\"TP order Id:\\\", id)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n // Create TP order: When BTC_USDT price rises to 65000, sell 0.01 BTC at price 65000\\n OrderCondition condition = {.ConditionType = ORDER_CONDITION_TYPE_TP, .TpTriggerPrice = 65000, .TpOrderPrice = 65000};\\n auto id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition);\\n Log(\\\"TP order Id:\\\", id);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Create a Take Profit order (TP): Automatically sell when the price rises to the target price.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Create SL order: When BTC_USDT price drops to 58000, sell 0.01 BTC at market price\\n var condition = {\\n ConditionType: ORDER_CONDITION_TYPE_SL, // Stop Loss order\\n SlTriggerPrice: 58000, // Trigger price\\n SlOrderPrice: -1 // -1 means market order\\n }\\n var id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition)\\n Log(\\\"SL order Id:\\\", id)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Create SL order: When BTC_USDT price drops to 58000, sell 0.01 BTC at market price\\n condition = {\\n \\\"ConditionType\\\": ORDER_CONDITION_TYPE_SL, # Stop Loss order\\n \\\"SlTriggerPrice\\\": 58000, # Trigger price\\n \\\"SlOrderPrice\\\": -1 # -1 means market order\\n }\\n id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition)\\n Log(\\\"SL order Id:\\\", id)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n // Create SL order: When BTC_USDT price drops to 58000, sell 0.01 BTC at market price\\n OrderCondition condition = {.ConditionType = ORDER_CONDITION_TYPE_SL, .SlTriggerPrice = 58000, .SlOrderPrice = -1};\\n auto id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition);\\n Log(\\\"SL order Id:\\\", id);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Create a Stop Loss order (SL): Automatically sell when the price drops to the stop loss price.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Create OCO order: take-profit price 65000, stop-loss price 58000\\n var condition = {\\n ConditionType: ORDER_CONDITION_TYPE_OCO, // OCO order\\n TpTriggerPrice: 65000, // Take-profit trigger price\\n TpOrderPrice: 65000, // Take-profit execution price\\n SlTriggerPrice: 58000, // Stop-loss trigger price\\n SlOrderPrice: 58000 // Stop-loss execution price\\n }\\n var id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition)\\n Log(\\\"OCO order Id:\\\", id)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Create OCO order: take-profit price 65000, stop-loss price 58000\\n condition = {\\n \\\"ConditionType\\\": ORDER_CONDITION_TYPE_OCO, # OCO order\\n \\\"TpTriggerPrice\\\": 65000, # Take-profit trigger price\\n \\\"TpOrderPrice\\\": 65000, # Take-profit execution price\\n \\\"SlTriggerPrice\\\": 58000, # Stop-loss trigger price\\n \\\"SlOrderPrice\\\": 58000 # Stop-loss execution price\\n }\\n id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition)\\n Log(\\\"OCO order Id:\\\", id)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n // Create OCO order: take-profit price 65000, stop-loss price 58000\\n OrderCondition condition = {.ConditionType = ORDER_CONDITION_TYPE_OCO, .TpTriggerPrice = 65000, .TpOrderPrice = 65000, .SlTriggerPrice = 58000, .SlOrderPrice = 58000};\\n auto id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition);\\n Log(\\\"OCO order Id:\\\", id);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Create OCO order: Set take-profit and stop-loss simultaneously. When either one is triggered, the other is automatically canceled.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Pass option parameter using JSON format\\n var option = {\\n \\\"type\\\": \\\"TRAILING_STOP_MARKET\\\",\\n \\\"activatePrice\\\": \\\"300\\\",\\n \\\"callbackRate\\\": \\\"0.1\\\"\\n }\\n var sideWithOption = \\\"buy;\\\" + JSON.stringify(option)\\n var condition = {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 77,\\n TpOrderPrice: 71\\n }\\n var id = exchange.CreateConditionOrder(\\\"SOL_USDT.swap\\\", sideWithOption, 1, condition)\\n Log(\\\"Condition Order Id:\\\", id)\\n\\n Sleep(2000)\\n Log(exchange.GetConditionOrder(id))\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\n\\ndef main():\\n # Pass option parameter using JSON format\\n option = {\\n \\\"type\\\": \\\"TRAILING_STOP_MARKET\\\",\\n \\\"activatePrice\\\": \\\"300\\\",\\n \\\"callbackRate\\\": \\\"0.1\\\"\\n }\\n sideWithOption = \\\"buy;\\\" + json.dumps(option)\\n condition = {\\n \\\"ConditionType\\\": ORDER_CONDITION_TYPE_TP,\\n \\\"TpTriggerPrice\\\": 77,\\n \\\"TpOrderPrice\\\": 71\\n }\\n id = exchange.CreateConditionOrder(\\\"SOL_USDT.swap\\\", sideWithOption, 1, condition)\\n Log(\\\"Condition Order Id:\\\", id)\\n\\n Sleep(2000)\\n Log(exchange.GetConditionOrder(id))\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n // Pass option parameter using JSON format\\n json option = R\\\"({\\n \\\"type\\\": \\\"TRAILING_STOP_MARKET\\\",\\n \\\"activatePrice\\\": \\\"300\\\",\\n \\\"callbackRate\\\": \\\"0.1\\\"\\n })\\\"_json;\\n string sideWithOption = \\\"buy;\\\" + option.dump();\\n OrderCondition condition = {.ConditionType = ORDER_CONDITION_TYPE_TP, .TpTriggerPrice = 77, .TpOrderPrice = 71};\\n auto id = exchange.CreateConditionOrder(\\\"SOL_USDT.swap\\\", sideWithOption, 1, condition);\\n Log(\\\"Condition Order Id:\\\", id);\\n\\n Sleep(2000);\\n Log(exchange.GetConditionOrder(id));\\n}\", \"lang\": \"cpp\"}], \"value\": \"Create a condition order using additional parameters (option) to pass exchange-specific parameters.\"}], \"remarks\": [\"Support for conditional orders depends on the specific exchange; some exchanges may not support conditional order functionality.\", \"Conditional orders do not occupy account funds before being triggered; funds are only occupied when the order is actually placed after triggering.\", \"Different exchanges may have varying levels of support and specific parameters for conditional orders. Please refer to the corresponding exchange's API documentation before use.\", \"Supports passing additional parameters (option) through the ```side``` parameter for exchange-specific parameters. Additional parameters need to be merged with the ```side``` parameter in the format ```\\\"side;{JSON object}\\\"``` (recommended) or ```\\\"side;key=value&key=value\\\"``` (URL encoded format). For example: ```\\\"buy;{\\\\\\\"type\\\\\\\":\\\\\\\"TRAILING_STOP_MARKET\\\\\\\"}\\\"```.\", \"Different exchanges support different option parameters; the specific supported parameters depend on the exchange's API documentation. Common parameters include: order type (type), time in force (timeInForce), activation price (activatePrice), callback rate (callbackRate), etc.\", \"When using option parameters, the ```amount``` and ```condition``` parameters still need to be provided. If certain parameters in the exchange API have been passed through option, these basic parameters may be overridden by the corresponding parameters in option; the specific behavior depends on the exchange API implementation.\"], \"returns\": [{\"info\": \"Returns the conditional order ID when the conditional order is created successfully, returns null value when creation fails. The conditional order ID format is similar to regular order ID, consisting of the exchange instrument code and the exchange's original conditional order ID, separated by a comma.\", \"type\": \"string / null value\"}], \"seeAlso\": [\"{@struct/Condition Condition}, {@fun/Trade/exchange.CancelConditionOrder exchange.CancelConditionOrder}, {@fun/Trade/exchange.GetConditionOrder exchange.GetConditionOrder}, {@fun/Trade/exchange.GetConditionOrders exchange.GetConditionOrders}, {@fun/Trade/exchange.ModifyConditionOrder exchange.ModifyConditionOrder}\"], \"syntax\": [\"exchange.CreateConditionOrder(symbol, side, amount, condition)\", \"exchange.CreateConditionOrder(symbol, side, amount, condition, ...args)\"], \"title\": \"exchange.CreateConditionOrder\"}, {\"_src_hash\": \"cb598156394bdb7298953a432cd0c5bebd6b724e3cb56b88511b54c912c7ab8a\", \"args\": [{\"info\": \"The `orderId` parameter specifies the original order ID to be modified. The order ID format is consistent with the order ID returned by the {@fun/Trade/exchange.CreateOrder exchange.CreateOrder} function, composed of the exchange symbol code and the exchange's original order ID, separated by a comma. For example: `\\\"ETH-USDT,1547130415509278720\\\"`.\", \"name\": \"orderId\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The `side` parameter specifies the trading direction of the order.\\n\\nFor spot exchange objects, the optional values for the `side` parameter are: `buy`, `sell`. `buy` means buy, `sell` means sell.\\n\\nFor futures exchange objects, the optional values for the `side` parameter are: `buy`, `closebuy`, `sell`, `closesell`. `buy` means open long position, `closebuy` means close long position, `sell` means open short position, `closesell` means close short position.\\n\\n**Supports additional parameters (option)**: Additional parameters can be passed through the `side` parameter in the format: `\\\"side;{JSON object}\\\"` or `\\\"side;key=value&key=value\\\"`.\\n\\nFor example: `\\\"buy;{\\\\\\\"priceMatch\\\\\\\":\\\\\\\"QUEUE_20\\\\\\\"}\\\"` or `\\\"buy;priceMatch=QUEUE_20\\\"`.\\n\\nAdditional parameters are used to modify other order attributes (such as price matching mode, etc.), and the specific supported parameters depend on the exchange API.\", \"name\": \"side\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The `price` parameter sets the new price for the order. When the price is -1, it indicates no price modification, or it may be converted to a market order depending on the exchange API implementation.\", \"name\": \"price\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The `amount` parameter sets the new order quantity. When the quantity is -1, it indicates no quantity modification. Note that when the order is a **spot market buy order**, the order quantity is the purchase amount; for some spot exchanges, the market buy order quantity is the trading coin quantity.\", \"name\": \"amount\", \"required\": true, \"type\": \"number\"}], \"desc\": [\"The `exchange.ModifyOrder()` function is used to modify existing regular orders, allowing modification of order price and quantity. Supports modifying other order attributes through additional parameters (depending on exchange API support).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Create a limit buy order\\n var id = exchange.CreateOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 88, 1)\\n Log(\\\"Original Order ID:\\\", id)\\n Sleep(2000)\\n\\n // Query original order information\\n var order = exchange.GetOrder(id)\\n Log(\\\"Original Order Info:\\\", order)\\n Sleep(1000)\\n\\n // Modify order price and quantity\\n var newId = exchange.ModifyOrder(id, \\\"buy\\\", 77, 2)\\n Log(\\\"Modified Order ID:\\\", newId)\\n Sleep(2000)\\n\\n // Query modified order information\\n var newOrder = exchange.GetOrder(newId)\\n Log(\\\"Modified Order Info:\\\", newOrder)\\n\\n // Cancel order\\n exchange.CancelOrder(newId)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Create a limit buy order\\n id = exchange.CreateOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 88, 1)\\n Log(\\\"Original Order ID:\\\", id)\\n Sleep(2000)\\n\\n # Query original order information\\n order = exchange.GetOrder(id)\\n Log(\\\"Original Order Info:\\\", order)\\n Sleep(1000)\\n\\n # Modify order price and quantity\\n newId = exchange.ModifyOrder(id, \\\"buy\\\", 77, 2)\\n Log(\\\"Modified Order ID:\\\", newId)\\n Sleep(2000)\\n\\n # Query modified order information\\n newOrder = exchange.GetOrder(newId)\\n Log(\\\"Modified Order Info:\\\", newOrder)\\n\\n # Cancel order\\n exchange.CancelOrder(newId)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n // Create a limit buy order\\n auto id = exchange.CreateOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 88, 1);\\n Log(\\\"Original Order ID:\\\", id);\\n Sleep(2000);\\n\\n // Query original order information\\n auto order = exchange.GetOrder(id);\\n Log(\\\"Original Order Info:\\\", order);\\n Sleep(1000);\\n\\n // Modify order price and quantity\\n auto newId = exchange.ModifyOrder(id, \\\"buy\\\", 77, 2);\\n Log(\\\"Modified Order ID:\\\", newId);\\n Sleep(2000);\\n\\n // Query modified order information\\n auto newOrder = exchange.GetOrder(newId);\\n Log(\\\"Modified Order Info:\\\", newOrder);\\n\\n // Cancel order\\n exchange.CancelOrder(newId);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Modify the price and quantity of a regular order.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Create a limit buy order\\n var id = exchange.CreateOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 77, 1)\\n Log(\\\"Original Order ID:\\\", id)\\n Sleep(2000)\\n\\n // Modify order and set price matching mode to QUEUE_20\\n // Pass additional parameters (JSON format) through side parameter\\n var option = {\\\"priceMatch\\\": \\\"QUEUE_20\\\"}\\n var sideWithOption = \\\"buy;\\\" + JSON.stringify(option)\\n\\n var newId = exchange.ModifyOrder(id, sideWithOption, -1, 2)\\n Log(\\\"Modified Order ID:\\\", newId)\\n Sleep(2000)\\n\\n // Query modified order information\\n var newOrder = exchange.GetOrder(newId)\\n Log(\\\"Modified Order Info:\\\", newOrder)\\n\\n // Cancel order\\n exchange.CancelOrder(newId)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\n\\ndef main():\\n # Create a limit buy order\\n id = exchange.CreateOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 77, 1)\\n Log(\\\"Original Order ID:\\\", id)\\n Sleep(2000)\\n\\n # Modify order and set price matching mode to QUEUE_20\\n # Pass additional parameters (JSON format) through side parameter\\n option = {\\\"priceMatch\\\": \\\"QUEUE_20\\\"}\\n sideWithOption = \\\"buy;\\\" + json.dumps(option)\\n\\n newId = exchange.ModifyOrder(id, sideWithOption, -1, 2)\\n Log(\\\"Modified Order ID:\\\", newId)\\n Sleep(2000)\\n\\n # Query modified order information\\n newOrder = exchange.GetOrder(newId)\\n Log(\\\"Modified Order Info:\\\", newOrder)\\n\\n # Cancel order\\n exchange.CancelOrder(newId)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n // Create a limit buy order\\n auto id = exchange.CreateOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 77, 1);\\n Log(\\\"Original Order ID:\\\", id);\\n Sleep(2000);\\n\\n // Modify order and set price matching mode to QUEUE_20\\n // Pass additional parameters (JSON format) through side parameter\\n json option = R\\\"({\\\"priceMatch\\\": \\\"QUEUE_20\\\"})\\\"_json;\\n string sideWithOption = \\\"buy;\\\" + option.dump();\\n\\n auto newId = exchange.ModifyOrder(id, sideWithOption, -1, 2);\\n Log(\\\"Modified Order ID:\\\", newId);\\n Sleep(2000);\\n\\n // Query modified order information\\n auto newOrder = exchange.GetOrder(newId);\\n Log(\\\"Modified Order Info:\\\", newOrder);\\n\\n // Cancel order\\n exchange.CancelOrder(newId);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Use additional parameters (option) to modify the order's price matching mode.\"}], \"remarks\": [\"The order ID returned by the `exchange.ModifyOrder()` function may behave differently depending on the exchange API implementation. Some exchange APIs will update the returned order ID, while others keep it unchanged. It is recommended to use the returned new order ID for subsequent operations.\", \"The `exchange.ModifyOrder()` function does not validate parameter validity according to exchange interface rules and will submit parameters directly to the exchange API. When invalid parameters are passed (such as price or quantity being -1), the parameters may be ignored by the exchange, and the order maintains its original attributes unchanged.\", \"Supports passing additional parameters (option) through the `side` parameter to modify other order attributes. Additional parameters need to be merged with the `side` parameter in the format `\\\"side;{JSON object}\\\"` (recommended) or `\\\"side;key=value\\\"` (URL encoding format). For example, to modify price matching mode: `\\\"buy;{\\\\\\\"priceMatch\\\\\\\":\\\\\\\"QUEUE_20\\\\\\\"}\\\"`.\", \"For market order modification of regular orders, you need to check specifically whether the exchange API supports it. Some exchanges do not support market order modification operations.\", \"When modifying orders, other order attributes (such as order type, position mode, account mode, leverage, order validity rules, etc.) usually retain the original order settings. If you need to modify these attributes, you can pass them through additional parameters (option), provided the exchange API supports it.\", \"Some exchange APIs may convert orders to market orders when price parameters are not received (price is -1 or null). For spot market buy orders, note that the order quantity unit may be amount rather than coin quantity.\", \"Support for order modification functionality depends on the specific exchange. Some exchanges may not support order modification functionality or only support modification of certain parameters. Please consult the corresponding exchange's API documentation before use.\"], \"returns\": [{\"info\": \"Returns the order ID when order modification is successful, returns null when modification fails. The returned order ID may be the same as or different from the original order ID, depending on the exchange API implementation. Some exchanges return a new order ID after order modification, while others keep the order ID unchanged.\", \"type\": \"string / null\"}], \"seeAlso\": [\"{@fun/Trade/exchange.CreateOrder exchange.CreateOrder}, {@fun/Trade/exchange.CancelOrder exchange.CancelOrder}, {@fun/Trade/exchange.GetOrder exchange.GetOrder}, {@fun/Trade/exchange.GetOrders exchange.GetOrders}\"], \"syntax\": [\"exchange.ModifyOrder(orderId, side, price, amount)\"], \"title\": \"exchange.ModifyOrder\"}, {\"_src_hash\": \"180bdc024878188baf1d8617207f0a5752a5cf962e198399e537d41a4c5d35bf\", \"args\": [{\"info\": \"The parameter `orderId` is used to specify the original conditional order ID to be modified. The conditional order ID format is consistent with the conditional order ID returned by the {@fun/Trade/exchange.CreateConditionOrder exchange.CreateConditionOrder} function, consisting of the exchange instrument code and the exchange's original conditional order ID, separated by a comma. For example: `\\\"SOL-USDT-SWAP,3196255845130256384\\\"`.\", \"name\": \"orderId\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The parameter `side` is used to specify the trading direction of the conditional order.\\n\\nFor spot exchange objects, the optional values for the `side` parameter are: `buy`, `sell`. `buy` means buy, `sell` means sell.\\n\\nFor futures exchange objects, the optional values for the `side` parameter are: `buy`, `closebuy`, `sell`, `closesell`. `buy` means open long position, `closebuy` means close long position, `sell` means open short position, `closesell` means close short position.\\n\\n**Supports additional parameters (option)**: Additional parameters can be passed through the `side` parameter in the format: `\\\"side;{JSON object}\\\"` or `\\\"side;key=value&key=value\\\"`.\\n\\nFor example: `\\\"buy;{\\\\\\\"newTpTriggerPxType\\\\\\\":\\\\\\\"index\\\\\\\"}\\\"` or `\\\"buy;newTpTriggerPxType=index\\\"`.\\n\\nAdditional parameters are used to modify other attributes of the conditional order (such as trigger price type, etc.), and the specific supported parameters depend on the exchange API.\", \"name\": \"side\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The parameter `amount` is used to set the new order quantity for the conditional order. When the quantity is -1, it means the quantity will not be modified. For futures exchange objects, the order quantity parameter `amount` is always in contract units.\", \"name\": \"amount\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The parameter `condition` is an object used to set the new trigger conditions and execution price for the conditional order. The structure of this object refers to the {@struct/Condition Condition} structure, containing the following attributes:\\n\\n- `ConditionType` (number): Condition type, refer to {@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_OCO ORDER_CONDITION_TYPE_OCO}, {@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_TP ORDER_CONDITION_TYPE_TP}, {@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_SL ORDER_CONDITION_TYPE_SL}, {@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_GENERIC ORDER_CONDITION_TYPE_GENERIC}.\\n\\n- `TpTriggerPrice` (number): Take profit trigger price.\\n\\n- `TpOrderPrice` (number): Take profit execution price, -1 means market order.\\n\\n- `SlTriggerPrice` (number): Stop loss trigger price.\\n\\n- `SlOrderPrice` (number): Stop loss execution price, -1 means market order.\", \"name\": \"condition\", \"required\": true, \"type\": \"object\"}], \"desc\": [\"The `exchange.ModifyConditionOrder()` function is used to modify an existing conditional order, allowing modification of the order quantity, trigger conditions, and execution price. It supports modifying other attributes of the conditional order through additional parameters (depending on exchange API support).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Create a take-profit conditional order\\n var condition = {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 77,\\n TpOrderPrice: 76\\n }\\n var id = exchange.CreateConditionOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 1, condition)\\n Log(\\\"Original Condition Order ID:\\\", id)\\n Sleep(2000)\\n\\n // Query original conditional order info\\n var order = exchange.GetConditionOrder(id)\\n Log(\\\"Original Condition Order Info:\\\", order)\\n Sleep(1000)\\n\\n // Modify the quantity and trigger conditions of the conditional order\\n var newCondition = {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 75,\\n TpOrderPrice: 71\\n }\\n var newId = exchange.ModifyConditionOrder(id, \\\"buy\\\", 2, newCondition)\\n Log(\\\"Modified Condition Order ID:\\\", newId)\\n Sleep(2000)\\n\\n // Query modified conditional order info\\n var newOrder = exchange.GetConditionOrder(newId)\\n Log(\\\"Modified Condition Order Info:\\\", newOrder)\\n\\n // Cancel the conditional order\\n exchange.CancelConditionOrder(newId)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Create a take-profit conditional order\\n condition = {\\n \\\"ConditionType\\\": ORDER_CONDITION_TYPE_TP,\\n \\\"TpTriggerPrice\\\": 77,\\n \\\"TpOrderPrice\\\": 76\\n }\\n id = exchange.CreateConditionOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 1, condition)\\n Log(\\\"Original Condition Order ID:\\\", id)\\n Sleep(2000)\\n\\n # Query original conditional order info\\n order = exchange.GetConditionOrder(id)\\n Log(\\\"Original Condition Order Info:\\\", order)\\n Sleep(1000)\\n\\n # Modify the quantity and trigger conditions of the conditional order\\n newCondition = {\\n \\\"ConditionType\\\": ORDER_CONDITION_TYPE_TP,\\n \\\"TpTriggerPrice\\\": 75,\\n \\\"TpOrderPrice\\\": 71\\n }\\n newId = exchange.ModifyConditionOrder(id, \\\"buy\\\", 2, newCondition)\\n Log(\\\"Modified Condition Order ID:\\\", newId)\\n Sleep(2000)\\n\\n # Query modified conditional order info\\n newOrder = exchange.GetConditionOrder(newId)\\n Log(\\\"Modified Condition Order Info:\\\", newOrder)\\n\\n # Cancel the conditional order\\n exchange.CancelConditionOrder(newId)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n // Create a take-profit conditional order\\n OrderCondition condition = {.ConditionType = ORDER_CONDITION_TYPE_TP, .TpTriggerPrice = 77, .TpOrderPrice = 76};\\n auto id = exchange.CreateConditionOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 1, condition);\\n Log(\\\"Original Condition Order ID:\\\", id);\\n Sleep(2000);\\n\\n // Query original conditional order info\\n auto order = exchange.GetConditionOrder(id);\\n Log(\\\"Original Condition Order Info:\\\", order);\\n Sleep(1000);\\n\\n // Modify the quantity and trigger conditions of the conditional order\\n OrderCondition newCondition = {.ConditionType = ORDER_CONDITION_TYPE_TP, .TpTriggerPrice = 75, .TpOrderPrice = 71};\\n auto newId = exchange.ModifyConditionOrder(id, \\\"buy\\\", 2, newCondition);\\n Log(\\\"Modified Condition Order ID:\\\", newId);\\n Sleep(2000);\\n\\n // Query modified conditional order info\\n auto newOrder = exchange.GetConditionOrder(newId);\\n Log(\\\"Modified Condition Order Info:\\\", newOrder);\\n\\n // Cancel the conditional order\\n exchange.CancelConditionOrder(newId);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Modify the quantity and trigger conditions of a conditional order.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Create a take-profit conditional order\\n var condition = {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 77,\\n TpOrderPrice: 76\\n }\\n var id = exchange.CreateConditionOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 1, condition)\\n Log(\\\"Original Condition Order ID:\\\", id)\\n Sleep(2000)\\n\\n // Modify the conditional order and set the trigger price type to index price\\n // Pass additional parameters (JSON format) through the side parameter\\n var option = {\\\"newTpTriggerPxType\\\": \\\"index\\\"}\\n var sideWithOption = \\\"buy;\\\" + JSON.stringify(option)\\n\\n var newCondition = {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 75,\\n TpOrderPrice: 71\\n }\\n var newId = exchange.ModifyConditionOrder(id, sideWithOption, 2, newCondition)\\n Log(\\\"Modified Condition Order ID:\\\", newId)\\n Sleep(2000)\\n\\n // Query the modified conditional order information\\n var newOrder = exchange.GetConditionOrder(newId)\\n Log(\\\"Modified Condition Order Info:\\\", newOrder)\\n\\n // Cancel the conditional order\\n exchange.CancelConditionOrder(newId)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\n\\ndef main():\\n # Create a take-profit conditional order\\n condition = {\\n \\\"ConditionType\\\": ORDER_CONDITION_TYPE_TP,\\n \\\"TpTriggerPrice\\\": 77,\\n \\\"TpOrderPrice\\\": 76\\n }\\n id = exchange.CreateConditionOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 1, condition)\\n Log(\\\"Original Condition Order ID:\\\", id)\\n Sleep(2000)\\n\\n # Modify the conditional order and set the trigger price type to index price\\n # Pass additional parameters (JSON format) through the side parameter\\n option = {\\\"newTpTriggerPxType\\\": \\\"index\\\"}\\n sideWithOption = \\\"buy;\\\" + json.dumps(option)\\n\\n newCondition = {\\n \\\"ConditionType\\\": ORDER_CONDITION_TYPE_TP,\\n \\\"TpTriggerPrice\\\": 75,\\n \\\"TpOrderPrice\\\": 71\\n }\\n newId = exchange.ModifyConditionOrder(id, sideWithOption, 2, newCondition)\\n Log(\\\"Modified Condition Order ID:\\\", newId)\\n Sleep(2000)\\n\\n # Query the modified conditional order information\\n newOrder = exchange.GetConditionOrder(newId)\\n Log(\\\"Modified Condition Order Info:\\\", newOrder)\\n\\n # Cancel the conditional order\\n exchange.CancelConditionOrder(newId)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n // Create a take-profit conditional order\\n OrderCondition condition = {.ConditionType = ORDER_CONDITION_TYPE_TP, .TpTriggerPrice = 77, .TpOrderPrice = 76};\\n auto id = exchange.CreateConditionOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 1, condition);\\n Log(\\\"Original Condition Order ID:\\\", id);\\n Sleep(2000);\\n\\n // Modify the conditional order and set the trigger price type to index price\\n // Pass additional parameters (JSON format) through the side parameter\\n json option = R\\\"({\\\"newTpTriggerPxType\\\": \\\"index\\\"})\\\"_json;\\n string sideWithOption = \\\"buy;\\\" + option.dump();\\n\\n OrderCondition newCondition = {.ConditionType = ORDER_CONDITION_TYPE_TP, .TpTriggerPrice = 75, .TpOrderPrice = 71};\\n auto newId = exchange.ModifyConditionOrder(id, sideWithOption, 2, newCondition);\\n Log(\\\"Modified Condition Order ID:\\\", newId);\\n Sleep(2000);\\n\\n // Query the modified conditional order information\\n auto newOrder = exchange.GetConditionOrder(newId);\\n Log(\\\"Modified Condition Order Info:\\\", newOrder);\\n\\n // Cancel the conditional order\\n exchange.CancelConditionOrder(newId);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Use additional parameters (option) to modify the trigger price type of a conditional order.\"}], \"remarks\": [\"The conditional order ID returned by the `exchange.ModifyConditionOrder()` function may behave differently depending on the exchange API implementation. Some exchange APIs return an updated conditional order ID, while others keep it unchanged. It is recommended to use the returned new conditional order ID for subsequent operations.\", \"The `exchange.ModifyConditionOrder()` function does not validate parameter validity according to exchange interface rules, but submits parameters directly to the exchange API. When invalid parameters are passed (such as quantity of -1), the parameters may be ignored by the exchange, and the conditional order retains its original attributes.\", \"Supports passing additional parameters (option) through the `side` parameter to modify other attributes of the conditional order. Additional parameters need to be merged with the `side` parameter in the format `\\\"side;{JSON object}\\\"` (recommended) or `\\\"side;key=value\\\"` (URL encoded format). For example, to modify the trigger price type: `\\\"buy;{\\\\\\\"newTpTriggerPxType\\\\\\\":\\\\\\\"index\\\\\\\"}\\\"`.\", \"For market order modification of conditional orders, you need to check whether the exchange API supports it. Setting `TpOrderPrice` or `SlOrderPrice` to -1 in the `condition` parameter indicates a market order.\", \"When modifying a conditional order, other attributes of the conditional order (such as condition type, position mode, account mode, leverage, etc.) usually retain the original conditional order settings. If you need to modify these attributes, you can pass them through additional parameters (option), provided that the exchange API supports it.\", \"You can modify the trigger price type through additional parameters, for example, changing the trigger price type from last price (last) to index price (index) or mark price (mark). The specific parameter names and support depend on the exchange API documentation.\", \"Support for the modify conditional order function depends on the specific exchange. Some exchanges may not support the modify conditional order function or may only support modification of certain parameters. Please refer to the corresponding exchange's API documentation before use.\"], \"returns\": [{\"info\": \"Returns the conditional order ID when modification is successful, returns null value when modification fails. The returned conditional order ID may be the same as or different from the original conditional order ID, depending on the exchange API implementation. Some exchanges return a new conditional order ID after modifying a conditional order, while others keep the conditional order ID unchanged.\", \"type\": \"string / null value\"}], \"seeAlso\": [\"{@struct/Condition Condition}, {@fun/Trade/exchange.CreateConditionOrder exchange.CreateConditionOrder}, {@fun/Trade/exchange.CancelConditionOrder exchange.CancelConditionOrder}, {@fun/Trade/exchange.GetConditionOrder exchange.GetConditionOrder}, {@fun/Trade/exchange.GetConditionOrders exchange.GetConditionOrders}\"], \"syntax\": [\"exchange.ModifyConditionOrder(orderId, side, amount, condition)\"], \"title\": \"exchange.ModifyConditionOrder\"}, {\"_src_hash\": \"6cc58e2068fee2b9ea6817e590ae8b203b93823da4d954c44db23012f8d1efe5\", \"args\": [{\"info\": \"The ```conditionOrderId``` parameter is used to specify the conditional order to be canceled.\", \"name\": \"conditionOrderId\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Extended parameters that can output additional information to the cancel conditional order log. Multiple ```arg``` parameters can be passed.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / object / array / any (any type supported by the platform)\"}], \"desc\": [\"The ```exchange.CancelConditionOrder()``` function is used to cancel a conditional order. The conditional order ID format is similar to regular order IDs, consisting of the exchange instrument code and the exchange's original conditional order ID, separated by a comma.\\n\\nWhen calling the ```exchange.CancelConditionOrder()``` function to cancel a conditional order, the ```conditionOrderId``` parameter passed should match the ```Id``` property of the conditional order structure.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // Create a stop-loss conditional order\\n var condition = {\\n ConditionType: ORDER_CONDITION_TYPE_SL,\\n SlTriggerPrice: 58000,\\n SlOrderPrice: -1 // Market order\\n }\\n var id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition)\\n Sleep(1000)\\n exchange.CancelConditionOrder(id)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Create a stop-loss conditional order\\n condition = {\\n \\\"ConditionType\\\": ORDER_CONDITION_TYPE_SL,\\n \\\"SlTriggerPrice\\\": 58000,\\n \\\"SlOrderPrice\\\": -1 # Market order\\n }\\n id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition)\\n Sleep(1000)\\n exchange.CancelConditionOrder(id)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n // Create a stop-loss conditional order\\n OrderCondition condition = {.ConditionType = ORDER_CONDITION_TYPE_SL, .SlTriggerPrice = 58000, .SlOrderPrice = -1};\\n auto id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition);\\n Sleep(1000);\\n exchange.CancelConditionOrder(id);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Cancel a conditional order.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Create several condition orders\\n var condition1 = {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 65000,\\n TpOrderPrice: 65000\\n }\\n exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition1)\\n\\n var condition2 = {\\n ConditionType: ORDER_CONDITION_TYPE_SL,\\n SlTriggerPrice: 58000,\\n SlOrderPrice: 58000\\n }\\n exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition2)\\n Sleep(1000)\\n\\n var orders = exchange.GetConditionOrders()\\n for (var i = 0 ; i < orders.length ; i++) {\\n exchange.CancelConditionOrder(orders[i].Id, \\\"Canceled condition order:\\\", orders[i])\\n Sleep(500)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Create several condition orders\\n condition1 = {\\n \\\"ConditionType\\\": ORDER_CONDITION_TYPE_TP,\\n \\\"TpTriggerPrice\\\": 65000,\\n \\\"TpOrderPrice\\\": 65000\\n }\\n exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition1)\\n\\n condition2 = {\\n \\\"ConditionType\\\": ORDER_CONDITION_TYPE_SL,\\n \\\"SlTriggerPrice\\\": 58000,\\n \\\"SlOrderPrice\\\": 58000\\n }\\n exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition2)\\n Sleep(1000)\\n\\n orders = exchange.GetConditionOrders()\\n for i in range(len(orders)):\\n exchange.CancelConditionOrder(orders[i][\\\"Id\\\"], \\\"Canceled condition order:\\\", orders[i])\\n Sleep(500)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n // Create several condition orders\\n OrderCondition condition1 = {.ConditionType = ORDER_CONDITION_TYPE_TP, .TpTriggerPrice = 65000, .TpOrderPrice = 65000};\\n exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition1);\\n\\n OrderCondition condition2 = {.ConditionType = ORDER_CONDITION_TYPE_SL, .SlTriggerPrice = 58000, .SlOrderPrice = 58000};\\n exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition2);\\n Sleep(1000);\\n\\n auto orders = exchange.GetConditionOrders();\\n for (int i = 0 ; i < orders.size() ; i++) {\\n exchange.CancelConditionOrder(orders[i].Id, \\\"Canceled condition order:\\\", orders[i]);\\n Sleep(500);\\n }\\n}\", \"lang\": \"cpp\"}], \"value\": \"Batch cancel condition orders and output condition order information.\"}], \"remarks\": [\"The return value of the ```exchange.CancelConditionOrder()``` function only indicates whether the request was sent successfully or failed. To determine whether the exchange has actually canceled the conditional order, you can call the ```exchange.GetConditionOrders()``` function to confirm.\", \"Only untriggered conditional orders can be canceled. Conditional orders that have been triggered and converted to regular orders cannot be canceled through this function.\"], \"returns\": [{\"info\": \"The ```exchange.CancelConditionOrder()``` function returns a truthy value (e.g., ```true```) indicating that the cancel conditional order request was sent successfully, or returns a falsy value (e.g., ```false```) indicating that the cancel conditional order request failed to send.\", \"type\": \"bool\"}], \"seeAlso\": [\"{@fun/Trade/exchange.CreateConditionOrder exchange.CreateConditionOrder}, {@fun/Trade/exchange.GetConditionOrder exchange.GetConditionOrder}, {@fun/Trade/exchange.GetConditionOrders exchange.GetConditionOrders}, {@fun/Trade/exchange.ModifyConditionOrder exchange.ModifyConditionOrder}\"], \"syntax\": [\"exchange.CancelConditionOrder(conditionOrderId)\", \"exchange.CancelConditionOrder(conditionOrderId, ...args)\"], \"title\": \"exchange.CancelConditionOrder\"}, {\"_src_hash\": \"dac4baa2b5b89bf9b7eee00c9829349e8049664a9dc462109ef0decb52a7cb1a\", \"args\": [{\"info\": \"The `conditionOrderId` parameter is used to specify the conditional order to query. The conditional order ID format is similar to regular order IDs, consisting of the exchange instrument code and the exchange's original conditional order ID, separated by a comma.\\n\\nThe `conditionOrderId` parameter passed when calling the `exchange.GetConditionOrder()` function should match the `Id` attribute of the conditional order structure.\", \"name\": \"conditionOrderId\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"The `exchange.GetConditionOrder()` function is used to get conditional order information.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // Create take-profit conditional order\\n var condition = {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 65000,\\n TpOrderPrice: 65000\\n }\\n var id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition)\\n Sleep(1000)\\n\\n // The parameter id is the conditional order ID, enter the ID of the conditional order you want to query\\n var order = exchange.GetConditionOrder(id)\\n Log(\\\"Id:\\\", order.Id, \\\"Price:\\\", order.Price, \\\"Amount:\\\", order.Amount,\\n \\\"Status:\\\", order.Status, \\\"Type:\\\", order.Type, \\\"Condition:\\\", order.Condition)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Create take-profit conditional order\\n condition = {\\n \\\"ConditionType\\\": ORDER_CONDITION_TYPE_TP,\\n \\\"TpTriggerPrice\\\": 65000,\\n \\\"TpOrderPrice\\\": 65000\\n }\\n id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition)\\n Sleep(1000)\\n\\n order = exchange.GetConditionOrder(id)\\n Log(\\\"Id:\\\", order[\\\"Id\\\"], \\\"Price:\\\", order[\\\"Price\\\"], \\\"Amount:\\\", order[\\\"Amount\\\"],\\n \\\"Status:\\\", order[\\\"Status\\\"], \\\"Type:\\\", order[\\\"Type\\\"], \\\"Condition:\\\", order[\\\"Condition\\\"])\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n // Create take-profit conditional order\\n OrderCondition condition = {.ConditionType = ORDER_CONDITION_TYPE_TP, .TpTriggerPrice = 65000, .TpOrderPrice = 65000};\\n auto id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition);\\n Sleep(1000);\\n\\n auto order = exchange.GetConditionOrder(id);\\n Log(\\\"Id:\\\", order.Id, \\\"Price:\\\", order.Price, \\\"Amount:\\\", order.Amount,\\n \\\"Status:\\\", order.Status, \\\"Type:\\\", order.Type);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"Some exchanges do not support the `exchange.GetConditionOrder()` function.\", \"The returned conditional order structure contains information such as trigger conditions, trigger price, order status, etc.\", \"Conditional order statuses include: not triggered, triggered, canceled, etc. The specific status values depend on the exchange.\"], \"returns\": [{\"info\": \"Queries conditional order details by conditional order ID. Returns an {@struct/Order Order} structure on successful query, or null value on failure.\\n\\nThe returned Order structure contains a {@struct/Condition Condition} field, which contains detailed configuration information of the conditional order (trigger price, execution price, condition type, etc.).\", \"type\": \"{@struct/Order Order} / null value\"}], \"seeAlso\": [\"{@struct/Order Order}, {@fun/Trade/exchange.GetConditionOrders exchange.GetConditionOrders}, {@fun/Trade/exchange.GetHistoryConditionOrders exchange.GetHistoryConditionOrders}, {@fun/Trade/exchange.ModifyConditionOrder exchange.ModifyConditionOrder}\"], \"syntax\": [\"exchange.GetConditionOrder(conditionOrderId)\"], \"title\": \"exchange.GetConditionOrder\"}, {\"_src_hash\": \"da8be25bfcc8b816398913e940d117f0d748c23592bf024a8accd74cec0f813a\", \"args\": [{\"info\": \"The parameter `symbol` is used to set the **trading instrument** or **range of trading instruments** to query.\\nFor spot exchange objects, when the `symbol` parameter is not passed, it requests unfulfilled conditional order data for all spot instruments.\\nFor futures exchange objects, when the `symbol` parameter is not passed, it requests unfulfilled conditional order data for all instruments within the dimension range of the current trading pair and contract code by default.\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"The `exchange.GetConditionOrders()` function is used to get unfulfilled conditional orders (conditional orders that have not been triggered or canceled).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Create multiple condition orders\\n var condition1 = {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 65000,\\n TpOrderPrice: 65000\\n }\\n exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition1)\\n\\n var condition2 = {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 3200,\\n TpOrderPrice: 3200\\n }\\n exchange.CreateConditionOrder(\\\"ETH_USDT\\\", \\\"sell\\\", 0.1, condition2)\\n Sleep(1000)\\n\\n // Query all pending condition orders\\n var orders = exchange.GetConditionOrders()\\n Log(\\\"Pending condition orders count:\\\", orders.length)\\n for (var i = 0; i < orders.length; i++) {\\n Log(\\\"Condition order\\\", i+1, \\\":\\\", orders[i])\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Create multiple condition orders\\n condition1 = {\\n \\\"ConditionType\\\": ORDER_CONDITION_TYPE_TP,\\n \\\"TpTriggerPrice\\\": 65000,\\n \\\"TpOrderPrice\\\": 65000\\n }\\n exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition1)\\n\\n condition2 = {\\n \\\"ConditionType\\\": ORDER_CONDITION_TYPE_TP,\\n \\\"TpTriggerPrice\\\": 3200,\\n \\\"TpOrderPrice\\\": 3200\\n }\\n exchange.CreateConditionOrder(\\\"ETH_USDT\\\", \\\"sell\\\", 0.1, condition2)\\n Sleep(1000)\\n\\n # Query all pending condition orders\\n orders = exchange.GetConditionOrders()\\n Log(\\\"Pending condition orders count:\\\", len(orders))\\n for i in range(len(orders)):\\n Log(\\\"Condition order\\\", i+1, \\\":\\\", orders[i])\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n // Create multiple condition orders\\n OrderCondition condition1 = {.ConditionType = ORDER_CONDITION_TYPE_TP, .TpTriggerPrice = 65000, .TpOrderPrice = 65000};\\n exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition1);\\n\\n OrderCondition condition2 = {.ConditionType = ORDER_CONDITION_TYPE_TP, .TpTriggerPrice = 3200, .TpOrderPrice = 3200};\\n exchange.CreateConditionOrder(\\\"ETH_USDT\\\", \\\"sell\\\", 0.1, condition2);\\n Sleep(1000);\\n\\n // Query all pending condition orders\\n auto orders = exchange.GetConditionOrders();\\n Log(\\\"Pending condition orders count:\\\", orders.size());\\n for (int i = 0; i < orders.size(); i++) {\\n Log(\\\"Condition order\\\", i+1, \\\":\\\", orders[i]);\\n }\\n}\", \"lang\": \"cpp\"}], \"value\": \"Use a spot exchange object to create multiple condition orders and then query pending condition order information.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Query pending condition orders for BTC_USDT trading pair\\n var orders = exchange.GetConditionOrders(\\\"BTC_USDT\\\")\\n Log(\\\"BTC_USDT pending condition orders:\\\", orders)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Query pending condition orders for BTC_USDT trading pair\\n orders = exchange.GetConditionOrders(\\\"BTC_USDT\\\")\\n Log(\\\"BTC_USDT pending condition orders:\\\", orders)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n // Query pending condition orders for BTC_USDT trading pair\\n auto orders = exchange.GetConditionOrders(\\\"BTC_USDT\\\");\\n Log(\\\"BTC_USDT pending condition orders:\\\", orders);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Query pending condition orders for a specific trading pair.\"}], \"remarks\": [\"Summary of usage scenarios for the symbol parameter in the `GetConditionOrders` function:\\n| Exchange Object Category | symbol Parameter | Query Range | Remarks |\\n| - | - | - | - |\\n| Spot | No symbol parameter passed | Query all spot trading pairs | For all calling scenarios, if the exchange interface does not support it, an error will be reported and null will be returned, which will not be repeated |\\n| Spot | Specify trading instrument, symbol parameter: \\\"BTC_USDT\\\" | Query the specified BTC_USDT trading pair | For spot exchange objects, the symbol parameter format is: \\\"BTC_USDT\\\" |\\n| Futures | No symbol parameter passed | Query all trading instruments within the current trading pair and contract code dimension range | If the current trading pair is BTC_USDT and the contract code is swap, it queries all USDT-margined perpetual contracts. Equivalent to calling `GetConditionOrders(\\\"USDT.swap\\\")` |\\n| Futures | Specify trading instrument, symbol parameter: \\\"BTC_USDT.swap\\\" | Query the specified BTC USDT-margined perpetual contract | For futures exchange objects, the symbol parameter format is: a combination of **trading pair** and **contract code** defined by the FMZ platform, separated by the character \\\".\\\" |\\n| Futures | Specify trading instrument range, symbol parameter: \\\"USDT.swap\\\" | Query all USDT-margined perpetual contracts | - |\\n| Futures exchanges supporting options | No symbol parameter passed | Query all option contracts within the current trading pair dimension range | If the current trading pair is BTC_USDT and the contract is set to an option contract, e.g., Binance option contract: BTC-240108-40000-C |\\n| Futures exchanges supporting options | Specify specific trading instrument | Query the specified option contract | For example, for Binance Futures exchange, symbol parameter: BTC_USDT.BTC-240108-40000-C |\\n| Futures exchanges supporting options | Specify trading instrument range, symbol parameter: \\\"USDT.option\\\" | Query all USDT-margined option contracts | - |\", \"Summary of query dimension ranges for futures exchange objects in the `GetConditionOrders` function:\\n| symbol Parameter | Request Range Definition | Remarks |\\n| - | - | - |\\n| USDT.swap | USDT-margined perpetual contract range | For dimensions not supported by the exchange API interface, an error will be reported and null will be returned when called |\\n| USDT.futures | USDT-margined delivery contract range | - |\\n| USD.swap | Coin-margined perpetual contract range | - |\\n| USD.futures | Coin-margined delivery contract range | - |\\n| USDT.option | USDT-margined option contract range | - |\\n| USD.option | Coin-margined option contract range | - |\\n| USDT.futures_combo | Spread combination contract range | Futures_Deribit exchange |\\n| USD.futures_ff | Mixed margin delivery contract range | Futures_Kraken exchange |\\n| USD.swap_pf | Mixed margin perpetual contract range | Futures_Kraken exchange |\", \"When the account represented by the exchange object `exchange` has no unfulfilled conditional orders **within the query range** or for the **specified trading instrument**, calling this function returns an empty array, i.e., `[]`.\", \"Support for the conditional order feature depends on the specific exchange; some exchanges may not support the conditional order feature.\"], \"returns\": [{\"info\": \"The `exchange.GetConditionOrders()` function returns an array of {@struct/Order Order} structures when the data request is successful, and returns null when the data request fails.\\nThe returned Order structure contains the {@struct/Condition Condition} field, which contains detailed configuration information of the conditional order (trigger price, execution price, condition type, etc.).\", \"type\": \"{@struct/Order Order} array / null value\"}], \"seeAlso\": [\"{@struct/Order Order}, {@fun/Trade/exchange.GetConditionOrder exchange.GetConditionOrder}, {@fun/Trade/exchange.GetHistoryConditionOrders exchange.GetHistoryConditionOrders}\"], \"syntax\": [\"exchange.GetConditionOrders()\", \"exchange.GetConditionOrders(symbol)\"], \"title\": \"exchange.GetConditionOrders\"}, {\"_src_hash\": \"6327a6e25d9ebfc755275913dcb1b04eff0ece8b7c60aed9adef174ecebddcdb\", \"args\": [{\"info\": \"The ```symbol``` parameter is used to specify the trading instrument. Taking the ```BTC_USDT``` trading pair as an example, when ```exchange``` is a spot exchange object, the ```symbol``` parameter format is: ```BTC_USDT```; if it is a futures exchange object, taking perpetual contracts as an example, the ```symbol``` parameter format is: ```BTC_USDT.swap```.\\n\\nIf querying conditional order data for option contracts, set the ```symbol``` parameter to ```\\\"BTC_USDT.BTC-240108-40000-C\\\"``` (using Binance option BTC-240108-40000-C as an example), the format is a combination of the **trading pair** defined by the FMZ platform and the specific option contract code defined by the exchange, separated by the character \\\".\\\". When this parameter is not passed, it defaults to requesting conditional order data for the currently set trading pair and contract code.\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}, {\"info\": \"The ```since``` parameter is used to specify the starting timestamp for the query, in milliseconds.\", \"name\": \"since\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```limit``` parameter is used to specify the number of conditional orders to query.\", \"name\": \"limit\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```exchange.GetHistoryConditionOrders()``` function is used to get historical conditional orders (including triggered, cancelled, and expired conditional orders) for the current trading pair and contract; supports specifying specific trading instruments.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var historyConditionOrders = exchange.GetHistoryConditionOrders()\\n Log(\\\"Historical condition orders count:\\\", historyConditionOrders.length)\\n\\n // Iterate and display, orders are sorted in ascending order by Time property\\n for (var i = 0; i < historyConditionOrders.length; i++) {\\n Log(\\\"Order\\\", i+1, \\\"Created at:\\\", historyConditionOrders[i].Time,\\n \\\"ID:\\\", historyConditionOrders[i].Id,\\n \\\"Status:\\\", historyConditionOrders[i].Status)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n historyConditionOrders = exchange.GetHistoryConditionOrders()\\n Log(\\\"Historical condition orders count:\\\", len(historyConditionOrders))\\n\\n # Iterate and display, orders are sorted in ascending order by Time property\\n for i in range(len(historyConditionOrders)):\\n Log(\\\"Order\\\", i+1, \\\"Created at:\\\", historyConditionOrders[i][\\\"Time\\\"],\\n \\\"ID:\\\", historyConditionOrders[i][\\\"Id\\\"],\\n \\\"Status:\\\", historyConditionOrders[i][\\\"Status\\\"])\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto historyConditionOrders = exchange.GetHistoryConditionOrders();\\n Log(\\\"Historical condition orders count:\\\", historyConditionOrders.size());\\n\\n // Iterate and display, orders are sorted in ascending order by Time property\\n for (int i = 0; i < historyConditionOrders.size(); i++) {\\n Log(\\\"Order\\\", i+1, \\\"Created at:\\\", historyConditionOrders[i].Time,\\n \\\"ID:\\\", historyConditionOrders[i].Id,\\n \\\"Status:\\\", historyConditionOrders[i].Status);\\n }\\n}\", \"lang\": \"cpp\"}], \"value\": \"Query historical conditional orders, results are returned in ascending order by time.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Query the last 10 historical conditional orders for BTC_USDT trading pair\\n var historyConditionOrders = exchange.GetHistoryConditionOrders(\\\"BTC_USDT\\\", 0, 10)\\n Log(\\\"BTC_USDT historical condition orders:\\\", historyConditionOrders)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Query the last 10 historical conditional orders for BTC_USDT trading pair\\n historyConditionOrders = exchange.GetHistoryConditionOrders(\\\"BTC_USDT\\\", 0, 10)\\n Log(\\\"BTC_USDT historical condition orders:\\\", historyConditionOrders)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n // Query the last 10 historical conditional orders for BTC_USDT trading pair\\n auto historyConditionOrders = exchange.GetHistoryConditionOrders(\\\"BTC_USDT\\\", 0, 10);\\n Log(\\\"BTC_USDT historical condition orders:\\\", historyConditionOrders);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Query historical conditional orders for a specified trading pair with a limit on the number of results.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Query historical conditional orders starting from a specified timestamp\\n var startTime = new Date(\\\"2024-01-01\\\").getTime()\\n var historyConditionOrders = exchange.GetHistoryConditionOrders(startTime, 50)\\n Log(\\\"Historical condition orders since:\\\", historyConditionOrders)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Query historical conditional orders starting from a specified timestamp\\n import time\\n startTime = int(time.mktime(time.strptime(\\\"2024-01-01\\\", \\\"%Y-%m-%d\\\")) * 1000)\\n historyConditionOrders = exchange.GetHistoryConditionOrders(startTime, 50)\\n Log(\\\"Historical condition orders since:\\\", historyConditionOrders)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n // Query historical conditional orders starting from a specified timestamp\\n auto startTime = 1704067200000; // Timestamp for 2024-01-01\\n auto historyConditionOrders = exchange.GetHistoryConditionOrders(startTime, 50);\\n Log(\\\"Historical condition orders since:\\\", historyConditionOrders);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Query historical conditional orders based on a specified time range.\"}], \"remarks\": [\"- When ```symbol```, ```since```, and ```limit``` parameters are not specified, it defaults to querying historical conditional orders for the current trading pair and contract. It queries historical conditional orders within a certain range from the current time, with the query range determined by the exchange API's single query range.\\n\\n- When the ```symbol``` parameter is specified, it queries historical conditional orders for the specified trading instrument.\\n\\n- When the ```since``` parameter is specified, it queries from the ```since``` timestamp towards the current time.\\n\\n- When the ```limit``` parameter is specified, it returns after querying enough entries.\\n\\n- This function only supports exchanges that provide historical conditional order query interfaces.\", \"Historical conditional orders include: triggered (converted to regular orders), cancelled, expired, and other status conditional orders.\", \"The returned historical conditional order array is sorted in ascending order by order creation time (```Time``` attribute), i.e., the earliest orders are at the front of the array and the latest orders are at the back.\", \"Conditional order functionality support depends on the specific exchange; some exchanges may not support conditional order functionality or historical conditional order query functionality.\"], \"returns\": [{\"info\": \"The ```exchange.GetHistoryConditionOrders()``` function returns an array of {@struct/Order Order} structures when data request is successful, and returns null when data request fails.\\n\\nThe returned Order structure contains a {@struct/Condition Condition} field, which contains detailed configuration information for the conditional order (trigger price, execution price, condition type, etc.).\", \"type\": \"{@struct/Order Order} array / null\"}], \"seeAlso\": [\"{@struct/Order Order}, {@fun/Trade/exchange.GetConditionOrder exchange.GetConditionOrder}, {@fun/Trade/exchange.GetConditionOrders exchange.GetConditionOrders}\"], \"syntax\": [\"exchange.GetHistoryConditionOrders()\", \"exchange.GetHistoryConditionOrders(symbol)\", \"exchange.GetHistoryConditionOrders(symbol, since)\", \"exchange.GetHistoryConditionOrders(symbol, since, limit)\", \"exchange.GetHistoryConditionOrders(since)\", \"exchange.GetHistoryConditionOrders(since, limit)\"], \"title\": \"exchange.GetHistoryConditionOrders\"}, {\"_src_hash\": \"728f1c6417e0f2dc1d1239e4f5af8fea9899910eecf225923911dbb408604cda\", \"args\": [{\"info\": \"The ```pricePrecision``` parameter is used to control the precision of price data.\", \"name\": \"pricePrecision\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```amountPrecision``` parameter is used to control the precision of order amount data.\", \"name\": \"amountPrecision\", \"required\": true, \"type\": \"number\"}], \"desc\": [\"The ```exchange.SetPrecision()``` function is used to set the **price** and **order amount** precision for the ```exchange``` exchange object. After setting, the system will automatically ignore the excess part of the data.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // 设置价格小数位精度为2位,品种下单量小数位精度为3位\\n exchange.SetPrecision(2, 3)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.SetPrecision(2, 3)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n exchange.SetPrecision(2, 3);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The backtesting system does not support this function. The numerical precision of the backtesting system will be handled automatically.\"], \"seeAlso\": [\"{@fun/Trade/exchange.Buy exchange.Buy}, {@fun/Trade/exchange.Sell exchange.Sell}\"], \"syntax\": [\"exchange.SetPrecision(pricePrecision, amountPrecision)\"], \"title\": \"exchange.SetPrecision\"}, {\"_src_hash\": \"e3b023f5b897d866e57fc9da39bab0aca13eff528beb777df788dee460165732\", \"args\": [{\"info\": \"The ```rate``` parameter is used to specify the exchange rate conversion ratio.\", \"name\": \"rate\", \"required\": true, \"type\": \"number\"}], \"desc\": [\"Set the current exchange rate conversion ratio for the exchange object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n Log(exchange.GetTicker())\\n // 设置汇率转换\\n exchange.SetRate(7)\\n Log(exchange.GetTicker())\\n // 设置为1，不转换\\n exchange.SetRate(1)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(exchange.GetTicker())\\n exchange.SetRate(7)\\n Log(exchange.GetTicker())\\n exchange.SetRate(1)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n Log(exchange.GetTicker());\\n exchange.SetRate(7);\\n Log(exchange.GetTicker());\\n exchange.SetRate(1);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"After setting the exchange rate value using the ```exchange.SetRate()``` function (for example, setting it to 7), all price information of the current ```exchange``` object (including market data, depth data, order prices, etc.) will be multiplied by the set exchange rate for conversion.\\n\\nFor example, if ```exchange``` is a USD-denominated exchange, after executing ```exchange.SetRate(7)```, all price data will be multiplied by 7, converting to prices approximately denominated in **CNY**.\"], \"seeAlso\": [\"{@fun/Market/exchange.GetRate exchange.GetRate}\"], \"syntax\": [\"exchange.SetRate(rate)\"], \"title\": \"exchange.SetRate\"}, {\"_src_hash\": \"e3b905fe4f367d59fc99ec1ac2506dbfac0177eba14d12de8882b4bdecadf65a\", \"args\": [{\"info\": \"Call type identifier, different values correspond to different functions, see the sections below for details.\", \"name\": \"k\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Extended parameters, different parameters are passed according to different `k` values, the number and type of parameters are not fixed.\", \"name\": \"arg\", \"required\": true, \"type\": \"string / number / bool / object / array / any\"}], \"desc\": [\"The `exchange.IO()` function is used to call other related interfaces of the exchange object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var arrOrders = [\\n {\\\"instId\\\":\\\"BTC-USDT-SWAP\\\",\\\"tdMode\\\":\\\"cross\\\",\\\"side\\\":\\\"buy\\\",\\\"ordType\\\":\\\"limit\\\",\\\"px\\\":\\\"16000\\\",\\\"sz\\\":\\\"1\\\",\\\"posSide\\\":\\\"long\\\"},\\n {\\\"instId\\\":\\\"BTC-USDT-SWAP\\\",\\\"tdMode\\\":\\\"cross\\\",\\\"side\\\":\\\"buy\\\",\\\"ordType\\\":\\\"limit\\\",\\\"px\\\":\\\"16000\\\",\\\"sz\\\":\\\"2\\\",\\\"posSide\\\":\\\"long\\\"}\\n ]\\n\\n // Call exchange.IO to directly access the exchange's batch order interface\\n var ret = exchange.IO(\\\"api\\\", \\\"POST\\\", \\\"/api/v5/trade/batch-orders\\\", \\\"\\\", JSON.stringify(arrOrders))\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\ndef main():\\n arrOrders = [\\n {\\\"instId\\\":\\\"BTC-USDT-SWAP\\\",\\\"tdMode\\\":\\\"cross\\\",\\\"side\\\":\\\"buy\\\",\\\"ordType\\\":\\\"limit\\\",\\\"px\\\":\\\"16000\\\",\\\"sz\\\":\\\"1\\\",\\\"posSide\\\":\\\"long\\\"},\\n {\\\"instId\\\":\\\"BTC-USDT-SWAP\\\",\\\"tdMode\\\":\\\"cross\\\",\\\"side\\\":\\\"buy\\\",\\\"ordType\\\":\\\"limit\\\",\\\"px\\\":\\\"16000\\\",\\\"sz\\\":\\\"2\\\",\\\"posSide\\\":\\\"long\\\"}\\n ]\\n ret = exchange.IO(\\\"api\\\", \\\"POST\\\", \\\"/api/v5/trade/batch-orders\\\", \\\"\\\", json.dumps(arrOrders))\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n json arrOrders = R\\\"([\\n {\\\"instId\\\":\\\"BTC-USDT-SWAP\\\",\\\"tdMode\\\":\\\"cross\\\",\\\"side\\\":\\\"buy\\\",\\\"ordType\\\":\\\"limit\\\",\\\"px\\\":\\\"16000\\\",\\\"sz\\\":\\\"1\\\",\\\"posSide\\\":\\\"long\\\"},\\n {\\\"instId\\\":\\\"BTC-USDT-SWAP\\\",\\\"tdMode\\\":\\\"cross\\\",\\\"side\\\":\\\"buy\\\",\\\"ordType\\\":\\\"limit\\\",\\\"px\\\":\\\"16000\\\",\\\"sz\\\":\\\"2\\\",\\\"posSide\\\":\\\"long\\\"}\\n ])\\\"_json;\\n auto ret = exchange.IO(\\\"api\\\", \\\"POST\\\", \\\"/api/v5/trade/batch-orders\\\", \\\"\\\", arrOrders.dump());\\n Log(ret);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Using ```\\\"api\\\"``` mode to call OKX futures batch order interface, passing JSON order data through the ```raw``` parameter:\"}, {\"examples\": [{\"code\": \"var amount = 1\\nvar price = 10\\nvar basecurrency = \\\"ltc\\\"\\nfunction main () {\\n // Note that amount.toString() and price.toString() have a ' character on both left and right sides\\n var message = \\\"symbol=\\\" + basecurrency + \\\"&amount='\\\" + amount.toString() + \\\"'&price='\\\" + price.toString() + \\\"'&side=buy\\\" + \\\"&type=limit\\\"\\n var id = exchange.IO(\\\"api\\\", \\\"POST\\\", \\\"/v1/order/new\\\", message)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"amount = 1\\nprice = 10\\nbasecurrency = \\\"ltc\\\"\\ndef main():\\n message = \\\"symbol=\\\" + basecurrency + \\\"&amount='\\\" + str(amount) + \\\"'&price='\\\" + str(price) + \\\"'&side=buy\\\" + \\\"&type=limit\\\"\\n id = exchange.IO(\\\"api\\\", \\\"POST\\\", \\\"/v1/order/new\\\", message)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto amount = 1.0;\\n auto price = 10.0;\\n auto basecurrency = \\\"ltc\\\";\\n string message = format(\\\"symbol=%s&amount=\\\\\\\"%.1f\\\\\\\"&price=\\\\\\\"%.1f\\\\\\\"&side=buy&type=limit\\\", basecurrency, amount, price);\\n auto id = exchange.IO(\\\"api\\\", \\\"POST\\\", \\\"/v1/order/new\\\", message);\\n}\", \"lang\": \"cpp\"}], \"value\": \"When the key-value in the ```params``` parameter is a string, the parameter value needs to be wrapped with single quotes:\"}, {\"examples\": [{\"code\": \"function main() {\\n var ret = exchange.IO(\\\"api\\\", \\\"GET\\\", \\\"https://www.okx.com/api/v5/account/max-withdrawal\\\", \\\"ccy=BTC\\\")\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n ret = exchange.IO(\\\"api\\\", \\\"GET\\\", \\\"https://www.okx.com/api/v5/account/max-withdrawal\\\", \\\"ccy=BTC\\\")\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto ret = exchange.IO(\\\"api\\\", \\\"GET\\\", \\\"https://www.okx.com/api/v5/account/max-withdrawal\\\", \\\"ccy=BTC\\\");\\n Log(ret);\\n}\", \"lang\": \"cpp\"}], \"value\": \"The ```resource``` parameter supports full URLs:\"}, {\"examples\": [{\"code\": \"function main(){\\n var ret = exchange.IO(\\\"api\\\", \\\"GET\\\", \\\"/api/v5/trade/orders-pending\\\", \\\"instType=SPOT\\\")\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n ret = exchange.IO(\\\"api\\\", \\\"GET\\\", \\\"/api/v5/trade/orders-pending\\\", \\\"instType=SPOT\\\")\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto ret = exchange.IO(\\\"api\\\", \\\"GET\\\", \\\"/api/v5/trade/orders-pending\\\", \\\"instType=SPOT\\\");\\n Log(ret);\\n}\", \"lang\": \"cpp\"}], \"value\": \"GET request without using the ```raw``` parameter:\"}, {\"examples\": [{\"code\": \"function main() {\\n // For example, when the live trading starts, the current trading pair of the exchange object is set to BTC_USDT, print the current trading pair ticker\\n Log(exchange.GetTicker())\\n // Switch trading pair to LTC_BTC\\n exchange.IO(\\\"currency\\\", \\\"LTC_BTC\\\")\\n Log(exchange.GetTicker())\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(exchange.GetTicker())\\n exchange.IO(\\\"currency\\\", \\\"LTC_BTC\\\")\\n Log(exchange.GetTicker())\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n Log(exchange.GetTicker());\\n exchange.IO(\\\"currency\\\", \\\"LTC_BTC\\\");\\n Log(exchange.GetTicker());\\n}\", \"lang\": \"cpp\"}], \"value\": \"Switch trading pair at runtime:\"}, {\"examples\": [{\"code\": \"function main () {\\n // exchanges[0] is the first exchange object added when creating the live trading\\n exchanges[0].IO(\\\"base\\\", \\\"https://api.huobi.pro\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchanges[0].IO(\\\"base\\\", \\\"https://api.huobi.pro\\\")\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n exchanges[0].IO(\\\"base\\\", \\\"https://api.huobi.pro\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"Switch exchange interface base address:\"}, {\"examples\": [{\"code\": \"function main() {\\n exchange.SetBase(\\\"https://api.bitfinex.com\\\")\\n exchange.IO(\\\"mbase\\\", \\\"https://api-pub.bitfinex.com\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.SetBase(\\\"https://api.bitfinex.com\\\")\\n exchange.IO(\\\"mbase\\\", \\\"https://api-pub.bitfinex.com\\\")\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n exchange.SetBase(\\\"https://api.bitfinex.com\\\");\\n exchange.IO(\\\"mbase\\\", \\\"https://api-pub.bitfinex.com\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"Switch market interface base address via ```\\\"mbase\\\"``` (using Bitfinex as an example):\"}, {\"examples\": [{\"code\": \"function main() {\\n exchange.IO(\\\"simulate\\\", true) // Switch to demo trading environment\\n // ... trading logic ...\\n exchange.IO(\\\"simulate\\\", false) // Switch back to live trading environment\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.IO(\\\"simulate\\\", True)\\n # ... trading logic ...\\n exchange.IO(\\\"simulate\\\", False)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n exchange.IO(\\\"simulate\\\", true);\\n // ... trading logic ...\\n exchange.IO(\\\"simulate\\\", false);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Switch between demo/live trading environment (using OKX Futures as an example):\"}, {\"examples\": [{\"code\": \"function main() {\\n exchange.IO(\\\"dual\\\", true) // Switch to hedge mode (dual position)\\n exchange.IO(\\\"dual\\\", false) // Switch to one-way mode\\n\\n exchange.SetContractType(\\\"swap\\\")\\n exchange.IO(\\\"cross\\\", true) // Switch to cross margin\\n exchange.IO(\\\"cross\\\", false) // Switch to isolated margin\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.IO(\\\"dual\\\", True)\\n exchange.IO(\\\"dual\\\", False)\\n\\n exchange.SetContractType(\\\"swap\\\")\\n exchange.IO(\\\"cross\\\", True)\\n exchange.IO(\\\"cross\\\", False)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n exchange.IO(\\\"dual\\\", true);\\n exchange.IO(\\\"dual\\\", false);\\n\\n exchange.SetContractType(\\\"swap\\\");\\n exchange.IO(\\\"cross\\\", true);\\n exchange.IO(\\\"cross\\\", false);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Switch contract margin mode and position mode (using Binance Futures as an example):\"}, {\"examples\": [{\"code\": \"function main() {\\n exchange.IO(\\\"unified\\\", true) // Switch to unified account mode\\n exchange.IO(\\\"unified\\\", false) // Switch to normal mode\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.IO(\\\"unified\\\", True)\\n exchange.IO(\\\"unified\\\", False)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n exchange.IO(\\\"unified\\\", true);\\n exchange.IO(\\\"unified\\\", false);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Switch unified account mode (using Binance Futures as an example):\"}, {\"examples\": [{\"code\": \"function main() {\\n // \\\"NONE\\\" means disable STP mode, other parameters: \\\"EXPIRE_TAKER\\\", \\\"EXPIRE_MAKER\\\", \\\"EXPIRE_BOTH\\\"\\n exchange.IO(\\\"selfTradePreventionMode\\\", \\\"NONE\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.IO(\\\"selfTradePreventionMode\\\", \\\"NONE\\\")\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n exchange.IO(\\\"selfTradePreventionMode\\\", \\\"NONE\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"Set self-trade prevention mode (using Binance as an example):\"}, {\"examples\": [{\"code\": \"function main() {\\n var strJson = `{\\n \\\"assetIdSynthetic\\\": \\\"0x4554482d3900000000000000000000\\\",\\n \\\"assetIdCollateral\\\": \\\"0x2ce625e94458d39dd0bf3b45a843544dd4a14b8169045a3a3d15aa564b936c5\\\",\\n \\\"assetIdFee\\\": \\\"0x2ce625e94458d39dd0bf3b45a843544dd4a14b8169045a3a3d15aa564b936c5\\\",\\n \\\"isBuyingSynthetic\\\": true,\\n \\\"amountSynthetic\\\": 10000000,\\n \\\"amountCollateral\\\": 13020000,\\n \\\"amountFee\\\": 6250,\\n \\\"nonce\\\": 676432751,\\n \\\"accountID\\\": 601416704693633632,\\n \\\"expirationTimestamp\\\": 484831\\n }`\\n var signature = exchange.IO(\\\"calcOrderHashAndSign\\\", strJson)\\n Log(signature)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import json\\ndef main():\\n params = {\\n \\\"assetIdSynthetic\\\": \\\"0x4554482d3900000000000000000000\\\",\\n \\\"assetIdCollateral\\\": \\\"0x2ce625e94458d39dd0bf3b45a843544dd4a14b8169045a3a3d15aa564b936c5\\\",\\n \\\"assetIdFee\\\": \\\"0x2ce625e94458d39dd0bf3b45a843544dd4a14b8169045a3a3d15aa564b936c5\\\",\\n \\\"isBuyingSynthetic\\\": True,\\n \\\"amountSynthetic\\\": 10000000,\\n \\\"amountCollateral\\\": 13020000,\\n \\\"amountFee\\\": 6250,\\n \\\"nonce\\\": 676432751,\\n \\\"accountID\\\": 601416704693633632,\\n \\\"expirationTimestamp\\\": 484831\\n }\\n signature = exchange.IO(\\\"calcOrderHashAndSign\\\", json.dumps(params))\\n Log(signature)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n json params = R\\\"({\\n \\\"assetIdSynthetic\\\": \\\"0x4554482d3900000000000000000000\\\",\\n \\\"assetIdCollateral\\\": \\\"0x2ce625e94458d39dd0bf3b45a843544dd4a14b8169045a3a3d15aa564b936c5\\\",\\n \\\"assetIdFee\\\": \\\"0x2ce625e94458d39dd0bf3b45a843544dd4a14b8169045a3a3d15aa564b936c5\\\",\\n \\\"isBuyingSynthetic\\\": true,\\n \\\"amountSynthetic\\\": 10000000,\\n \\\"amountCollateral\\\": 13020000,\\n \\\"amountFee\\\": 6250,\\n \\\"nonce\\\": 676432751,\\n \\\"accountID\\\": 601416704693633632,\\n \\\"expirationTimestamp\\\": 484831\\n })\\\"_json;\\n auto signature = exchange.IO(\\\"calcOrderHashAndSign\\\", params.dump());\\n Log(signature);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Futures_edgeX calculate order Hash and sign:\"}, {\"examples\": [{\"code\": \"function main() {\\n exchange.IO(\\\"rate\\\", \\\"GetTicker\\\", 10, \\\"1s\\\")\\n\\n for (var i = 0; i < 20; i++) {\\n var ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if (ticker) {\\n Log(\\\"Ticker:\\\", ticker.Last)\\n } else {\\n Log(\\\"Rate limit exceeded\\\")\\n }\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.IO(\\\"rate\\\", \\\"GetTicker\\\", 10, \\\"1s\\\")\\n\\n for i in range(20):\\n ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if ticker:\\n Log(\\\"Ticker:\\\", ticker[\\\"Last\\\"])\\n else:\\n Log(\\\"Rate limit exceeded\\\")\", \"lang\": \"python\"}, {\"code\": \"// C++ is not supported currently\", \"lang\": \"cpp\"}], \"value\": \"Rate mode throttling - Limit GetTicker to a maximum of 10 calls per second, returns null when exceeded:\"}, {\"examples\": [{\"code\": \"function main() {\\n exchange.IO(\\\"rate\\\", \\\"GetTicker\\\", 10, \\\"1s\\\", \\\"delay\\\")\\n\\n for (var i = 0; i < 20; i++) {\\n var ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n Log(\\\"Call\\\", i+1, \\\"Ticker:\\\", ticker.Last)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.IO(\\\"rate\\\", \\\"GetTicker\\\", 10, \\\"1s\\\", \\\"delay\\\")\\n\\n for i in range(20):\\n ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n Log(\\\"Call\\\", i+1, \\\"Ticker:\\\", ticker[\\\"Last\\\"])\", \"lang\": \"python\"}, {\"code\": \"// C++ is not supported currently\", \"lang\": \"cpp\"}], \"value\": \"Rate mode throttling - Use the ```\\\"delay\\\"``` parameter to automatically wait when limit is exceeded instead of returning null:\"}, {\"examples\": [{\"code\": \"function main() {\\n // GetTicker and GetDepth share the limit, combined maximum of 10 calls per second\\n exchange.IO(\\\"rate\\\", \\\"GetTicker,GetDepth\\\", 10, \\\"1s\\\")\\n\\n for (var i = 0; i < 20; i++) {\\n if (i % 2 == 0) {\\n Log(\\\"Ticker:\\\", exchange.GetTicker(\\\"BTC_USDT\\\"))\\n } else {\\n Log(\\\"Depth:\\\", exchange.GetDepth(\\\"BTC_USDT\\\"))\\n }\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.IO(\\\"rate\\\", \\\"GetTicker,GetDepth\\\", 10, \\\"1s\\\")\\n\\n for i in range(20):\\n if i % 2 == 0:\\n Log(\\\"Ticker:\\\", exchange.GetTicker(\\\"BTC_USDT\\\"))\\n else:\\n Log(\\\"Depth:\\\", exchange.GetDepth(\\\"BTC_USDT\\\"))\", \"lang\": \"python\"}, {\"code\": \"// C++ is not supported currently\", \"lang\": \"cpp\"}], \"value\": \"Multiple functions sharing rate limit quota:\"}, {\"examples\": [{\"code\": \"function main() {\\n exchange.IO(\\\"rate\\\", \\\"*\\\", 100, \\\"1m\\\")\\n\\n for (var i = 0; i < 10; i++) {\\n exchange.GetTicker(\\\"BTC_USDT\\\")\\n exchange.GetDepth(\\\"BTC_USDT\\\")\\n exchange.GetAccount()\\n Log(\\\"Round\\\", i+1, \\\"completed\\\")\\n Sleep(1000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.IO(\\\"rate\\\", \\\"*\\\", 100, \\\"1m\\\")\\n\\n for i in range(10):\\n exchange.GetTicker(\\\"BTC_USDT\\\")\\n exchange.GetDepth(\\\"BTC_USDT\\\")\\n exchange.GetAccount()\\n Log(\\\"Round\\\", i+1, \\\"completed\\\")\\n Sleep(1000)\", \"lang\": \"python\"}, {\"code\": \"// C++ is not supported currently\", \"lang\": \"cpp\"}], \"value\": \"Use wildcard to limit the frequency of all API calls:\"}, {\"examples\": [{\"code\": \"function main() {\\n exchange.IO(\\\"quota\\\", \\\"GetTicker\\\", 3, \\\"1s\\\")\\n\\n for (var i = 0; i < 10; i++) {\\n var ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if (ticker) {\\n Log(_D(), \\\"Ticker:\\\", ticker.Last)\\n } else {\\n Log(_D(), \\\"Quota exceeded, waiting for next window\\\")\\n }\\n Sleep(100)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.IO(\\\"quota\\\", \\\"GetTicker\\\", 3, \\\"1s\\\")\\n\\n for i in range(10):\\n ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if ticker:\\n Log(_D(), \\\"Ticker:\\\", ticker[\\\"Last\\\"])\\n else:\\n Log(_D(), \\\"Quota exceeded, waiting for next window\\\")\\n Sleep(100)\", \"lang\": \"python\"}, {\"code\": \"// C++ is not supported currently\", \"lang\": \"cpp\"}], \"value\": \"quota mode - Strict time window aligned rate limiting:\"}, {\"examples\": [{\"code\": \"function main() {\\n exchange.IO(\\\"quota\\\", \\\"GetTicker\\\", 1000, \\\"@0815\\\")\\n\\n var count = 0\\n while (true) {\\n var ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if (ticker) {\\n count++\\n Log(\\\"Call count:\\\", count, \\\"Ticker:\\\", ticker.Last)\\n } else {\\n Log(\\\"Daily quota exceeded, waiting for reset at 08:15\\\")\\n Sleep(60000) // Wait 1 minute\\n }\\n Sleep(1000)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.IO(\\\"quota\\\", \\\"GetTicker\\\", 1000, \\\"@0815\\\")\\n\\n count = 0\\n while True:\\n ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if ticker:\\n count += 1\\n Log(\\\"Call count:\\\", count, \\\"Ticker:\\\", ticker[\\\"Last\\\"])\\n else:\\n Log(\\\"Daily quota exceeded, waiting for reset at 08:15\\\")\\n Sleep(60000) # Wait 1 minute\\n Sleep(1000)\", \"lang\": \"python\"}, {\"code\": \"// C++ is not supported currently\", \"lang\": \"cpp\"}], \"value\": \"quota mode - Daily quota, reset at specified time each day:\"}, {\"examples\": [{\"code\": \"function main() {\\n exchange.IO(\\\"rate\\\", \\\"GetTicker\\\", 10, \\\"1s\\\") // GetTicker 10 times per second\\n exchange.IO(\\\"rate\\\", \\\"GetDepth\\\", 5, \\\"1s\\\") // GetDepth 5 times per second\\n exchange.IO(\\\"rate\\\", \\\"CreateOrder\\\", 2, \\\"1s\\\") // CreateOrder 2 times per second\\n exchange.IO(\\\"quota\\\", \\\"*\\\", 1000, \\\"@0000\\\") // All APIs reset daily at 00:00, limited to 1000 calls\\n\\n Log(\\\"Rate limits configured successfully\\\")\\n\\n for (var i = 0; i < 5; i++) {\\n exchange.GetTicker(\\\"BTC_USDT\\\")\\n exchange.GetDepth(\\\"BTC_USDT\\\")\\n Sleep(200)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.IO(\\\"rate\\\", \\\"GetTicker\\\", 10, \\\"1s\\\") # GetTicker 10 times per second\\n exchange.IO(\\\"rate\\\", \\\"GetDepth\\\", 5, \\\"1s\\\") # GetDepth 5 times per second\\n exchange.IO(\\\"rate\\\", \\\"CreateOrder\\\", 2, \\\"1s\\\") # CreateOrder 2 times per second\\n exchange.IO(\\\"quota\\\", \\\"*\\\", 1000, \\\"@0000\\\") # All APIs reset daily at 00:00, limited to 1000 calls\\n\\n Log(\\\"Rate limits configured successfully\\\")\\n\\n for i in range(5):\\n exchange.GetTicker(\\\"BTC_USDT\\\")\\n exchange.GetDepth(\\\"BTC_USDT\\\")\\n Sleep(200)\", \"lang\": \"python\"}, {\"code\": \"// C++ is not supported currently\", \"lang\": \"cpp\"}], \"value\": \"Combining multiple rate limiting rules:\"}], \"remarks\": [\"**I. Direct Exchange API Calls (`\\\"api\\\"` mode)**\\n\\n```javascript\\nexchange.IO(\\\"api\\\", httpMethod, resource, params, raw)\\n```\\n\\nCall the exchange's unwrapped raw API interface. FMZ automatically handles signature verification; you only need to fill in the request parameters.\\n\\n| Parameter | Type | Required | Description |\\n| - | - | - | - |\\n| httpMethod | string | Yes | `GET`, `POST`, etc. |\\n| resource | string | Yes | Request path or full URL |\\n| params | string | No | URL-encoded request parameters |\\n| raw | string | No | Raw request body (JSON, etc.) |\\n\\nReturns null on failure. Only supported in live trading.\", \"**II. Runtime Trading Pair Switching (`\\\"currency\\\"` mode)**\\n\\n```javascript\\nexchange.IO(\\\"currency\\\", \\\"ETH_USDT\\\")\\n```\\n\\nDynamically switch trading pairs, format is uppercase with underscore separator. Equivalent to {@fun/Account/exchange.SetCurrency exchange.SetCurrency}.\\n\\n> Backtesting only supports spot, and can only switch between trading pairs with the same quote currency. After switching futures, you need to call `exchange.SetContractType()` again.\", \"**III. Switch Base Address (`\\\"base\\\"` / `\\\"mbase\\\"` mode)**\\n\\n- `\\\"base\\\"`: Switch trading interface base address, equivalent to `exchange.SetBase()`.\\n- `\\\"mbase\\\"`: Switch market data interface base address, applicable to exchanges that use different domains for market data and trading.\", \"**IV. General Trading Mode Commands**\\n\\nThe following commands are common across multiple exchanges. For specific support, please refer to Section V for each exchange's documentation.\\n\\n| Command | Parameter | Function |\\n| - | - | - |\\n| `simulate` | bool | Simulated trading (true) / Live trading (false) |\\n| `cross` | bool | Cross margin (true) / Isolated margin (false) |\\n| `dual` | bool | Hedge mode (true) / One-way mode (false) |\\n| `unified` | bool | Unified account (true) / Standard account (false) |\\n| `trade_margin` | None | Switch to isolated margin mode |\\n| `trade_super_margin` | None | Switch to cross margin mode |\\n| `trade_normal` | None | Switch back to normal spot mode |\\n| `selfTradePreventionMode` | string | Self-trade prevention (STP) mode |\", \"**V. Exchange-Specific IO Commands**\\n\\nAll exchanges support the ```\\\"api\\\"``` and ```\\\"currency\\\"``` commands. Only exchange-specific commands are listed below.\\n\\n---\\n\\n#### Spot Exchanges\\n\\n**Binance**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```trade_margin``` | None | Switch to isolated margin mode |\\n| ```trade_super_margin``` | None | Switch to cross margin mode |\\n| ```trade_normal``` | None | Switch back to normal spot mode |\\n| ```unified``` | bool | Unified account mode |\\n| ```selfTradePreventionMode``` | string | Self-trade prevention, options: ```EXPIRE_TAKER```/```EXPIRE_MAKER```/```EXPIRE_BOTH```/```NONE``` |\\n\\n**OKX**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```simulate``` | bool | Demo/live trading switch |\\n| ```trade_margin``` | None | Isolated margin (tdMode=isolated) |\\n| ```trade_super_margin``` | None | Cross margin (tdMode=cross) |\\n| ```trade_normal``` | None | Switch back to normal spot mode |\\n| ```tdMode``` | string | Directly set trading mode, must use cross margin under portfolio margin mode |\\n\\n**Huobi**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```trade_margin``` | None | Switch to isolated margin mode |\\n| ```trade_super_margin``` | None | Switch to cross margin mode |\\n| ```trade_normal``` | None | Switch back to normal spot mode |\\n\\n**Bybit**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```trade_margin``` | None | Switch to margin mode |\\n| ```trade_normal``` | None | Switch back to normal spot mode |\\n\\n**Gate.io**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```trade_margin``` | None | Switch to isolated margin mode |\\n| ```trade_super_margin``` | None | Switch to cross margin mode |\\n| ```trade_normal``` | None | Switch back to normal spot mode |\\n| ```unified``` | bool | Unified account mode |\\n\\n**Bitget**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```simulate``` | bool | Demo/live trading switch |\\n\\n**CoinEx**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```trade_margin``` | None | Switch to margin mode |\\n| ```trade_normal``` | None | Switch back to normal mode |\\n\\n**WOO**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```trade_margin``` | None | Switch to margin mode |\\n| ```trade_normal``` | None | Switch back to normal mode |\\n\\n**Crypto.com**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```trade_margin``` | None | Switch to margin mode |\\n| ```trade_normal``` | None | Switch back to normal mode |\\n\\n**AscendEx**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```trade_margin``` | None | Switch to margin mode |\\n| ```trade_normal``` | None | Switch back to normal mode |\\n\\n**Gemini**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```subAccount``` | string | Set sub-account name |\\n\\n**Poloniex**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```accountId``` | string | Set account ID |\\n\\n**Bitfinex**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```version``` | None | Get current API version number |\\n\\n**Backpack**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```selfTradePreventionMode``` | string | Self-trade prevention, options: ```Allow```/```RejectTaker```/```RejectMaker```/```RejectBoth```/```Ban``` |\\n\\n**Hyperliquid (Spot)**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```source``` | \\\"a\\\"/\\\"b\\\" | Switch API data source |\\n| ```vaultAddress``` | string | Set vault address, empty string to disable |\\n| ```walletAddress``` | string | Set wallet address |\\n| ```expiresAfter``` | number | Order expiration time (milliseconds), set to 0 to disable |\\n\\n---\\n\\n#### Futures Exchanges\\n\\n**Futures_Binance**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin mode |\\n| ```dual``` | bool | Hedge/one-way position mode |\\n| ```unified``` | bool | Unified account (uses papi.binance.com after switching) |\\n| ```selfTradePreventionMode``` | string | Self-trade prevention, options: ```EXPIRE_TAKER```/```EXPIRE_MAKER```/```EXPIRE_BOTH```/```NONE``` |\\n| ```extend_key``` | string | Set API response extension fields (comma-separated) |\\n\\n**Futures_OKX**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```simulate``` | bool | Demo/live trading switch |\\n| ```cross``` | bool | Cross/isolated margin mode, default cross |\\n| ```dual``` | bool | Hedge (long_short_mode)/one-way (net_mode) position mode |\\n\\n**Futures_HuobiDM**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin mode, default isolated. Only ```XXX_USDT``` perpetual swaps supported |\\n| ```dual``` | bool | Hedge (dual_side)/one-way (single_side) position mode |\\n| ```unified``` | bool | Unified account mode |\\n| ```signHost``` | string | Set API signature host address, empty string to disable |\\n\\n**Futures_Bybit**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin mode |\\n| ```dual``` | bool | Hedge/one-way position mode |\\n\\n**Futures_KuCoin**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin mode |\\n\\n**Futures_GateIO**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin mode |\\n| ```dual``` | bool | Hedge/one-way position mode |\\n| ```unified``` | bool | Unified account mode |\\n\\n**Futures_Bitget**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```simulate``` | bool | Demo/live trading switch |\\n| ```cross``` | bool | Cross (crossed)/isolated margin mode |\\n| ```dual``` | bool | Hedge (hedge_mode)/one-way (one_way_mode) position mode |\\n\\n**Futures_MEXC**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin mode |\\n\\n**Futures_BitMEX**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin mode |\\n\\n**Futures_CoinEx**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin mode |\\n\\n**Futures_WOO**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin mode |\\n| ```dual``` | bool | Hedge/one-way position mode |\\n\\n**Futures_Kraken**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin mode (only multi-collateral accounts supported) |\\n\\n**Futures_Aevo**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```signingKey``` | string | Set signing key, returns public key. Must be obtained from exchange API KEY page, note expiration restrictions |\\n\\n**Futures_Hyperliquid**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin mode |\\n| ```source``` | \\\"a\\\"/\\\"b\\\" | Switch API data source |\\n| ```vaultAddress``` | string | Set vault address, empty string to disable |\\n| ```walletAddress``` | string | Set wallet address |\\n| ```expiresAfter``` | number | Order expiration time (milliseconds), set to 0 to disable |\\n\\n**Futures_Deepcoin**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin mode |\\n| ```merge``` | bool | Merge positions (true)/split positions (false) |\\n\\n**Futures_DigiFinex**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```simulate``` | bool | Demo/live trading switch |\\n| ```cross``` | bool | Cross/isolated margin mode |\\n\\n**Futures_ApolloX**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin mode |\\n\\n**Futures_Aster**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin mode |\\n| ```dual``` | bool | Hedge/one-way position mode |\\n\\n**Futures_CoinW**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin mode |\\n\\n**Futures_BitMart**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin mode |\\n\\n**Futures_Backpack**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```selfTradePreventionMode``` | string | Self-trade prevention, options: ```Allow```/```RejectTaker```/```RejectMaker```/```RejectBoth```/```Ban``` |\\n\\n**Futures_Lighter**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin mode |\\n| ```expiry``` | number | Order expiration timestamp (milliseconds), default 29 days, minimum 4 minutes |\\n\\n**Futures_Crypto.com**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```accountId``` | string | Set trading account ID |\\n\\n**Futures_Bitfinex**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```mbase``` | string | Set market API base address |\\n\\n**Futures_edgeX**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```calcOrderHashAndSign``` | string(JSON) | Calculate order hash and sign, returns signature string |\\n\\n**Futures_Bibox**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin mode, default cross |\\n\\n**Futures_Pionex**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin mode |\\n| ```dual``` | bool | Hedge/one-way position mode |\\n\\n**Futures_Phemex**\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```dual``` | bool | Hedge/one-way position mode. Cross/isolated margin mode must be set on exchange web interface |\\n\\n**Futures_WooFi**\\n\\n> Only supports generic commands ```\\\"api\\\"``` and ```\\\"currency\\\"```, no exchange-specific commands.\", \"**VI. Special Platform IO Commands**\\n\\n**Polymarket (Prediction Market)**\\n\\n| Command | Parameters | Description |\\n| - | - | - |\\n| ```nonce``` | [number] | Get or set order nonce value. Returns current nonce without parameters, sets new nonce when a number is passed |\\n| ```proxyWalletAddress``` | None | Get proxy wallet address |\\n| ```redeem``` | symbol, [wait] | Redeem settled positions (Gas-free via Relayer), wait defaults to true to wait for transaction confirmation. When wait is false, immediately returns ```{\\\"transactionID\\\": \\\"...\\\"}``` |\\n| ```merge``` | symbol, [amount], [wait] | Merge YES+NO tokens back to USDC (Gas-free via Relayer). When amount is 0 or not provided, automatically takes the smaller position of the two outcomes. wait defaults to true to wait for transaction confirmation |\\n| ```l2_credentials``` | None | Get L2 authentication info, returns ```{\\\"apiKey\\\":\\\"\\\",\\\"secret\\\":\\\"\\\",\\\"passphrase\\\":\\\"\\\"}```, used for WebSocket connections or other scenarios |\\n| ```batchOrders``` | array | Batch order placement, parameter is an array of order objects, each object contains ```symbol```, ```side```, ```price```, ```amount``` fields, optional ```option``` field |\\n\\n**Web3 (Blockchain)**\\n\\n| Command | Parameters | Description |\\n| - | - | - |\\n| ```abi``` | Contract address, ABI string | Register contract ABI |\\n| ```address``` | [Private key] | Get wallet address |\\n| ```encode``` / ```pack``` | Type, Data... | ABI encode data |\\n| ```encodePacked``` | Type, Data... | ABI packed encode data |\\n| ```hash``` | Param1-4 | Calculate hash value |\\n| ```decode``` / ```unpack``` | Type, Data... | ABI decode data |\\n| ```key``` | string | Switch private key used for operations |\\n\\n**IB (Interactive Brokers)**\\n\\n| Command | Parameters | Description |\\n| - | - | - |\\n| ```status``` | None | Get connection status |\\n| ```time``` | None | Get IB server time |\\n| ```reqId``` | None | Force get new request ID |\\n| ```orderId``` | None | Get next available order ID |\\n| ```ignore``` | string(array) | Ignore specified error codes |\\n| ```scan``` | string(JSON) | Execute market scanner |\\n| ```wait``` | [number] | Wait for market data event, can set timeout in seconds |\\n| ```debug``` | bool | Debug mode |\\n| ```marketDataType``` | number | Market data type (1 Real-time/2 Frozen/3 Delayed/4 Delayed Frozen) |\\n\\n**Futu (Futu Securities)**\\n\\n| Command | Parameters | Description |\\n| - | - | - |\\n| ```refresh``` | bool | Cache refresh, after disabling cache the rate limit is max 10 times per 30 seconds |\\n| ```accounts``` | None | Get all account list |\\n| ```status``` | None | Get connection status |\\n| ```lock``` | None | Lock trading |\\n| ```unlock``` | None | Unlock trading |\\n| ```wait``` | None | Wait for market data event |\", \"**VII. API Rate Limit Control (```\\\"rate\\\"``` / ```\\\"quota\\\"``` Mode)**\\n\\n```javascript\\nexchange.IO(\\\"rate\\\", functionNames, maxCalls, period, [behavior])\\nexchange.IO(\\\"quota\\\", functionNames, maxCalls, period, [behavior])\\n```\\n\\n- **rate**: Smooth rate limiting, does not strictly align with time windows.\\n- **quota**: Quota rate limiting, strictly aligns with time windows.\\n\\n| Parameter | Type | Description |\\n| - | - | - |\\n| functionNames | string | Function name, multiple functions separated by commas, ```*``` means all |\\n| maxCalls | number | Maximum number of calls within the time period |\\n| period | string | Time period (```\\\"1s\\\"```/```\\\"1m\\\"```/```\\\"1h\\\"```) or reset time point (```\\\"@0815\\\"```) |\\n| behavior | string | Optional, ```\\\"delay\\\"``` means wait when limit exceeded, defaults to returning null |\\n\\n> Rate limiting for ```Buy```/```Sell``` follows the ```CreateOrder``` settings. ```Go``` follows the settings of the actual concurrent function. ```IO/api``` only applies to ```exchange.IO(\\\"api\\\", ...)```.\"], \"returns\": [{\"info\": \"The ```exchange.IO()``` function is used to call other interfaces of the exchange object. It returns the requested response data when the call is successful, and returns a null value when the call fails.\", \"type\": \"string / number / bool / object / array / any\"}], \"seeAlso\": [\"{@fun/NetSettings/exchange.SetBase exchange.SetBase}, {@fun/Account/exchange.SetCurrency exchange.SetCurrency}, {@var EXCHANGE_OP_IO_CONTROL}\"], \"syntax\": [\"exchange.IO(k, ...args)\"], \"title\": \"exchange.IO\"}, {\"_src_hash\": \"a3752148f0b23d9a101c525b565af1a9185cddcfeaff11692628f9d8575a2f6b\", \"args\": [{\"info\": \"The ```orderType``` parameter is used to set the output log type. Optional values are {@var/LOG_TYPE/LOG_TYPE_BUY LOG_TYPE_BUY}, {@var/LOG_TYPE/LOG_TYPE_SELL LOG_TYPE_SELL}, {@var/LOG_TYPE/LOG_TYPE_CANCEL LOG_TYPE_CANCEL}.\", \"name\": \"orderType\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```price``` parameter is used to set the price displayed in the output log.\", \"name\": \"price\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```amount``` parameter is used to set the order quantity displayed in the output log.\", \"name\": \"amount\", \"required\": true, \"type\": \"number\"}, {\"info\": \"Extended parameters that can output additional information to this log entry. Multiple ```arg``` parameters can be passed.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / object / array / any (any type supported by the platform)\"}], \"desc\": [\"The ```exchange.Log()``` function is used to output order placement and cancellation logs in the log area. When called, it does not actually place orders, but only outputs and records trading logs.\"], \"examples\": [{\"examples\": [{\"code\": \"var id = 123\\nfunction main() {\\n // 下单类型买入，价格999，数量 0.1\\n exchange.Log(LOG_TYPE_BUY, 999, 0.1)\\n // 取消订单\\n exchange.Log(LOG_TYPE_CANCEL, id)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"id = 123\\ndef main():\\n exchange.Log(LOG_TYPE_BUY, 999, 0.1)\\n exchange.Log(LOG_TYPE_CANCEL, id)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto id = 123;\\n exchange.Log(LOG_TYPE_BUY, 999, 0.1);\\n exchange.Log(LOG_TYPE_CANCEL, id);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Using ```exchange.Log(orderType, price, amount)``` can be used for live trading copy testing and simulated order placement, which can help record order operations.\\n\\nThe most common use case is: using the {@fun/Trade/exchange.IO exchange.IO} function to access the exchange's conditional order creation interface, but using the ```exchange.IO()``` function does not output trading log information in the live trading log records.\\n\\nIn this case, you can use the ```exchange.Log()``` function to supplement the output logs to record order information, and the same applies to cancellation operations.\"}], \"remarks\": [\"When the ```orderType``` parameter is ```LOG_TYPE_CANCEL```, the ```price``` parameter is the order ID to be cancelled, used for printing cancellation logs when directly cancelling orders using the ```exchange.IO()``` function.\\n\\nThe ```exchange.Log()``` function is a member function of the {@var/EXCHANGE exchange} exchange object, distinct from the global function {@fun/Log Log}.\"], \"seeAlso\": [\"{@fun/Log Log}, {@var/EXCHANGE exchange}, {@var/LOG_TYPE/LOG_TYPE_BUY LOG_TYPE_BUY}, {@var/LOG_TYPE/LOG_TYPE_SELL LOG_TYPE_SELL}, {@var/LOG_TYPE/LOG_TYPE_CANCEL LOG_TYPE_CANCEL}\"], \"syntax\": [\"exchange.Log(orderType, price, amount)\", \"exchange.Log(orderType, price, amount, ...args)\"], \"title\": \"exchange.Log\"}, {\"_src_hash\": \"235d999bae35878a85170258a949c7abf5901048cb823805505e1d0094853902\", \"args\": [{\"info\": \"The ```algo``` parameter is used to specify the algorithm used in encoding calculation.\\n\\nSupported settings: \\\"raw\\\" (no algorithm), \\\"sign\\\", \\\"signTx\\\", \\\"md4\\\", \\\"md5\\\", \\\"sha256\\\", \\\"sha512\\\", \\\"sha1\\\", \\\"keccak256\\\", \\\"sha3.224\\\", \\\"sha3.256\\\", \\\"sha3.384\\\", \\\"sha3.512\\\", \\\"sha3.keccak256\\\", \\\"sha3.keccak512\\\", \\\"sha512.384\\\", \\\"sha512.256\\\", \\\"sha512.224\\\", \\\"ripemd160\\\", \\\"blake2b.256\\\", \\\"blake2b.512\\\", \\\"blake2s.128\\\", \\\"blake2s.256\\\".\\n\\nThe ```algo``` parameter also supports: \\\"text.encoder.utf8\\\", \\\"text.decoder.utf8\\\", \\\"text.encoder.gbk\\\", \\\"text.decoder.gbk\\\" for encoding and decoding strings.\\n\\nThe ```algo``` parameter also supports the \\\"ed25519\\\" algorithm. It supports using different hash algorithms, for example, the ```algo``` parameter can be written as \\\"ed25519.md5\\\", \\\"ed25519.sha512\\\", etc. Supports ```ed25519.seed``` calculation.\", \"name\": \"algo\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Used to specify the data format of the ```data``` parameter. The ```inputFormat``` parameter supports setting to one of: \\\"raw\\\", \\\"hex\\\", \\\"base64\\\", \\\"string\\\". \\\"raw\\\" means the data is raw data, \\\"hex\\\" means the data is ```hex``` encoded, \\\"base64\\\" means the data is ```base64``` encoded, \\\"string\\\" means the data is a string.\", \"name\": \"inputFormat\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Used to specify the output data format. The ```outputFormat``` parameter supports setting to one of: \\\"raw\\\", \\\"hex\\\", \\\"base64\\\", \\\"string\\\". \\\"raw\\\" means the data is raw data, \\\"hex\\\" means the data is ```hex``` encoded, \\\"base64\\\" means the data is ```base64``` encoded, \\\"string\\\" means the data is a string.\", \"name\": \"outputFormat\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The ```data``` parameter is the data to be processed.\", \"name\": \"data\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Used to specify the data format of the ```key``` parameter. The ```keyFormat``` parameter supports setting to one of: \\\"raw\\\", \\\"hex\\\", \\\"base64\\\", \\\"string\\\". \\\"raw\\\" means the data is raw data, \\\"hex\\\" means the data is ```hex``` encoded, \\\"base64\\\" means the data is ```base64``` encoded, \\\"string\\\" means the data is a string.\", \"name\": \"keyFormat\", \"required\": false, \"type\": \"string\"}, {\"info\": \"The ```key``` parameter is used to specify the key used in signature calculation. You can use a plaintext string, or use ```\\\"{{accesskey}}\\\"```, ```\\\"{{secretkey}}\\\"``` to reference the ```accessKey``` and ```secretKey``` configured in the {@var/EXCHANGE exchange} exchange object.\", \"name\": \"key\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"The ```exchange.Encode()``` function is used for signature encryption calculation.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var APIKEY = \\\"your Access Key(Bitmex API ID)\\\"\\n var expires = parseInt(Date.now() / 1000) + 10\\n var signature = exchange.Encode(\\\"sha256\\\", \\\"string\\\", \\\"hex\\\", \\\"GET/realtime\\\" + expires, \\\"hex\\\", \\\"{{secretkey}}\\\")\\n var client = Dial(\\\"wss://www.bitmex.com/realtime\\\", 60)\\n var auth = JSON.stringify({args: [APIKEY, expires, signature], op: \\\"authKeyExpires\\\"})\\n var pos = 0\\n client.write(auth)\\n client.write('{\\\"op\\\": \\\"subscribe\\\", \\\"args\\\": \\\"position\\\"}')\\n while (true) {\\n bitmexData = client.read()\\n if(bitmexData.table == 'position' && pos != parseInt(bitmexData.data[0].currentQty)){\\n Log('position change', pos, parseInt(bitmexData.data[0].currentQty), '@')\\n pos = parseInt(bitmexData.data[0].currentQty)\\n }\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import time\\ndef main():\\n APIKEY = \\\"your Access Key(Bitmex API ID)\\\"\\n expires = int(time.time() + 10)\\n signature = exchange.Encode(\\\"sha256\\\", \\\"string\\\", \\\"hex\\\", \\\"GET/realtime\\\" + expires, \\\"hex\\\", \\\"{{secretkey}}\\\")\\n client = Dial(\\\"wss://www.bitmex.com/realtime\\\", 60)\\n auth = json.dumps({\\\"args\\\": [APIKEY, expires, signature], \\\"op\\\": \\\"authKeyExpires\\\"})\\n pos = 0\\n client.write(auth)\\n client.write('{\\\"op\\\": \\\"subscribe\\\", \\\"args\\\": \\\"position\\\"}')\\n while True:\\n bitmexData = json.loads(client.read())\\n if \\\"table\\\" in bitmexData and bitmexData[\\\"table\\\"] == \\\"position\\\" and len(bitmexData[\\\"data\\\"]) != 0 and pos != bitmexData[\\\"data\\\"][0][\\\"currentQty\\\"]:\\n Log(\\\"position change\\\", pos, bitmexData[\\\"data\\\"][0][\\\"currentQty\\\"], \\\"@\\\")\\n pos = bitmexData[\\\"data\\\"][0][\\\"currentQty\\\"]\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto APIKEY = \\\"your Access Key(Bitmex API ID)\\\";\\n auto expires = Unix() + 10;\\n auto signature = exchange.Encode(\\\"sha256\\\", \\\"string\\\", \\\"hex\\\", format(\\\"GET/realtime%d\\\", expires), \\\"hex\\\", \\\"{{secretkey}}\\\");\\n\\n auto client = Dial(\\\"wss://www.bitmex.com/realtime\\\", 60);\\n json auth = R\\\"({\\\"args\\\": [], \\\"op\\\": \\\"authKeyExpires\\\"})\\\"_json;\\n\\n auth[\\\"args\\\"].push_back(APIKEY);\\n auth[\\\"args\\\"].push_back(expires);\\n auth[\\\"args\\\"].push_back(signature);\\n auto pos = 0;\\n client.write(auth.dump());\\n client.write(\\\"{\\\\\\\"op\\\\\\\": \\\\\\\"subscribe\\\\\\\", \\\\\\\"args\\\\\\\": \\\\\\\"position\\\\\\\"}\\\");\\n while(true) {\\n auto bitmexData = json::parse(client.read());\\n if(bitmexData[\\\"table\\\"] == \\\"position\\\" && bitmexData[\\\"data\\\"][0].find(\\\"currentQty\\\") != bitmexData[\\\"data\\\"][0].end() && pos != bitmexData[\\\"data\\\"][0][\\\"currentQty\\\"]) {\\n Log(\\\"Test\\\");\\n Log(\\\"position change\\\", pos, bitmexData[\\\"data\\\"][0][\\\"currentQty\\\"], \\\"@\\\");\\n pos = bitmexData[\\\"data\\\"][0][\\\"currentQty\\\"];\\n }\\n }\\n}\", \"lang\": \"cpp\"}], \"value\": \"BitMEX Position Change Push Notification (WebSocket Protocol) Example:\"}], \"remarks\": [\"Only live trading supports calling the ```exchange.Encode()``` function. The reference methods ```\\\"{{accesskey}}\\\"``` and ```\\\"{{secretkey}}\\\"``` are only valid when used within the ```exchange.Encode()``` function.\"], \"returns\": [{\"info\": \"The ```exchange.Encode()``` function returns the calculated hash value encoding.\", \"type\": \"string\"}], \"seeAlso\": [\"{@var/EXCHANGE exchange}, {@fun/Global/Encode Encode}\"], \"syntax\": [\"exchange.Encode(algo, inputFormat, outputFormat, data)\", \"exchange.Encode(algo, inputFormat, outputFormat, data, keyFormat, key)\"], \"title\": \"exchange.Encode\"}, {\"_src_hash\": \"3d7a105bfc709edc488e0915e41a466c0705334d8067fd3562780066805af588\", \"args\": [{\"info\": \"The ```method``` parameter specifies the name of the concurrent function. Note that this parameter is a function name string, not a function reference.\", \"name\": \"method\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Parameters for the **concurrent execution function**. There may be multiple ```arg``` parameters. The type and number of ```arg``` parameters depend on the parameter requirements of the **concurrent execution function**.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / object / array / function / any (any type supported by the platform)\"}], \"desc\": [\"Multi-threaded asynchronous support function that converts all supported function operations to asynchronous concurrent execution.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // The following four operations are executed asynchronously in concurrent multi-threads, they don't consume time and return immediately\\n var a = exchange.Go(\\\"GetTicker\\\")\\n var b = exchange.Go(\\\"GetDepth\\\")\\n var c = exchange.Go(\\\"Buy\\\", 1000, 0.1)\\n var d = exchange.Go(\\\"GetRecords\\\", PERIOD_H1)\\n\\n // Call wait method to wait for the asynchronous ticker result to return\\n var ticker = a.wait()\\n // Returns depth, it's possible to return null if fetching fails\\n var depth = b.wait()\\n // Returns order ID, with 1 second timeout limit, returns undefined on timeout, this object can continue to call wait if the previous wait timed out\\n var orderId = c.wait(1000)\\n if(typeof(orderId) == \\\"undefined\\\") {\\n // Timeout, fetch again\\n orderId = c.wait()\\n }\\n var records = d.wait()\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n a = exchange.Go(\\\"GetTicker\\\")\\n b = exchange.Go(\\\"GetDepth\\\")\\n c = exchange.Go(\\\"Buy\\\", 1000, 0.1)\\n d = exchange.Go(\\\"GetRecords\\\", PERIOD_H1)\\n\\n ticker, ok = a.wait()\\n depth, ok = b.wait()\\n orderId, ok = c.wait(1000)\\n if ok == False:\\n orderId, ok = c.wait()\\n records, ok = d.wait()\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto a = exchange.Go(\\\"GetTicker\\\");\\n auto b = exchange.Go(\\\"GetDepth\\\");\\n auto c = exchange.Go(\\\"Buy\\\", 1000, 0.1);\\n auto d = exchange.Go(\\\"GetRecords\\\", PERIOD_H1);\\n\\n Ticker ticker;\\n Depth depth;\\n Records records;\\n TId orderId;\\n a.wait(ticker);\\n b.wait(depth);\\n if(!c.wait(orderId, 300)) {\\n c.wait(orderId);\\n }\\n d.wait(records);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Example of using ```exchange.Go()``` function. To check for ```undefined```, you need to use ```typeof(xx) === \\\"undefined\\\"```, because in JavaScript the comparison ```null == undefined``` evaluates to true.\"}, {\"examples\": [{\"code\": \"function main() {\\n var d = exchange.Go(\\\"GetRecords\\\", PERIOD_H1)\\n // Wait for K-line result\\n var records = d.wait()\\n // Here wait is called on an async operation that has already been waited and completed, will return null and log error message\\n var ret = d.wait()\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n d = exchange.Go(\\\"GetRecords\\\", PERIOD_H1)\\n records, ok = d.wait()\\n ret, ok = d.wait()\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto d = exchange.Go(\\\"GetRecords\\\", PERIOD_H1);\\n Records records;\\n d.wait(records);\\n Records ret;\\n d.wait(ret);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Calling the ```wait()``` method on a released concurrent object will trigger an error:\"}, {\"examples\": [{\"code\": \"function main() {\\n while(true) {\\n var beginTS = new Date().getTime()\\n var arrRoutine = []\\n var arrTicker = []\\n var arrName = []\\n for(var i = 0; i < exchanges.length; i++) {\\n arrRoutine.push(exchanges[i].Go(\\\"GetTicker\\\"))\\n arrName.push(exchanges[i].GetName())\\n }\\n\\n for(var i = 0; i < arrRoutine.length; i++) {\\n arrTicker.push(arrRoutine[i].wait())\\n }\\n var endTS = new Date().getTime()\\n\\n var tbl = {\\n type: \\\"table\\\",\\n title: \\\"Market Data\\\",\\n cols: [\\\"Index\\\", \\\"Name\\\", \\\"Last Price\\\"],\\n rows: []\\n }\\n\\n for(var i = 0; i < arrTicker.length; i++) {\\n tbl.rows.push([i, arrName[i], arrTicker[i].Last])\\n }\\n\\n LogStatus(_D(), \\\"Total time for concurrent ticker retrieval:\\\", endTS - beginTS, \\\"ms\\\", \\\"\\\\n\\\", \\\"`\\\" + JSON.stringify(tbl) + \\\"`\\\")\\n Sleep(500)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import time\\nimport json\\ndef main():\\n while True:\\n beginTS = time.time()\\n arrRoutine = []\\n arrTicker = []\\n arrName = []\\n for i in range(len(exchanges)):\\n arrRoutine.append(exchanges[i].Go(\\\"GetTicker\\\"))\\n arrName.append(exchanges[i].GetName())\\n\\n for i in range(len(exchanges)):\\n ticker, ok = arrRoutine[i].wait()\\n arrTicker.append(ticker)\\n\\n endTS = time.time()\\n tbl = {\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"Market Data\\\",\\n \\\"cols\\\": [\\\"Index\\\", \\\"Name\\\", \\\"Last Price\\\"],\\n \\\"rows\\\": []\\n }\\n\\n for i in range(len(arrTicker)):\\n tbl[\\\"rows\\\"].append([i, arrName[i], arrTicker[i][\\\"Last\\\"]])\\n\\n LogStatus(_D(), \\\"Total time for concurrent ticker retrieval:\\\", endTS - beginTS, \\\"seconds\\\", \\\"\\\\n\\\", \\\"`\\\" + json.dumps(tbl) + \\\"`\\\")\\n Sleep(500)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n while(true) {\\n int length = exchanges.size();\\n auto beginTS = UnixNano() / 1000000;\\n Ticker arrTicker[length] = {};\\n string arrName[length] = {};\\n\\n // Note: Based on the number of exchange objects added, you need to execute the corresponding exchanges[n].Go function. This example requires adding four exchange objects, which can be modified according to actual needs\\n auto r0 = exchanges[0].Go(\\\"GetTicker\\\");\\n auto r1 = exchanges[1].Go(\\\"GetTicker\\\");\\n auto r2 = exchanges[2].Go(\\\"GetTicker\\\");\\n auto r3 = exchanges[3].Go(\\\"GetTicker\\\");\\n GoObj *arrRoutine[length] = {&r0, &r1, &r2, &r3};\\n\\n for(int i = 0; i < length; i++) {\\n arrName[i] = exchanges[i].GetName();\\n }\\n\\n for(int i = 0; i < length; i++) {\\n Ticker ticker;\\n arrRoutine[i]->wait(ticker);\\n arrTicker[i] = ticker;\\n }\\n auto endTS = UnixNano() / 1000000;\\n\\n json tbl = R\\\"({\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": \\\"Market Data\\\",\\n \\\"cols\\\": [\\\"Index\\\", \\\"Name\\\", \\\"Last Price\\\"],\\n \\\"rows\\\": []\\n })\\\"_json;\\n\\n for(int i = 0; i < length; i++) {\\n json arr = R\\\"([\\\"\\\", \\\"\\\", \\\"\\\"])\\\"_json;\\n arr[0] = format(\\\"%d\\\", i);\\n arr[1] = arrName[i];\\n arr[2] = format(\\\"%f\\\", arrTicker[i].Last);\\n tbl[\\\"rows\\\"].push_back(arr);\\n }\\n\\n LogStatus(_D(), \\\"Total time for concurrent ticker retrieval:\\\", format(\\\"%d\\\", endTS - beginTS), \\\"ms\\\", \\\"\\\\n\\\", \\\"`\\\" + tbl.dump() + \\\"`\\\");\\n Sleep(500);\\n }\\n}\", \"lang\": \"cpp\"}], \"value\": \"Concurrently retrieve market data from multiple exchanges:\"}, {\"examples\": [{\"code\": \"function main() {\\n /*\\n Test using OKX futures order placement interface\\n POST /api/v5/trade/order\\n */\\n\\n var beginTS = new Date().getTime()\\n var param = {\\\"instId\\\":\\\"BTC-USDT-SWAP\\\",\\\"tdMode\\\":\\\"cross\\\",\\\"side\\\":\\\"buy\\\",\\\"ordType\\\":\\\"limit\\\",\\\"px\\\":\\\"16000\\\",\\\"sz\\\":\\\"1\\\",\\\"posSide\\\":\\\"long\\\"}\\n var ret1 = exchange.Go(\\\"IO\\\", \\\"api\\\", \\\"POST\\\", \\\"/api/v5/trade/order\\\", \\\"\\\", JSON.stringify(param))\\n var ret2 = exchange.Go(\\\"IO\\\", \\\"api\\\", \\\"POST\\\", \\\"/api/v5/trade/order\\\", \\\"\\\", JSON.stringify(param))\\n var ret3 = exchange.Go(\\\"IO\\\", \\\"api\\\", \\\"POST\\\", \\\"/api/v5/trade/order\\\", \\\"\\\", JSON.stringify(param))\\n\\n var id1 = ret1.wait()\\n var id2 = ret2.wait()\\n var id3 = ret3.wait()\\n var endTS = new Date().getTime()\\n\\n Log(\\\"id1:\\\", id1)\\n Log(\\\"id2:\\\", id2)\\n Log(\\\"id3:\\\", id3)\\n Log(\\\"Concurrent order time:\\\", endTS - beginTS, \\\"ms\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import time\\nimport json\\ndef main():\\n beginTS = time.time()\\n param = {\\\"instId\\\":\\\"BTC-USDT-SWAP\\\",\\\"tdMode\\\":\\\"cross\\\",\\\"side\\\":\\\"buy\\\",\\\"ordType\\\":\\\"limit\\\",\\\"px\\\":\\\"16000\\\",\\\"sz\\\":\\\"1\\\",\\\"posSide\\\":\\\"long\\\"}\\n ret1 = exchange.Go(\\\"IO\\\", \\\"api\\\", \\\"POST\\\", \\\"/api/v5/trade/order\\\", \\\"\\\", json.dumps(param))\\n ret2 = exchange.Go(\\\"IO\\\", \\\"api\\\", \\\"POST\\\", \\\"/api/v5/trade/order\\\", \\\"\\\", json.dumps(param))\\n ret3 = exchange.Go(\\\"IO\\\", \\\"api\\\", \\\"POST\\\", \\\"/api/v5/trade/order\\\", \\\"\\\", json.dumps(param))\\n\\n id1, ok1 = ret1.wait()\\n id2, ok2 = ret2.wait()\\n id3, ok3 = ret3.wait()\\n endTS = time.time()\\n\\n Log(\\\"id1:\\\", id1)\\n Log(\\\"id2:\\\", id2)\\n Log(\\\"id3:\\\", id3)\\n Log(\\\"Concurrent order time:\\\", endTS - beginTS, \\\"seconds\\\")\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto beginTS = UnixNano() / 1000000;\\n json param = R\\\"({\\\"instId\\\":\\\"BTC-USDT-SWAP\\\",\\\"tdMode\\\":\\\"cross\\\",\\\"side\\\":\\\"buy\\\",\\\"ordType\\\":\\\"limit\\\",\\\"px\\\":\\\"16000\\\",\\\"sz\\\":\\\"1\\\",\\\"posSide\\\":\\\"long\\\"})\\\"_json;\\n auto ret1 = exchange.Go(\\\"IO\\\", \\\"api\\\", \\\"POST\\\", \\\"/api/v5/trade/order\\\", \\\"\\\", param.dump());\\n auto ret2 = exchange.Go(\\\"IO\\\", \\\"api\\\", \\\"POST\\\", \\\"/api/v5/trade/order\\\", \\\"\\\", param.dump());\\n auto ret3 = exchange.Go(\\\"IO\\\", \\\"api\\\", \\\"POST\\\", \\\"/api/v5/trade/order\\\", \\\"\\\", param.dump());\\n\\n json id1 = R\\\"({})\\\"_json;\\n json id2 = R\\\"({})\\\"_json;\\n json id3 = R\\\"({})\\\"_json;\\n\\n ret1.wait(id1);\\n ret2.wait(id2);\\n ret3.wait(id3);\\n auto endTS = UnixNano() / 1000000;\\n\\n Log(\\\"id1:\\\", id1);\\n Log(\\\"id2:\\\", id2);\\n Log(\\\"id3:\\\", id3);\\n Log(\\\"Concurrent order time:\\\", endTS - beginTS, \\\"ms\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"Concurrent calls to the ```exchange.IO(\\\"api\\\", ...)``` function:\"}, {\"examples\": [{\"code\": \"function main() {\\n var counter = 0\\n var arr = [] // Used to test continuous reference of concurrent related variables\\n var symbols = [\\\"BTC_USDT\\\", \\\"ETH_USDT\\\", \\\"SOL_USDT\\\", \\\"LTC_USDT\\\", \\\"EOS_USDT\\\"]\\n while (true) {\\n var arrRoutine = []\\n for (var symbol of symbols) {\\n var r = exchange.Go(\\\"GetTicker\\\", symbol)\\n arrRoutine.push(r) // Record concurrent objects to call r.wait() function to get results, cleared each loop iteration\\n // arr.push(r) // If this line of code is used, it will continuously reference concurrent objects at runtime and cannot be automatically released. When the number of concurrent operations exceeds 2000, an error will be reported: ```InternalError: too many routine wait, max is 2000```.\\n counter++\\n }\\n\\n // Iterate through arrRoutine to call r.wait()\\n\\n LogStatus(_D(), \\\"routine number:\\\", counter)\\n Sleep(50)\\n }\\n}\", \"lang\": \"javascript\"}], \"value\": \"Testing for automatic release mechanism\"}], \"remarks\": [\"This function only creates multi-threaded execution tasks during live trading. Backtesting does not support multi-threaded concurrent execution tasks (available in backtesting environment but still executes sequentially).\", \"After the ```exchange.Go()``` function returns an object, call the ```wait()``` method of that object to get the data returned by the thread. When concurrent multi-threaded tasks are completed and related variables are no longer referenced, the system will automatically reclaim resources at the underlying level.\", \"The ```wait()``` method supports timeout parameters:\\n\\n1. Without setting a timeout parameter, i.e., ```wait()```, or setting the timeout parameter to 0, i.e., ```wait(0)```. The ```wait()``` function will block and wait until the concurrent thread finishes running and returns the execution result of the concurrent thread.\\n\\n2. Setting the timeout parameter to -1, i.e., ```wait(-1)```. The ```wait()``` function will return immediately. Return values differ between programming languages; please refer to the calling examples in this section for details.\\n\\n3. Setting a specific timeout parameter, such as ```wait(300)```. The ```wait()``` function will wait for a maximum of 300 milliseconds before returning.\", \"Although the system has an automatic recycling mechanism at the underlying level, if related variables are continuously referenced, concurrent threads will not be released. When the number of concurrent threads exceeds 2000, an error will be reported: ```\\\"too many routine wait, max is 2000\\\"```.\", \"Supported functions: ```GetTicker```, ```GetDepth```, ```GetTrades```, ```GetRecords```, ```GetAccount```, ```GetOrders```, ```GetOrder```, ```CancelOrder```, ```Buy```, ```Sell```, ```GetPositions```, ```IO```, etc. These functions are executed based on the current {@var/EXCHANGE exchange} exchange object when called concurrently.\", \"Differences between Python and JavaScript languages: In Python, the ```wait()``` function of the concurrent object returns two parameters. The first is the result returned by the asynchronous API call, and the second indicates whether the asynchronous call is completed.\\n```python\\ndef main():\\n d = exchange.Go(\\\"GetRecords\\\", PERIOD_D1)\\n # ok will always return True unless the strategy is stopped\\n ret, ok = d.wait()\\n # If wait times out, or if waiting on an already finished instance, ok returns False\\n ret, ok = d.wait(100)\\n```\"], \"returns\": [{\"info\": \"The ```exchange.Go()``` function immediately returns a concurrent object. You can use the ```wait()``` method of this concurrent object to get the result of the concurrent request.\", \"type\": \"object\"}], \"seeAlso\": [\"{@fun/Global/Mail_Go Mail_Go}, {@fun/Global/HttpQuery_Go HttpQuery_Go}, {@fun/Global/EventLoop EventLoop}, {@fun/Trade/exchange.IO exchange.IO} (API Rate Limiting Control)\"], \"syntax\": [\"exchange.Go(method)\", \"exchange.Go(method, ...args)\"], \"title\": \"exchange.Go\"}], \"title\": \"Trade\"}, {\"_src_hash\": \"8d8e1bd618b7acfdea30fedffe69b60ac1d494e37ded3b1ca34a3fc608ac31be\", \"children\": [{\"_src_hash\": \"0c4a0240bda91b04f530ec1b90d3557881774a56420aa3cb48216e5975060181\", \"desc\": [\"The ```exchange.GetAccount()``` function is used to request exchange account information. The ```GetAccount()``` function is a member function of the exchange object {@var/EXCHANGE exchange}. The member functions (methods) of the ```exchange``` object are only related to ```exchange```, which will not be repeated in subsequent documentation.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // 切换交易对\\n exchange.IO(\\\"currency\\\", \\\"BTC_USDT\\\")\\n // 以OKX期货为例，设置合约为当周合约，当前交易对为BTC_USDT，所以当前合约为BTC的U本位当周合约\\n exchange.SetContractType(\\\"this_week\\\")\\n // 获取当前账户资产数据\\n var account = exchange.GetAccount()\\n // USDT作为保证金的可用余额\\n Log(account.Balance)\\n // USDT作为保证金的冻结金额\\n Log(account.FrozenBalance)\\n // 当前资产权益\\n Log(account.Equity)\\n // 当前资产作为保证金的所有持仓的未实现盈亏\\n Log(account.UPnL)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.IO(\\\"currency\\\", \\\"BTC_USDT\\\")\\n exchange.SetContractType(\\\"this_week\\\")\\n account = exchange.GetAccount()\\n Log(account[\\\"Balance\\\"])\\n Log(account[\\\"FrozenBalance\\\"])\\n Log(account[\\\"Equity\\\"])\\n Log(account[\\\"UPnL\\\"])\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n exchange.IO(\\\"currency\\\", \\\"BTC_USDT\\\");\\n exchange.SetContractType(\\\"this_week\\\");\\n auto account = exchange.GetAccount();\\n Log(account.Balance);\\n Log(account.FrozenBalance);\\n Log(account.Equity);\\n Log(account.UPnL);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Set trading pair and contract code, get current account information.\"}], \"remarks\": [\"If the exchange object is set to a cryptocurrency futures contract exchange and switched to contracts using ```USDT``` as margin (for switching methods, please refer to {@fun/Account/exchange.SetCurrency exchange.SetCurrency}, {@fun/Futures/exchange.SetContractType exchange.SetContractType} functions), assets are margined in ```USDT``` and recorded in the ```Balance``` and ```FrozenBalance``` properties of the {@struct/Account Account} structure.\", \"If the exchange object is set to a cryptocurrency futures contract exchange and switched to coin-margined contracts, assets are margined in coins and recorded in the ```Stocks``` and ```FrozenStocks``` properties of the {@struct/Account Account} structure.\", \"When using Binance Futures unified account, when calling the ```exchange.GetAccount()``` function to request account information, the encapsulated data is the amount of all assets converted to **USD**, displayed in the ```Balance``` field of the {@struct/Account Account} structure. To calculate the converted amount of other assets, divide the USD converted amount by the index price (of the asset to be converted) and then divide by the collateral rate (of the asset to be converted).\"], \"returns\": [{\"info\": \"Query account asset information. Returns {@struct/Account Account} structure on successful query, returns null on failed query.\", \"type\": \"{@struct/Account Account} / null\"}], \"seeAlso\": [\"{@struct/Account Account}, {@fun/Account/exchange.SetCurrency exchange.SetCurrency}, {@fun/Futures/exchange.SetContractType exchange.SetContractType}\"], \"syntax\": [\"exchange.GetAccount()\"], \"title\": \"exchange.GetAccount\"}, {\"_src_hash\": \"9fb45e3d471f7918001b5c5c5aff9dc06b330ed8bd3453162854d90c70791a8e\", \"desc\": [\"The ```exchange.GetAssets``` function is used to request asset information from the exchange account.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // exchange.SetCurrency(\\\"BTC_USDT\\\") // 可以设置交易对\\n // exchange.SetContractType(\\\"swap\\\") // 可以设置合约\\n var assets = exchange.GetAssets()\\n Log(assets)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # exchange.SetCurrency(\\\"BTC_USDT\\\") # 可以设置交易对\\n # exchange.SetContractType(\\\"swap\\\") # 可以设置合约\\n assets = exchange.GetAssets()\\n Log(assets)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n // exchange.SetCurrency(\\\"BTC_USDT\\\"); // 可以设置交易对\\n // exchange.SetContractType(\\\"swap\\\"); // 可以设置合约\\n auto assets = exchange.GetAssets();\\n Log(assets);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Get exchange account asset information, ```exchange.GetAssets()``` returns an array with Asset structure elements.\"}], \"remarks\": [\"The ```GetAssets()``` function of futures exchange objects returns margin asset information under the current trading pair (coin-margined, USDT-margined, USDC-margined, etc.).\"], \"returns\": [{\"info\": \"The ```exchange.GetAssets()``` function returns an array of {@struct/Asset Asset} structures when the data request is successful, and returns null when the data request fails.\", \"type\": \"{@struct/Asset Asset} array / null\"}], \"seeAlso\": [\"{@struct/Asset Asset}\"], \"syntax\": [\"exchange.GetAssets()\"], \"title\": \"exchange.GetAssets\"}, {\"_src_hash\": \"3cc28408f1f7e1736fdeee985e7a9de6504e75db152a333d8ad249f003e940d1\", \"desc\": [\"The ```exchange.GetName()``` function is used to get the exchange name bound to the current exchange object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n Log(\\\"Check if exchange object is Binance spot, result:\\\", exchange.GetName() == \\\"Binance\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(\\\"Check if exchange object is Binance spot, result:\\\", exchange.GetName() == \\\"Binance\\\")\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n Log(\\\"Check if exchange object is Binance spot, result:\\\", exchange.GetName() == \\\"Binance\\\");\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```exchange.GetName()``` function is commonly used to identify exchange objects such as ```exchange``` or ```exchanges[1]```, ```exchanges[2]``` etc. in strategy code. Cryptocurrency futures contract exchange names have a fixed prefix ```Futures_```.\"], \"returns\": [{\"info\": \"The ```exchange.GetName()``` function returns the exchange name defined by the FMZ Quant Trading Platform.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/Account/exchange.GetLabel exchange.GetLabel}\"], \"syntax\": [\"exchange.GetName()\"], \"title\": \"exchange.GetName\"}, {\"_src_hash\": \"975eff3dcc539844087d8ae497498c10a848927b56a48a60e7b254e1e28bf458\", \"desc\": [\"The ```exchange.GetLabel()``` function is used to get the custom label set when configuring the exchange object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n Log(\\\"exchange label:\\\", exchange.GetLabel())\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(\\\"exchange label:\\\", exchange.GetLabel())\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n Log(\\\"exchange label:\\\", exchange.GetLabel());\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"Identify exchange objects such as ```exchange``` or ```exchanges[1]```, ```exchanges[2]``` etc. in the strategy code through the set labels.\"], \"returns\": [{\"info\": \"The ```exchange.GetLabel()``` function returns the custom label set when configuring the exchange object.\", \"type\": \"string\"}], \"seeAlso\": [\"{@var/EXCHANGE exchange}\"], \"syntax\": [\"exchange.GetLabel()\"], \"title\": \"exchange.GetLabel\"}, {\"_src_hash\": \"e40486dfc624189fe0c6f0e181aedad658bedb77be0c0847d26fa1c50dcf7224\", \"desc\": [\"The ```exchange.GetCurrency()``` function is used to get the currently set trading pair.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n Log(\\\"Current trading pair:\\\", exchange.GetCurrency())\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(\\\"Current trading pair:\\\", exchange.GetCurrency())\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n Log(\\\"Current trading pair:\\\", exchange.GetCurrency());\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The trading pair format is uniformly in uppercase, using underscore to separate ```baseCurrency``` and ```quoteCurrency```, for example: ```BTC_USDT```.\"], \"returns\": [{\"info\": \"The ```exchange.GetCurrency()``` function returns the trading pair set for the current {@var/EXCHANGE exchange} exchange object.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/Account/exchange.SetCurrency exchange.SetCurrency}\"], \"syntax\": [\"exchange.GetCurrency()\"], \"title\": \"exchange.GetCurrency\"}, {\"_src_hash\": \"c4988164a1087e8a909e67fc847cda52f51fdf272e057852c44a0c5f961c31a7\", \"args\": [{\"info\": \"The ```currency``` parameter is used to set the trading pair to switch to. The trading pair format is uniformly uppercase, using underscore to separate ```baseCurrency``` and ```quoteCurrency```, for example: ```BTC_USDT```.\", \"name\": \"currency\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"The ```exchange.SetCurrency()``` function is used to switch the current trading pair of the exchange object {@var/EXCHANGE exchange}.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var ticker = exchange.GetTicker()\\n Log(ticker)\\n Log(exchange.GetAccount())\\n // Switch trading pair, note the changes in market data and account information after switching\\n exchange.SetCurrency(\\\"LTC_USDT\\\")\\n Log(\\\"Switched to LTC_USDT\\\")\\n ticker = exchange.GetTicker()\\n Log(ticker)\\n Log(exchange.GetAccount())\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n ticker = exchange.GetTicker()\\n Log(ticker)\\n Log(exchange.GetAccount())\\n exchange.SetCurrency(\\\"LTC_USDT\\\")\\n Log(\\\"Switched to LTC_USDT\\\")\\n ticker = exchange.GetTicker()\\n Log(ticker)\\n Log(exchange.GetAccount())\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto ticker = exchange.GetTicker();\\n Log(ticker);\\n Log(exchange.GetAccount());\\n exchange.SetCurrency(\\\"LTC_USDT\\\");\\n Log(\\\"Switched to LTC_USDT\\\");\\n ticker = exchange.GetTicker();\\n Log(ticker);\\n Log(exchange.GetAccount());\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"1. Compatible with ```exchange.IO(\\\"currency\\\", \\\"BTC_USDT\\\")``` switching method, refer to {@fun excahnge.IO}.\\n\\n2. Supports switching trading pairs in the backtesting system. When switching trading pairs in the backtesting system, the quote currency name cannot be changed. For example: ```BTC_USDT``` can be switched to ```LTC_USDT```, but cannot be switched to ```LTC_BTC```.\\n\\n3. After switching to a trading pair that is not initially set on the backtesting page, the amount of the base currency is 0. For example: during backtesting, the initially set trading pair on the backtesting page is ```BTC_USDT```, with 3 ```BTC``` and 10000 ```USDT```. When immediately switching to ```LTC_USDT```, after switching, the base currency amount is 0, meaning the ```LTC``` amount in the account is 0, and the switched trading pair shares the ```USDT``` amount, which remains 10000.\"], \"seeAlso\": [\"{@fun/Account/exchange.GetCurrency exchange.GetCurrency}\"], \"syntax\": [\"exchange.SetCurrency(currency)\"], \"title\": \"exchange.SetCurrency\"}, {\"_src_hash\": \"941a9003409c929b2b0435727735a157c9e2b8a6bfe882a49ef94034f1586590\", \"desc\": [\"The ```exchange.GetQuoteCurrency()``` function is used to get the quote currency name of the current trading pair, i.e., ```quoteCurrency```.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n exchange.SetCurrency(\\\"BTC_USDT\\\")\\n Log(\\\"Quote currency for BTC_USDT:\\\", exchange.GetQuoteCurrency())\\n // exchange.SetCurrency(\\\"ETH_BTC\\\")\\n // Log(\\\"Quote currency for ETH_BTC:\\\", exchange.GetQuoteCurrency())\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.SetCurrency(\\\"BTC_USDT\\\")\\n Log(\\\"Quote currency for BTC_USDT:\\\", exchange.GetQuoteCurrency())\\n # exchange.SetCurrency(\\\"ETH_BTC\\\")\\n # Log(\\\"Quote currency for ETH_BTC:\\\", exchange.GetQuoteCurrency())\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n exchange.SetCurrency(\\\"BTC_USDT\\\");\\n Log(\\\"Quote currency for BTC_USDT:\\\", exchange.GetQuoteCurrency());\\n // exchange.SetCurrency(\\\"ETH_BTC\\\")\\n // Log(\\\"Quote currency for ETH_BTC:\\\", exchange.GetQuoteCurrency())\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"For example: if the current trading pair of the {@var/EXCHANGE exchange} exchange object is ```BTC_USDT```, the ```exchange.GetQuoteCurrency()``` function returns ```USDT```. If the current trading pair is ```ETH_BTC```, the ```exchange.GetQuoteCurrency()``` function returns ```BTC```.\"], \"returns\": [{\"info\": \"The ```exchange.GetQuoteCurrency()``` function returns the quote currency name of the current trading pair.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/Account/exchange.GetCurrency exchange.GetCurrency}, {@fun/Account/exchange.SetCurrency exchange.SetCurrency}\"], \"syntax\": [\"exchange.GetQuoteCurrency()\"], \"title\": \"exchange.GetQuoteCurrency\"}], \"title\": \"Account\"}, {\"_src_hash\": \"b27ec2bd2fa8a698581073958ee6928229dfc3e6a48f782e62cdbabf94525443\", \"children\": [{\"_src_hash\": \"53dc2194d35f9410d74eff979657c02eedfe833aa53762e90c25d56df3c8ac1e\", \"args\": [{\"info\": \"The ```symbol``` parameter is used to set the **trading symbol** or **range of trading symbols** to be queried.\\n\\nWhen the ```symbol``` parameter is not passed, it defaults to requesting position data for all symbols within the dimension range of the current trading pair and contract code.\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"The ```exchange.GetPositions()``` function is used to get position information; ```GetPositions()``` function is a member function of the exchange object {@var/EXCHANGE exchange}.\\n\\nThe ```GetPositions()``` function gets the position information of the exchange account bound to the exchange object ```exchange```. The purpose of member functions (methods) of the ```exchange``` object is only related to ```exchange```, which will not be repeated in subsequent documentation.\"], \"examples\": [{\"examples\": [{\"code\": \"/*backtest\\nstart: 2024-05-21 00:00:00\\nend: 2024-09-05 00:00:00\\nperiod: 5m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Futures_Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n*/\\n\\nfunction main() {\\n var arrSymbol = [\\\"BTC_USDT.swap\\\", \\\"BTC_USDT.quarter\\\", \\\"ETH_USDT.swap\\\", \\\"ETH_USDT.quarter\\\"]\\n\\n for (var symbol of arrSymbol) {\\n exchange.CreateOrder(symbol, \\\"buy\\\", -1, 1)\\n exchange.CreateOrder(symbol, \\\"sell\\\", -1, 1)\\n }\\n\\n var defaultPositions = exchange.GetPositions()\\n var swapPositions = exchange.GetPositions(\\\"USDT.swap\\\")\\n var futuresPositions = exchange.GetPositions(\\\"USDT.futures\\\")\\n var btcUsdtSwapPositions = exchange.GetPositions(\\\"BTC_USDT.swap\\\")\\n\\n var tbls = []\\n var arr = [defaultPositions, swapPositions, futuresPositions, btcUsdtSwapPositions]\\n var tblDesc = [\\\"defaultPositions\\\", \\\"swapPositions\\\", \\\"futuresPositions\\\", \\\"btcUsdtSwapPositions\\\"]\\n for (var index in arr) {\\n var positions = arr[index]\\n var tbl = {type: \\\"table\\\", title: tblDesc[index], cols: [\\\"Symbol\\\", \\\"MarginLevel\\\", \\\"Amount\\\", \\\"FrozenAmount\\\", \\\"Price\\\", \\\"Profit\\\", \\\"Type\\\", \\\"ContractType\\\", \\\"Margin\\\"], rows: [] }\\n for (var pos of positions) {\\n tbl.rows.push([pos.Symbol, pos.MarginLevel, pos.Amount, pos.FrozenAmount, pos.Price, pos.Profit, pos.Type, pos.ContractType, pos.Margin])\\n }\\n tbls.push(tbl)\\n }\\n\\n LogStatus(\\\"`\\\" + JSON.stringify(tbls) + \\\"`\\\")\\n\\n // Print output information once and return to prevent subsequent order execution during backtesting, which would affect data observation\\n return\\n}\", \"lang\": \"javascript\"}, {\"code\": \"'''backtest\\nstart: 2024-05-21 00:00:00\\nend: 2024-09-05 00:00:00\\nperiod: 5m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Futures_Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n'''\\n\\nimport json\\n\\ndef main():\\n arrSymbol = [\\\"BTC_USDT.swap\\\", \\\"BTC_USDT.quarter\\\", \\\"ETH_USDT.swap\\\", \\\"ETH_USDT.quarter\\\"]\\n\\n for symbol in arrSymbol:\\n exchange.CreateOrder(symbol, \\\"buy\\\", -1, 1)\\n exchange.CreateOrder(symbol, \\\"sell\\\", -1, 1)\\n\\n defaultPositions = exchange.GetPositions()\\n swapPositions = exchange.GetPositions(\\\"USDT.swap\\\")\\n futuresPositions = exchange.GetPositions(\\\"USDT.futures\\\")\\n btcUsdtSwapPositions = exchange.GetPositions(\\\"BTC_USDT.swap\\\")\\n\\n tbls = []\\n arr = [defaultPositions, swapPositions, futuresPositions, btcUsdtSwapPositions]\\n tblDesc = [\\\"defaultPositions\\\", \\\"swapPositions\\\", \\\"futuresPositions\\\", \\\"btcUsdtSwapPositions\\\"]\\n for index in range(len(arr)):\\n positions = arr[index]\\n tbl = {\\\"type\\\": \\\"table\\\", \\\"title\\\": tblDesc[index], \\\"cols\\\": [\\\"Symbol\\\", \\\"MarginLevel\\\", \\\"Amount\\\", \\\"FrozenAmount\\\", \\\"Price\\\", \\\"Profit\\\", \\\"Type\\\", \\\"ContractType\\\", \\\"Margin\\\"], \\\"rows\\\": []}\\n for pos in positions:\\n tbl[\\\"rows\\\"].append([pos[\\\"Symbol\\\"], pos[\\\"MarginLevel\\\"], pos[\\\"Amount\\\"], pos[\\\"FrozenAmount\\\"], pos[\\\"Price\\\"], pos[\\\"Profit\\\"], pos[\\\"Type\\\"], pos[\\\"ContractType\\\"], pos[\\\"Margin\\\"]])\\n\\n tbls.append(tbl)\\n\\n LogStatus(\\\"`\\\" + json.dumps(tbls) + \\\"`\\\")\\n\\n return\", \"lang\": \"python\"}, {\"code\": \"/*backtest\\nstart: 2024-05-21 00:00:00\\nend: 2024-09-05 00:00:00\\nperiod: 5m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Futures_Binance\\\",\\\"currency\\\":\\\"BTC_USDT\\\"}]\\n*/\\n\\nvoid main() {\\n auto arrSymbol = {\\\"BTC_USDT.swap\\\", \\\"BTC_USDT.quarter\\\", \\\"ETH_USDT.swap\\\", \\\"ETH_USDT.quarter\\\"};\\n\\n for (const auto& symbol : arrSymbol) {\\n exchange.CreateOrder(symbol, \\\"buy\\\", -1, 1);\\n exchange.CreateOrder(symbol, \\\"sell\\\", -1, 1);\\n }\\n\\n auto defaultPositions = exchange.GetPositions();\\n auto swapPositions = exchange.GetPositions(\\\"USDT.swap\\\");\\n auto futuresPositions = exchange.GetPositions(\\\"USDT.futures\\\");\\n auto btcUsdtSwapPositions = exchange.GetPositions(\\\"BTC_USDT.swap\\\");\\n\\n json tbls = R\\\"([])\\\"_json;\\n std::vector> arr = {defaultPositions, swapPositions, futuresPositions, btcUsdtSwapPositions};\\n std::string tblDesc[] = {\\\"defaultPositions\\\", \\\"swapPositions\\\", \\\"futuresPositions\\\", \\\"btcUsdtSwapPositions\\\"};\\n for (int index = 0; index < arr.size(); index++) {\\n auto positions = arr[index];\\n json tbl = R\\\"({\\n \\\"type\\\": \\\"table\\\",\\n \\\"cols\\\": [\\\"Symbol\\\", \\\"MarginLevel\\\", \\\"Amount\\\", \\\"FrozenAmount\\\", \\\"Price\\\", \\\"Profit\\\", \\\"Type\\\", \\\"ContractType\\\", \\\"Margin\\\"],\\n \\\"rows\\\": []\\n })\\\"_json;\\n tbl[\\\"title\\\"] = tblDesc[index];\\n\\n for (const auto& pos : positions) {\\n json arrJson = R\\\"([])\\\"_json;\\n\\n arrJson.push_back(pos.Symbol);\\n arrJson.push_back(pos.MarginLevel);\\n arrJson.push_back(pos.Amount);\\n arrJson.push_back(pos.FrozenAmount);\\n arrJson.push_back(pos.Price);\\n arrJson.push_back(pos.Profit);\\n arrJson.push_back(pos.Type);\\n arrJson.push_back(pos.ContractType);\\n arrJson.push_back(pos.Margin);\\n\\n tbl[\\\"rows\\\"].push_back(arrJson);\\n }\\n\\n tbls.push_back(tbl);\\n }\\n\\n LogStatus(_D(), \\\"\\\\n\\\", \\\"`\\\" + tbls.dump() + \\\"`\\\");\\n\\n return;\\n}\", \"lang\": \"cpp\"}], \"value\": \"Use futures exchange object to place market orders for multiple different trading pairs and contract codes. Query positions in various ways.\"}], \"remarks\": [\"Cryptocurrency futures contracts differ from cryptocurrency spot trading, where spot only has a logical position concept. In the FMZ quantitative trading platform system, specific cryptocurrency futures contract varieties are identified by both **trading pair** and **contract code**. Please refer to {@fun/Account/exchange.SetCurrency exchange.SetCurrency} and {@fun/Futures/exchange.SetContractType exchange.SetContractType} functions.\", \"Summary of symbol parameter usage scenarios in the ```GetPositions``` function:\\n\\n| Exchange Object Category | symbol Parameter | Query Scope | Notes |\\n| - | - | - | - |\\n| Futures | No symbol parameter | Query all trading varieties within current trading pair and contract code dimension | If current trading pair is BTC_USDT and contract code is swap, it queries all USDT-margined perpetual contracts. Equivalent to calling ```GetPositions(\\\"USDT.swap\\\")``` |\\n| Futures | Specify trading variety, symbol parameter: \\\"BTC_USDT.swap\\\" | Query specified BTC USDT-margined perpetual contract | For futures exchange objects, the symbol parameter format is: FMZ platform-defined **trading pair** and **contract code** combination, separated by ```.``` character. |\\n| Futures | Specify trading variety range, symbol parameter: \\\"USDT.swap\\\" | Query all USDT-margined perpetual contracts | - |\\n| Futures exchanges supporting options | No symbol parameter | Query all option contracts within current trading pair dimension | If current trading pair is BTC_USDT and contract is set to option contract, e.g., Binance option contract: BTC-240108-40000-C |\\n| Futures exchanges supporting options | Specify specific trading variety | Query specified option contract | For example, for Binance futures exchange, symbol parameter: BTC_USDT.BTC-240108-40000-C |\\n| Futures exchanges supporting options | Specify trading variety range, symbol parameter: \\\"USDT.option\\\" | Query all USDT-margined option contracts | - |\", \"Summary of futures exchange object query dimension ranges in the ```GetPositions``` function:\\n\\n| symbol Parameter | Request Scope Definition | Notes |\\n| - | - | - |\\n| USDT.swap | USDT-margined perpetual contract range. | For dimensions not supported by exchange API interfaces, calls will return an error with null value. |\\n| USDT.futures | USDT-margined delivery contract range. | - |\\n| USD.swap | Coin-margined perpetual contract range. | - |\\n| USD.futures | Coin-margined delivery contract range. | - |\\n| USDT.option | USDT-margined option contract range. | - |\\n| USD.option | Coin-margined option contract range. | - |\\n| USDT.futures_combo | Spread combination contract range. | Futures_Deribit exchange |\\n| USD.futures_ff | Multi-collateral delivery contract range. | Futures_Kraken exchange |\\n| USD.swap_pf | Multi-collateral perpetual contract range. | Futures_Kraken exchange |\", \"Compatible with ```exchange.GetPosition()``` call, ```GetPosition``` and ```GetPositions``` usage is completely identical.\", \"When the account represented by the exchange object ```exchange``` has no positions **within the query scope** or **for the specified trading variety**, the ```exchange.GetPositions()``` function returns an empty array, for example: ```[]```.\"], \"returns\": [{\"info\": \"The ```exchange.GetPositions()``` function returns a {@struct/Position Position} structure array when data request is successful, and returns null when data request fails.\", \"type\": \"{@struct/Position Position} array / null\"}], \"seeAlso\": [\"{@struct/Position Position}, {@fun/Account/exchange.SetCurrency exchange.SetCurrency}, {@fun/Futures/exchange.SetContractType exchange.SetContractType}\"], \"syntax\": [\"exchange.GetPositions()\", \"exchange.GetPositions(symbol)\"], \"title\": \"exchange.GetPositions\"}, {\"_src_hash\": \"4e522a898c70f0b933cf2783c32a163792e04662cb8af54446f1d4b35d700cae\", \"args\": [{\"info\": \"The ```symbol``` parameter is used to specify the trading pair or contract for which the leverage value needs to be adjusted. The format of the ```symbol``` parameter in the ```SetMarginLevel()``` function is consistent with the ```symbol``` parameter format of the ```GetTicker()``` function.\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}, {\"info\": \"The ```marginLevel``` parameter is used to set the leverage value. Exchange leverage values are usually integers, but floating-point leverage value settings are also supported for some exchanges.\", \"name\": \"marginLevel\", \"required\": true, \"type\": \"number\"}], \"desc\": [\"The ```exchange.SetMarginLevel()``` function is used to set the leverage value for the trading pair or contract specified by the ```symbol``` parameter. It supports passing only the ```marginLevel``` parameter to set the leverage value for the current trading pair or contract of the {@var/EXCHANGE exchange} exchange object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n exchange.SetMarginLevel(10)\\n // Set the leverage of BTC's USDT-margined perpetual contract to 15\\n exchange.SetMarginLevel(\\\"BTC_USDT.swap\\\", 15)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.SetMarginLevel(10)\\n exchange.SetMarginLevel(\\\"BTC_USDT.swap\\\", 15)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n exchange.SetMarginLevel(10);\\n exchange.SetMarginLevel(\\\"BTC_USDT.swap\\\", 15);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```exchange.SetMarginLevel()``` function only supports cryptocurrency futures contract exchange objects. The backtesting system supports calling the ```exchange.SetMarginLevel()``` function to set leverage values.\", \"For cryptocurrency futures contracts, the leverage mechanisms across exchanges are not unified.\\n\\nFor some exchanges, the futures contract leverage value is a parameter in the order placement interface. In this case, calling the ```exchange.SetMarginLevel()``` function will not generate a network request, but only sets the underlying leverage variable in the FMZ system (used for order interface parameter passing).\\n\\nFor some exchanges, the futures contract leverage value is an exchange setting that needs to be configured through the exchange website page or using API interfaces. In this case, calling the ```exchange.SetMarginLevel()``` function will generate a network request and may fail to set. Reasons for failure may include: existing positions or pending orders that prevent the trading pair or contract from being set to a new leverage value.\", \"Exchanges that do not support the ```exchange.SetMarginLevel()``` function:\\n\\n| Function Name | Unsupported Spot Exchanges | Unsupported Futures Exchanges |\\n| - | - | - |\\n| SetMarginLevel | -- | Futures_dYdX / Futures_Deribit / Futures_edgeX |\"], \"seeAlso\": [\"{@var/EXCHANGE exchange}\"], \"syntax\": [\"exchange.SetMarginLevel(symbol, marginLevel)\", \"exchange.SetMarginLevel(marginLevel)\"], \"title\": \"exchange.SetMarginLevel\"}, {\"_src_hash\": \"944ff8e2fb02c8d9778f7f25e93b3c9b0c54d9d9f9b31523e6618667a49144f7\", \"args\": [{\"info\": \"The ```direction``` parameter is used to set the direction when placing futures contract orders. Optional values are: ```\\\"buy\\\"```, ```\\\"closesell\\\"```, ```\\\"sell\\\"```, ```\\\"closebuy\\\"```.\", \"name\": \"direction\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"The ```exchange.SetDirection()``` function is used to set the order direction when placing futures contract orders with the {@fun/Trade/exchange.Buy exchange.Buy} function and {@fun/Trade/exchange.Sell exchange.Sell} function.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // 示例：设置为OKX期货当周合约\\n exchange.SetContractType(\\\"this_week\\\")\\n // 设置杠杆为5倍\\n exchange.SetMarginLevel(5)\\n // 设置下单类型为做多\\n exchange.SetDirection(\\\"buy\\\")\\n // 以10000的价格，合约数量为2张下单\\n exchange.Buy(10000, 2)\\n exchange.SetMarginLevel(5)\\n exchange.SetDirection(\\\"closebuy\\\")\\n exchange.Sell(1000, 2)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.SetContractType(\\\"this_week\\\")\\n exchange.SetMarginLevel(5)\\n exchange.SetDirection(\\\"buy\\\")\\n exchange.Buy(10000, 2)\\n exchange.SetMarginLevel(5)\\n exchange.SetDirection(\\\"closebuy\\\")\\n exchange.Sell(1000, 2)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n exchange.SetContractType(\\\"this_week\\\");\\n exchange.SetMarginLevel(5);\\n exchange.SetDirection(\\\"buy\\\");\\n exchange.Buy(10000, 2);\\n exchange.SetMarginLevel(5);\\n exchange.SetDirection(\\\"closebuy\\\");\\n exchange.Sell(1000, 2);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The correspondence between the direction set by the ```exchange.SetDirection()``` function for futures contract trading and the order placement functions:\\n\\n|Order Function|Direction Set by SetDirection Parameter|Notes|\\n|-|-|-|\\n|exchange.Buy|\\\"buy\\\"|Buy to open long position|\\n|exchange.Buy|\\\"closesell\\\"|Buy to close short position|\\n|exchange.Sell|\\\"sell\\\"|Sell to open short position|\\n|exchange.Sell|\\\"closebuy\\\"|Sell to close long position|\"], \"seeAlso\": [\"{@fun/Trade/exchange.Buy exchange.Buy}, {@fun/Trade/exchange.Sell exchange.Sell}\"], \"syntax\": [\"exchange.SetDirection(direction)\"], \"title\": \"exchange.SetDirection\"}, {\"_src_hash\": \"cbd4ecf5660925bea60519bb114f7c56754cd7fbac90ab9e067898843fcfdf27\", \"args\": [{\"info\": \"The ```symbol``` parameter is used to set the contract code. Available values include: ```\\\"this_week\\\"```, ```\\\"next_week\\\"```, ```\\\"quarter\\\"```, ```\\\"next_quarter\\\"```, ```\\\"swap\\\"```, etc.\\n\\nUnless otherwise specified, **delivery contract** codes in cryptocurrency futures contracts generally include:\\n\\n- ```this_week```: Current week contract.\\n\\n- ```next_week```: Next week contract.\\n\\n- ```quarter```: Quarterly contract.\\n\\n- ```next_quarter```: Next quarter contract.\\n\\nUnless otherwise specified, **perpetual contract** codes in cryptocurrency futures contracts generally include:\\n\\n- ```swap```: Perpetual contract.\", \"name\": \"symbol\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"The ```exchange.SetContractType()``` function is used to set the current contract code for the {@var/EXCHANGE exchange} exchange object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Set to current week contract\\n exchange.SetContractType(\\\"this_week\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.SetContractType(\\\"this_week\\\")\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n exchange.SetContractType(\\\"this_week\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"Set the current contract to the current week contract:\"}, {\"examples\": [{\"code\": \"function main() {\\n // Default trading pair is BTC_USD, set contract to current week, contract is coin-margined contract\\n exchange.SetContractType(\\\"this_week\\\")\\n Log(\\\"ticker:\\\", exchange.GetTicker())\\n\\n // Switch trading pair, then set contract, switch to USDT-margined contract, different from coin-margined contract\\n exchange.IO(\\\"currency\\\", \\\"BTC_USDT\\\")\\n exchange.SetContractType(\\\"swap\\\")\\n Log(\\\"ticker:\\\", exchange.GetTicker())\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.SetContractType(\\\"this_week\\\")\\n Log(\\\"ticker:\\\", exchange.GetTicker())\\n exchange.IO(\\\"currency\\\", \\\"BTC_USDT\\\")\\n exchange.SetContractType(\\\"swap\\\")\\n Log(\\\"ticker:\\\", exchange.GetTicker())\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n exchange.SetContractType(\\\"this_week\\\");\\n Log(\\\"ticker:\\\", exchange.GetTicker());\\n exchange.IO(\\\"currency\\\", \\\"BTC_USDT\\\");\\n exchange.SetContractType(\\\"swap\\\");\\n Log(\\\"ticker:\\\", exchange.GetTicker());\\n}\", \"lang\": \"cpp\"}], \"value\": \"When setting a contract with ```USDT``` as margin, you need to switch the trading pair in the code (you can also set the trading pair directly when adding the exchange object):\"}, {\"examples\": [{\"code\": \"function main(){\\n // Set contract to current week\\n var ret = exchange.SetContractType(\\\"this_week\\\")\\n // Return the information of the current week contract\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n ret = exchange.SetContractType(\\\"this_week\\\")\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto ret = exchange.SetContractType(\\\"this_week\\\");\\n Log(ret);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Print the return value of the ```exchange.SetContractType()``` function:\"}], \"remarks\": [\"In cryptocurrency futures contract strategies, taking switching to the ```BTC_USDT``` trading pair as an example:\\n\\nWhen using the ```exchange.SetCurrency(\\\"BTC_USDT\\\")``` or ```exchange.IO(\\\"currency\\\", \\\"BTC_USDT\\\")``` function to switch trading pairs, after switching you need to use the ```exchange.SetContractType()``` function to reset the contract in order to determine the current contract to operate under the new trading pair. The system determines whether it is a **coin-margined contract** or **USDT-margined contract** based on the trading pair.\\n\\nFor example: When the trading pair is set to ```BTC_USDT```, using the ```exchange.SetContractType(\\\"swap\\\")``` function to set the contract code to ```swap``` sets it to the **USDT-margined** perpetual contract for ```BTC```. If the trading pair is ```BTC_USD```, using the ```exchange.SetContractType(\\\"swap\\\")``` function to set the contract code to ```swap``` sets it to the **coin-margined** perpetual contract for ```BTC```.\", \"Detailed introduction to supported cryptocurrency futures contract exchanges. The contract naming for each exchange is as follows:\\n- Futures_OKCoin (OKX)\\n Set to perpetual contract: ```exchange.SetContractType(\\\"swap\\\")```\\n Set to current week contract: ```exchange.SetContractType(\\\"this_week\\\")```\\n Set to next week contract: ```exchange.SetContractType(\\\"next_week\\\")```\\n Set to monthly contract: ```exchange.SetContractType(\\\"month\\\")```\\n Set to next month contract: ```exchange.SetContractType(\\\"next_month\\\")```\\n Set to quarterly contract: ```exchange.SetContractType(\\\"quarter\\\")```\\n Set to next quarter contract: ```exchange.SetContractType(\\\"next_quarter\\\")```\\n\\n OKX supports pre-market trading contracts: The contract delivery date is fixed, and an example of the exchange-defined contract code is: ```HMSTR-USDT-250207```. On the FMZ platform, set the trading pair to ```HMSTR_USDT```, then use ```exchange.SetContractType(\\\"HMSTR-USDT-250207\\\")``` to set this contract.\\n For functions that support the ```symbol``` parameter, such as: ```exchange.GetTicker()```, ```exchange.CreateOrder()```, etc., you can specify the ```symbol``` parameter as: ```HMSTR_USDT.HMSTR-USDT-250207``` to get market data for this contract or execute orders.\\n- Futures_HuobiDM (Huobi Futures)\\n Set to current week contract: ```exchange.SetContractType(\\\"this_week\\\")```.\\n Set to next week contract: ```exchange.SetContractType(\\\"next_week\\\")```.\\n Set to quarterly contract: ```exchange.SetContractType(\\\"quarter\\\")```.\\n Set to next quarter contract: ```exchange.SetContractType(\\\"next_quarter\\\")```.\\n Set to perpetual contract: ```exchange.SetContractType(\\\"swap\\\")```.\\n Supports contracts with ```USDT``` as margin. Taking ```BTC``` contract as an example: use ```exchange.IO(\\\"currency\\\", \\\"BTC_USDT\\\")``` to switch to contracts with ```USDT``` as margin,\\n or directly set the current trading pair to ```BTC_USDT``` when configuring live trading parameters and adding exchange objects. After switching trading pairs, you need to call the ```exchange.SetContractType()``` function again to set the contract.\\n- Futures_BitMEX (BitMEX)\\n Set to perpetual contract: ```exchange.SetContractType(\\\"swap\\\")```.\\n Futures_BitMEX exchange's delivery contracts are monthly contracts, with contract codes as follows (January to December):\\n ```code\\n \\\"January\\\", \\\"February\\\", \\\"March\\\", \\\"April\\\", \\\"May\\\", \\\"June\\\", \\\"July\\\", \\\"August\\\", \\\"September\\\", \\\"October\\\", \\\"November\\\", \\\"December\\\"\\n ```\\n Set delivery contract: ```exchange.SetContractType(\\\"December\\\")```. For example, when the trading pair is set to ```XBT_USDT```, calling ```exchange.SetContractType(\\\"December\\\")``` function sets the BTC USDT-margined December delivery contract (the actual contract code is ```XBTUSDTZ23```).\\n\\n Futures_BitMEX Contract Information Summary\\n | Futures_BitMEX Defined Contract Code | Corresponding Trading Pair on FMZ | Corresponding Contract Code on FMZ | Notes |\\n | - | - | - | - |\\n | DOGEUSD | DOGE_USD | swap | USD quoted, XBT settled. XBT is BTC. |\\n | DOGEUSDT | DOGE_USDT | swap | USDT quoted, USDT settled. |\\n | XBTETH | XBT_ETH | swap | ETH quoted, XBT settled. |\\n | XBTEUR | XBT_EUR | swap | EUR quoted, XBT settled. |\\n | USDTUSDC | USDT_USDC | swap | USDC quoted, XBT settled. |\\n | ETHUSD_ETH | ETH_USD_ETH | swap | USD quoted, ETH settled. |\\n | XBTH24 | XBT_USD | March | Expiry: March 2024, month code: H; USD quoted, XBT settled. |\\n | ETHUSDZ23 | ETH_USD | December | Expiry: December 2023, month code: Z; USD quoted, XBT settled. |\\n | XBTUSDTZ23 | XBT_USDT | December | Expiry: December 2023, month code: Z; USDT quoted, USDT settled. |\\n | ADAZ23 | ADA_XBT | December | Expiry: December 2023, month code: Z; XBT quoted, XBT settled. |\\n | P_XBTETFX23 | USDT_XXX | P_XBTETFX23 | Expiry: November 2023; percentage quoted, USDT settled. |\\n- Futures_GateIO\\n Set to current week contract: ```exchange.SetContractType(\\\"this_week\\\")```.\\n Set to next week contract: ```exchange.SetContractType(\\\"next_week\\\")```.\\n Set to quarterly contract: ```exchange.SetContractType(\\\"quarter\\\")```.\\n Set to next quarter contract: ```exchange.SetContractType(\\\"next_quarter\\\")```.\\n Set to perpetual contract: ```exchange.SetContractType(\\\"swap\\\")```.\\n Supports contracts with ```USDT``` as margin. Taking ```BTC``` contract as an example, use ```exchange.IO(\\\"currency\\\", \\\"BTC_USDT\\\")``` to switch to contracts with ```USDT``` as margin,\\n or directly set the current trading pair to ```BTC_USDT``` when configuring live trading parameters and adding exchange objects. After switching trading pairs, you need to call the ```exchange.SetContractType()``` function again to set the contract.\\n- Futures_Deribit\\n Set to perpetual contract: ```exchange.SetContractType(\\\"swap\\\")```.\\n Supports Deribit's ```USDC``` contracts.\\n Delivery contracts include: ```\\\"this_week\\\"```, ```\\\"next_week\\\"```, ```\\\"month\\\"```, ```\\\"quarter\\\"```, ```\\\"next_quarter\\\"```, ```\\\"third_quarter\\\"```, ```\\\"fourth_quarter\\\"```.\\n Spread contracts (future_combo): ```\\\"this_week,swap\\\"```, ```\\\"next_week,swap\\\"```, ```\\\"next_quarter,this_week\\\"```, ```\\\"third_quarter,this_week\\\"```, ```\\\"month,next_week\\\"```, and various other combinations.\\n For options contracts, you need to pass the specific option contract code defined by the exchange. Please refer to the Deribit official website for details.\\n- Futures_KuCoin\\n Coin-margined contracts, for example, set the trading pair to ```BTC_USD```, then set the contract code for coin-margined contracts:\\n Set to perpetual contract: ```exchange.SetContractType(\\\"swap\\\")```.\\n Set to current quarter contract: ```exchange.SetContractType(\\\"quarter\\\")```.\\n Set to next quarter contract: ```exchange.SetContractType(\\\"next_quarter\\\")```.\\n\\n Contracts with USDT as margin:\\n For example, set the trading pair to ```BTC_USDT```, then set the contract code for USDT-margined contracts.\\n Set to perpetual contract: ```exchange.SetContractType(\\\"swap\\\")```.\\n- Futures_Binance\\n Binance Futures exchange defaults to the perpetual contract of the current trading pair, contract code: ```swap```.\\n Set to perpetual contract: ```exchange.SetContractType(\\\"swap\\\")```. Binance perpetual contracts support ```USDT``` as margin, for example, ```BTC```'s ```USDT```-margined perpetual contract, set the trading pair to ```BTC_USDT```. Binance also supports coin-margined perpetual contracts, for example, ```BTC```'s coin-margined perpetual contract, set the trading pair to ```BTC_USD```.\\n Set to quarterly contract: ```exchange.SetContractType(\\\"quarter\\\")```. Delivery contracts support coin-margined contracts (i.e., using coins as margin), for example, ```BTC```'s quarterly contract, set the trading pair to ```BTC_USD```, then set the contract ```exchange.SetContractType(\\\"quarter\\\")``` to set ```BTC```'s coin-margined quarterly contract.\\n Set to next quarter contract: ```exchange.SetContractType(\\\"next_quarter\\\")```. For example, ```BTC```'s coin-margined next quarter contract, set the trading pair to ```BTC_USD```, then set the contract ```exchange.SetContractType(\\\"next_quarter\\\")```.\\n Binance supports some delivery contracts with ```USDT``` as margin. Taking ```BTC``` as an example, set the trading pair to ```BTC_USDT```, then set the contract code.\\n\\n Supports Binance options contracts:\\n The option contract code format follows the exchange-defined option contract codes: ```BTC-241227-15000-C```, ```XRP-240112-0.5-C```, ```BTC-241227-15000-P```. Taking Binance option contract code ```BTC-241227-15000-P``` as an example: BTC is the option currency code, 241227 is the exercise date, 15000 is the strike price, P indicates a put option, and C indicates a call option.\\n For specific information about option types (European options/American options), please refer to the exchange's option contract documentation.\\n The exchange may restrict option sellers, requiring separate qualification application. Binance options require seller qualification application.\\n- Futures_Bibox\\n Bibox perpetual contract code: ```swap```.\\n Set to perpetual contract: ```exchange.SetContractType(\\\"swap\\\")```.\\n- Futures_Bybit\\n Defaults to the perpetual contract of the current trading pair, contract code: ```swap```.\\n Current week contract code: ```this_week```.\\n Next week contract code: ```next_week```.\\n Third week contract code: ```third_week```.\\n Monthly contract code: ```month```.\\n Next month contract code: ```next_month```.\\n Quarterly contract code: ```quarter```.\\n Next quarter contract code: ```next_quarter```.\\n Third quarter contract code: ```third_quarter```.\\n Direct use of exchange contract naming: For example ```ETHUSDT-04APR25```, since some contract types on Bybit exchange do not have clear periodicity, the exchange-defined contract code naming is used directly.\\n- Futures_Kraken\\n Defaults to the perpetual contract of the current trading pair, contract code: ```swap```.\\n ```swap```: Perpetual contract.\\n ```month```: Current month contract.\\n ```quarter```: Quarterly contract.\\n ```next_quarter```: Next quarter contract.\\n ```third_quarter```: Third quarter contract.\\n ```swap_pf```: Multi-collateral perpetual contract.\\n ```quarter_ff```: Multi-collateral quarterly contract.\\n ```month_ff```: Multi-collateral current month contract.\\n ```next_quarter_ff```: Multi-collateral next quarter contract.\\n ```third_quarter_ff```: Multi-collateral third quarter contract.\\n Direct use of exchange contract naming: For example ```FF_ETHUSD_250307```, since some contract types on Kraken exchange do not have clear periodicity, the exchange-defined contract code naming is used directly.\\n- Futures_Bitfinex\\n Defaults to the perpetual contract of the current trading pair, contract code: ```swap```.\\n- Futures_Bitget\\n Defaults to the perpetual contract of the current trading pair, contract code: ```swap```.\\n Setting the trading pair to ```BTC_USD``` is for coin-margined contracts, setting the trading pair to ```BTC_USDT``` is for ```USDT```-settled contracts. Simulated contracts can set the trading pair to: ```SBTC_USD```, ```BTC_SUSDT```.\\n- Futures_dYdX (v4)\\n dYdX perpetual contract code: ```swap```.\\n Set to perpetual contract: ```exchange.SetContractType(\\\"swap\\\")```, dYdX only has the ```USD.swap``` instrument dimension, using USDC as margin.\\n- Futures_MEXC\\n MEXC perpetual contract code: ```swap```.\\n Set to perpetual contract: ```exchange.SetContractType(\\\"swap\\\")```. Setting the trading pair to ```BTC_USD``` is for coin-margined contracts, setting the trading pair to ```BTC_USDT``` is for ```USDT```-settled contracts.\\n- Futures_Crypto\\n Tokens in the crypto.com exchange account can be converted to USD-denominated credit for use as margin in contract trading.\\n Set to perpetual contract: ```exchange.SetContractType(\\\"swap\\\")```. For example, when the trading pair is set to ```BTC_USD```, calling ```exchange.SetContractType(\\\"swap\\\")``` function sets the BTC perpetual contract.\\n crypto.com exchange's delivery contracts are monthly contracts, with contract codes as follows (January to December):\\n ```code\\n \\\"January\\\", \\\"February\\\", \\\"March\\\", \\\"April\\\", \\\"May\\\", \\\"June\\\", \\\"July\\\", \\\"August\\\", \\\"September\\\", \\\"October\\\", \\\"November\\\", \\\"December\\\"\\n ```\\n Set delivery contract: ```exchange.SetContractType(\\\"October\\\")```. For example, when the trading pair is set to ```BTC_USD```, calling ```exchange.SetContractType(\\\"October\\\")``` function sets the BTC October delivery contract.\\n The contract code corresponding to the current moment is: ```BTCUSD-231027```.\\n- Futures_WOO\\n Futures_WOO exchange supports ```USDT```-margined contracts, perpetual contract code is ```swap```. For example, when the trading pair is set to ```BTC_USDT```, calling ```exchange.SetContractType(\\\"swap\\\")``` function sets the current contract to BTC's USDT-margined perpetual contract.\\n- Futures_Hyperliquid\\n Futures_Hyperliquid exchange supports ```USDC```-margined contracts, perpetual contract code is ```swap```. For example, when the trading pair is set to ```ETH_USD```, calling ```exchange.SetContractType(\\\"swap\\\")``` function sets the current contract to ETH's USDC-margined perpetual contract.\\n Futures_Hyperliquid only has the ```USD.swap``` instrument dimension, using USDC as margin.\\n Futures_Hyperliquid supports HIP-3 instruments.\\n- Futures_Lighter\\n Futures_Lighter exchange supports ```USDC```-margined contracts, perpetual contract code is ```swap```. For example, when the trading pair is set to ```BTC_USDC```, calling ```exchange.SetContractType(\\\"swap\\\")``` function sets the current contract to BTC's USDC-margined perpetual contract.\\n Futures_Lighter only supports perpetual contracts.\\n- Futures_Backpack\\n Futures_Backpack exchange supports ```USDC```-margined contracts, perpetual contract code is ```swap```. For example, when the trading pair is set to ```ETH_USDC```, calling ```exchange.SetContractType(\\\"swap\\\")``` function sets the current contract to ETH's USDC-margined perpetual contract.\\n- Futures_edgeX\\n Futures_edgeX exchange supports ```USDT```-margined contracts, perpetual contract code is ```swap```. For example, when the trading pair is set to ```BTC_USDT```, calling ```exchange.SetContractType(\\\"swap\\\")``` function sets the current contract to BTC's USDT-margined perpetual contract.\\n- Futures_WOOFI\\n Futures_WOOFI exchange supports ```USDC```-margined contracts, perpetual contract code is ```swap```. For example, when the trading pair is set to ```ETH_USDC```, calling ```exchange.SetContractType(\\\"swap\\\")``` function sets the current contract to ETH's USDC-margined perpetual contract.\\n- Futures_Coinw\\n Futures_Coinw exchange supports ```USDT```-margined contracts, perpetual contract code is ```swap```. For example, when the trading pair is set to ```ETH_USDT```, calling ```exchange.SetContractType(\\\"swap\\\")``` function sets the current contract to ETH's USDT-margined perpetual contract.\\n- Futures_Aster\\n Futures_Aster exchange supports ```USDT```-margined contracts, perpetual contract code is ```swap```. For example, when the trading pair is set to ```ETH_USDT```, calling ```exchange.SetContractType(\\\"swap\\\")``` function sets the current contract to ETH's USDT-margined perpetual contract.\\n- Futures_DeepCoin\\n Coin-margined contracts, for example, set the trading pair to ```BTC_USD```, then set the contract code for coin-margined contracts:\\n Set to perpetual contract: ```exchange.SetContractType(\\\"swap\\\")```.\\n\\n Contracts with USDT as margin:\\n For example, set the trading pair to ```BTC_USDT```, then set the contract code for USDT-margined contracts.\\n Set to perpetual contract: ```exchange.SetContractType(\\\"swap\\\")```.\"], \"returns\": [{\"info\": \"The ```exchange.SetContractType()``` function returns a structure containing the exchange contract code corresponding to the current contract code. For example, on Binance Futures exchange, when the current contract code is ```quarter```, the return value structure of this function is: ```{\\\"InstrumentID\\\":\\\"BTCUSD_230630\\\",\\\"instrument\\\":\\\"BTCUSD_230630\\\"}```.\", \"type\": \"object\"}], \"seeAlso\": [\"{@fun/Futures/exchange.GetContractType exchange.GetContractType}, {@fun/Account/exchange.SetCurrency exchange.SetCurrency}\"], \"syntax\": [\"exchange.SetContractType(symbol)\"], \"title\": \"exchange.SetContractType\"}, {\"_src_hash\": \"9184112e73a54b8ccf135fe4455143222a69baaf786dc7a0998182df8858f1f9\", \"desc\": [\"The ```exchange.GetContractType()``` function is used to get the contract code currently set for the {@var/EXCHANGE exchange} exchange object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main () {\\n Log(exchange.SetContractType(\\\"this_week\\\"))\\n Log(exchange.GetContractType())\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(exchange.SetContractType(\\\"this_week\\\"))\\n Log(exchange.GetContractType())\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n Log(exchange.SetContractType(\\\"this_week\\\"));\\n Log(exchange.GetContractType());\\n}\", \"lang\": \"cpp\"}]}], \"returns\": [{\"info\": \"The ```exchange.GetContractType()``` function returns the contract code defined by the FMZ platform, for example: ```this_week```, ```swap```, etc.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/Futures/exchange.SetContractType exchange.SetContractType}\"], \"syntax\": [\"exchange.GetContractType()\"], \"title\": \"exchange.GetContractType\"}, {\"_src_hash\": \"889f0f7aaf016039f9bf16905c1388d6d69569cf282368705b5bc879b0d5619c\", \"args\": [{\"info\": \"The parameter `symbol` is used to set the **trading instrument** or **trading instrument range** to query. When the `symbol` parameter is not passed, it defaults to requesting the current funding rate data for all instruments within the dimension range of the current trading pair and contract code.\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"The `exchange.GetFundings()` function is used to get the funding rate data for the current period.\"], \"examples\": [{\"examples\": [{\"code\": \"/*backtest\\nstart: 2024-10-01 00:00:00\\nend: 2024-10-23 00:05:00\\nperiod: 1m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Futures_Binance\\\",\\\"currency\\\":\\\"SOL_USDC\\\"}]\\n*/\\n\\nfunction main() {\\n // LPT_USDT.swap 4-hour period\\n var symbols = [\\\"SOL_USDT.swap\\\", \\\"ETH_USDT.swap\\\", \\\"LTC_USDT.swap\\\", \\\"SOL_USDC.swap\\\", \\\"ETH_USDC.swap\\\", \\\"BTC_USD.swap\\\", \\\"BTC_USDT.quarter\\\", \\\"LPT_USDT.swap\\\"]\\n for (var symbol of symbols) {\\n exchange.GetTicker(symbol)\\n }\\n\\n var arr = []\\n var arrParams = [\\\"no param\\\", \\\"LTC_USDT.swap\\\", \\\"USDT.swap\\\", \\\"USD.swap\\\", \\\"USDC.swap\\\", \\\"USDT.futures\\\", \\\"BTC_USDT.quarter\\\"]\\n for (p of arrParams) {\\n if (p == \\\"no param\\\") {\\n arr.push(exchange.GetFundings())\\n } else {\\n arr.push(exchange.GetFundings(p))\\n }\\n }\\n\\n var tbls = []\\n var index = 0\\n for (var fundings of arr) {\\n var tbl = {\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": arrParams[index],\\n \\\"cols\\\": [\\\"Symbol\\\", \\\"Interval\\\", \\\"Time\\\", \\\"Rate\\\"],\\n \\\"rows\\\": [],\\n }\\n\\n for (var f of fundings) {\\n tbl[\\\"rows\\\"].push([f.Symbol, f.Interval / 3600000, _D(f.Time), f.Rate * 100 + \\\" %\\\"])\\n }\\n tbls.push(tbl)\\n index++\\n }\\n\\n LogStatus(_D(), \\\"\\\\n Requested symbols:\\\", symbols, \\\"\\\\n`\\\" + JSON.stringify(tbls) + \\\"`\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"'''backtest\\nstart: 2024-10-01 00:00:00\\nend: 2024-10-23 00:05:00\\nperiod: 1m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Futures_Binance\\\",\\\"currency\\\":\\\"SOL_USDC\\\"}]\\n'''\\n\\nimport json\\n\\ndef main():\\n # LPT_USDT.swap 4-hour period\\n symbols = [\\\"SOL_USDT.swap\\\", \\\"ETH_USDT.swap\\\", \\\"LTC_USDT.swap\\\", \\\"SOL_USDC.swap\\\", \\\"ETH_USDC.swap\\\", \\\"BTC_USD.swap\\\", \\\"BTC_USDT.quarter\\\", \\\"LPT_USDT.swap\\\"]\\n for symbol in symbols:\\n exchange.GetTicker(symbol)\\n\\n arr = []\\n arrParams = [\\\"no param\\\", \\\"LTC_USDT.swap\\\", \\\"USDT.swap\\\", \\\"USD.swap\\\", \\\"USDC.swap\\\", \\\"USDT.futures\\\", \\\"BTC_USDT.quarter\\\"]\\n for p in arrParams:\\n if p == \\\"no param\\\":\\n arr.append(exchange.GetFundings())\\n else:\\n arr.append(exchange.GetFundings(p))\\n\\n tbls = []\\n index = 0\\n for fundings in arr:\\n tbl = {\\n \\\"type\\\": \\\"table\\\",\\n \\\"title\\\": arrParams[index],\\n \\\"cols\\\": [\\\"Symbol\\\", \\\"Interval\\\", \\\"Time\\\", \\\"Rate\\\"],\\n \\\"rows\\\": [],\\n }\\n\\n for f in fundings:\\n tbl[\\\"rows\\\"].append([f[\\\"Symbol\\\"], f[\\\"Interval\\\"] / 3600000, _D(f[\\\"Time\\\"]), str(f[\\\"Rate\\\"] * 100) + \\\" %\\\"])\\n\\n tbls.append(tbl)\\n index += 1\\n\\n LogStatus(_D(), \\\"\\\\n Requested symbols:\\\", symbols, \\\"\\\\n`\\\" + json.dumps(tbls) + \\\"`\\\")\", \"lang\": \"python\"}, {\"code\": \"/*backtest\\nstart: 2024-10-01 00:00:00\\nend: 2024-10-23 00:05:00\\nperiod: 1m\\nbasePeriod: 1m\\nexchanges: [{\\\"eid\\\":\\\"Futures_Binance\\\",\\\"currency\\\":\\\"SOL_USDC\\\"}]\\n*/\\n\\nvoid main() {\\n // LPT_USDT.swap 4-hour period\\n json arrSymbol = R\\\"([])\\\"_json;\\n std::string symbols[] = {\\\"SOL_USDT.swap\\\", \\\"ETH_USDT.swap\\\", \\\"LTC_USDT.swap\\\", \\\"SOL_USDC.swap\\\", \\\"ETH_USDC.swap\\\", \\\"BTC_USD.swap\\\", \\\"BTC_USDT.quarter\\\", \\\"LPT_USDT.swap\\\"};\\n for (const std::string& symbol : symbols) {\\n exchange.GetTicker(symbol);\\n arrSymbol.push_back(symbol);\\n }\\n\\n std::vector> arr = {};\\n std::string arrParams[] = {\\\"no param\\\", \\\"LTC_USDT.swap\\\", \\\"USDT.swap\\\", \\\"USD.swap\\\", \\\"USDC.swap\\\", \\\"USDT.futures\\\", \\\"BTC_USDT.quarter\\\"};\\n for (const std::string& p : arrParams) {\\n if (p == \\\"no param\\\") {\\n arr.push_back(exchange.GetFundings());\\n } else {\\n arr.push_back(exchange.GetFundings(p));\\n }\\n }\\n\\n json tbls = R\\\"([])\\\"_json;\\n int index = 0;\\n for (int i = 0; i < arr.size(); i++) {\\n auto fundings = arr[i];\\n\\n json tbl = R\\\"({\\n \\\"type\\\": \\\"table\\\",\\n \\\"cols\\\": [\\\"Symbol\\\", \\\"Interval\\\", \\\"Time\\\", \\\"Rate\\\"],\\n \\\"rows\\\": []\\n })\\\"_json;\\n tbl[\\\"title\\\"] = arrParams[index];\\n\\n for (int j = 0; j < fundings.size(); j++) {\\n auto f = fundings[j];\\n // json arrJson = {f.Symbol, f.Interval / 3600000, _D(f.Time), string(f.Rate * 100) + \\\" %\\\"};\\n json arrJson = {f.Symbol, f.Interval / 3600000, _D(f.Time), f.Rate};\\n tbl[\\\"rows\\\"].push_back(arrJson);\\n }\\n tbls.push_back(tbl);\\n index++;\\n }\\n\\n LogStatus(_D(), \\\"\\\\n Requested symbols:\\\", arrSymbol.dump(), \\\"\\\\n`\\\" + tbls.dump() + \\\"`\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"Using a futures exchange object, call the ```exchange.GetFundings()``` function in the backtesting system. Before calling any market data function, GetFundings only returns Funding data for the current default trading pair; after calling market data functions, it returns Funding data for all requested symbols. Refer to the following test example:\"}], \"remarks\": [\"For futures exchanges that do not support batch querying of funding rate data, if the `symbol` parameter is specified as a query range (e.g., `USDT.swap`) or the `symbol` parameter is not passed, the interface will report an error. When calling the `GetFundings()` function using such futures exchange objects, the `symbol` parameter must be specified as a specific perpetual contract instrument to query the current funding rate data for that instrument.\", \"The `exchange.GetFundings()` function supports both live trading and backtesting systems.\", \"Exchanges that do not support batch retrieval of funding rate data: Futures_Bitget, Futures_OKX, Futures_MEXC, Futures_Deribit, Futures_Crypto. The `symbol` parameter must be passed to specify a specific instrument code, e.g., `ETH_USDT.swap`.\", \"Exchanges that do not support the `exchange.GetFundings()` function:\\n\\n| Function Name | Unsupported Spot Exchanges | Unsupported Futures Exchanges |\\n| - | - | - |\\n| GetFundings | -- | Futures_DigiFinex |\"], \"returns\": [{\"info\": \"The `exchange.GetFundings()` function returns an array of {@struct/Funding Funding} structures when the data request is successful, and returns a null value when the data request fails.\", \"type\": \"{@struct/Funding Funding} array / null value\"}], \"seeAlso\": [\"{@struct/Funding Funding}\"], \"syntax\": [\"exchange.GetFundings()\", \"exchange.GetFundings(symbol)\"], \"title\": \"exchange.GetFundings\"}], \"title\": \"Futures\"}, {\"_src_hash\": \"e4069517b5608a9bba20f10442ff13efdabd0e47352bf11dee49344ccd17860c\", \"children\": [{\"_src_hash\": \"567b6dbaee300ba534f0e0b180f2c221607cbb73086a303103405574857d9717\", \"args\": [{\"info\": \"The ```s``` parameter is used to specify the base address of the exchange API interface.\", \"name\": \"s\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"The ```exchange.SetBase()``` function is used to set the base address of the exchange API interface configured in the {@var/EXCHANGE exchange} exchange object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // 使用默认基地址\\n Log(exchange.GetTicker())\\n // 切换为https://aws.okx.com\\n exchange.SetBase(\\\"https://aws.okx.com\\\")\\n Log(exchange.GetTicker())\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(exchange.GetTicker())\\n exchange.SetBase(\\\"https://aws.okx.com\\\")\\n Log(exchange.GetTicker())\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n Log(exchange.GetTicker());\\n exchange.SetBase(\\\"https://aws.okx.com\\\");\\n Log(exchange.GetTicker());\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"Switching exchange API base addresses is not supported in the backtesting system, as the backtesting system is a sandbox simulation environment and does not actually access the exchange's API interfaces.\"], \"seeAlso\": [\"{@fun/Trade/exchange.IO exchange.IO}\"], \"syntax\": [\"exchange.SetBase(s)\"], \"title\": \"exchange.SetBase\"}, {\"_src_hash\": \"7b24125c9b80c8af3d24b3bdab80daa4ceb0acf5b124a5e9077fefaede9e5f10\", \"desc\": [\"The ```exchange.GetBase()``` function is used to get the base address of the current exchange API interface.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n Log(exchange.GetBase())\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(exchange.GetBase())\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n Log(exchange.GetBase());\\n}\", \"lang\": \"cpp\"}]}], \"returns\": [{\"info\": \"The base address of the current exchange API interface.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/NetSettings/exchange.SetBase exchange.SetBase}\"], \"syntax\": [\"exchange.GetBase()\"], \"title\": \"exchange.GetBase\"}, {\"_src_hash\": \"2a16de5abc58776e7c3866af4f8713ad035e1a2fd642f9ff1cedee1a93f0ec4a\", \"args\": [{\"info\": \"The ```proxy``` parameter is used to specify the proxy configuration.\", \"name\": \"proxy\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"The ```exchange.SetProxy()``` function is used to set the proxy configuration for the {@var/EXCHANGE exchange} exchange object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n exchange.SetProxy(\\\"socks5://192.168.1.10:8080\\\")\\n // 如果访问不到交易所行情接口，设置一个可用的ss5代理，就可以访问到行情接口了\\n Log(exchange.GetTicker())\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.SetProxy(\\\"socks5://192.168.1.10:8080\\\")\\n Log(exchange.GetTicker())\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n exchange.SetProxy(\\\"socks5://192.168.1.10:8080\\\");\\n Log(exchange.GetTicker());\\n}\", \"lang\": \"cpp\"}], \"value\": \"Configure ```socks5``` proxy for {@var/EXCHANGE exchange} exchange object:\"}, {\"examples\": [{\"code\": \"function main(){\\n exchange.SetProxy(\\\"ip://10.0.3.15\\\")\\n // 发出的请求IP地址为10.0.3.15\\n exchange.GetTicker()\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.SetProxy(\\\"ip://10.0.3.15\\\")\\n exchange.GetTicker()\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n exchange.SetProxy(\\\"ip://10.0.3.15\\\");\\n exchange.GetTicker();\\n}\", \"lang\": \"cpp\"}], \"value\": \"In addition to **globally specifying** the IP address for requests sent by the {@var/EXCHANGE exchange} exchange object, it also supports specifying IP addresses based on {@var/EXCHANGE exchange}:\"}], \"remarks\": [\"If the proxy setting fails, calling the ```exchange.SetProxy()``` function will return null.\\n\\nThe proxy setting functionality of the ```exchange.SetProxy()``` function only supports the ```rest``` protocol. Each {@var/EXCHANGE exchange} exchange object can set one proxy. After setting the proxy, all access to the exchange interface bound to the {@var/EXCHANGE exchange} exchange object will be accessed through the proxy.\", \"Supports setting ```socks5``` proxy, taking the first added exchange object {@var/EXCHANGE exchange} (i.e., ```exchanges[0]```) as an example:\\n\\n- Set proxy (no username, no password): ```exchange.SetProxy(\\\"socks5://127.0.0.1:8889\\\")```.\\n\\n- Set proxy (with username and password): ```exchange.SetProxy(\\\"socks5://username:password@127.0.0.1:8889\\\")```. Where ```username``` is the username and ```password``` is the password.\\n\\n- Switch to normal mode (without proxy): ```exchange.SetProxy(\\\"\\\")```.\", \"Supports setting the IP address for requests sent by the {@var/EXCHANGE exchange} exchange object, [global specification](https://www.fmz.com/user-guide#全局指定ip地址).\"], \"seeAlso\": [\"{@var/EXCHANGE exchange}\"], \"syntax\": [\"exchange.SetProxy(proxy)\"], \"title\": \"exchange.SetProxy\"}, {\"_src_hash\": \"429357a940e4ad2707ac0920205e8b687174b0e1e5f2dd32e7e893150a48e50a\", \"args\": [{\"info\": \"The ```timeout``` parameter is used to specify the timeout setting in milliseconds.\", \"name\": \"timeout\", \"required\": true, \"type\": \"number\"}], \"desc\": [\"The ```exchange.SetTimeout()``` function is used to set the ```rest``` request timeout for the {@var/EXCHANGE exchange} exchange object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n exchange.SetTimeout(3000)\\n Log(exchange.GetTicker())\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.SetTimeout(3000)\\n Log(exchange.GetTicker())\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n exchange.SetTimeout(3000);\\n Log(exchange.GetTicker());\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The parameter ```timeout``` is a value in milliseconds, where 1000 milliseconds equals 1 second. It only applies to the ```rest``` protocol and is used to set the timeout for ```rest``` requests. It only needs to be set once to take effect. For example: ```exchange.SetTimeout(3000)``` sets the ```rest``` request timeout for the ```exchange``` exchange object to 3 seconds. When calling functions that involve network requests such as ```exchange.GetTicker()```, if no response is received within 3 seconds, a timeout will occur, and the function call that times out will return a null value.\", \"```SetTimeout()``` is not a global function, but a method of the {@var/EXCHANGE exchange} exchange object.\"], \"seeAlso\": [\"{@var/EXCHANGE exchange}\"], \"syntax\": [\"exchange.SetTimeout(timeout)\"], \"title\": \"exchange.SetTimeout\"}], \"title\": \"NetSettings\"}, {\"_src_hash\": \"a7d883b74a3a75c5995b9e771df31b0ac0b88efc3d3016f313efe0957d664087\", \"children\": [{\"_src_hash\": \"4badba39c54dfb2f234453bcf7006c068a14590201ed74f1c8177dbee25ac040\", \"children\": [{\"_src_hash\": \"17cc573a410fa209785e48cb9bd16aba2455a64ce7f7b63e6746ccb755841e55\", \"args\": [{\"info\": \"The parameter ```func``` is a function for concurrent execution (passed by reference), supporting anonymous functions. ```func``` can accept multiple parameters, which will be passed through ```...args``` during concurrent execution. Therefore, the parameter list of ```func``` needs to be consistent with ```...args```.\", \"name\": \"func\", \"required\": true, \"type\": \"function\"}, {\"info\": \"The parameter ```arg``` is the actual parameter passed to ```func``` (the concurrent thread execution function) during callback execution; there can be multiple ```arg``` parameters, and the parameter list of ```func``` needs to be consistent with ```...args```.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / object / array / function / any (any type supported by the platform)\"}, {\"info\": \"The parameter ```item``` is an array containing the function reference to be executed concurrently and its parameters. When calling the ```Thread``` function, multiple sets of ```item``` parameters can be passed.\", \"name\": \"item\", \"required\": true, \"type\": \"array\"}], \"desc\": [\"The ```Thread()``` function is used to create concurrent threads.\"], \"examples\": [{\"examples\": [{\"code\": \"function test1(a, b, c) {\\n Log(\\\"test1:\\\", a, b, c)\\n}\\n\\nfunction main() {\\n var t1 = threading.Thread(test1, 1, 2, 3)\\n var t2 = threading.Thread(function (msg) {\\n Log(\\\"msg:\\\", msg)\\n }, \\\"Hello thread2\\\")\\n\\n t1.join()\\n t2.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Create a concurrent thread with both a custom function and an anonymous function simultaneously.\"}, {\"examples\": [{\"code\": \"function test1(msg) {\\n Log(\\\"msg:\\\", msg)\\n test2(\\\"Hello test2\\\")\\n}\\n\\nfunction main() {\\n var t1 = threading.Thread(\\n [function(a, b, c) {Log(a, b, c)}, 1, 2, 3],\\n [test1, \\\"Hello test1\\\"],\\n [`function test2(msg) {Log(\\\"msg:\\\", msg)}`])\\n\\n t1.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Use ```Thread(...items)``` format to create concurrent threads that execute multiple functions sequentially.\"}, {\"examples\": [{\"code\": \"function testFunc1(p) {\\n Log(\\\"testFunc1 p:\\\", p)\\n}\\n\\nfunction main() {\\n threading.Thread(function(pfn) {\\n var threadName = threading.currentThread().name()\\n var threadId = threading.currentThread().id()\\n pfn(`in thread threadName: ${threadName}, threadId: ${threadId}`)\\n }, testFunc1).join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Support passing functions as parameters to concurrently executing functions.\"}, {\"examples\": [{\"code\": \"function ml(input) {\\n const net = new brain.NeuralNetwork()\\n net.train([\\n { input: [0, 0], output: [0] },\\n { input: [0, 1], output: [1] },\\n { input: [1, 0], output: [1] },\\n { input: [1, 1], output: [0] },\\n ])\\n return net.run(input)\\n}\\n\\nfunction main() {\\n var ret = threading.Thread([ml, [1, 0]], [HttpQuery(\\\"https://unpkg.com/brain.js\\\")]).join()\\n\\n // ret: {\\\"id\\\":1,\\\"terminated\\\":false,\\\"elapsed\\\":337636000,\\\"ret\\\":{\\\"0\\\":0.9339330196380615}}\\n Log(ret)\\n}\", \"lang\": \"javascript\"}], \"value\": \"Support passing function strings to dynamically import external libraries for concurrent computation.\"}], \"remarks\": [\"The thread function ```func``` passed to the ```Thread()``` function for concurrent execution runs in an isolated environment, so it cannot directly reference variables outside the thread, which will cause compilation failure when referenced. Additionally, referencing other closure functions is not supported within the thread. All APIs provided by the platform can be called inside the thread, but user-defined functions cannot be called.\", \"When a thread completes execution and is not continuously referenced, the system will automatically reclaim thread-related resources at the underlying level, without the need to explicitly call the ```join()``` function to release resources. If there are continuous references preventing resource release, an error will be reported when the number of concurrent threads exceeds 2000: ```InternalError: too many routine wait, max is 2000```.\", \"Supports backtesting system and live trading environment; all concurrent thread-related functions in the backtesting system are only provided for code compatibility support and will not actually execute concurrent threads, which will not be elaborated further in this chapter.\"], \"returns\": [{\"info\": \"The ```Thread()``` function returns a ```Thread``` object for managing created concurrent threads, thread communication, etc.\", \"type\": \"```Thread``` object\"}], \"seeAlso\": [\"{@fun/Threads/threading/getThread getThread}, {@fun/Threads/threading/mainThread mainThread}, {@fun/Threads/threading/currentThread currentThread}, {@fun/Threads/threading/Lock Lock}, {@fun/Threads/threading/Condition Condition}, {@fun/Threads/threading/Event Event}, {@fun/Threads/threading/Dict Dict}, {@fun/Threads/threading/pending pending}, {@fun/Threads/threading/eventLoop eventLoop}\"], \"syntax\": [\"Thread(func, ...args)\", \"Thread(...items)\"], \"title\": \"Thread\"}, {\"_src_hash\": \"037f993bab5c749e79406018d57396aa17df8a8380c8bff15bd2b1ed1c742837\", \"args\": [{\"info\": \"The parameter ```threadId``` is the thread object ID, which is used to get the corresponding thread object.\", \"name\": \"threadId\", \"required\": true, \"type\": \"number\"}], \"desc\": [\"The ```getThread()``` function is used to get a thread object based on the specified thread ID.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var t1 = threading.Thread(function () {\\n // Thread object has method: id(), used to get the thread's Id, you can check the documentation for the corresponding Thread object section\\n var id = threading.currentThread().id()\\n var thread1 = threading.getThread(id)\\n\\n Log(\\\"id:\\\", id, \\\", thread1.id():\\\", thread1.id())\\n Log(`id == thread1.id():`, id == thread1.id())\\n })\\n t1.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Get the specified thread object by ```threadId```.\"}], \"remarks\": [\"Supports backtesting system and live trading environment.\", \"If the target thread has finished executing and been released, the thread object cannot be obtained through ```threading.getThread(threadId)```.\"], \"returns\": [{\"info\": \"The ```getThread()``` function returns the ```Thread``` object specified by the parameter threadId\", \"type\": \"```Thread``` object\"}], \"seeAlso\": [\"{@fun/Threads/threading/Thread Thread}, {@fun/Threads/threading/mainThread mainThread}, {@fun/Threads/threading/currentThread currentThread}, {@fun/Threads/threading/Lock Lock}, {@fun/Threads/threading/Condition Condition}, {@fun/Threads/threading/Event Event}, {@fun/Threads/threading/Dict Dict}, {@fun/Threads/threading/pending pending}, {@fun/Threads/threading/eventLoop eventLoop}\"], \"syntax\": [\"getThread(threadId)\"], \"title\": \"getThread\"}, {\"_src_hash\": \"10a17ea915a15fb5164dd496ecf83dba5da4bcff61938368ccf91f3c82f5d6d5\", \"desc\": [\"The ```mainThread()``` function is used to get the thread object of the main thread, which is the thread where the ```main()``` function in the strategy is located.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n Log(\\\"Main thread ID:\\\", threading.mainThread().id())\\n}\", \"lang\": \"javascript\"}], \"value\": \"Get the ```Thread``` object of the main thread and output the ```threadId``` of the main thread.\"}, {\"examples\": [{\"code\": \"function test() {\\n Log(\\\"Main thread ID output in test function:\\\", threading.mainThread().id())\\n}\\n\\nfunction main() {\\n var t1 = threading.Thread(test)\\n t1.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"The thread object of the main thread can also be obtained in concurrent threads.\"}], \"remarks\": [\"Supported in backtesting system and live trading environment.\"], \"returns\": [{\"info\": \"The ```mainThread()``` function returns the thread object of the main thread.\", \"type\": \"```Thread``` object\"}], \"seeAlso\": [\"{@fun/Threads/threading/getThread getThread}, {@fun/Threads/threading/Thread Thread}, {@fun/Threads/threading/currentThread currentThread}, {@fun/Threads/threading/Lock Lock}, {@fun/Threads/threading/Condition Condition}, {@fun/Threads/threading/Event Event}, {@fun/Threads/threading/Dict Dict}, {@fun/Threads/threading/pending pending}, {@fun/Threads/threading/eventLoop eventLoop}\"], \"syntax\": [\"mainThread()\"], \"title\": \"mainThread\"}, {\"_src_hash\": \"d1af6f2270a760c2f2b1c8a2544db4d3908ba48f64698dc00c379ca704a1afa7\", \"desc\": [\"The ```currentThread()``` function is used to get the thread object of the current thread.\"], \"examples\": [{\"examples\": [{\"code\": \"function test() {\\n Log(\\\"Current thread ID:\\\", threading.currentThread().id())\\n}\\n\\nfunction main() {\\n var t1 = threading.Thread(test)\\n t1.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Get the ```Thread``` object of the current thread and output the ```threadId``` of the current thread.\"}], \"remarks\": [\"Supports backtesting system and live trading environment.\"], \"returns\": [{\"info\": \"The ```currentThread()``` function returns the thread object of the current thread.\", \"type\": \"```Thread``` object\"}], \"seeAlso\": [\"{@fun/Threads/threading/Thread Thread}, {@fun/Threads/threading/mainThread mainThread}, {@fun/Threads/threading/Thread Thread}, {@fun/Threads/threading/Lock Lock}, {@fun/Threads/threading/Condition Condition}, {@fun/Threads/threading/Event Event}, {@fun/Threads/threading/Dict Dict}, {@fun/Threads/threading/pending pending}, {@fun/Threads/threading/eventLoop eventLoop}\"], \"syntax\": [\"currentThread()\"], \"title\": \"currentThread\"}, {\"_src_hash\": \"9c154976ecd1f9e20cb04dcca09b91698c876543b8a5c9c6499512ba4f34cb57\", \"desc\": [\"The ```Lock()``` function is used to create a thread lock object.\"], \"examples\": [{\"examples\": [{\"code\": \"function consumer(productionQuantity, dict, lock) {\\n for (var i = 0; i < productionQuantity; i++) {\\n lock.acquire()\\n var count = dict.get(\\\"count\\\")\\n Log(\\\"consumer:\\\", count)\\n Sleep(1000)\\n lock.release()\\n }\\n}\\n\\nfunction producer(productionQuantity, dict, lock) {\\n for (var i = 0; i < productionQuantity; i++) {\\n lock.acquire()\\n dict.set(\\\"count\\\", i)\\n Log(\\\"producer:\\\", i)\\n Sleep(1000)\\n lock.release()\\n }\\n}\\n\\nfunction main() {\\n var dict = threading.Dict()\\n dict.set(\\\"count\\\", -1)\\n var lock = threading.Lock()\\n var productionQuantity = 10\\n var producerThread = threading.Thread(producer, productionQuantity, dict, lock)\\n var consumerThread = threading.Thread(consumer, productionQuantity, dict, lock)\\n\\n consumerThread.join()\\n producerThread.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Two concurrent threads accessing shared resources.\"}], \"remarks\": [\"Supports backtesting system and live trading environment.\"], \"returns\": [{\"info\": \"The ```Lock()``` function returns a thread lock object.\", \"type\": \"```ThreadLock``` object\"}], \"seeAlso\": [\"{@fun/Threads/threading/getThread getThread}, {@fun/Threads/threading/mainThread mainThread}, {@fun/Threads/threading/currentThread currentThread}, {@fun/Threads/threading/Thread Thread}, {@fun/Threads/threading/Condition Condition}, {@fun/Threads/threading/Event Event}, {@fun/Threads/threading/Dict Dict}, {@fun/Threads/threading/pending pending}, {@fun/Threads/threading/eventLoop eventLoop}\"], \"syntax\": [\"Lock()\"], \"title\": \"Lock\"}, {\"_src_hash\": \"9b756624855c8a7a059de3215d363c36c2e9822ccf3ae13cc4b15490aa44292b\", \"desc\": [\"The ```Condition()``` function is used to create a condition variable object, which is used to implement synchronization and communication between threads in a multi-threaded concurrent environment. Through ```Condition()```, a thread can enter a waiting state when specific conditions are not met, until another thread signals that the conditions have been met.\"], \"examples\": [{\"examples\": [{\"code\": \"function consumer(productionQuantity, dict, condition) {\\n for (var i = 0; i < productionQuantity; i++) {\\n condition.acquire()\\n while (dict.get(\\\"array\\\").length == 0) {\\n condition.wait()\\n }\\n var arr = dict.get(\\\"array\\\")\\n var count = arr.shift()\\n dict.set(\\\"array\\\", arr)\\n Log(\\\"consumer:\\\", count, \\\", array:\\\", arr)\\n condition.release()\\n Sleep(1000)\\n }\\n}\\n\\nfunction producer(productionQuantity, dict, condition) {\\n for (var i = 0; i < productionQuantity; i++) {\\n condition.acquire()\\n var arr = dict.get(\\\"array\\\")\\n arr.push(i)\\n dict.set(\\\"array\\\", arr)\\n Log(\\\"producer:\\\", i, \\\", array:\\\", arr)\\n condition.notify()\\n condition.release()\\n Sleep(1000)\\n }\\n}\\n\\nfunction main() {\\n var dict = threading.Dict()\\n dict.set(\\\"array\\\", [])\\n var condition = threading.Condition()\\n var productionQuantity = 10\\n var producerThread = threading.Thread(producer, productionQuantity, dict, condition)\\n var consumerThread = threading.Thread(consumer, productionQuantity, dict, condition)\\n consumerThread.join()\\n producerThread.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Two concurrent threads accessing shared resources.\"}], \"remarks\": [\"The backtesting system does not currently support this feature, only the interface definition is provided.\"], \"returns\": [{\"info\": \"The ```Condition()``` function returns a ```ThreadCondition``` object.\", \"type\": \"```ThreadCondition``` object\"}], \"seeAlso\": [\"{@fun/Threads/threading/getThread getThread}, {@fun/Threads/threading/mainThread mainThread}, {@fun/Threads/threading/currentThread currentThread}, {@fun/Threads/threading/Lock Lock}, {@fun/Threads/threading/Thread Thread}, {@fun/Threads/threading/Event Event}, {@fun/Threads/threading/Dict Dict}, {@fun/Threads/threading/pending pending}, {@fun/Threads/threading/eventLoop eventLoop}\"], \"syntax\": [\"Condition()\"], \"title\": \"Condition\"}, {\"_src_hash\": \"d189152e341eb5dda906ae11ca901e56069b7c01c840a10e28b94568a8bd5eef\", \"desc\": [\"The ```Event()``` function is used to create a *thread event* object, which is used for synchronization between threads, allowing one thread to wait for notification or signal from another thread.\"], \"examples\": [{\"examples\": [{\"code\": \"function consumer(productionQuantity, dict, pEvent, cEvent) {\\n for (var i = 0; i < productionQuantity; i++) {\\n while (dict.get(\\\"array\\\").length == 0) {\\n pEvent.wait()\\n }\\n if (pEvent.isSet()) {\\n pEvent.clear()\\n }\\n\\n var arr = dict.get(\\\"array\\\")\\n var count = arr.shift()\\n dict.set(\\\"array\\\", arr)\\n Log(\\\"consumer:\\\", count, \\\", array:\\\", arr)\\n cEvent.set()\\n Sleep(1000)\\n }\\n}\\n\\nfunction producer(productionQuantity, dict, pEvent, cEvent) {\\n for (var i = 0; i < productionQuantity; i++) {\\n while (dict.get(\\\"array\\\").length != 0) {\\n cEvent.wait()\\n }\\n if (cEvent.isSet()) {\\n cEvent.clear()\\n }\\n\\n var arr = dict.get(\\\"array\\\")\\n arr.push(i)\\n dict.set(\\\"array\\\", arr)\\n Log(\\\"producer:\\\", i, \\\", array:\\\", arr)\\n pEvent.set()\\n Sleep(1000)\\n }\\n}\\n\\nfunction main() {\\n var dict = threading.Dict()\\n dict.set(\\\"array\\\", [])\\n var pEvent = threading.Event()\\n var cEvent = threading.Event()\\n var productionQuantity = 10\\n var producerThread = threading.Thread(producer, productionQuantity, dict, pEvent, cEvent)\\n var consumerThread = threading.Thread(consumer, productionQuantity, dict, pEvent, cEvent)\\n\\n consumerThread.join()\\n producerThread.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Two concurrent threads accessing shared resources.\"}], \"remarks\": [\"Supports backtesting system and live trading environment.\"], \"returns\": [{\"info\": \"The ```Event()``` function returns a ```ThreadEvent``` object.\", \"type\": \"```ThreadEvent``` object\"}], \"seeAlso\": [\"{@fun/Threads/threading/getThread getThread}, {@fun/Threads/threading/mainThread mainThread}, {@fun/Threads/threading/currentThread currentThread}, {@fun/Threads/threading/Lock Lock}, {@fun/Threads/threading/Condition Condition}, {@fun/Threads/threading/Thread Thread}, {@fun/Threads/threading/Dict Dict}, {@fun/Threads/threading/pending pending}, {@fun/Threads/threading/eventLoop eventLoop}\"], \"syntax\": [\"Event()\"], \"title\": \"Event\"}, {\"_src_hash\": \"495e514f572c7533abb2e5d08716478bb7d1fd81443bfe119690d365bdc2a8e1\", \"desc\": [\"The ```Dict()``` function is used to create a dictionary object for passing and sharing data between concurrent threads.\"], \"examples\": [{\"examples\": [{\"code\": \"function threadFun1(obj) {\\n obj[\\\"age\\\"] = 100\\n while (true) {\\n Log(\\\"threadFun1 obj:\\\", obj)\\n Sleep(5000)\\n }\\n}\\n\\nfunction threadFun2(obj) {\\n while (true) {\\n Log(\\\"threadFun2 obj:\\\", obj)\\n Sleep(5000)\\n }\\n}\\n\\nfunction main() {\\n var obj = {\\\"age\\\": 10}\\n var t1 = threading.Thread(threadFun1, obj)\\n var t2 = threading.Thread(threadFun2, obj)\\n t1.join()\\n t2.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Pass a regular object to concurrent thread execution function, test whether modifying object key values will affect object key values in other threads.\"}, {\"examples\": [{\"code\": \"function threadFun1(threadDict) {\\n threadDict.set(\\\"age\\\", 100)\\n while (true) {\\n Log(`threadFun1 threadDict.get(\\\"age\\\"):`, threadDict.get(\\\"age\\\"))\\n Sleep(5000)\\n }\\n}\\n\\nfunction threadFun2(threadDict) {\\n while (true) {\\n Log(`threadFun2 threadDict.get(\\\"age\\\"):`, threadDict.get(\\\"age\\\"))\\n Sleep(5000)\\n }\\n}\\n\\nfunction main() {\\n var threadDict = threading.Dict()\\n threadDict.set(\\\"age\\\", 10)\\n var t1 = threading.Thread(threadFun1, threadDict)\\n var t2 = threading.Thread(threadFun2, threadDict)\\n\\n t1.join()\\n t2.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Pass a ```ThreadDict``` object created by the ```Dict()``` function to concurrent thread execution function, test whether modifying object key values will affect object key values in other threads.\"}], \"remarks\": [\"When passing regular objects to concurrent thread functions, deep copy is used. Modifying key values in concurrent threads will not affect dictionaries in other threads.\", \"Supports backtesting system and live trading environment.\"], \"returns\": [{\"info\": \"The ```Dict()``` function returns a ```ThreadDict``` object.\", \"type\": \"```ThreadDict``` object\"}], \"seeAlso\": [\"{@fun/Threads/threading/getThread getThread}, {@fun/Threads/threading/mainThread mainThread}, {@fun/Threads/threading/currentThread currentThread}, {@fun/Threads/threading/Lock Lock}, {@fun/Threads/threading/Condition Condition}, {@fun/Threads/threading/Event Event}, {@fun/Threads/threading/Thread Thread}, {@fun/Threads/threading/pending pending}, {@fun/Threads/threading/eventLoop eventLoop}\"], \"syntax\": [\"Dict()\"], \"title\": \"Dict\"}, {\"_src_hash\": \"b8d88badd4ffa88e0fa3f2671412453a6202092c1a7fc2553294e3dd82987a31\", \"desc\": [\"The ```pending``` function is used to get the number of concurrent threads currently running in the strategy program.\"], \"examples\": [{\"examples\": [{\"code\": \"function threadFun1() {\\n Log(\\\"threadFun1\\\")\\n Sleep(3000)\\n}\\n\\nfunction threadFun2() {\\n for (var i = 0; i < 3; i++) {\\n LogStatus(_D(), \\\"print from threadFun2\\\")\\n Sleep(3000)\\n }\\n}\\n\\nfunction main() {\\n Log(`begin -- threading.pending():`, threading.pending())\\n\\n var t1 = threading.Thread(threadFun1)\\n var t2 = threading.Thread(threadFun2)\\n Log(`after threading.Thread -- threading.pending():`, threading.pending())\\n\\n t1.join()\\n t2.join()\\n Log(`after thread.join -- threading.pending():`, threading.pending())\\n}\", \"lang\": \"javascript\"}], \"value\": \"Create two concurrently running threads and call the ```pending()``` function at different time points.\"}], \"remarks\": [\"When the strategy's ```main()``` function starts running, directly calling ```pending()``` will return 1, because the main thread where ```main()``` function is located is also counted as a running thread.\", \"Supports both backtesting system and live trading environment.\"], \"returns\": [{\"info\": \"The ```pending()``` function returns the number of concurrent threads currently running in the strategy program.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/Threads/threading/getThread getThread}, {@fun/Threads/threading/mainThread mainThread}, {@fun/Threads/threading/currentThread currentThread}, {@fun/Threads/threading/Lock Lock}, {@fun/Threads/threading/Condition Condition}, {@fun/Threads/threading/Event Event}, {@fun/Threads/threading/Dict Dict}, {@fun/Threads/threading/Thread Thread}, {@fun/Threads/threading/eventLoop eventLoop}\"], \"syntax\": [\"pending()\"], \"title\": \"pending\"}], \"desc\": \"The ```threading``` object serves as a global multi-threading management tool, providing functions for creating concurrent threads, thread locks, condition variables, and more. This section introduces the member functions of the ```threading``` object. Only ```JavaScript``` language strategies support this object.\", \"title\": \"threading\"}, {\"_src_hash\": \"4868eeb747fcc47c5f7b8b3912d72054bb924b9661cbcbe43b0ce97211ad0570\", \"children\": [{\"_src_hash\": \"7586739168b73e03889d65cec57f622441deba47befac4c088c68c26566b11d6\", \"args\": [{\"info\": \"The ```timeout``` parameter sets the timeout duration, blocking and waiting for data according to the milliseconds specified by this parameter; returns null if no data is received and timeout occurs. If ```timeout``` is set to 0 or the ```timeout``` parameter is not passed, it will block indefinitely until data is received from the channel. If ```timeout``` is set to -1, it will not block and returns immediately, returning null when there is no data.\", \"name\": \"timeout\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```peekMessage()``` function is used to receive messages from a thread.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var t1 = threading.Thread(function() {\\n for (var i = 0; i < 10; i++) {\\n Log(\\\"thread1 postMessage():\\\", i)\\n threading.mainThread().postMessage(i)\\n Sleep(500)\\n }\\n })\\n\\n while (true) {\\n var msg = threading.currentThread().peekMessage()\\n Log(\\\"main peekMessage():\\\", msg)\\n if (msg == 9) {\\n break\\n }\\n Sleep(1000)\\n }\\n\\n t1.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Concurrent thread sends messages to the main thread.\"}], \"remarks\": [\"When writing programs, be careful to avoid thread deadlock issues.\"], \"returns\": [{\"info\": \"The ```peekMessage()``` function returns messages received by the thread associated with the current thread object.\", \"type\": \"string / number / bool / object / array / any (any type supported by the platform)\"}], \"seeAlso\": [\"{@fun/Threads/Thread/postMessage postMessage}, {@fun/Threads/Thread/join join}, {@fun/Threads/Thread/terminate terminate}, {@fun/Threads/Thread/getData getData}, {@fun/Threads/Thread/setData setData}, {@fun/Threads/Thread/id id}, {@fun/Threads/Thread/name name}, {@fun/Threads/Thread/eventLoop eventLoop}\"], \"syntax\": [\"peekMessage()\", \"peekMessage(timeout)\"], \"title\": \"peekMessage\"}, {\"_src_hash\": \"73fd49d8fbbc1defd08c2f5afdbe63ec0d4d9b7f91b13933c06c70837fb3085b\", \"args\": [{\"info\": \"The parameter ```msg``` is the message to be sent.\", \"name\": \"msg\", \"required\": true, \"type\": \"string / number / bool / object / array / function / any (any type supported by the platform)\"}], \"desc\": [\"The ```postMessage()``` function is used to send messages to a thread.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var t1 = threading.Thread(function() {\\n for (var i = 0; i < 10; i++) {\\n Log(\\\"thread1 postMessage():\\\", i)\\n threading.mainThread().postMessage(i)\\n Sleep(500)\\n }\\n })\\n for (var i = 0; i < 10; i++) {\\n var event = threading.mainThread().eventLoop()\\n Log(\\\"main event:\\\", event)\\n Sleep(500)\\n }\\n t1.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Send messages in concurrent threads and use ```eventLoop()``` to receive message notifications.\"}, {\"examples\": [{\"code\": \"function main() {\\n threading.mainThread().postMessage(function(msg) {\\n Log(\\\"func from mainThread, msg:\\\", msg)\\n })\\n\\n threading.Thread(function() {\\n var func = threading.mainThread().peekMessage()\\n func(\\\"in \\\" + threading.currentThread().name())\\n }).join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Supports sending functions.\"}], \"remarks\": [\"When the ```postMessage()``` function is called in a thread's execution function to send signals or data, it generates a message event. You can use the ```eventLoop()``` function to receive message notifications.\"], \"seeAlso\": [\"{@fun/Threads/Thread/peekMessage peekMessage}, {@fun/Threads/Thread/join join}, {@fun/Threads/Thread/terminate terminate}, {@fun/Threads/Thread/getData getData}, {@fun/Threads/Thread/setData setData}, {@fun/Threads/Thread/id id}, {@fun/Threads/Thread/name name}, {@fun/Threads/Thread/eventLoop eventLoop}\"], \"syntax\": [\"postMessage(msg)\"], \"title\": \"postMessage\"}, {\"_src_hash\": \"bcb84f19ca72934300b7dfd6996172b2aa8d26574dc2c1d9394fc135e9356d9b\", \"args\": [{\"info\": \"The ```timeout``` parameter is used to set the timeout for waiting for the thread to end, in milliseconds. When the ```timeout``` parameter is set to 0 or the ```timeout``` parameter is not set, the ```join()``` function will block until the thread finishes execution. When the ```timeout``` parameter is set to -1, the ```join()``` function will return immediately.\", \"name\": \"timeout\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```join()``` function is used to wait for a thread to exit and reclaim system resources.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var t1 = threading.Thread(function() {\\n Log(\\\"Hello thread1\\\")\\n Sleep(5000)\\n })\\n\\n var ret = t1.join(1000)\\n Log(\\\"ret:\\\", ret) // ret: undefined\\n\\n ret = t1.join()\\n Log(\\\"ret:\\\", ret) // ret: {\\\"id\\\":1,\\\"terminated\\\":false,\\\"elapsed\\\":5003252000}\\n}\", \"lang\": \"javascript\"}], \"value\": \"Test ```join()``` function timeout and output the return value.\"}], \"remarks\": [\"When the ```join()``` function times out, it returns ```undefined```.\"], \"returns\": [{\"info\": \"The [```ThreadRet``` object](https://www.fmz.com/syntax-guide/struct/otherstruct/Thread.join-return) contains data related to the execution result, including the following properties:\\n\\n- id: Thread ID.\\n- terminated: Whether the thread was forcibly terminated.\\n- elapsed: The running time of the thread (nanoseconds).\\n- ret: The return value of the thread function.\", \"type\": \"```ThreadRet``` object\"}], \"seeAlso\": [\"{@fun/Threads/Thread/peekMessage peekMessage}, {@fun/Threads/Thread/postMessage postMessage}, {@fun/Threads/Thread/terminate terminate}, {@fun/Threads/Thread/getData getData}, {@fun/Threads/Thread/setData setData}, {@fun/Threads/Thread/id id}, {@fun/Threads/Thread/name name}, {@fun/Threads/Thread/eventLoop eventLoop}\"], \"syntax\": [\"join()\", \"join(timeout)\"], \"title\": \"join\"}, {\"_src_hash\": \"633207caa87d32d6c8acbb1ffb23fcc1e9ca66a92ff6ae021520284999d6bfaf\", \"desc\": [\"The ```terminate()``` function is used to forcibly terminate a thread and release the hardware resources occupied when the thread was created.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var t1 = threading.Thread(function() {\\n for (var i = 0; i < 10; i++) {\\n Log(\\\"thread1 i:\\\", i)\\n Sleep(1000)\\n }\\n })\\n\\n Sleep(3000)\\n t1.terminate()\\n Log(\\\"after t1.terminate()\\\")\\n\\n while (true) {\\n LogStatus(_D())\\n Sleep(1000)\\n }\\n}\", \"lang\": \"javascript\"}], \"value\": \"Forcibly terminate the execution of a thread. After forcibly terminating the thread, the content output by that thread will no longer be displayed in the logs.\"}], \"remarks\": [\"For threads forcibly terminated using the ```terminate()``` function, the ```join()``` function can no longer be used to wait for their completion.\"], \"seeAlso\": [\"{@fun/Threads/Thread/peekMessage peekMessage}, {@fun/Threads/Thread/postMessage postMessage}, {@fun/Threads/Thread/join join}, {@fun/Threads/Thread/getData getData}, {@fun/Threads/Thread/setData setData}, {@fun/Threads/Thread/id id}, {@fun/Threads/Thread/name name}, {@fun/Threads/Thread/eventLoop eventLoop}\"], \"syntax\": [\"terminate()\"], \"title\": \"terminate\"}, {\"_src_hash\": \"173d6848f343d6d35ad6ae2e1af147419407c47ca6084495199c329fc75af567\", \"args\": [{\"info\": \"The ```key``` parameter is the key name of the stored key-value pair.\", \"name\": \"key\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"The ```getData()``` function is used to access variables recorded in the thread environment. The data is valid when the thread has not executed the ```join()``` function (waiting for successful exit) and has not executed the ```terminate()``` function (forcibly terminating the thread).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var t1 = threading.Thread(function() {\\n for (var i = 0; i < 5; i++) {\\n threading.currentThread().setData(\\\"count\\\", i)\\n Log(`setData(\\\"count\\\"):`, i)\\n Sleep(1000)\\n }\\n })\\n for (var i = 0; i < 5; i++) {\\n var count = threading.getThread(t1.id()).getData(\\\"count\\\")\\n Log(`getData(\\\"count\\\"):`, count)\\n Sleep(1000)\\n }\\n t1.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Record a value with the key name ```count``` in the concurrent thread environment, then read the key value of ```count``` in the main thread.\"}], \"returns\": [{\"info\": \"The ```getData()``` function returns the key value corresponding to the ```key``` parameter in the key-value pairs stored in the current thread environment.\", \"type\": \"string / number / bool / object / array / any (any type supported by the platform)\"}], \"seeAlso\": [\"{@fun/Threads/Thread/peekMessage peekMessage}, {@fun/Threads/Thread/postMessage postMessage}, {@fun/Threads/Thread/join join}, {@fun/Threads/Thread/terminate terminate}, {@fun/Threads/Thread/setData setData}, {@fun/Threads/Thread/id id}, {@fun/Threads/Thread/name name}, {@fun/Threads/Thread/eventLoop eventLoop}\"], \"syntax\": [\"getData()\", \"getData(key)\"], \"title\": \"getData\"}, {\"_src_hash\": \"7b5c9cbe9ad80788b372c8111696752337bb586630bde3d3ba27b055f982b7a9\", \"args\": [{\"info\": \"The ```key``` parameter is used to specify the key name of the key-value pair to be stored.\", \"name\": \"key\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The ```value``` parameter is used to specify the key value of the key-value pair to be stored.\", \"name\": \"value\", \"required\": true, \"type\": \"string / number / bool / object / array / function / any (any type supported by the platform)\"}], \"desc\": [\"The ```setData()``` function is used to store variables in the thread environment.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var t1 = threading.Thread(function() {\\n threading.currentThread().setData(\\\"data\\\", 100)\\n })\\n Sleep(1000)\\n Log(`t1.getData(\\\"data\\\"):`, t1.getData(\\\"data\\\"))\\n t1.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Set a key-value pair in a concurrent thread and read the key-value pair in the main thread.\"}, {\"examples\": [{\"code\": \"function main() {\\n threading.mainThread().setData(\\\"func2\\\", function(p) {\\n Log(\\\"func2 p:\\\", p)\\n })\\n\\n var t1 = threading.Thread(function() {\\n threading.currentThread().setData(\\\"func1\\\", function(p) {\\n Log(\\\"func1 p:\\\", p)\\n })\\n\\n var func2 = threading.mainThread().getData(\\\"func2\\\")\\n func2(\\\"test2\\\")\\n })\\n\\n Sleep(1000)\\n var func1 = t1.getData(\\\"func1\\\")\\n func1(\\\"test1\\\")\\n t1.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Supports passing functions as key values.\"}], \"remarks\": [\"Data remains valid as long as the thread has not executed the ```join()``` function (waiting for successful exit) and has not executed the ```terminate()``` function (forcibly terminating the thread). The ```value``` parameter must be a serializable variable.\"], \"seeAlso\": [\"{@fun/Threads/Thread/peekMessage peekMessage}, {@fun/Threads/Thread/postMessage postMessage}, {@fun/Threads/Thread/join join}, {@fun/Threads/Thread/terminate terminate}, {@fun/Threads/Thread/getData getData}, {@fun/Threads/Thread/id id}, {@fun/Threads/Thread/name name}, {@fun/Threads/Thread/eventLoop eventLoop}\"], \"syntax\": [\"setData(key, value)\"], \"title\": \"setData\"}, {\"_src_hash\": \"0aa7723999139af556506148165f87d5836b7e2291bb7c0f9a0555be239eb05a\", \"desc\": [\"The ```id()``` function is used to return the ```threadId``` of the current multi-threaded object instance.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var t1 = threading.Thread(function() {\\n threading.currentThread().setData(\\\"data\\\", 100)\\n })\\n Log(`t1.id():`, t1.id())\\n t1.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Create a concurrently running thread and output the ```threadId``` of that concurrent thread in the main thread.\"}], \"returns\": [{\"info\": \"The ```id()``` function returns the ```threadId```.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/Threads/Thread/peekMessage peekMessage}, {@fun/Threads/Thread/postMessage postMessage}, {@fun/Threads/Thread/join join}, {@fun/Threads/Thread/terminate terminate}, {@fun/Threads/Thread/getData getData}, {@fun/Threads/Thread/setData setData}, {@fun/Threads/Thread/name name}, {@fun/Threads/Thread/eventLoop eventLoop}\"], \"syntax\": [\"id()\"], \"title\": \"id\"}, {\"_src_hash\": \"5e4b1c8153d8af4452a9843426a64682364e2a50dd93e65805276a69091b75a5\", \"desc\": [\"The ```name()``` function is used to return the name of the current multi-threaded object instance.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var t1 = threading.Thread(function() {\\n threading.currentThread().setData(\\\"data\\\", 100)\\n })\\n Log(`t1.name():`, t1.name()) // t1.name(): Thread-1\\n t1.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Create a concurrently running thread and output the name of that concurrent thread in the main thread.\"}], \"returns\": [{\"info\": \"The ```name()``` function returns the name of the concurrent thread.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/Threads/Thread/peekMessage peekMessage}, {@fun/Threads/Thread/postMessage postMessage}, {@fun/Threads/Thread/join join}, {@fun/Threads/Thread/terminate terminate}, {@fun/Threads/Thread/getData getData}, {@fun/Threads/Thread/setData setData}, {@fun/Threads/Thread/id id}, {@fun/Threads/Thread/eventLoop eventLoop}\"], \"syntax\": [\"name()\"], \"title\": \"name\"}, {\"_src_hash\": \"32ac4d253358bbc0569b2cb6e58fd32c87903e18e9be459d3fd44f9562e01b8d\", \"args\": [{\"info\": \"The parameter ```timeout``` is the timeout setting in milliseconds. When the parameter ```timeout``` is set to 0, the function will block and wait until an event occurs before returning; when set to a value greater than 0, the function will return after the specified timeout period; when set to a value less than 0, the function will immediately return the most recent event.\", \"name\": \"timeout\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```eventLoop()``` function is used to listen for events received by the thread.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var t1 = threading.Thread(function() {\\n while (true) {\\n var eventMsg = threading.currentThread().eventLoop() // 阻塞等待\\n // 2024-11-14 10:14:18 thread1 eventMsg: {\\\"Seq\\\":1,\\\"Event\\\":\\\"thread\\\",\\\"ThreadId\\\":0,\\\"Index\\\":1,\\\"Queue\\\":0,\\\"Nano\\\":1731550458699947000}\\n Log(_D(), \\\"thread1 eventMsg:\\\", eventMsg)\\n }\\n })\\n\\n var t2 = threading.Thread(function() {\\n while (true) {\\n var eventMsg = threading.currentThread().eventLoop(-1) // 立即返回\\n Log(_D(), \\\"thread2 eventMsg:\\\", eventMsg)\\n Sleep(5000)\\n }\\n })\\n\\n var t3 = threading.Thread(function() {\\n while (true) {\\n var eventMsg = threading.currentThread().eventLoop(3000) // 设置3秒超时\\n Log(_D(), \\\"thread3 eventMsg:\\\", eventMsg)\\n }\\n })\\n\\n t1.postMessage(\\\"Hello \\\", t1.name())\\n t2.postMessage(\\\"Hello \\\", t2.name())\\n t3.postMessage(\\\"Hello \\\", t3.name())\\n t1.join()\\n t2.join()\\n t3.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Execute 3 threads concurrently and output the received event information. When timeout occurs or immediate return, the output value is null.\"}], \"remarks\": [\"The processing mechanism of the ```eventLoop()``` function is consistent with the global function ```EventLoop()```.\"], \"returns\": [{\"info\": \"The ```eventLoop()``` function returns the event information received by the current thread. See [Event Information Structure](https://www.fmz.com/syntax-guide/struct/otherstruct/eventloop-return) for details.\", \"type\": \"object / null\"}], \"seeAlso\": [\"{@fun/Threads/Thread/peekMessage peekMessage}, {@fun/Threads/Thread/postMessage postMessage}, {@fun/Threads/Thread/join join}, {@fun/Threads/Thread/terminate terminate}, {@fun/Threads/Thread/getData getData}, {@fun/Threads/Thread/setData setData}, {@fun/Threads/Thread/id id}, {@fun/Threads/Thread/name name}\"], \"syntax\": [\"eventLoop()\", \"eventLoop(timeout)\"], \"title\": \"eventLoop\"}], \"desc\": \"```Thread``` objects can be created or returned through ```threading.Thread()```, ```threading.getThread()```, ```threading.mainThread()```, ```threading.currentThread()```.\", \"title\": \"Thread\"}, {\"_src_hash\": \"211712f3f1ae620024713f59d87260b1e4c0138e708834490885512ac7f02c74\", \"children\": [{\"_src_hash\": \"e1f4406c3d4f879a053dffd3d81c7b4d4d4d9cec32429d306a357d3611a2d688\", \"desc\": [\"The ```acquire()``` function is used to request a thread lock (acquire lock).\"], \"examples\": [{\"value\": \"Please refer to the ```threading.Lock()``` section for examples.\"}], \"remarks\": [\"The ```acquire()``` function is used to request a thread lock. When a thread calls the ```acquire()``` function of a thread lock object, it attempts to acquire the lock. If the lock is not currently held by another thread, the calling thread will successfully acquire the lock and continue execution. If the lock is already held by another thread, the thread calling ```acquire()``` will be blocked until the lock is released.\"], \"seeAlso\": [\"{@fun/Threads/threading/Lock Lock}, {@fun/Threads/ThreadLock/release release}\"], \"syntax\": [\"acquire()\"], \"title\": \"acquire\"}, {\"_src_hash\": \"46fdc6764b6205ba968c8e716e7dfb606adfd4c8de3f5f34636f0f918f96292a\", \"desc\": [\"The ```release()``` function is used to release a thread lock (unlock).\"], \"examples\": [{\"examples\": [{\"code\": \"function consumer(productionQuantity, dict, pLock, cLock) {\\n for (var i = 0; i < productionQuantity; i++) {\\n pLock.acquire()\\n cLock.acquire()\\n var arr = dict.get(\\\"array\\\")\\n var count = arr.shift()\\n dict.set(\\\"array\\\", arr)\\n Log(\\\"consumer:\\\", count, \\\", array:\\\", arr)\\n cLock.release()\\n Sleep(1000)\\n pLock.release()\\n }\\n}\\n\\nfunction producer(productionQuantity, dict, pLock, cLock) {\\n for (var i = 0; i < productionQuantity; i++) {\\n cLock.acquire() // cLock.acquire() 放在 pLock.acquire() 后不会产生死锁\\n pLock.acquire()\\n var arr = dict.get(\\\"array\\\")\\n arr.push(i)\\n dict.set(\\\"array\\\", arr)\\n Log(\\\"producer:\\\", i, \\\", array:\\\", arr)\\n pLock.release()\\n Sleep(1000)\\n cLock.release()\\n }\\n}\\n\\nfunction main() {\\n var dict = threading.Dict()\\n dict.set(\\\"array\\\", [])\\n var pLock = threading.Lock()\\n var cLock = threading.Lock()\\n var productionQuantity = 10\\n var producerThread = threading.Thread(producer, productionQuantity, dict, pLock, cLock)\\n var consumerThread = threading.Thread(consumer, productionQuantity, dict, pLock, cLock)\\n\\n consumerThread.join()\\n producerThread.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Test deadlock scenario\"}], \"remarks\": [\"Note that improper use of thread locks may cause deadlocks.\"], \"seeAlso\": [\"{@fun/Threads/threading/Lock Lock}, {@fun/Threads/ThreadLock/acquire acquire}\"], \"syntax\": [\"release()\"], \"title\": \"release\"}], \"desc\": \"Thread lock object for multi-threaded synchronization processing.\", \"title\": \"ThreadLock\"}, {\"_src_hash\": \"558c5cfb9e9fe98cb2aa93c6ccb1dd3047f3cb993d38b8e42f640f454942f136\", \"children\": [{\"_src_hash\": \"d9c214bd429765b935f42a2ff844cf18ad49ded8bdd5afb94423a24a4cc6c48c\", \"desc\": [\"The ```set()``` function is used to set an event signal.\"], \"examples\": [{\"value\": \"Please refer to the examples in the ```threading.Event()``` section.\"}], \"remarks\": [\"If the event has already been set via ```set()```, it cannot be set again. You need to call the clear operation first before resetting the signal.\"], \"seeAlso\": [\"{@fun/Threads/ThreadEvent/clear clear}, {@fun/Threads/ThreadEvent/wait wait}, {@fun/Threads/ThreadEvent/isSet isSet}\"], \"syntax\": [\"set()\"], \"title\": \"set\"}, {\"_src_hash\": \"f7dfb37186fa7d044a799790cf45f525b88c36ae8acb8a1674d855e03b42af04\", \"desc\": [\"The ```clear()``` function is used to clear the signal.\"], \"examples\": [{\"value\": \"Please refer to the example in the ```threading.Event()``` section.\"}], \"seeAlso\": [\"{@fun/Threads/ThreadEvent/set set}, {@fun/Threads/ThreadEvent/wait wait}, {@fun/Threads/ThreadEvent/isSet isSet}\"], \"syntax\": [\"clear()\"], \"title\": \"clear\"}, {\"_src_hash\": \"7030a6528f5fb1a5f71aa52bf3b281e3532785589c215bf2f08bc6d8912b8f1d\", \"args\": [{\"info\": \"The parameter ```timeout``` is used to set the waiting timeout period, in milliseconds.\", \"name\": \"timeout\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```wait()``` function is used to set event (signal) waiting, which will block until the event (signal) is set; supports setting timeout parameters.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var event = threading.Event()\\n var t1 = threading.Thread(function(event) {\\n var ret = event.wait(100)\\n Log(`event.wait(100):`, ret)\\n ret = event.wait()\\n Log(`event.wait():`, ret)\\n }, event)\\n\\n Sleep(1000)\\n event.set()\\n t1.join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Test the return value of the ```wait()``` function.\"}], \"returns\": [{\"info\": \"The ```wait()``` function returns whether a timeout occurred, returning true if a timeout occurs.\", \"type\": \"bool\"}], \"seeAlso\": [\"{@fun/Threads/ThreadEvent/set set}, {@fun/Threads/ThreadEvent/clear clear}, {@fun/Threads/ThreadEvent/isSet isSet}\"], \"syntax\": [\"wait()\", \"wait(timeout)\"], \"title\": \"wait\"}, {\"_src_hash\": \"0b1ec97e9479480667c06294b133ad0bdeba59df8a519f348b0ab13bb1eac9d3\", \"desc\": [\"The ```isSet()``` function is used to determine whether an event (signal) has been set.\"], \"examples\": [{\"value\": \"Please refer to the examples in the ```threading.Event()``` section.\"}], \"returns\": [{\"info\": \"The ```isSet()``` function returns the set status of the event (signal); returns true if the event (signal) has been set.\", \"type\": \"bool\"}], \"seeAlso\": [\"{@fun/Threads/ThreadEvent/set set}, {@fun/Threads/ThreadEvent/clear clear}, {@fun/Threads/ThreadEvent/wait wait}\"], \"syntax\": [\"isSet()\"], \"title\": \"isSet\"}], \"desc\": \"Event object for event notification and signal passing between multiple threads.\", \"title\": \"ThreadEvent\"}, {\"_src_hash\": \"8f292cf32b5ebe793206d517322a16a64955a3586dc93b37e2e2bf4abad3f085\", \"children\": [{\"_src_hash\": \"03bf1659962d05bac7175ad42cadb899af087cb688c4bba103f33b159c49c7ea\", \"desc\": [\"The ```notify()``` function is used to wake up one waiting thread (if any exists). Only threads that have called the ```wait()``` method can be awakened.\"], \"examples\": [{\"examples\": [{\"code\": \"function consumer(dict, condition) {\\n while (true) {\\n condition.acquire()\\n while (dict.get(\\\"array\\\").length == 0) {\\n Log(threading.currentThread().name(), \\\"wait()...\\\", \\\", array:\\\", dict.get(\\\"array\\\"))\\n condition.wait()\\n }\\n var arr = dict.get(\\\"array\\\")\\n var num = arr.shift()\\n Log(threading.currentThread().name(), \\\", num:\\\", num, \\\", array:\\\", arr, \\\"#FF0000\\\")\\n dict.set(\\\"array\\\", arr)\\n Sleep(1000)\\n condition.release()\\n }\\n}\\n\\nfunction main() {\\n var condition = threading.Condition()\\n var dict = threading.Dict()\\n dict.set(\\\"array\\\", [])\\n var t1 = threading.Thread(consumer, dict, condition)\\n var t2 = threading.Thread(consumer, dict, condition)\\n var t3 = threading.Thread(consumer, dict, condition)\\n Sleep(1000)\\n var i = 0\\n while (true) {\\n condition.acquire()\\n var msg = \\\"\\\"\\n var arr = dict.get(\\\"array\\\")\\n var randomNum = Math.floor(Math.random() * 5) + 1\\n if (arr.length >= 3) {\\n condition.notifyAll()\\n msg = \\\"notifyAll\\\"\\n } else {\\n arr.push(i)\\n dict.set(\\\"array\\\", arr)\\n if (randomNum > 3 && arr.length > 0) {\\n condition.notify()\\n msg = \\\"notify\\\"\\n } else {\\n msg = \\\"pass\\\"\\n }\\n i++\\n }\\n\\n Log(_D(), \\\"randomNum:\\\", randomNum, \\\", array:\\\", arr, \\\", msg:\\\", msg)\\n condition.release()\\n Sleep(1000)\\n }\\n}\", \"lang\": \"javascript\"}], \"value\": \"Use the ```notify()``` function to wake up waiting threads.\"}], \"remarks\": [\"The ```notify()``` function wakes up one thread in the waiting queue.\", \"When the ```notify()``` function wakes up a thread, that thread will reacquire the thread lock.\"], \"seeAlso\": [\"{@fun/Threads/ThreadCondition/notifyAll notifyAll}, {@fun/Threads/ThreadCondition/wait wait}, {@fun/Threads/ThreadCondition/acquire acquire}, {@fun/Threads/ThreadCondition/release release}\"], \"syntax\": [\"notify()\"], \"title\": \"notify\"}, {\"_src_hash\": \"fc7c874660ddaa159603554cc2f4dc3d35ceee0bbd8b640c8b8ca1e6d8e06671\", \"desc\": [\"The ```notifyAll()``` function is used to wake up all waiting threads.\"], \"examples\": [{\"value\": \"For examples, please refer to the ```ThreadCondition.notify()``` section.\"}], \"remarks\": [\"The ```notifyAll()``` function wakes up all threads in the waiting state one by one, and the awakened threads will reacquire the thread lock.\"], \"seeAlso\": [\"{@fun/Threads/ThreadCondition/notify notify}, {@fun/Threads/ThreadCondition/wait wait}, {@fun/Threads/ThreadCondition/acquire acquire}, {@fun/Threads/ThreadCondition/release release}\"], \"syntax\": [\"notifyAll()\"], \"title\": \"notifyAll\"}, {\"_src_hash\": \"c91d3ba526c46a4c377ac752e13226d5619b06ec242a0e0f8eb30130e10c8881\", \"desc\": [\"The ```wait()``` function is used to put a thread into a waiting state under specific conditions.\"], \"examples\": [{\"value\": \"For examples, please refer to the content in the ```ThreadCondition.notify()``` section.\"}], \"remarks\": [\"The ```wait()``` function releases the thread lock and will reacquire the thread lock when the thread is awakened.\"], \"seeAlso\": [\"{@fun/Threads/ThreadCondition/notify notify}, {@fun/Threads/ThreadCondition/notifyAll notifyAll}, {@fun/Threads/ThreadCondition/acquire acquire}, {@fun/Threads/ThreadCondition/release release}\"], \"syntax\": [\"wait()\"], \"title\": \"wait\"}, {\"_src_hash\": \"2d080ee67c967ac32f8babcbfaaee9015d73ce093549dc8fd009483b0e6aff9c\", \"desc\": [\"The ```acquire()``` function is used to request a thread lock (acquire lock).\"], \"examples\": [{\"value\": \"For examples, please refer to the content in the ```ThreadCondition.notify()``` section.\"}], \"remarks\": [\"The thread lock of the current condition object must be requested (acquired) before calling ```wait()```.\"], \"seeAlso\": [\"{@fun/Threads/ThreadCondition/notify notify}, {@fun/Threads/ThreadCondition/notifyAll notifyAll}, {@fun/Threads/ThreadCondition/wait wait}, {@fun/Threads/ThreadCondition/release release}\"], \"syntax\": [\"acquire()\"], \"title\": \"acquire\"}, {\"_src_hash\": \"5ef54f2ddd5ae7935e73d325726638cc5d86b6ec44aab01cc3fcd1866f138ed6\", \"desc\": [\"The ```release()``` function is used to release the thread lock (unlock).\"], \"examples\": [{\"value\": \"For examples, please refer to the content in the ```ThreadCondition.notify()``` section.\"}], \"remarks\": [\"After calling ```wait()```, you need to release the thread lock (unlock) of the current condition object.\"], \"seeAlso\": [\"{@fun/Threads/ThreadCondition/notify notify}, {@fun/Threads/ThreadCondition/notifyAll notifyAll}, {@fun/Threads/ThreadCondition/wait wait}, {@fun/Threads/ThreadCondition/acquire acquire}\"], \"syntax\": [\"release()\"], \"title\": \"release\"}], \"desc\": \"Condition variable object used for implementing synchronization and communication between multiple threads.\", \"title\": \"ThreadCondition\"}, {\"_src_hash\": \"940453924d959b3c56523e371618f022b071ef52da390aa555eff642e1aef33e\", \"children\": [{\"_src_hash\": \"da40d85282fdfb8660a8022ff6cd063a44e5e6ea70b0365d4208a48b5a5e1114\", \"args\": [{\"info\": \"The ```key``` parameter is used to specify the key name to retrieve.\", \"name\": \"key\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"The ```get()``` function is used to retrieve the value of a key recorded in a dictionary object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var event = threading.Event()\\n var dict = threading.Dict()\\n dict.set(\\\"data\\\", 100)\\n\\n var t1 = threading.Thread(function(dict, event) {\\n Log(`thread1, dict.get(\\\"data\\\"):`, dict.get(\\\"data\\\"))\\n\\n event.set()\\n event.clear()\\n\\n event.wait()\\n Log(`after main change data, thread1 dict.get(\\\"data\\\"):`, dict.get(\\\"data\\\"))\\n\\n dict.set(\\\"data\\\", 0)\\n }, dict, event)\\n\\n event.wait()\\n\\n dict.set(\\\"data\\\", 99)\\n\\n event.set()\\n event.clear()\\n\\n t1.join()\\n Log(`main thread, dict.get(\\\"data\\\"):`, dict.get(\\\"data\\\"))\\n}\", \"lang\": \"javascript\"}], \"value\": \"Use event objects to notify threads to read and modify data.\"}], \"returns\": [{\"info\": \"The ```get()``` function returns the value corresponding to the key specified by the ```key``` parameter.\", \"type\": \"string / number / bool / object / array / any (any type supported by the platform)\"}], \"seeAlso\": [\"{@fun/Threads/ThreadDict/set set}\"], \"syntax\": [\"get(key)\"], \"title\": \"get\"}, {\"_src_hash\": \"8f96c2c32746bf9e4ebdaac4f9a339ac330bbea0a08b4e0f48ecaab5d48f186a\", \"args\": [{\"info\": \"The ```key``` parameter is used to specify the key name to be set.\", \"name\": \"key\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The ```value``` parameter is used to specify the key value to be set.\", \"name\": \"value\", \"required\": true, \"type\": \"string / number / bool / object / array / function / any (any type supported by the platform)\"}], \"desc\": [\"The ```set()``` function is used to set key-value pairs.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var dict1 = threading.Dict()\\n dict1.set(\\\"func1\\\", function(p) {\\n Log(\\\"func1 p:\\\", p)\\n })\\n\\n threading.Thread(function(dict1) {\\n var func1 = dict1.get(\\\"func1\\\")\\n func1(\\\"test\\\")\\n }, dict1).join()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Supports passing functions as key values.\"}], \"seeAlso\": [\"{@fun/Threads/ThreadDict/get get}\"], \"syntax\": [\"set(key, value)\"], \"title\": \"set\"}], \"desc\": \"Thread-safe dictionary object for data sharing in multi-threaded environments.\", \"title\": \"ThreadDict\"}], \"desc\": \"The FMZ Quant Trading Platform provides true multi-threading support for ```JavaScript``` language strategies at the system level, implementing the following objects:\\n\\n| Object | Description | Notes |\\n| - | - | - |\\n| threading | Global multi-threading object | Member functions: ```Thread```, ```getThread```, ```mainThread```, etc. |\\n| Thread | Thread object | Member functions: ```peekMessage```, ```postMessage```, ```join```, etc. |\\n| ThreadLock | Thread lock object | Member functions: ```acquire```, ```release```. Can be passed as a parameter to thread execution functions into the thread environment. |\\n| ThreadEvent | Event object | Member functions: ```set```, ```clear```, ```wait```, ```isSet```. Can be passed as a parameter to thread execution functions into the thread environment. |\\n| ThreadCondition | Condition object | Member functions: ```notify```, ```notifyAll```, ```wait```, ```acquire```, ```release```. Can be passed as a parameter to thread execution functions into the thread environment. |\\n| ThreadDict | Dictionary object | Member functions: ```get```, ```set```. Can be passed as a parameter to thread execution functions into the thread environment. |\", \"title\": \"Threads\"}, {\"_src_hash\": \"ca7b942bf370c1e3627fc014c031051cf27bb542331e57341244dcc4f9bc434a\", \"children\": [{\"_src_hash\": \"93b2e5b86609b40b9ff3ea5eedabd7216d71df8983c9bfc62661eaab5f6cfc02\", \"args\": [{\"info\": \"The `k` parameter is used to set the function of `exchange.IO()`. Setting it to `\\\"abi\\\"` indicates that this function is used to register `ABI`.\", \"name\": \"k\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The `address` parameter is used to specify the smart contract address.\", \"name\": \"address\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The `abiContent` parameter is used to specify the smart contract's `ABI`.\", \"name\": \"abiContent\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"In the FMZ Quant Trading Platform, various blockchain-related functions are mainly implemented through the `exchange.IO()` function. The following documentation will describe the different functions of the `exchange.IO()` function separately. The `exchange.IO(\\\"abi\\\", ...)` function call is used to register ABI.\\n\\n- Supports Ethereum (eth)\\n\\n- Supports TRON (tron)\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // register Uniswap SwapRouter02 abi\\n var routerAddress = \\\"0x68b3465833fb72A70ecDF485E0e4C7bD8665Fc45\\\"\\n var abi = `[{\\\"inputs\\\":[{\\\"components\\\":[{\\\"internalType\\\":\\\"bytes\\\",\\\"name\\\":\\\"path\\\",\\\"type\\\":\\\"bytes\\\"},{\\\"internalType\\\":\\\"address\\\",\\\"name\\\":\\\"recipient\\\",\\\"type\\\":\\\"address\\\"},{\\\"internalType\\\":\\\"uint256\\\",\\\"name\\\":\\\"amountOut\\\",\\\"type\\\":\\\"uint256\\\"},{\\\"internalType\\\":\\\"uint256\\\",\\\"name\\\":\\\"amountInMaximum\\\",\\\"type\\\":\\\"uint256\\\"}],\\\"internalType\\\":\\\"struct IV3SwapRouter.ExactOutputParams\\\",\\\"name\\\":\\\"params\\\",\\\"type\\\":\\\"tuple\\\"}],\\\"name\\\":\\\"exactOutput\\\",\\\"outputs\\\":[{\\\"internalType\\\":\\\"uint256\\\",\\\"name\\\":\\\"amountIn\\\",\\\"type\\\":\\\"uint256\\\"}],\\\"stateMutability\\\":\\\"payable\\\",\\\"type\\\":\\\"function\\\"}]`\\n\\n // abi only uses partial exactOutput method content, complete abi can be searched online\\n exchange.IO(\\\"abi\\\", routerAddress, abi)\\n}\", \"lang\": \"javascript\"}]}], \"forms\": \"exchange.IO(\\\"abi\\\", ...)\", \"remarks\": [\"If the called smart contract method is a standard ERC20 method, registration is not required.\", \"To obtain the contract's `ABI` content, you can use the following URL, just take the `result` field, for example:\\n\\n```url\\nhttps://api.etherscan.io/api?module=contract&action=getabi&address=0x68b3465833fb72A70ecDF485E0e4C7bD8665Fc45\\n```\"], \"syntax\": [\"exchange.IO(k, address, abiContent)\"], \"title\": \"exchange.IO(\\\"abi\\\", ...)\"}, {\"_src_hash\": \"af9a0e07c59e60cb2a68e4a94af23bcca837ea49506f0a968ef3b45dff9dd833\", \"args\": [{\"info\": \"The ```k``` parameter is used to set the function of ```exchange.IO()```. Setting it to ```\\\"api\\\"``` indicates that this function is used for extended call requests.\", \"name\": \"k\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The ```blockChain``` parameter is used to set the function of ```exchange.IO()```. Setting it to ```\\\"eth\\\"``` indicates that this function is used to call Ethereum network RPC methods; setting it to ```\\\"tron\\\"``` indicates that this function is used to call TRON network RPC methods.\", \"name\": \"blockChain\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The ```rpcMethod``` parameter is used to set the RPC method to be called by the ```exchange.IO()``` function.\", \"name\": \"rpcMethod\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The ```arg``` parameter is used to specify the parameters of the RPC method to be called.\\n\\nThere may be multiple ```arg``` parameters. The type and number of ```arg``` parameters depend on the RPC method specified by the ```rpcMethod``` parameter.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / object / array / function / any (any type supported by the platform)\"}], \"desc\": [\"The ```exchange.IO(\\\"api\\\", \\\"eth\\\", ...)``` function call is used to invoke Ethereum RPC methods (requires selecting eth when configuring the Web3 exchange object).\\n\\n```exchange.IO(\\\"api\\\", \\\"tron\\\", ...)``` function call is used to invoke TRON RPC methods (requires selecting tron when configuring the Web3 exchange object).\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // \\\"owner\\\" needs to be replaced with the actual wallet address\\n // Parameter label at \\\"latest\\\" string position: 'latest', 'earliest' or 'pending', refer to https://eth.wiki/json-rpc/API#the-default-block-parameter\\n // Return value ethBalance is a hexadecimal string: 0x9b19ce56113070\\n var ethBalance = exchange.IO(\\\"api\\\", \\\"eth\\\", \\\"eth_getBalance\\\", \\\"owner\\\", \\\"latest\\\")\\n\\n // ETH precision unit is 1e18\\n var ethDecimal = 18\\n\\n // Due to JavaScript language precision limitations, need to use system-level encapsulated functions BigInt, BigDecimal for processing\\n // Convert ethBalance to readable amount, 0x9b19ce56113070 converts to 0.043656995388076145\\n Log(Number((BigDecimal(BigInt(ethBalance))/BigDecimal(Math.pow(10, ethDecimal))).toString()))\\n}\", \"lang\": \"javascript\"}], \"value\": \"Query ETH balance in wallet:\"}, {\"examples\": [{\"code\": \"function mian() {\\n // ETH precision unit is 1e18\\n var ethDecimal = 18\\n\\n // Transfer amount, readable amount for example: 0.01 ETH\\n var sendAmount = 0.01\\n\\n // Due to JavaScript language precision limitations, need to use system-level encapsulated functions BigInt, BigDecimal for processing, and convert readable amount to on-chain processing data\\n var toAmount = (BigDecimal(sendAmount)*BigDecimal(Math.pow(10, ethDecimal))).toFixed(0)\\n\\n // \\\"toAddress\\\" is the recipient's ETH wallet address for the transfer, needs to be specifically filled in, toAmount is the transfer amount\\n exchange.IO(\\\"api\\\", \\\"eth\\\", \\\"send\\\", \\\"toAddress\\\", toAmount)\\n}\", \"lang\": \"javascript\"}], \"value\": \"ETH transfer, you can set ```{gasPrice: 11, gasLimit: 111, nonce: 111}``` parameters according to specific requirements, this parameter is set as the last parameter of the ```exchange.IO()``` function. You can omit ```nonce``` to use system default value, or not set ```gasLimit/gasPrice/nonce``` to use all system default values.\"}, {\"examples\": [{\"code\": \"function toAmount(s, decimals) {\\n return Number((BigDecimal(BigInt(s))/BigDecimal(Math.pow(10, decimals))).toString())\\n}\\n\\nfunction main() {\\n var gasPrice = exchange.IO(\\\"api\\\", \\\"eth\\\", \\\"eth_gasPrice\\\")\\n Log(\\\"gasPrice:\\\", toAmount(gasPrice, 0)) // 5000000000 , in wei (5 gwei)\\n}\", \"lang\": \"javascript\"}], \"value\": \"Query ```gasPrice```:\"}, {\"examples\": [{\"code\": \"function toAmount(s, decimals) {\\n // toAmount函数可以将十六进制编码的数值转换为十进制数值\\n return Number((BigDecimal(BigInt(s))/BigDecimal(Math.pow(10, decimals))).toString())\\n}\\n\\nfunction main() {\\n // 编码approve（授权）方法的调用\\n var data = exchange.IO(\\\"encode\\\", \\\"0x111111111117dC0aa78b770fA6A738034120C302\\\", \\\"approve\\\", \\\"0xe592427a0aece92de3edee1f18e0157c05861564\\\", \\\"0xffffffffffffffffffffffffffffffffffffffffffffffffffffffffffffffff\\\")\\n Log(\\\"data:\\\", data)\\n var gasPrice = exchange.IO(\\\"api\\\", \\\"eth\\\", \\\"eth_gasPrice\\\")\\n Log(\\\"gasPrice:\\\", toAmount(gasPrice, 0))\\n var obj = {\\n \\\"from\\\" : \\\"0x0xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx\\\", // walletAddress\\n \\\"to\\\" : \\\"0x111111111117dC0aa78b770fA6A738034120C302\\\",\\n \\\"gasPrice\\\" : gasPrice,\\n \\\"value\\\" : \\\"0x0\\\",\\n \\\"data\\\" : \\\"0x\\\" + data,\\n }\\n\\n var gasLimit = exchange.IO(\\\"api\\\", \\\"eth\\\", \\\"eth_estimateGas\\\", obj)\\n Log(\\\"gasLimit:\\\", toAmount(gasLimit, 0))\\n Log(\\\"gas fee\\\", toAmount(gasLimit, 0) * toAmount(gasPrice, 0) / 1e18)\\n}\", \"lang\": \"javascript\"}], \"value\": \"Query `eth_estimateGas`:\"}], \"forms\": \"exchange.IO(\\\"api\\\", \\\"eth\\\", ...)\", \"remarks\": [\"When the second parameter of the ```exchange.IO()``` function is ```\\\"eth\\\"```, you can directly call RPC methods available on Ethereum node servers.\"], \"returns\": [{\"info\": \"The ```exchange.IO(\\\"api\\\", \\\"eth\\\", ...)``` function returns the return value of the called RPC method.\", \"type\": \"string / number / bool / object / array / any (any type supported by the platform)\"}], \"seeAlso\": [\"{@fun BigDecimal}, {@fun BigInt}\"], \"syntax\": [\"exchange.IO(k, blockChain, rpcMethod)\", \"exchange.IO(k, blockChain, rpcMethod, ...args)\"], \"title\": \"exchange.IO(\\\"api\\\", blockChain, ...)\"}, {\"_src_hash\": \"1249a1d52b9273a74266160376670436b493010eb48b3c7d6c8592c17401e490\", \"args\": [{\"info\": \"The ```k``` parameter is used to set the functional mode of the ```exchange.IO()``` function. When set to ```\\\"encode\\\"```, it indicates that the function performs data encoding operations.\", \"name\": \"k\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The ```address``` parameter is used to specify the smart contract address. When calling the ```exchange.IO(\\\"encode\\\", ...)``` function, if the ```address``` parameter is passed, it indicates encoding a smart contract method call; if the ```address``` parameter is not passed, the function is used to encode in the specified type order, with functionality equivalent to ```abi.encode``` in ```Solidity```.\", \"name\": \"address\", \"required\": false, \"type\": \"string\"}, {\"info\": \"The ```dataFormat``` parameter is used to specify the method name, data types, and parameter order for encoding data.\", \"name\": \"dataFormat\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The ```arg``` parameter is used to specify the specific data values that match the ```dataFormat``` parameter.\\n\\nThere may be multiple ```arg``` parameters, and their types and quantity depend on the settings of the ```dataFormat``` parameter.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / tuple / array / any (any type supported by the platform)\"}], \"desc\": [\"The ```exchange.IO(\\\"encode\\\", ...)``` function is used for data encoding operations.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // ContractV3SwapRouterV2 主网地址 : 0x68b3465833fb72A70ecDF485E0e4C7bD8665Fc45\\n // 调用unwrapWETH9方法需要先注册ABI，此处省略注册\\n // \\\"owner\\\"代表钱包地址，需要具体填写，1代表解包装数量，把一个WETH解包装为ETH\\n var data = exchange.IO(\\\"encode\\\", \\\"0x68b3465833fb72A70ecDF485E0e4C7bD8665Fc45\\\", \\\"unwrapWETH9(uint256,address)\\\", 1, \\\"owner\\\")\\n Log(data)\\n}\", \"lang\": \"javascript\"}], \"value\": \"Taking the encoding of ```unwrapWETH9``` method call as an example:\"}, {\"examples\": [{\"code\": \"function main() {\\n var x = 10\\n var address = \\\"0x02a5fBb259d20A3Ad2Fdf9CCADeF86F6C1c1Ccc9\\\"\\n var str = \\\"Hello World\\\"\\n var array = [1, 2, 3]\\n var ret = exchange.IO(\\\"encode\\\", \\\"uint256,address,string,uint256[]\\\", x, address, str, array) // uint 即 uint256 , FMZ上需要指定类型长度\\n Log(\\\"ret:\\\", ret)\\n /*\\n 000000000000000000000000000000000000000000000000000000000000000a // x\\n 00000000000000000000000002a5fbb259d20a3ad2fdf9ccadef86f6c1c1ccc9 // address\\n 0000000000000000000000000000000000000000000000000000000000000080 // str 的偏移\\n 00000000000000000000000000000000000000000000000000000000000000c0 // array 的偏移\\n 000000000000000000000000000000000000000000000000000000000000000b // str 的长度\\n 48656c6c6f20576f726c64000000000000000000000000000000000000000000 // str 数据\\n 0000000000000000000000000000000000000000000000000000000000000003 // array 的长度\\n 0000000000000000000000000000000000000000000000000000000000000001 // array 第一个数据\\n 0000000000000000000000000000000000000000000000000000000000000002 // array 第二个数据\\n 0000000000000000000000000000000000000000000000000000000000000003 // array 第三个数据\\n */\\n}\", \"lang\": \"javascript\"}], \"value\": \"Encoding example equivalent to ```abi.encode``` in ```Solidity```:\"}, {\"examples\": [{\"code\": \"function main() {\\n var types = \\\"tuple(a uint256,b uint8,c address),bytes\\\"\\n var ret = exchange.IO(\\\"encode\\\", types, {\\n a: 30,\\n b: 20,\\n c: \\\"0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2\\\"\\n }, \\\"0011\\\")\\n Log(\\\"encode: \\\", ret)\\n}\", \"lang\": \"javascript\"}], \"value\": \"Supports encoding of tuples or type sequences containing tuples. This type sequence consists of ```tuple``` and ```bytes```, so when calling ```exchange.IO()``` for encoding, two corresponding parameters need to be passed:\\n- 1. Variable corresponding to tuple type:\\n ```\\n {\\n a: 30,\\n b: 20,\\n c: \\\"0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2\\\"\\n }\\n ```\\n The passed parameters must be consistent with the structure and types of the ```tuple```, as defined in the ```types``` parameter: ```tuple(a uint256,b uint8,c address)```.\\n- 2. Variable corresponding to ```bytes``` type:\\n ```\\n \\\"0011\\\"\\n ```\"}, {\"examples\": [{\"code\": \"function main() {\\n var path = [\\\"0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2\\\", \\\"0xdac17f958d2ee523a2206206994597c13d831ec7\\\"] // ETH address, USDT address\\n var ret = exchange.IO(\\\"encode\\\", \\\"address[]\\\", path)\\n Log(\\\"encode: \\\", ret)\\n}\", \"lang\": \"javascript\"}], \"value\": \"Supports encoding of arrays or type sequences containing arrays:\"}], \"forms\": \"exchange.IO(\\\"encode\\\", ...)\", \"remarks\": [\"The ```exchange.IO()``` function encapsulates the ```encode``` method, which can encode function calls and return them as ```hex``` string format. For specific usage, please refer to the platform's public [\\\"Uniswap V3 Trading Library\\\" template](https://www.fmz.com/strategy/397260).\", \"When encoding smart contract method calls, the corresponding ABI must be registered first.\"], \"returns\": [{\"info\": \"The ```exchange.IO(\\\"encode\\\", ...)``` function returns the encoded data string.\", \"type\": \"string\"}], \"syntax\": [\"exchange.IO(k, dataFormat, ...args)\", \"exchange.IO(k, address, dataFormat)\", \"exchange.IO(k, address, dataFormat, ...args)\"], \"title\": \"exchange.IO(\\\"encode\\\", ...)\"}, {\"_src_hash\": \"fcf4c69b05d7e0d52f04b159437535eccf00dd049b8321b8f75baf7044ff644e\", \"args\": [{\"info\": \"The ```k``` parameter is used to set the functional mode of the ```exchange.IO()``` function. When set to ```\\\"encodePacked\\\"```, it indicates that the function performs data ```encodePacked``` encoding operations.\", \"name\": \"k\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The ```dataFormat``` parameter is used to specify the data type format and arrangement order for ```encodePacked``` encoding.\", \"name\": \"dataFormat\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The ```arg``` parameter is used to specify the specific data values that match the format of the ```dataFormat``` parameter.\\n\\nThere can be multiple ```arg``` parameters, and their type and quantity are determined by the settings of the ```dataFormat``` parameter.\", \"name\": \"arg\", \"required\": true, \"type\": \"string / number / tuple / array / any (any type supported by the platform)\"}], \"desc\": [\"The ```exchange.IO(\\\"encodePacked\\\", ...)``` function is used to perform ```encodePacked``` encoding operations.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var fee = exchange.IO(\\\"encodePacked\\\", \\\"uint24\\\", 3000)\\n var tokenInAddress = \\\"0x111111111117dC0aa78b770fA6A738034120C302\\\"\\n var tokenOutAddress = \\\"0x6b175474e89094c44da98b954eedeac495271d0f\\\"\\n var path = tokenInAddress.slice(2).toLowerCase()\\n path += fee + tokenOutAddress.slice(2).toLowerCase()\\n Log(\\\"path:\\\", path)\\n}\", \"lang\": \"javascript\"}], \"value\": \"When using ```Uniswap V3```, parameters such as trading path need to be passed in, which requires the use of ```encodePacked``` encoding operations:\"}], \"forms\": \"exchange.IO(\\\"encodePacked\\\", ...)\", \"returns\": [{\"info\": \"The ```exchange.IO(\\\"encodePacked\\\", ...)``` function returns a data string that has been processed with ```encodePacked``` encoding.\", \"type\": \"string\"}], \"syntax\": [\"exchange.IO(k, dataFormat, ...args)\"], \"title\": \"exchange.IO(\\\"encodePacked\\\", ...)\"}, {\"_src_hash\": \"761d20ee5a2406487291a60f2de4bcb7b4b4cc71526bdcad766a0f809314cf8d\", \"args\": [{\"info\": \"The ```k``` parameter is used to set the functional mode of the ```exchange.IO()``` function. When set to ```\\\"decode\\\"```, it indicates performing a data decoding operation.\", \"name\": \"k\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The ```dataFormat``` parameter is used to specify the format type and field order of the data to be decoded.\", \"name\": \"dataFormat\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The ```data``` parameter is used to pass in the raw data that needs to be decoded.\", \"name\": \"data\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"The ```exchange.IO(\\\"decode\\\", ...)``` function is used for data decoding operations.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var types = \\\"tuple(a uint256,b uint8,c address),bytes\\\"\\n var ret = exchange.IO(\\\"encode\\\", types, {\\n a: 30,\\n b: 20,\\n c: \\\"0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2\\\"\\n }, \\\"0011\\\")\\n Log(\\\"encode: \\\", ret)\\n\\n var rawData = exchange.IO(\\\"decode\\\", types, ret)\\n Log(\\\"decode:\\\", rawData)\\n}\", \"lang\": \"javascript\"}], \"value\": \"Example of reverse operation for ```exchange.IO(\\\"encode\\\", ...)``` function:\"}, {\"examples\": [{\"code\": \"function main() {\\n // register SwapRouter02 abi\\n var walletAddress = \\\"0x398a93ca23CBdd2642a07445bCD2b8435e0a373f\\\"\\n var routerAddress = \\\"0x68b3465833fb72A70ecDF485E0e4C7bD8665Fc45\\\"\\n var abi = `[{\\\"inputs\\\":[{\\\"components\\\":[{\\\"internalType\\\":\\\"bytes\\\",\\\"name\\\":\\\"path\\\",\\\"type\\\":\\\"bytes\\\"},{\\\"internalType\\\":\\\"address\\\",\\\"name\\\":\\\"recipient\\\",\\\"type\\\":\\\"address\\\"},{\\\"internalType\\\":\\\"uint256\\\",\\\"name\\\":\\\"amountOut\\\",\\\"type\\\":\\\"uint256\\\"},{\\\"internalType\\\":\\\"uint256\\\",\\\"name\\\":\\\"amountInMaximum\\\",\\\"type\\\":\\\"uint256\\\"}],\\\"internalType\\\":\\\"struct IV3SwapRouter.ExactOutputParams\\\",\\\"name\\\":\\\"params\\\",\\\"type\\\":\\\"tuple\\\"}],\\\"name\\\":\\\"exactOutput\\\",\\\"outputs\\\":[{\\\"internalType\\\":\\\"uint256\\\",\\\"name\\\":\\\"amountIn\\\",\\\"type\\\":\\\"uint256\\\"}],\\\"stateMutability\\\":\\\"payable\\\",\\\"type\\\":\\\"function\\\"}]`\\n exchange.IO(\\\"abi\\\", routerAddress, abi) // abi只使用了局部的exactOutput方法的内容，完整的abi可以在网上搜索\\n\\n // encode path\\n var fee = exchange.IO(\\\"encodePacked\\\", \\\"uint24\\\", 3000)\\n var tokenInAddress = \\\"0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2\\\"\\n var tokenOutAddress = \\\"0xdac17f958d2ee523a2206206994597c13d831ec7\\\"\\n var path = tokenInAddress.slice(2).toLowerCase()\\n path += fee + tokenOutAddress.slice(2).toLowerCase()\\n Log(\\\"path:\\\", path)\\n\\n var dataTuple = {\\n \\\"path\\\" : path,\\n \\\"recipient\\\" : walletAddress,\\n \\\"amountOut\\\" : 1000,\\n \\\"amountInMaximum\\\" : 1,\\n }\\n // encode SwapRouter02 exactOutput\\n var rawData = exchange.IO(\\\"encode\\\", routerAddress, \\\"exactOutput\\\", dataTuple)\\n Log(\\\"method hash:\\\", rawData.slice(0, 8)) // 09b81346\\n Log(\\\"params hash:\\\", rawData.slice(8))\\n\\n // decode exactOutput params\\n var decodeRaw = exchange.IO(\\\"decode\\\", \\\"tuple(path bytes,recipient address,amountOut uint256,amountInMaximum uint256)\\\", rawData.slice(8))\\n Log(\\\"decodeRaw:\\\", decodeRaw)\\n}\", \"lang\": \"javascript\"}], \"value\": \"The following example first performs an ```encodePacked``` operation on the ```path``` parameter, as the subsequent ```exactOutput``` method call that needs to be encoded requires ```path``` as a parameter. Then it encodes the ```exactOutput``` method of the router contract, which has only one parameter of ```tuple``` type. The encoded result of the ```exactOutput``` method name is: ```0x09b81346```. Using the ```exchange.IO(\\\"decode\\\", ...)``` method to decode yields ```decodeRaw```, whose result is consistent with the variable ```dataTuple```.\"}], \"forms\": \"exchange.IO(\\\"decode\\\", ...)\", \"remarks\": [\"The ```exchange.IO()``` function supports bidirectional data processing, capable of both encoding (encode) and decoding (decode) operations.\"], \"returns\": [{\"info\": \"The ```exchange.IO(\\\"decode\\\", ...)``` function returns the decoded data. When the data structure specified by the ```dataFormat``` parameter contains only a single field, it returns a string type; when it contains multiple fields, it returns an array type.\", \"type\": \"array / string\"}], \"syntax\": [\"exchange.IO(k, dataFormat, data)\"], \"title\": \"exchange.IO(\\\"decode\\\", ...)\"}, {\"_src_hash\": \"4ae8a5330801ab3ec9b1bcc2b608a1cf0dc43f3f36c6b3d1b525d82668e73c9b\", \"args\": [{\"info\": \"The ```k``` parameter is used to set the function of ```exchange.IO()```. When set to ```\\\"key\\\"```, it indicates that the function is used to switch private keys.\", \"name\": \"k\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The ```key``` parameter is used to set the private key string.\", \"name\": \"key\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"The ```exchange.IO(\\\"key\\\", ...)``` function is used to switch the private key calling method.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n exchange.IO(\\\"key\\\", \\\"Private Key\\\") // \\\"Private Key\\\" represents the private key string, which needs to be filled in specifically\\n}\", \"lang\": \"javascript\"}]}], \"forms\": \"exchange.IO(\\\"key\\\", ...)\", \"remarks\": [\"The ```exchange.IO()``` function supports private key switching functionality, allowing operations on multiple wallet addresses. You can also add multiple exchange objects (refer to: {@var/EXCHANGE/exchanges exchanges}) to operate multiple wallet addresses.\", \"For private key switching operations: ```exchange.IO(\\\"key\\\", \\\"xxx\\\")```, concurrent switching is not supported.\"], \"syntax\": [\"exchange.IO(k, key)\"], \"title\": \"exchange.IO(\\\"key\\\", ...)\"}, {\"_src_hash\": \"13c74e10e0888949d2a0ed78f2475a5403e46c236ab7fc024556f0130b8d4042\", \"args\": [{\"info\": \"The ```k``` parameter is used to set the function of ```exchange.IO()```. Setting it to ```\\\"api\\\"``` indicates that this function is used for extended API call requests.\", \"name\": \"k\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The ```address``` parameter is used to specify the smart contract address.\", \"name\": \"address\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The ```method``` parameter is used to specify the smart contract method to be called.\", \"name\": \"method\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The ```value``` parameter is used to set the amount of ETH to send. When the ```stateMutability``` attribute of the smart contract method to be executed is ```payable```, the ```value``` parameter needs to be passed. The ```\\\"stateMutability\\\":\\\"payable\\\"``` attribute can be viewed from the ABI. The ```exchange.IO()``` function will determine the required parameters based on the ```stateMutability``` attribute in the registered ABI. If the ```stateMutability``` attribute is ```nonpayable```, there is no need to pass the ```value``` parameter.\", \"name\": \"value\", \"required\": false, \"type\": \"number / string\"}, {\"info\": \"The ```arg``` parameter is used to specify the parameters of the smart contract method to be called.\\n\\nThere may be multiple ```arg``` parameters. The type and number of ```arg``` parameters depend on the smart contract method to be called.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / any (any type supported by the platform)\"}], \"desc\": [\"The ```exchange.IO(\\\"api\\\", ...)``` function is used to call smart contract methods.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n var tokenAddress = \\\"0x111111111117dC0aa78b770fA6A738034120C302\\\" // 代币的合约地址，例子中的代币为1INCH\\n Log(exchange.IO(\\\"api\\\", tokenAddress, \\\"decimals\\\")) // 查询，打印1INCH代币的精度指数为18\\n}\", \"lang\": \"javascript\"}], \"value\": \"The ```decimals``` method is a ```constant``` method of ERC20 that does not consume gas and can query the precision data of a token.\\n\\nThe ```decimals``` method requires no parameters. Return value: the precision data of the token.\"}, {\"examples\": [{\"code\": \"function main(){\\n // 代币的合约地址，例子中的代币为1INCH\\n var tokenAddress = \\\"0x111111111117dC0aa78b770fA6A738034120C302\\\"\\n\\n // 例如查询得出1000000000000000000，除以该token的精度单位1e18，得出当前交易所对象绑定的钱包给spender地址授权了1个1INCH数量\\n Log(exchange.IO(\\\"api\\\", tokenAddress, \\\"allowance\\\", \\\"owner\\\", \\\"spender\\\"))\\n}\", \"lang\": \"javascript\"}], \"value\": \"The ```allowance``` method is a ```constant``` method of ERC20 that does not consume gas and can query the authorized amount of a token for a specific contract address.\\n\\nThe ```allowance``` method requires 2 parameters: the first parameter is the wallet address, and the second parameter is the authorized address. Return value: the authorized amount of the token.\\n\\n```owner```: wallet address, represented by the string \\\"owner\\\" in the example, actual use requires filling in the specific address.\\n\\n```spender```: the authorized contract address, represented by the string \\\"spender\\\" in the example, actual use requires filling in the specific address, for example, it can be the ```Uniswap V3 router v1``` address.\"}, {\"examples\": [{\"code\": \"function main(){\\n // 代币的合约地址，例子中的代币为1INCH\\n var tokenAddress = \\\"0x111111111117dC0aa78b770fA6A738034120C302\\\"\\n\\n // 授权量的十六进制字符串: 0xde0b6b3a7640000 , 对应的十进制字符串: 1e18 , 1e18除以该token的精度单位，即1个代币数量 , 所以这里指授权一个代币\\n Log(exchange.IO(\\\"api\\\", tokenAddress, \\\"approve\\\", \\\"spender\\\", \\\"0xde0b6b3a7640000\\\"))\\n}\", \"lang\": \"javascript\"}], \"value\": \"The ```approve``` method is a non-```constant``` method of ERC20 that consumes gas and is used to authorize a contract address with an operational amount of tokens.\\n\\nThe ```approve``` method requires 2 parameters: the first parameter is the authorized address, and the second parameter is the authorized amount. Return value: txid.\\n\\n```spender```: the authorized contract address, represented by the string \\\"spender\\\" in the example, actual use requires filling in the specific address, for example, it can be the ```Uniswap V3 router v1``` address.\\n\\n```0xde0b6b3a7640000```: the authorized amount, represented here as a hexadecimal string, corresponding to the decimal value of 1e18, divided by the token precision unit in the example (i.e., 1e18), resulting in authorization of 1 token.\\n\\nThe third parameter of the ```exchange.IO()``` function passes the method name ```approve```, which can also be written in methodId form, for example: \\\"0x571ac8b0\\\". It can also be written as the complete standard method name, for example: \\\"approve(address,uint256)\\\".\"}, {\"examples\": [{\"code\": \"function main() {\\n var ContractV3SwapRouterV2 = \\\"0x68b3465833fb72A70ecDF485E0e4C7bD8665Fc45\\\"\\n var tokenInName = \\\"ETH\\\"\\n var amountIn = 0.01\\n var options = {gasPrice: 5000000000, gasLimit: 21000, nonce: 100} // 此处为举例，具体要根据实际场景设置\\n var data = \\\"\\\" // 编码后的数据，此处为空字符串，具体要根据实际场景设置\\n var tx = exchange.IO(\\\"api\\\", ContractV3SwapRouterV2, \\\"multicall(uint256,bytes[])\\\", (tokenInName == 'ETH' ? amountIn : 0), (new Date().getTime() / 1000) + 3600, data, options || {})\\n}\", \"lang\": \"javascript\"}], \"value\": \"The ```multicall``` method is a non-```constant``` method of ```Uniswap V3``` that consumes gas and is used for multi-path token swaps.\\n\\nThe ```multicall``` method may have multiple parameter passing methods. You can query the ABI containing this method for details. The ABI needs to be registered before calling this method. Return value: txid.\\n\\nFor specific ```multicall``` method call examples, you can refer to the platform's public [\\\"Uniswap V3 Trading Library\\\" template](https://www.fmz.com/strategy/397260)\\n\\nHere we use pseudocode to describe some details:\\n\\n```\\nexchange.IO(\\\"api\\\", ContractV3SwapRouterV2, \\\"multicall(uint256,bytes[])\\\", value, deadline, data)\\n```\\n\\n```ContractV3SwapRouterV2```: The router v2 address of Uniswap V3.\\n\\n```value```: The amount of ETH to transfer. If the tokenIn token for the swap operation is not ETH, set it to 0.\\n\\n```deadline```: ```deadline``` is a parameter of the ```multicall``` method, which can be set to (new Date().getTime() / 1000) + 3600, indicating validity within one hour.\\n\\n```data```: ```data``` is a parameter of the ```multicall``` method, the packed operation data to be executed. Similar to ```exchange.IO(\\\"api\\\", \\\"eth\\\", \\\"send\\\", \\\"toAddress\\\", toAmount)```, when calling the ```multicall``` method, you can also specify the ```gasLimit/gasPrice/nonce``` settings for the method call, also described using pseudocode:\\n\\n```\\nexchange.IO(\\\"api\\\", ContractV3SwapRouterV2, \\\"multicall(uint256,bytes[])\\\", value, deadline, data, {gasPrice: 123456, gasLimit: 21000})\\n```\\n\\nYou can set the ```{gasPrice: 11, gasLimit: 111, nonce: 111}``` parameters according to specific requirements. This parameter is set as the last parameter of the ```exchange.IO()``` function.\\n\\nYou can omit ```nonce``` to use the system default value, or not set ```gasLimit/gasPrice/nonce``` to use all system default values.\"}], \"forms\": \"exchange.IO(\\\"api\\\", ...)\", \"returns\": [{\"info\": \"The ```exchange.IO(\\\"api\\\", ...)``` function returns the return value of the called smart contract method.\", \"type\": \"string / number / bool / object / array / any (any type supported by the platform)\"}], \"syntax\": [\"exchange.IO(k, address, method)\", \"exchange.IO(k, address, method, ...args)\", \"exchange.IO(k, address, method, value, ...args)\"], \"title\": \"exchange.IO(\\\"api\\\", ...)\"}, {\"_src_hash\": \"306d56436bfec9e854041fb9dab51631a575e2f0f6a2a7f76c842c33796a544f\", \"args\": [{\"info\": \"The ```k``` parameter is used to set the function of ```exchange.IO()```. When set to ```\\\"address\\\"```, it indicates that the function is used to get the configured wallet address.\", \"name\": \"k\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"The ```exchange.IO(\\\"address\\\")``` function is used to get the wallet address configured for the {@var/EXCHANGE exchange} exchange object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n Log(exchange.IO(\\\"address\\\")) // 打印exchange交易所对象上配置的私钥对应的钱包地址\\n}\", \"lang\": \"javascript\"}]}], \"forms\": \"exchange.IO(\\\"address\\\")\", \"returns\": [{\"info\": \"The ```exchange.IO(\\\"address\\\")``` function returns the configured wallet address.\", \"type\": \"string\"}], \"syntax\": [\"exchange.IO(k)\"], \"title\": \"exchange.IO(\\\"address\\\")\"}, {\"_src_hash\": \"ea466fd7e5c51a9ab2cda54a5d7b17e1d24fc302e6b828612da9b9b624c1d9b6\", \"args\": [{\"info\": \"The ```k``` parameter is used to set the function of ```exchange.IO()```. When set to ```\\\"base\\\"```, it indicates that the function is used to switch RPC nodes.\", \"name\": \"k\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The ```address``` parameter is used to set the RPC node address.\", \"name\": \"address\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"The ```exchange.IO(\\\"base\\\", ...)``` function call is used to set the RPC node address.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var chainRpc = \\\"https://bsc-dataseed.binance.org\\\"\\n e.IO(\\\"base\\\", chainRpc) // 切换到BSC链\\n}\", \"lang\": \"javascript\"}]}], \"forms\": \"exchange.IO(\\\"base\\\", ...)\", \"syntax\": [\"exchange.IO(k, address)\"], \"title\": \"exchange.IO(\\\"base\\\", ...)\"}], \"title\": \"Web3\"}, {\"_src_hash\": \"5b45b5ca8a5fd6958d8ca2804ef9b2b291bf426ce6317c9cc77b4ab0dda000b8\", \"children\": [{\"_src_hash\": \"a7bdbdee591d8bc81224c649161283cf98b908ac4b60b7d217219c95830402e0\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInFastPeriod``` parameter is used to set the fast period.\", \"name\": \"optInFastPeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInSlowPeriod``` parameter is used to set the slow period.\", \"name\": \"optInSlowPeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInSignalPeriod``` parameter is used to set the signal line period.\", \"name\": \"optInSignalPeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```TA.MACD()``` function is used to calculate the **Moving Average Convergence Divergence indicator**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // 可以填入不同k线周期，比如PERIOD_M1,PERIOD_M30,PERIOD_H1......\\n var records = exchange.GetRecords(PERIOD_M15)\\n var macd = TA.MACD(records, 12, 26, 9)\\n // 观看日志可得知返回三个数组，分别对应DIF，DEA，MACD\\n Log(\\\"DIF:\\\", macd[0], \\\"DEA:\\\", macd[1], \\\"MACD:\\\", macd[2])\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n r = exchange.GetRecords(PERIOD_M15)\\n macd = TA.MACD(r, 12, 26, 9)\\n Log(\\\"DIF:\\\", macd[0], \\\"DEA:\\\", macd[1], \\\"MACD:\\\", macd[2])\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto r = exchange.GetRecords(PERIOD_M15);\\n auto macd = TA.MACD(r, 12, 26, 9);\\n Log(\\\"DIF:\\\", macd[0], \\\"DEA:\\\", macd[1], \\\"MACD:\\\", macd[2]);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"FMZ Quant's ```TA``` indicator library optimizes common technical indicator algorithms. It supports strategy calls in ```JavaScript```, ```Python```, and ```C++``` languages, [open source TA library code](https://www.fmz.com/bbs-topic/409).\", \"The default values for the ```optInFastPeriod```, ```optInSlowPeriod```, and ```optInSignalPeriod``` parameters of the ```TA.MACD()``` function are: ```12```, ```26```, and ```9``` respectively.\"], \"returns\": [{\"info\": \"The ```TA.MACD()``` function returns a two-dimensional array with the structure: ```[DIF, DEA, MACD]```.\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/TA/TA.KDJ TA.KDJ}, {@fun/TA/TA.RSI TA.RSI}, {@fun/TA/TA.ATR TA.ATR}, {@fun/TA/TA.OBV TA.OBV}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.EMA TA.EMA}, {@fun/TA/TA.BOLL TA.BOLL}, {@fun/TA/TA.Alligator TA.Alligator}, {@fun/TA/TA.CMF TA.CMF}, {@fun/TA/TA.Highest TA.Highest}, {@fun/TA/TA.Lowest TA.Lowest}\"], \"syntax\": [\"TA.MACD(inReal)\", \"TA.MACD(inReal, optInFastPeriod, optInSlowPeriod, optInSignalPeriod)\"], \"title\": \"TA.MACD\"}, {\"_src_hash\": \"d8ae3299334331c3bdfab69e78cc7330ce69c648027e983047eff52a93d02b0d\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```period``` parameter is used to set the first period.\", \"name\": \"period\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```kPeriod``` parameter is used to set the second period.\", \"name\": \"kPeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```dPeriod``` parameter is used to set the third period.\", \"name\": \"dPeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```TA.KDJ()``` function is used to calculate the **Stochastic Oscillator**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n var records = exchange.GetRecords(PERIOD_M15)\\n var kdj = TA.KDJ(records, 9, 3, 3)\\n Log(\\\"k:\\\", kdj[0], \\\"d:\\\", kdj[1], \\\"j:\\\", kdj[2])\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n r = exchange.GetRecords(PERIOD_M15)\\n kdj = TA.KDJ(r, 9, 3, 3)\\n Log(\\\"k:\\\", kdj[0], \\\"d:\\\", kdj[1], \\\"j:\\\", kdj[2])\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto r = exchange.GetRecords();\\n auto kdj = TA.KDJ(r, 9, 3, 3);\\n Log(\\\"k:\\\", kdj[0], \\\"d:\\\", kdj[1], \\\"j:\\\", kdj[2]);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The default values for the ```period```, ```kPeriod```, and ```dPeriod``` parameters of the ```TA.KDJ()``` function are: ```9```, ```3```, and ```3``` respectively.\"], \"returns\": [{\"info\": \"The ```TA.KDJ()``` function returns a two-dimensional array with the structure: ```[K, D, J]```.\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/TA/TA.MACD TA.MACD}, {@fun/TA/TA.RSI TA.RSI}, {@fun/TA/TA.ATR TA.ATR}, {@fun/TA/TA.OBV TA.OBV}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.EMA TA.EMA}, {@fun/TA/TA.BOLL TA.BOLL}, {@fun/TA/TA.Alligator TA.Alligator}, {@fun/TA/TA.CMF TA.CMF}, {@fun/TA/TA.Highest TA.Highest}, {@fun/TA/TA.Lowest TA.Lowest}\"], \"syntax\": [\"TA.KDJ(inReal)\", \"TA.KDJ(inReal, period, kPeriod, dPeriod)\"], \"title\": \"TA.KDJ\"}, {\"_src_hash\": \"f942c64c8657ad0a008ec63962ff8f7143631c9048685fc3afd71bdf2746d22c\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```TA.RSI()``` function is used to calculate the **Relative Strength Index**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n var records = exchange.GetRecords(PERIOD_M30)\\n var rsi = TA.RSI(records, 14)\\n Log(rsi)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n r = exchange.GetRecords(PERIOD_M30)\\n rsi = TA.RSI(r, 14)\\n Log(rsi)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto r = exchange.GetRecords(PERIOD_M30);\\n auto rsi = TA.RSI(r, 14);\\n Log(rsi);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The default value of the ```optInTimePeriod``` parameter for the ```TA.RSI()``` function is: ```14```.\"], \"returns\": [{\"info\": \"The return value of the ```TA.RSI()``` function is: a one-dimensional array.\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/TA/TA.MACD TA.MACD}, {@fun/TA/TA.KDJ TA.KDJ}, {@fun/TA/TA.ATR TA.ATR}, {@fun/TA/TA.OBV TA.OBV}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.EMA TA.EMA}, {@fun/TA/TA.BOLL TA.BOLL}, {@fun/TA/TA.Alligator TA.Alligator}, {@fun/TA/TA.CMF TA.CMF}, {@fun/TA/TA.Highest TA.Highest}, {@fun/TA/TA.Lowest TA.Lowest}\"], \"syntax\": [\"TA.RSI(inReal)\", \"TA.RSI(inReal, optInTimePeriod)\"], \"title\": \"TA.RSI\"}, {\"_src_hash\": \"191b598ca0414a2e1c309187c842d197e0bb2e99ecfe3e19c962d77367edccf3\", \"args\": [{\"info\": \"The ```inPriceHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```TA.ATR()``` function is used to calculate the **Average True Range indicator**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n var records = exchange.GetRecords(PERIOD_M30)\\n var atr = TA.ATR(records, 14)\\n Log(atr)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n r = exchange.GetRecords(PERIOD_M30)\\n atr = TA.ATR(r, 14)\\n Log(atr)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto r = exchange.GetRecords(PERIOD_M30);\\n auto atr = TA.ATR(r, 14);\\n Log(atr);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The default value of the ```optInTimePeriod``` parameter for the ```TA.ATR()``` function is: ```14```.\"], \"returns\": [{\"info\": \"The ```TA.ATR()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/TA/TA.MACD TA.MACD}, {@fun/TA/TA.KDJ TA.KDJ}, {@fun/TA/TA.RSI TA.RSI}, {@fun/TA/TA.OBV TA.OBV}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.EMA TA.EMA}, {@fun/TA/TA.BOLL TA.BOLL}, {@fun/TA/TA.Alligator TA.Alligator}, {@fun/TA/TA.CMF TA.CMF}, {@fun/TA/TA.Highest TA.Highest}, {@fun/TA/TA.Lowest TA.Lowest}\"], \"syntax\": [\"TA.ATR(inPriceHLC)\", \"TA.ATR(inPriceHLC, optInTimePeriod)\"], \"title\": \"TA.ATR\"}, {\"_src_hash\": \"d1069a70aa9000c776363a66150a956be72cbd4c764de01f0539cb34162989e1\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```inPriceV``` parameter is used to specify volume data.\", \"name\": \"inPriceV\", \"required\": false, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```TA.OBV()``` function is used to calculate the **On-Balance Volume** indicator.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n var records = exchange.GetRecords(PERIOD_M30)\\n var obv = TA.OBV(records)\\n Log(obv)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n r = exchange.GetRecords(PERIOD_M30)\\n obv = TA.OBV(r)\\n Log(obv)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto r = exchange.GetRecords(PERIOD_M30);\\n auto obv = TA.OBV(r);\\n Log(obv);\\n}\", \"lang\": \"cpp\"}]}], \"returns\": [{\"info\": \"The ```TA.OBV()``` function returns a one-dimensional array containing the calculated On-Balance Volume indicator values.\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/TA/TA.MACD TA.MACD}, {@fun/TA/TA.KDJ TA.KDJ}, {@fun/TA/TA.RSI TA.RSI}, {@fun/TA/TA.ATR TA.ATR}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.EMA TA.EMA}, {@fun/TA/TA.BOLL TA.BOLL}, {@fun/TA/TA.Alligator TA.Alligator}, {@fun/TA/TA.CMF TA.CMF}, {@fun/TA/TA.Highest TA.Highest}, {@fun/TA/TA.Lowest TA.Lowest}\"], \"syntax\": [\"TA.OBV(inReal)\", \"TA.OBV(inReal, inPriceV)\"], \"title\": \"TA.OBV\"}, {\"_src_hash\": \"b94d957df4f18ef1200e22495105d063a28d41ee4601a75aa84d0cbedcf8ae2b\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```TA.MA()``` function is used to calculate the **Moving Average indicator**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n var records = exchange.GetRecords(PERIOD_M30)\\n var ma = TA.MA(records, 14)\\n Log(ma)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n r = exchange.GetRecords(PERIOD_M30)\\n ma = TA.MA(r, 14)\\n Log(ma)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto r = exchange.GetRecords(PERIOD_M30);\\n auto ma = TA.MA(r, 14);\\n Log(ma);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The default value of the ```optInTimePeriod``` parameter for the ```TA.MA()``` function is: ```9```.\"], \"returns\": [{\"info\": \"The ```TA.MA()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/TA/TA.MACD TA.MACD}, {@fun/TA/TA.KDJ TA.KDJ}, {@fun/TA/TA.RSI TA.RSI}, {@fun/TA/TA.ATR TA.ATR}, {@fun/TA/TA.OBV TA.OBV}, {@fun/TA/TA.EMA TA.EMA}, {@fun/TA/TA.BOLL TA.BOLL}, {@fun/TA/TA.Alligator TA.Alligator}, {@fun/TA/TA.CMF TA.CMF}, {@fun/TA/TA.Highest TA.Highest}, {@fun/TA/TA.Lowest TA.Lowest}\"], \"syntax\": [\"TA.MA(inReal)\", \"TA.MA(inReal, optInTimePeriod)\"], \"title\": \"TA.MA\"}, {\"_src_hash\": \"7cb804fde862e9f837c2a95ece32010ffffe79b9358af7877bef3ca5321d2b7c\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```TA.EMA()``` function is used to calculate the **Exponential Moving Average indicator**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n var records = exchange.GetRecords()\\n // 判断K线bar数量是否满足指标计算周期\\n if (records && records.length > 9) {\\n var ema = TA.EMA(records, 9)\\n Log(ema)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n r = exchange.GetRecords()\\n if r and len(r) > 9:\\n ema = TA.EMA(r, 9)\\n Log(ema)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto r = exchange.GetRecords();\\n if(r.Valid && r.size() > 9) {\\n auto ema = TA.EMA(r, 9);\\n Log(ema);\\n }\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The default value of the ```optInTimePeriod``` parameter for the ```TA.EMA()``` function is: ```9```.\"], \"returns\": [{\"info\": \"The return value of the ```TA.EMA()``` function is: a one-dimensional array.\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/TA/TA.MACD TA.MACD}, {@fun/TA/TA.KDJ TA.KDJ}, {@fun/TA/TA.RSI TA.RSI}, {@fun/TA/TA.ATR TA.ATR}, {@fun/TA/TA.OBV TA.OBV}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.BOLL TA.BOLL}, {@fun/TA/TA.Alligator TA.Alligator}, {@fun/TA/TA.CMF TA.CMF}, {@fun/TA/TA.Highest TA.Highest}, {@fun/TA/TA.Lowest TA.Lowest}\"], \"syntax\": [\"TA.EMA(inReal)\", \"TA.EMA(inReal, optInTimePeriod)\"], \"title\": \"TA.EMA\"}, {\"_src_hash\": \"bf81fdc9536245f780ada8456ad96d240bd4e159852e138a5aaa14fca01ef57c\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```period``` parameter is used to set the calculation period.\", \"name\": \"period\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```multiplier``` parameter is used to set the standard deviation multiplier.\", \"name\": \"multiplier\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```TA.BOLL()``` function is used to calculate the **Bollinger Bands indicator**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n if(records && records.length > 20) {\\n var boll = TA.BOLL(records, 20, 2)\\n var upLine = boll[0]\\n var midLine = boll[1]\\n var downLine = boll[2]\\n Log(upLine)\\n Log(midLine)\\n Log(downLine)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n r = exchange.GetRecords()\\n if r and len(r) > 20:\\n boll = TA.BOLL(r, 20, 2)\\n upLine = boll[0]\\n midLine = boll[1]\\n downLine = boll[2]\\n Log(upLine)\\n Log(midLine)\\n Log(downLine)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto r = exchange.GetRecords();\\n if(r.Valid && r.size() > 20) {\\n auto boll = TA.BOLL(r, 20, 2);\\n auto upLine = boll[0];\\n auto midLine = boll[1];\\n auto downLine = boll[2];\\n Log(upLine);\\n Log(midLine);\\n Log(downLine);\\n }\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The default values for the ```period``` and ```multiplier``` parameters of the ```TA.BOLL()``` function are: ```20``` and ```2``` respectively.\"], \"returns\": [{\"info\": \"The ```TA.BOLL()``` function returns a two-dimensional array with the structure: ```[upLine, midLine, downLine]```.\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/TA/TA.MACD TA.MACD}, {@fun/TA/TA.KDJ TA.KDJ}, {@fun/TA/TA.RSI TA.RSI}, {@fun/TA/TA.ATR TA.ATR}, {@fun/TA/TA.OBV TA.OBV}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.EMA TA.EMA}, {@fun/TA/TA.Alligator TA.Alligator}, {@fun/TA/TA.CMF TA.CMF}, {@fun/TA/TA.Highest TA.Highest}, {@fun/TA/TA.Lowest TA.Lowest}\"], \"syntax\": [\"TA.BOLL(inReal)\", \"TA.BOLL(inReal, period, multiplier)\"], \"title\": \"TA.BOLL\"}, {\"_src_hash\": \"921eb14fe69ff156563f70dff5ad9ab84164e4b9775d636ead3b25235f29f4b0\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```jawLength``` parameter is used to set the period length of the Alligator's jaw line.\", \"name\": \"jawLength\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```teethLength``` parameter is used to set the period length of the Alligator's teeth line.\", \"name\": \"teethLength\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```lipsLength``` parameter is used to set the period length of the Alligator's lips line.\", \"name\": \"lipsLength\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```TA.Alligator()``` function is used to calculate the **Alligator Indicator**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n var records = exchange.GetRecords()\\n var alligator = TA.Alligator(records)\\n Log(\\\"jawLine:\\\", alligator[0])\\n Log(\\\"teethLine:\\\", alligator[1])\\n Log(\\\"lipsLine:\\\", alligator[2])\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n records = exchange.GetRecords()\\n alligator = TA.Alligator(records)\\n Log(\\\"jawLine:\\\", alligator[0])\\n Log(\\\"teethLine:\\\", alligator[1])\\n Log(\\\"lipsLine:\\\", alligator[2])\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto alligator = TA.Alligator(records);\\n Log(\\\"jawLine:\\\", alligator[0]);\\n Log(\\\"teethLine:\\\", alligator[1]);\\n Log(\\\"lipsLine:\\\", alligator[2]);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The default values for the ```jawLength```, ```teethLength```, and ```lipsLength``` parameters of the ```TA.Alligator()``` function are: ```13```, ```8```, and ```5``` respectively.\"], \"returns\": [{\"info\": \"The ```TA.Alligator()``` function returns a two-dimensional array with the data structure: ```[jawLine, teethLine, lipsLine]```, corresponding to the Alligator's jaw line, teeth line, and lips line respectively.\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/TA/TA.MACD TA.MACD}, {@fun/TA/TA.KDJ TA.KDJ}, {@fun/TA/TA.RSI TA.RSI}, {@fun/TA/TA.ATR TA.ATR}, {@fun/TA/TA.OBV TA.OBV}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.EMA TA.EMA}, {@fun/TA/TA.BOLL TA.BOLL}, {@fun/TA/TA.CMF TA.CMF}, {@fun/TA/TA.Highest TA.Highest}, {@fun/TA/TA.Lowest TA.Lowest}\"], \"syntax\": [\"TA.Alligator(inReal)\", \"TA.Alligator(inReal, jawLength, teethLength, lipsLength)\"], \"title\": \"TA.Alligator\"}, {\"_src_hash\": \"4df8a08877b0c7d174b89b92a845364e74600783bacf782cece4568a8a27559c\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```inPriceV``` parameter is used to specify volume data.\", \"name\": \"inPriceV\", \"required\": false, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```TA.CMF()``` function is used to calculate the **Chaikin Money Flow indicator**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var cmf = TA.CMF(records)\\n Log(cmf)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n records = exchange.GetRecords()\\n cmf = TA.CMF(records)\\n Log(cmf)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto cmf = TA.CMF(records);\\n Log(cmf);\\n}\", \"lang\": \"cpp\"}]}], \"returns\": [{\"info\": \"The ```TA.CMF()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/TA/TA.MACD TA.MACD}, {@fun/TA/TA.KDJ TA.KDJ}, {@fun/TA/TA.RSI TA.RSI}, {@fun/TA/TA.ATR TA.ATR}, {@fun/TA/TA.OBV TA.OBV}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.EMA TA.EMA}, {@fun/TA/TA.BOLL TA.BOLL}, {@fun/TA/TA.Alligator TA.Alligator}, {@fun/TA/TA.Highest TA.Highest}, {@fun/TA/TA.Lowest TA.Lowest}\"], \"syntax\": [\"TA.CMF(inReal)\", \"TA.CMF(inReal, inPriceV)\"], \"title\": \"TA.CMF\"}, {\"_src_hash\": \"c8dd558b60e5b8bb04dfabbc5f516e8303456a351efe524d555604c42a65794b\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data source.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```period``` parameter is used to set the calculation period length.\", \"name\": \"period\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```attr``` parameter is used to set the K-line attribute to be calculated. Optional values: ```Open```, ```Close```, ```Low```, ```High```, ```Volume```, ```OpenInterest```.\", \"name\": \"attr\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"The ```TA.Highest()``` function is used to calculate the **highest price within a specified period**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var highestForOpen = TA.Highest(records, 10, \\\"Open\\\")\\n Log(highestForOpen)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n records = exchange.GetRecords()\\n highestForOpen = TA.Highest(records, 10, \\\"Open\\\")\\n Log(highestForOpen)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto highestForOpen = TA.Highest(records.Open(), 10);\\n Log(highestForOpen);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"For example, when calling ```TA.Highest(records, 30, \\\"High\\\")``` function: If the period parameter ```period``` is set to ```0```, it calculates the highest value of all ```Bars``` in the K-line data passed by the ```inReal``` parameter; If the attribute parameter ```attr``` is not specified, the data passed by the ```inReal``` parameter is treated as a regular numeric array.\"], \"returns\": [{\"info\": \"The ```TA.Highest()``` function returns the maximum value of a specified attribute within the specified period, excluding the current Bar.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/TA/TA.MACD TA.MACD}, {@fun/TA/TA.KDJ TA.KDJ}, {@fun/TA/TA.RSI TA.RSI}, {@fun/TA/TA.ATR TA.ATR}, {@fun/TA/TA.OBV TA.OBV}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.EMA TA.EMA}, {@fun/TA/TA.BOLL TA.BOLL}, {@fun/TA/TA.Alligator TA.Alligator}, {@fun/TA/TA.CMF TA.CMF}, {@fun/TA/TA.Lowest TA.Lowest}\"], \"syntax\": [\"TA.Highest(inReal)\", \"TA.Highest(inReal, period, attr)\"], \"title\": \"TA.Highest\"}, {\"_src_hash\": \"bc02620fba657084da9587ffd1edd5acb4e7938fe286317068105da39c7fab8b\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```period``` parameter is used to set the calculation period.\", \"name\": \"period\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```attr``` parameter is used to set the K-line attribute, optional values: ```Open```, ```Close```, ```Low```, ```High```, ```Volume```, ```OpenInterest```.\", \"name\": \"attr\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"The ```TA.Lowest()``` function is used to calculate the **period lowest price**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var lowestForOpen = TA.Lowest(records, 10, \\\"Open\\\")\\n Log(lowestForOpen)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n records = exchange.GetRecords()\\n lowestForOpen = TA.Lowest(records, 10, \\\"Open\\\")\\n Log(lowestForOpen)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto lowestForOpen = TA.Lowest(records.Open(), 10);\\n Log(lowestForOpen);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"For example, when calling ```TA.Lowest(records, 30, \\\"Low\\\")``` function, if the period parameter ```period``` is set to ```0```, it calculates all ```Bars``` of the K-line data passed in the ```inReal``` parameter; if the attribute parameter ```attr``` is not specified, the K-line data passed in the ```inReal``` parameter is treated as a regular array.\", \"When using ```TA.Highest()``` and ```TA.Lowest()``` functions in ```C++``` strategies, note that ```Highest()``` and ```Lowest()``` functions each have only 2 parameters, and the first parameter is not the K-line data ```r``` obtained by calling ```auto r = exchange.GetRecords()``` function. You need to call the method of ```r``` and pass in specific attribute data. For example, pass in ```r.Close()``` closing price data. ```Close```, ```High```, ```Low```, ```Open```, ```Volume``` all use the calling method like ```r.Close()```.\\n\\n```C++``` language strategy test example:\\n```cpp\\nvoid main() {\\n Records r;\\n r.Valid = true;\\n for (auto i = 0; i < 10; i++) {\\n Record ele;\\n ele.Time = i * 100000;\\n ele.High = i * 10000;\\n ele.Low = i * 1000;\\n ele.Close = i * 100;\\n ele.Open = i * 10;\\n ele.Volume = i * 1;\\n r.push_back(ele);\\n }\\n\\n for(int j = 0; j < r.size(); j++){\\n Log(r[j]);\\n }\\n\\n // Note: The first parameter is not r, need to call r.Close()\\n auto highest = TA.Highest(r.Close(), 8);\\n Log(highest);\\n}\\n```\"], \"returns\": [{\"info\": \"The ```TA.Lowest()``` function returns the minimum value of a certain attribute within the specified period, excluding the current Bar.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/TA/TA.MACD TA.MACD}, {@fun/TA/TA.KDJ TA.KDJ}, {@fun/TA/TA.RSI TA.RSI}, {@fun/TA/TA.ATR TA.ATR}, {@fun/TA/TA.OBV TA.OBV}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.EMA TA.EMA}, {@fun/TA/TA.BOLL TA.BOLL}, {@fun/TA/TA.Alligator TA.Alligator}, {@fun/TA/TA.CMF TA.CMF}, {@fun/TA/TA.Highest TA.Highest}\"], \"syntax\": [\"TA.Lowest(inReal)\", \"TA.Lowest(inReal, period, attr)\"], \"title\": \"TA.Lowest\"}, {\"_src_hash\": \"137cba159a4e14df54f298ccd9de2b84d85ff1dbba97adf5e2707a28d36a11b3\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```TA.SMA()``` function is used to calculate the **Simple Moving Average indicator**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n var records = exchange.GetRecords(PERIOD_M30)\\n var sma = TA.SMA(records, 14)\\n Log(sma)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n r = exchange.GetRecords(PERIOD_M30)\\n sma = TA.SMA(r, 14)\\n Log(sma)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto r = exchange.GetRecords(PERIOD_M30);\\n auto sma = TA.SMA(r, 14);\\n Log(sma);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The default value of the ```optInTimePeriod``` parameter for the ```TA.SMA()``` function is: ```9```.\"], \"returns\": [{\"info\": \"The return value of the ```TA.SMA()``` function is: a one-dimensional array.\", \"type\": \"array\"}], \"seeAlso\": [\"{@fun/TA/TA.MACD TA.MACD}, {@fun/TA/TA.KDJ TA.KDJ}, {@fun/TA/TA.RSI TA.RSI}, {@fun/TA/TA.ATR TA.ATR}, {@fun/TA/TA.OBV TA.OBV}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.EMA TA.EMA}, {@fun/TA/TA.BOLL TA.BOLL}, {@fun/TA/TA.Alligator TA.Alligator}, {@fun/TA/TA.CMF TA.CMF}, {@fun/TA/TA.Highest TA.Highest}, {@fun/TA/TA.Lowest TA.Lowest}\"], \"syntax\": [\"TA.SMA(inReal)\", \"TA.SMA(inReal, optInTimePeriod)\"], \"title\": \"TA.SMA\"}], \"title\": \"TA\"}, {\"_src_hash\": \"a39a1bc34b42845d5565354f367af0a9aa53afd3e8c04b4cb959b7f87bd58e33\", \"children\": [{\"_src_hash\": \"0d32ac8605901d712e4a572c27555f2f72de9c04235d8caa0a91feb7abce7e7a\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDL2CROWS()``` function is used to calculate **Two Crows (K-line pattern - Two Crows)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDL2CROWS(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDL2CROWS(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDL2CROWS(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDL2CROWS()``` function is described in the talib library documentation as: ```CDL2CROWS(Records[Open,High,Low,Close]) = Array(outInteger)```\\n\\nFor calls in ```Python``` language, the parameter passing method is different and needs to be passed according to the above description: ```Records[Open,High,Low,Close]```.\\n\\nFor example, split a variable ```records``` (i.e., parameter ```inPriceOHLC```, type {@struct/Record Record} structure array) into:\\n\\n```Open``` list: represented as ```records.Open``` in Python.\\n\\n```High``` list: represented as ```records.High``` in Python.\\n\\n```Low``` list: represented as ```records.Low``` in Python.\\n\\n```Close``` list: represented as ```records.Close``` in Python.\\n\\nCalling method in Python strategy code:\\n\\n```\\ntalib.CDL2CROWS(records.Open, records.High, records.Low, records.Close)\\n```\\n\\nThe calling methods for other ```talib``` indicators are similar and will not be repeated.\"], \"returns\": [{\"info\": \"The ```talib.CDL2CROWS()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDL2CROWS(inPriceOHLC)\"], \"title\": \"talib.CDL2CROWS\"}, {\"_src_hash\": \"b0b87a0d2cd1c7a84de2dd44fb1fc3706a4d8ae18bb351dbac81330bd29c7bc3\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDL3BLACKCROWS()``` function is used to calculate **Three Black Crows (K-line pattern - Three Black Crows)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDL3BLACKCROWS(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDL3BLACKCROWS(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDL3BLACKCROWS(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDL3BLACKCROWS()``` function is described in the talib library documentation as: ```CDL3BLACKCROWS(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDL3BLACKCROWS()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDL3BLACKCROWS(inPriceOHLC)\"], \"title\": \"talib.CDL3BLACKCROWS\"}, {\"_src_hash\": \"09c632a7f5cb36dbd5899d02e6250a4df95be2e4b16aefdf960db15023f69336\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDL3INSIDE()``` function is used to calculate **Three Inside Up/Down (Candlestick Pattern: Three Inside Up/Down)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDL3INSIDE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDL3INSIDE(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDL3INSIDE(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDL3INSIDE()``` function is described in the talib library documentation as: ```CDL3INSIDE(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDL3INSIDE()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDL3INSIDE(inPriceOHLC)\"], \"title\": \"talib.CDL3INSIDE\"}, {\"_src_hash\": \"4e27fd3934262316d7418db8417aa122ffb066e279fd892634e6193af67082f1\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDL3LINESTRIKE()``` function is used to calculate **Three-Line Strike (Candlestick Pattern: Three-Line Strike)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDL3LINESTRIKE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDL3LINESTRIKE(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDL3LINESTRIKE(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDL3LINESTRIKE()``` function is described in the talib library documentation as: ```CDL3LINESTRIKE(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDL3LINESTRIKE()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDL3LINESTRIKE(inPriceOHLC)\"], \"title\": \"talib.CDL3LINESTRIKE\"}, {\"_src_hash\": \"0ecd3f256a1856c341060a6384f3d89b3125fe03b604630e6c478fbba3f37004\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDL3OUTSIDE()``` function is used to calculate **Three Outside Up/Down (Candlestick Pattern: Three Outside)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDL3OUTSIDE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDL3OUTSIDE(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDL3OUTSIDE(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDL3OUTSIDE()``` function is described in the talib library documentation as: ```CDL3OUTSIDE(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDL3OUTSIDE()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDL3OUTSIDE(inPriceOHLC)\"], \"title\": \"talib.CDL3OUTSIDE\"}, {\"_src_hash\": \"bb94396f4d7a031436aee02eabd9f68a932b4cc13e56c8902d211928b260394d\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDL3STARSINSOUTH()``` function is used to calculate **Three Stars In The South (Candlestick Pattern: Three Stars In The South)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDL3STARSINSOUTH(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDL3STARSINSOUTH(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDL3STARSINSOUTH(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDL3STARSINSOUTH()``` function is described in the talib library documentation as: ```CDL3STARSINSOUTH(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDL3STARSINSOUTH()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDL3STARSINSOUTH(inPriceOHLC)\"], \"title\": \"talib.CDL3STARSINSOUTH\"}, {\"_src_hash\": \"bc5dcdbc175d0788744895fc8e0cc436ff315252b2696ee84ad4f94517fc50af\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDL3WHITESOLDIERS()``` function is used to calculate **Three Advancing White Soldiers (K-line pattern: Three White Soldiers)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDL3WHITESOLDIERS(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDL3WHITESOLDIERS(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDL3WHITESOLDIERS(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDL3WHITESOLDIERS()``` function is described in the talib library documentation as: ```CDL3WHITESOLDIERS(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDL3WHITESOLDIERS()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDL3WHITESOLDIERS(inPriceOHLC)\"], \"title\": \"talib.CDL3WHITESOLDIERS\"}, {\"_src_hash\": \"852f0fe20ea872cb418ec89166e5b7b9048e98a6969e5ca62fd8628120efcf94\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}, {\"info\": \"The ```optInPenetration``` parameter is used to set the penetration, with a default value of 0.3.\", \"name\": \"optInPenetration\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.CDLABANDONEDBABY()``` function is used to calculate **Abandoned Baby (Candlestick Pattern: Abandoned Baby)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLABANDONEDBABY(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLABANDONEDBABY(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLABANDONEDBABY(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLABANDONEDBABY()``` function is described in the talib library documentation as: ```CDLABANDONEDBABY(Records[Open,High,Low,Close],Penetration = 0.3) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLABANDONEDBABY()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLABANDONEDBABY(inPriceOHLC)\", \"talib.CDLABANDONEDBABY(inPriceOHLC, optInPenetration)\"], \"title\": \"talib.CDLABANDONEDBABY\"}, {\"_src_hash\": \"00a4140122ab33767acaea637096ac023e605e5fdb2b7714b62b6384b2e9dc80\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLADVANCEBLOCK()``` function is used to calculate **Advance Block (Candlestick Pattern: Advance Block)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLADVANCEBLOCK(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLADVANCEBLOCK(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLADVANCEBLOCK(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLADVANCEBLOCK()``` function is described in the talib library documentation as: ```CDLADVANCEBLOCK(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLADVANCEBLOCK()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLADVANCEBLOCK(inPriceOHLC)\"], \"title\": \"talib.CDLADVANCEBLOCK\"}, {\"_src_hash\": \"de613af3085fe5fc3f4888e6dbf0b34dff92728dbbea055f1e191e4bd284feee\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLBELTHOLD()``` function is used to calculate **Belt-hold (Candlestick Pattern: Belt-hold)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLBELTHOLD(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLBELTHOLD(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLBELTHOLD(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLBELTHOLD()``` function is described in the talib library documentation as: ```CDLBELTHOLD(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLBELTHOLD()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLBELTHOLD(inPriceOHLC)\"], \"title\": \"talib.CDLBELTHOLD\"}, {\"_src_hash\": \"6e8b7ba2b3058afb05003eeaebbbc749a85e07bff490f33c78bd85592d1087b7\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLBREAKAWAY()``` function is used to calculate **Breakaway (Candlestick Pattern: Breakaway Pattern)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLBREAKAWAY(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLBREAKAWAY(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLBREAKAWAY(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLBREAKAWAY()``` function is described in the talib library documentation as: ```CDLBREAKAWAY(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLBREAKAWAY()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLBREAKAWAY(inPriceOHLC)\"], \"title\": \"talib.CDLBREAKAWAY\"}, {\"_src_hash\": \"568113714604820fbe75e0f8d740fd285f8d7533ab86fc59549b578de4874c84\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLCLOSINGMARUBOZU()``` function is used to calculate the **Closing Marubozu** candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLCLOSINGMARUBOZU(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLCLOSINGMARUBOZU(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLCLOSINGMARUBOZU(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLCLOSINGMARUBOZU()``` function is described in the talib library documentation as: ```CDLCLOSINGMARUBOZU(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLCLOSINGMARUBOZU()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLCLOSINGMARUBOZU(inPriceOHLC)\"], \"title\": \"talib.CDLCLOSINGMARUBOZU\"}, {\"_src_hash\": \"06e8b92b8b2e238e1e3e1c380bcb6c597950ff803a053ff748a2a25ba789715e\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLCONCEALBABYSWALL()``` function is used to calculate **Concealing Baby Swallow (Candlestick Pattern: Concealing Baby Swallow)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLCONCEALBABYSWALL(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLCONCEALBABYSWALL(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLCONCEALBABYSWALL(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLCONCEALBABYSWALL()``` function is described in the talib library documentation as: ```CDLCONCEALBABYSWALL(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLCONCEALBABYSWALL()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLCONCEALBABYSWALL(inPriceOHLC)\"], \"title\": \"talib.CDLCONCEALBABYSWALL\"}, {\"_src_hash\": \"9a1c7e1d33b210247b467065eaa0507302cba0b89efbe184d2eb166ee9ea3ad3\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLCOUNTERATTACK()``` function is used to calculate **Counterattack Lines (K-Line Pattern: Counterattack)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLCOUNTERATTACK(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLCOUNTERATTACK(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLCOUNTERATTACK(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLCOUNTERATTACK()``` function is described in the talib library documentation as: ```CDLCOUNTERATTACK(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLCOUNTERATTACK()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLCOUNTERATTACK(inPriceOHLC)\"], \"title\": \"talib.CDLCOUNTERATTACK\"}, {\"_src_hash\": \"87f0d3810d305c45391287187e0e2213b35b9c05c32c15901bb0b38c407fc749\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}, {\"info\": \"The ```optInPenetration``` parameter is used to set the penetration ratio, with a default value of 0.5.\", \"name\": \"optInPenetration\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.CDLDARKCLOUDCOVER()``` function is used to calculate **Dark Cloud Cover candlestick pattern**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLDARKCLOUDCOVER(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLDARKCLOUDCOVER(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLDARKCLOUDCOVER(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLDARKCLOUDCOVER()``` function is described in the talib library documentation as: ```CDLDARKCLOUDCOVER(Records[Open,High,Low,Close],Penetration = 0.5) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLDARKCLOUDCOVER()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLDARKCLOUDCOVER(inPriceOHLC)\", \"talib.CDLDARKCLOUDCOVER(inPriceOHLC, optInPenetration)\"], \"title\": \"talib.CDLDARKCLOUDCOVER\"}, {\"_src_hash\": \"722baf2d7abab501b7734ec9e8040b00d29c9bcbcc6577738b968fd87a8206c2\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLDOJI()``` function is used to calculate **Doji (K-line pattern: Doji Star)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLDOJI(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLDOJI(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLDOJI(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLDOJI()``` function is described in the talib library documentation as: ```CDLDOJI(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLDOJI()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLDOJI(inPriceOHLC)\"], \"title\": \"talib.CDLDOJI\"}, {\"_src_hash\": \"86e74b911d48b74acc949ccaeab611ca7e7849f61c545d3c410aa56c4a0035e4\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLDOJISTAR()``` function is used to calculate **Doji Star (Candlestick Pattern: Doji Star)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLDOJISTAR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLDOJISTAR(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLDOJISTAR(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLDOJISTAR()``` function is described in the talib library documentation as: ```CDLDOJISTAR(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLDOJISTAR()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLDOJISTAR(inPriceOHLC)\"], \"title\": \"talib.CDLDOJISTAR\"}, {\"_src_hash\": \"e299218a693a3065e00cd51f681a9fab4b7f59730fc0d752f9c4f4b08b10e8d2\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLDRAGONFLYDOJI()``` function is used to calculate **Dragonfly Doji (Candlestick Pattern: Dragonfly Doji)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLDRAGONFLYDOJI(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLDRAGONFLYDOJI(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLDRAGONFLYDOJI(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLDRAGONFLYDOJI()``` function is described in the talib library documentation as: ```CDLDRAGONFLYDOJI(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLDRAGONFLYDOJI()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLDRAGONFLYDOJI(inPriceOHLC)\"], \"title\": \"talib.CDLDRAGONFLYDOJI\"}, {\"_src_hash\": \"25c913ec4b59111fe171db703dcddc9bad05181e50639b17ea3225c6d8a3a8b9\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLENGULFING()``` function is used to calculate **Engulfing Pattern**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLENGULFING(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLENGULFING(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLENGULFING(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLENGULFING()``` function is described in the talib library documentation as: ```CDLENGULFING(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLENGULFING()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLENGULFING(inPriceOHLC)\"], \"title\": \"talib.CDLENGULFING\"}, {\"_src_hash\": \"8027a8693b48ba907102af0c4d86a02e708980dbf4d24ca7c5996f22549cebc8\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}, {\"info\": \"The ```optInPenetration``` parameter is used to set the penetration rate, with a default value of 0.3.\", \"name\": \"optInPenetration\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.CDLEVENINGDOJISTAR()``` function is used to calculate **Evening Doji Star (K-line pattern: Evening Doji Star)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLEVENINGDOJISTAR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLEVENINGDOJISTAR(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLEVENINGDOJISTAR(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLEVENINGDOJISTAR()``` function is described in the talib library documentation as: ```CDLEVENINGDOJISTAR(Records[Open,High,Low,Close],Penetration = 0.3) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLEVENINGDOJISTAR()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLEVENINGDOJISTAR(inPriceOHLC)\", \"talib.CDLEVENINGDOJISTAR(inPriceOHLC, optInPenetration)\"], \"title\": \"talib.CDLEVENINGDOJISTAR\"}, {\"_src_hash\": \"2b95ba3a7ac5c774c0848aad3f94fb246f483cc8d85275cb9ad12de5d2153821\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}, {\"info\": \"The ```optInPenetration``` parameter is used to set the penetration level, with a default value of 0.3.\", \"name\": \"optInPenetration\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.CDLEVENINGSTAR()``` function is used to calculate the **Evening Star** candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLEVENINGSTAR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLEVENINGSTAR(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLEVENINGSTAR(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLEVENINGSTAR()``` function is described in the talib library documentation as: ```CDLEVENINGSTAR(Records[Open,High,Low,Close],Penetration = 0.3) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLEVENINGSTAR()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLEVENINGSTAR(inPriceOHLC)\", \"talib.CDLEVENINGSTAR(inPriceOHLC, optInPenetration)\"], \"title\": \"talib.CDLEVENINGSTAR\"}, {\"_src_hash\": \"9011f112b92be9f6da390d97455031a5a544f9aaa744227cbaf25cdb328d6a64\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLGAPSIDESIDEWHITE()``` function is used to calculate **Up/Down-gap side-by-side white lines (K-line pattern: Up/Down-gap side-by-side white lines)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLGAPSIDESIDEWHITE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLGAPSIDESIDEWHITE(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLGAPSIDESIDEWHITE(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLGAPSIDESIDEWHITE()``` function is described in the talib library documentation as: ```CDLGAPSIDESIDEWHITE(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLGAPSIDESIDEWHITE()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLGAPSIDESIDEWHITE(inPriceOHLC)\"], \"title\": \"talib.CDLGAPSIDESIDEWHITE\"}, {\"_src_hash\": \"46a30e08119f02fb9885651025f5fb6d23702f671ec7d184fdfed090ee0ff5ad\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLGRAVESTONEDOJI()``` function is used to calculate the **Gravestone Doji** candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLGRAVESTONEDOJI(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLGRAVESTONEDOJI(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLGRAVESTONEDOJI(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLGRAVESTONEDOJI()``` function is described in the talib library documentation as: ```CDLGRAVESTONEDOJI(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLGRAVESTONEDOJI()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLGRAVESTONEDOJI(inPriceOHLC)\"], \"title\": \"talib.CDLGRAVESTONEDOJI\"}, {\"_src_hash\": \"65e4c58806232d0bb173ef2cb16e6ca5dfa085b98a468e2a5572ded317c9df2f\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLHAMMER()``` function is used to calculate **Hammer (Candlestick Pattern: Hammer)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLHAMMER(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLHAMMER(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLHAMMER(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLHAMMER()``` function is described in the talib library documentation as: ```CDLHAMMER(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLHAMMER()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLHAMMER(inPriceOHLC)\"], \"title\": \"talib.CDLHAMMER\"}, {\"_src_hash\": \"0ef646ff27ba5090b737c395ef7e8895c9994eb267ea1816a442d9b93212513e\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLHANGINGMAN()``` function is used to calculate **Hanging Man (Candlestick Pattern: Hanging Man)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLHANGINGMAN(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLHANGINGMAN(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLHANGINGMAN(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLHANGINGMAN()``` function is described in the talib library documentation as: ```CDLHANGINGMAN(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLHANGINGMAN()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLHANGINGMAN(inPriceOHLC)\"], \"title\": \"talib.CDLHANGINGMAN\"}, {\"_src_hash\": \"12ba5750f5c4f6917911e3da10f8d3613fff5fa3c9153e7129f4b5205411a998\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLHARAMI()``` function is used to calculate **Harami Pattern (K-line chart: bullish/bearish pattern)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLHARAMI(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLHARAMI(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLHARAMI(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLHARAMI()``` function is described in the talib library documentation as: ```CDLHARAMI(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLHARAMI()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLHARAMI(inPriceOHLC)\"], \"title\": \"talib.CDLHARAMI\"}, {\"_src_hash\": \"367ce45e8045ece1daa519ce7e4572b9ca5259143723352a07b674c5f06d6f48\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLHARAMICROSS()``` function is used to calculate **Harami Cross Pattern (Candlestick Pattern: Harami Cross)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLHARAMICROSS(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLHARAMICROSS(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLHARAMICROSS(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLHARAMICROSS()``` function is described in the talib library documentation as: ```CDLHARAMICROSS(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLHARAMICROSS()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLHARAMICROSS(inPriceOHLC)\"], \"title\": \"talib.CDLHARAMICROSS\"}, {\"_src_hash\": \"29e4eaecb1f30c2820bc6afed755f6b211cd2f854346622af2e7d7dcdcd38103\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLHIGHWAVE()``` function is used to calculate **High-Wave Candle (Candlestick Pattern: High Wave Candle)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLHIGHWAVE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLHIGHWAVE(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLHIGHWAVE(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLHIGHWAVE()``` function is described in the talib library documentation as: ```CDLHIGHWAVE(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLHIGHWAVE()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLHIGHWAVE(inPriceOHLC)\"], \"title\": \"talib.CDLHIGHWAVE\"}, {\"_src_hash\": \"b86d27c4e172d4e8482078a851b92515fb4f3aef0f5c9eed2a17ebcad7b825f4\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLHIKKAKE()``` function is used to calculate **Hikkake Pattern (Candlestick: Trap Pattern)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLHIKKAKE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLHIKKAKE(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLHIKKAKE(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLHIKKAKE()``` function is described in the talib library documentation as: ```CDLHIKKAKE(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLHIKKAKE()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLHIKKAKE(inPriceOHLC)\"], \"title\": \"talib.CDLHIKKAKE\"}, {\"_src_hash\": \"bfb6f0c4f5548e6101f088cfadf439443e0226d41ddc33a611868c739b28a5aa\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLHIKKAKEMOD()``` function is used to calculate **Modified Hikkake Pattern (Candlestick: Modified Hikkake Pattern)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLHIKKAKEMOD(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLHIKKAKEMOD(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLHIKKAKEMOD(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLHIKKAKEMOD()``` function is described in the talib library documentation as: ```CDLHIKKAKEMOD(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLHIKKAKEMOD()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLHIKKAKEMOD(inPriceOHLC)\"], \"title\": \"talib.CDLHIKKAKEMOD\"}, {\"_src_hash\": \"de32e2e775e71f242fc0831013a3c197a3f2b70b574edff6e207e202f5eefcc6\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLHOMINGPIGEON()``` function is used to calculate **Homing Pigeon (Candlestick Pattern: Homing Pigeon)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLHOMINGPIGEON(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLHOMINGPIGEON(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLHOMINGPIGEON(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLHOMINGPIGEON()``` function is described in the talib library documentation as: ```CDLHOMINGPIGEON(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLHOMINGPIGEON()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLHOMINGPIGEON(inPriceOHLC)\"], \"title\": \"talib.CDLHOMINGPIGEON\"}, {\"_src_hash\": \"43d3d6f4f5f42d399bb458129094afcb7447939b7bc7cc984cf62816ff9a2b6b\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLIDENTICAL3CROWS()``` function is used to calculate **Identical Three Crows (Candlestick Pattern: Identical Three Crows)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLIDENTICAL3CROWS(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLIDENTICAL3CROWS(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLIDENTICAL3CROWS(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLIDENTICAL3CROWS()``` function is described in the talib library documentation as: ```CDLIDENTICAL3CROWS(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLIDENTICAL3CROWS()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLIDENTICAL3CROWS(inPriceOHLC)\"], \"title\": \"talib.CDLIDENTICAL3CROWS\"}, {\"_src_hash\": \"d47255f0de27b6b7d9ca81162132c45ebf31e157d11eb050f6e02bf5ce8f7b96\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the candlestick data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLINNECK()``` function is used to calculate **In-Neck Pattern (Candlestick Chart: In-Neck Pattern)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLINNECK(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLINNECK(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLINNECK(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLINNECK()``` function is described in the talib library documentation as: ```CDLINNECK(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLINNECK()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLINNECK(inPriceOHLC)\"], \"title\": \"talib.CDLINNECK\"}, {\"_src_hash\": \"0b7bddf68be2d4912e1a1dd0fbc4608bd90c3fee24fc142071f83f9658784e2b\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLINVERTEDHAMMER()``` function is used to calculate **Inverted Hammer (K-Line Pattern: Inverted Hammer)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLINVERTEDHAMMER(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLINVERTEDHAMMER(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLINVERTEDHAMMER(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLINVERTEDHAMMER()``` function is described in the talib library documentation as: ```CDLINVERTEDHAMMER(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLINVERTEDHAMMER()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLINVERTEDHAMMER(inPriceOHLC)\"], \"title\": \"talib.CDLINVERTEDHAMMER\"}, {\"_src_hash\": \"a2c712b51a8ab835d4c6366923ecd6b273028dae0cfebfc8dbef537fda2222b7\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLKICKING()``` function is used to calculate **Kicking (Candlestick Pattern: Kicking Pattern)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLKICKING(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLKICKING(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLKICKING(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLKICKING()``` function is described in the talib library documentation as: ```CDLKICKING(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLKICKING()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLKICKING(inPriceOHLC)\"], \"title\": \"talib.CDLKICKING\"}, {\"_src_hash\": \"0d37a58143330cbe31efeeb19375d2203f58abd19ee96dbe833c493a274d99d7\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLKICKINGBYLENGTH()``` function is used to calculate **Kicking - bull/bear determined by the longer marubozu (K-line pattern: Kicking Bull/Bear)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLKICKINGBYLENGTH(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLKICKINGBYLENGTH(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLKICKINGBYLENGTH(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLKICKINGBYLENGTH()``` function is described in the talib library documentation as: ```CDLKICKINGBYLENGTH(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLKICKINGBYLENGTH()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLKICKINGBYLENGTH(inPriceOHLC)\"], \"title\": \"talib.CDLKICKINGBYLENGTH\"}, {\"_src_hash\": \"62aa198cdb2b19067dbd7efed86049db04fa4c8a580f7d687efaadf871f5577e\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLLADDERBOTTOM()``` function is used to calculate **Ladder Bottom (Candlestick Pattern: Ladder Bottom)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLLADDERBOTTOM(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLLADDERBOTTOM(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLLADDERBOTTOM(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLLADDERBOTTOM()``` function is described in the talib library documentation as: ```CDLLADDERBOTTOM(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLLADDERBOTTOM()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLLADDERBOTTOM(inPriceOHLC)\"], \"title\": \"talib.CDLLADDERBOTTOM\"}, {\"_src_hash\": \"c62146cd37061cde6ec965c8d7821718a0cd1b6695265a454fdb7189793578ac\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLLONGLEGGEDDOJI()``` function is used to calculate **Long Legged Doji (Candlestick Pattern: Long Legged Doji)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLLONGLEGGEDDOJI(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLLONGLEGGEDDOJI(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLLONGLEGGEDDOJI(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLLONGLEGGEDDOJI()``` function is described in the talib library documentation as: ```CDLLONGLEGGEDDOJI(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLLONGLEGGEDDOJI()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLLONGLEGGEDDOJI(inPriceOHLC)\"], \"title\": \"talib.CDLLONGLEGGEDDOJI\"}, {\"_src_hash\": \"5e8cd33d3bff53dcb1ff5bb6ab5526e6344979c5fea111afed3e737cfe92c87b\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLLONGLINE()``` function is used to calculate **Long Line Candle Pattern (Candlestick Chart: Long Line)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLLONGLINE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLLONGLINE(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLLONGLINE(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLLONGLINE()``` function is described in the talib library documentation as: ```CDLLONGLINE(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLLONGLINE()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLLONGLINE(inPriceOHLC)\"], \"title\": \"talib.CDLLONGLINE\"}, {\"_src_hash\": \"643190ae6a93fa090a5c55ec05f0453aff82c7e5f66d00fcf7fe79479dc0412f\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLMARUBOZU()``` function is used to calculate the **Marubozu (Candlestick Pattern: Shaven Head and Bottom)** pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLMARUBOZU(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLMARUBOZU(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLMARUBOZU(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLMARUBOZU()``` function is described in the talib library documentation as: ```CDLMARUBOZU(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLMARUBOZU()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLMARUBOZU(inPriceOHLC)\"], \"title\": \"talib.CDLMARUBOZU\"}, {\"_src_hash\": \"2869215393f2d23465e8142f488f6e231471c6dc7340b2dc18699c18ccffdcee\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLMATCHINGLOW()``` function is used to calculate **Matching Low (Candlestick Pattern: Matching Low)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLMATCHINGLOW(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLMATCHINGLOW(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLMATCHINGLOW(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLMATCHINGLOW()``` function is described in the talib library documentation as: ```CDLMATCHINGLOW(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLMATCHINGLOW()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLMATCHINGLOW(inPriceOHLC)\"], \"title\": \"talib.CDLMATCHINGLOW\"}, {\"_src_hash\": \"b4c780d030d04f3e367d52ccf544fbc018a32dc218bc0a2cafe1b33f04ca339b\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}, {\"info\": \"The ```optInPenetration``` parameter is optional and is used to specify the penetration percentage for the rising/falling trend line, with a default value of 0.5.\", \"name\": \"optInPenetration\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.CDLMATHOLD()``` function is used to calculate **Mat Hold (Candlestick Pattern: Mat Hold)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLMATHOLD(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLMATHOLD(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLMATHOLD(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLMATHOLD()``` function is described in the talib library documentation as: ```CDLMATHOLD(Records[Open,High,Low,Close],Penetration = 0.5) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLMATHOLD()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLMATHOLD(inPriceOHLC)\", \"talib.CDLMATHOLD(inPriceOHLC, optInPenetration)\"], \"title\": \"talib.CDLMATHOLD\"}, {\"_src_hash\": \"34c4220e4ac7b7e2dceb3375466cdc89ed0f3a473c94c0baf48bbf9f8ca599fe\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}, {\"info\": \"The ```optInPenetration``` parameter is used to specify the degree of overlap between the opening price and the real body for validation, with a default value of 0.3.\", \"name\": \"optInPenetration\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.CDLMORNINGDOJISTAR()``` function is used to calculate **Morning Doji Star (Candlestick Pattern: Morning Doji Star)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLMORNINGDOJISTAR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLMORNINGDOJISTAR(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLMORNINGDOJISTAR(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLMORNINGDOJISTAR()``` function is described in the talib library documentation as: ```CDLMORNINGDOJISTAR(Records[Open,High,Low,Close],Penetration = 0.3) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLMORNINGDOJISTAR()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLMORNINGDOJISTAR(inPriceOHLC)\", \"talib.CDLMORNINGDOJISTAR(inPriceOHLC, optInPenetration)\"], \"title\": \"talib.CDLMORNINGDOJISTAR\"}, {\"_src_hash\": \"73ebc2878957fbed7e63d087d8f0918f74a45db0263bc73c588c2b95036c790a\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}, {\"info\": \"The ```optInPenetration``` parameter is the price penetration percentage threshold required for trend confirmation, with a value range of [0,1], default value is 0.3.\", \"name\": \"optInPenetration\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.CDLMORNINGSTAR()``` function is used to calculate **Morning Star (Candlestick Pattern: Morning Star)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLMORNINGSTAR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLMORNINGSTAR(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLMORNINGSTAR(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLMORNINGSTAR()``` function is described in the talib library documentation as: ```CDLMORNINGSTAR(Records[Open,High,Low,Close],Penetration=0.3) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLMORNINGSTAR()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLMORNINGSTAR(inPriceOHLC)\", \"talib.CDLMORNINGSTAR(inPriceOHLC, optInPenetration)\"], \"title\": \"talib.CDLMORNINGSTAR\"}, {\"_src_hash\": \"71cb8afb260704735ec28bc48eca0769c0b4a16f81ae2eee5ef12c7cb6617c31\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLONNECK()``` function is used to calculate **On-Neck Pattern (Candlestick Chart: On-Neck Pattern)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLONNECK(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLONNECK(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLONNECK(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLONNECK()``` function is described in the talib library documentation as: ```CDLONNECK(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLONNECK()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLONNECK(inPriceOHLC)\"], \"title\": \"talib.CDLONNECK\"}, {\"_src_hash\": \"97054e0aca6d72d13e162b40a7c82bfc7f3c5ada229b837569a5c6a3b14626dc\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLPIERCING()``` function is used to calculate **Piercing Pattern (Candlestick Pattern: Piercing Pattern)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLPIERCING(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLPIERCING(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLPIERCING(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLPIERCING()``` function is described in the talib library documentation as: ```CDLPIERCING(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLPIERCING()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLPIERCING(inPriceOHLC)\"], \"title\": \"talib.CDLPIERCING\"}, {\"_src_hash\": \"de3ec307a2ff22a8405fbe9323012fb4c8242e7efa82ebe3e5d2761ad75e85dd\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLRICKSHAWMAN()``` function is used to calculate **Rickshaw Man (Candlestick Pattern: Rickshaw Man)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLRICKSHAWMAN(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLRICKSHAWMAN(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLRICKSHAWMAN(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLRICKSHAWMAN()``` function is described in the talib library documentation as: ```CDLRICKSHAWMAN(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLRICKSHAWMAN()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLRICKSHAWMAN(inPriceOHLC)\"], \"title\": \"talib.CDLRICKSHAWMAN\"}, {\"_src_hash\": \"f795227f2409120ecceaa927c14f6ada3ee58249331ede6dafb0b041a9263bc0\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLRISEFALL3METHODS()``` function is used to calculate **Rising/Falling Three Methods (Candlestick Pattern: Rising/Falling Three Methods)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLRISEFALL3METHODS(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLRISEFALL3METHODS(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLRISEFALL3METHODS(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLRISEFALL3METHODS()``` function is described in the talib library documentation as: ```CDLRISEFALL3METHODS(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLRISEFALL3METHODS()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLRISEFALL3METHODS(inPriceOHLC)\"], \"title\": \"talib.CDLRISEFALL3METHODS\"}, {\"_src_hash\": \"46935bd8ce9210f0028e92aa45251224e01cd48cd8bffa25f75474322509c324\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLSEPARATINGLINES()``` function is used to calculate **Separating Lines Pattern (Candlestick Chart: Separating Lines)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLSEPARATINGLINES(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLSEPARATINGLINES(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLSEPARATINGLINES(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLSEPARATINGLINES()``` function is described in the talib library documentation as: ```CDLSEPARATINGLINES(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLSEPARATINGLINES()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLSEPARATINGLINES(inPriceOHLC)\"], \"title\": \"talib.CDLSEPARATINGLINES\"}, {\"_src_hash\": \"66fd139c36ebc62b5408ebaa2a71ba2dd924250964afa3a07509fbe45b36940b\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLSHOOTINGSTAR()``` function is used to calculate **Shooting Star (Candlestick Pattern: Shooting Star)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLSHOOTINGSTAR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLSHOOTINGSTAR(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLSHOOTINGSTAR(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLSHOOTINGSTAR()``` function is described in the talib library documentation as: ```CDLSHOOTINGSTAR(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLSHOOTINGSTAR()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLSHOOTINGSTAR(inPriceOHLC)\"], \"title\": \"talib.CDLSHOOTINGSTAR\"}, {\"_src_hash\": \"8b2f84c423e5349f151955a91c86bed40d2edc9b67e3f6aaa3f9eeffb54aa3a8\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify K-line price data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLSHORTLINE()``` function is used to calculate **Short Line Candle Pattern (K-Line: Short Line)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLSHORTLINE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLSHORTLINE(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLSHORTLINE(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLSHORTLINE()``` function is described in the talib library documentation as: ```CDLSHORTLINE(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLSHORTLINE()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLSHORTLINE(inPriceOHLC)\"], \"title\": \"talib.CDLSHORTLINE\"}, {\"_src_hash\": \"578b0cf19992c96da9d7bce9556f8ca99254d4ce15a5260f9da851ea37c2974c\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLSPINNINGTOP()``` function is used to calculate **Spinning Top (Candlestick Pattern: Spinning Top)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLSPINNINGTOP(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLSPINNINGTOP(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLSPINNINGTOP(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLSPINNINGTOP()``` function is described in the talib library documentation as: ```CDLSPINNINGTOP(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLSPINNINGTOP()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLSPINNINGTOP(inPriceOHLC)\"], \"title\": \"talib.CDLSPINNINGTOP\"}, {\"_src_hash\": \"e6f0c0cb2c26347c7350bdf7082eed002864f6b8cc6bd0983e3e02461b524c5e\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLSTALLEDPATTERN()``` function is used to calculate **Stalled Pattern (Candlestick Pattern: Stalled Pattern)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLSTALLEDPATTERN(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLSTALLEDPATTERN(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLSTALLEDPATTERN(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLSTALLEDPATTERN()``` function is described in the talib library documentation as: ```CDLSTALLEDPATTERN(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLSTALLEDPATTERN()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLSTALLEDPATTERN(inPriceOHLC)\"], \"title\": \"talib.CDLSTALLEDPATTERN\"}, {\"_src_hash\": \"c95f127a9889a8dc7551027d1e97faf8fdc386309a1a438a7d7c61c236c0a2d8\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLSTICKSANDWICH()``` function is used to calculate **Stick Sandwich (Candlestick Pattern: Stick Sandwich)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLSTICKSANDWICH(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLSTICKSANDWICH(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLSTICKSANDWICH(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLSTICKSANDWICH()``` function is described in the talib library documentation as: ```CDLSTICKSANDWICH(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLSTICKSANDWICH()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLSTICKSANDWICH(inPriceOHLC)\"], \"title\": \"talib.CDLSTICKSANDWICH\"}, {\"_src_hash\": \"45618366bf4c0733128e77d1d800eeb828909937be3b061960ddf59e7142e523\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLTAKURI()``` function is used to calculate **Takuri (Dragonfly Doji with very long lower shadow)** candlestick pattern.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLTAKURI(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLTAKURI(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLTAKURI(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLTAKURI()``` function is described in the talib library documentation as: ```CDLTAKURI(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLTAKURI()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLTAKURI(inPriceOHLC)\"], \"title\": \"talib.CDLTAKURI\"}, {\"_src_hash\": \"1822f8ad6ad182ee8f1e17bcecb7cd3582042d09691e760dbf3da583e76854f2\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLTASUKIGAP()``` function is used to calculate **Tasuki Gap (Candlestick Pattern: Tasuki Gap)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLTASUKIGAP(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLTASUKIGAP(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLTASUKIGAP(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLTASUKIGAP()``` function is described in the talib library documentation as: ```CDLTASUKIGAP(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLTASUKIGAP()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLTASUKIGAP(inPriceOHLC)\"], \"title\": \"talib.CDLTASUKIGAP\"}, {\"_src_hash\": \"f1f5b7cbabf1863ecd6fa666508ea934fdf5dfe54929935eb10fc4343cc65833\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLTHRUSTING()``` function is used to calculate **Thrusting Pattern (Candlestick Pattern: Thrusting Pattern)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLTHRUSTING(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLTHRUSTING(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLTHRUSTING(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLTHRUSTING()``` function is described in the talib library documentation as: ```CDLTHRUSTING(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLTHRUSTING()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLTHRUSTING(inPriceOHLC)\"], \"title\": \"talib.CDLTHRUSTING\"}, {\"_src_hash\": \"bce227321cb8524a767368fe4b57f6662300fd068b9e3f2049f475772689b254\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLTRISTAR()``` function is used to calculate **Tristar Pattern (Candlestick Chart: Tristar Pattern)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLTRISTAR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLTRISTAR(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLTRISTAR(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLTRISTAR()``` function is described in the talib library documentation as: ```CDLTRISTAR(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLTRISTAR()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLTRISTAR(inPriceOHLC)\"], \"title\": \"talib.CDLTRISTAR\"}, {\"_src_hash\": \"7327eca388479938fb6e6b967b42b5ad6ea0c5e2a369e8ed41d776e2ed9beaf7\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLUNIQUE3RIVER()``` function is used to calculate **Unique 3 River (Candlestick Pattern: Unique Three River)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLUNIQUE3RIVER(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLUNIQUE3RIVER(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLUNIQUE3RIVER(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLUNIQUE3RIVER()``` function is described in the talib library documentation as: ```CDLUNIQUE3RIVER(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLUNIQUE3RIVER()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLUNIQUE3RIVER(inPriceOHLC)\"], \"title\": \"talib.CDLUNIQUE3RIVER\"}, {\"_src_hash\": \"da214064bdcb5abf3e42e6abf8ae35ed2f2fb48cacaf8ae1c72ae53d44219363\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLUPSIDEGAP2CROWS()``` function is used to calculate **Upside Gap Two Crows (Candlestick Pattern: Two Crows)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLUPSIDEGAP2CROWS(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLUPSIDEGAP2CROWS(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLUPSIDEGAP2CROWS(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLUPSIDEGAP2CROWS()``` function is described in the talib library documentation as: ```CDLUPSIDEGAP2CROWS(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLUPSIDEGAP2CROWS()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLUPSIDEGAP2CROWS(inPriceOHLC)\"], \"title\": \"talib.CDLUPSIDEGAP2CROWS\"}, {\"_src_hash\": \"837e43cd0d471931728732cf4e806fa65204f6aece88c5c4c5b7d7bd097bf428\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.CDLXSIDEGAP3METHODS()``` function is used to calculate **Upside/Downside Gap Three Methods (Candlestick Pattern Recognition)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CDLXSIDEGAP3METHODS(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CDLXSIDEGAP3METHODS(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CDLXSIDEGAP3METHODS(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CDLXSIDEGAP3METHODS()``` function is described in the talib library documentation as: ```CDLXSIDEGAP3METHODS(Records[Open,High,Low,Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.CDLXSIDEGAP3METHODS()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CDLXSIDEGAP3METHODS(inPriceOHLC)\"], \"title\": \"talib.CDLXSIDEGAP3METHODS\"}, {\"_src_hash\": \"ad3db199b3053375348d8727b08cf53a112659403c3dcb192e62582633c71c0a\", \"args\": [{\"info\": \"The ```inPriceHLCV``` parameter is used to specify the K-line data.\", \"name\": \"inPriceHLCV\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.AD()``` function is used to calculate the **Chaikin A/D Line (Accumulation/Distribution Line indicator)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.AD(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.AD(records.High, records.Low, records.Close, records.Volume)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.AD(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```AD()``` function is described in the talib library documentation as: ```AD(Records[High,Low,Close,Volume]) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.AD()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.AD(inPriceHLCV)\"], \"title\": \"talib.AD\"}, {\"_src_hash\": \"5afa0c34c5db3e95ea9a671352fe65e0fe7328f340840a97de42ccce59fa11be\", \"args\": [{\"info\": \"The ```inPriceHLCV``` parameter is used to specify the K-line data.\", \"name\": \"inPriceHLCV\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}, {\"info\": \"The ```optInFastPeriod``` parameter is used to set the fast period.\", \"name\": \"optInFastPeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInSlowPeriod``` parameter is used to set the slow period.\", \"name\": \"optInSlowPeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.ADOSC()``` function is used to calculate **Chaikin A/D Oscillator**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.ADOSC(records, 3, 10)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.ADOSC(records.High, records.Low, records.Close, records.Volume, 3, 10)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.ADOSC(records, 3, 10);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```ADOSC()``` function is described in the talib library documentation as: ```ADOSC(Records[High,Low,Close,Volume],Fast Period = 3,Slow Period = 10) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.ADOSC()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.ADOSC(inPriceHLCV)\", \"talib.ADOSC(inPriceHLCV, optInFastPeriod, optInSlowPeriod)\"], \"title\": \"talib.ADOSC\"}, {\"_src_hash\": \"9996eb1671c9b3d6b37744a5f4d410d4cb33799f7cd7cb90378862fb25f8fb16\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```inPriceV``` parameter is used to specify K-line data.\", \"name\": \"inPriceV\", \"required\": false, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.OBV()``` function is used to calculate **On Balance Volume**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.OBV(records, records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.OBV(records.Close, records.Volume)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.OBV(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```OBV()``` function is described in the talib library documentation as: ```OBV(Records[Close],Records[Volume]) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.OBV()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.OBV(inReal)\", \"talib.OBV(inReal, inPriceV)\"], \"title\": \"talib.OBV\"}, {\"_src_hash\": \"d7816981dce9b0d99079cc569ea2d95eba956aa32e955aa3b7b3f5b02e27d57e\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the input real number data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}], \"desc\": [\"The ```talib.ACOS()``` function is used to calculate **Vector Trigonometric ACos**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var data = [-1, 0, 1]\\n var ret = talib.ACOS(data)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\nimport numpy as np\\ndef main():\\n data = [-1.0, 0, 1.0]\\n ret = talib.ACOS(np.array(data))\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n std::vector data = {-1, 0, 1};\\n auto ret = talib.ACOS(data);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```ACOS()``` function is described in the talib library documentation as: ```ACOS(Records[Close]) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.ACOS()``` function returns a one-dimensional array containing the calculated arc cosine values.\", \"type\": \"array\"}], \"syntax\": [\"talib.ACOS(inReal)\"], \"title\": \"talib.ACOS\"}, {\"_src_hash\": \"2ef50b0d71dac227b7bdca5bda844b9f77b421edded2a1e98007ef2d85c14590\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the input real number data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}], \"desc\": [\"The ```talib.ASIN()``` function is used to calculate **Vector Trigonometric ASin**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var data = [-1, 0, 1]\\n var ret = talib.ASIN(data)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\nimport numpy as np\\ndef main():\\n data = [-1.0, 0, 1.0]\\n ret = talib.ASIN(np.array(data))\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n std::vector data = {-1, 0, 1};\\n auto ret = talib.ASIN(data);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```ASIN()``` function is described in the talib library documentation as: ```ASIN(Records[Close]) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.ASIN()``` function returns a one-dimensional array containing the calculated arcsine values.\", \"type\": \"array\"}], \"syntax\": [\"talib.ASIN(inReal)\"], \"title\": \"talib.ASIN\"}, {\"_src_hash\": \"3430f2e5cf0d8953ca56996bd6ea1f063df1dba7a7e56409db6f312cd2432c9e\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the input real number data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}], \"desc\": [\"The ```talib.ATAN()``` function is used to calculate **Vector Trigonometric ATan**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var data = [-3.14/2, 0, 3.14/2]\\n var ret = talib.ATAN(data)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\nimport numpy as np\\ndef main():\\n data = [-3.14/2, 0, 3.14/2]\\n ret = talib.ATAN(np.array(data))\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n std::vector data = {-3.14/2, 0, 3.14/2};\\n auto ret = talib.ATAN(data);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```ATAN()``` function is described in the talib library documentation as: ```ATAN(Records[Close]) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.ATAN()``` function returns a one-dimensional array containing the calculated arctangent values.\", \"type\": \"array\"}], \"syntax\": [\"talib.ATAN(inReal)\"], \"title\": \"talib.ATAN\"}, {\"_src_hash\": \"90f1faac18524be6fbebce4c9347950fd2fb90e4fffda79c83ca56c5a1a9ca40\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the input K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}], \"desc\": [\"The ```talib.CEIL()``` function is used to calculate **Vector Ceil**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CEIL(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CEIL(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CEIL(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CEIL()``` function is described in the talib library documentation as: ```CEIL(Records[Close]) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.CEIL()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CEIL(inReal)\"], \"title\": \"talib.CEIL\"}, {\"_src_hash\": \"cffc53ceb04d31c5eeae555faad977d2c8afcd472c077bfafe3b40aee24366d5\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the input real number data sequence.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}], \"desc\": [\"The ```talib.COS()``` function is used to calculate **Vector Trigonometric Cos**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var data = [-3.14, 0, 3.14]\\n var ret = talib.COS(data)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\nimport numpy as np\\ndef main():\\n data = [-3.14, 0, 3.14]\\n ret = talib.COS(np.array(data))\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n std::vector data = {-3.14, 0, 3.14};\\n auto ret = talib.COS(data);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```COS()``` function is described in the talib library documentation as: ```COS(Records[Close]) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.COS()``` function returns a one-dimensional array containing the cosine calculation results.\", \"type\": \"array\"}], \"syntax\": [\"talib.COS(inReal)\"], \"title\": \"talib.COS\"}, {\"_src_hash\": \"c9ea8312caefb3e9f8587b682d0e4ce80833be8ad2af93a95c24b31f6f0a3b9c\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the input K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}], \"desc\": [\"The ```talib.COSH()``` function is used to calculate **Vector Trigonometric Cosh**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var data = [-1, 0, 1]\\n var ret = talib.COSH(data)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\nimport numpy as np\\ndef main():\\n data = [-1.0, 0, 1.0]\\n ret = talib.COSH(np.array(data))\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n std::vector data = {-1, 0, 1};\\n auto ret = talib.COSH(data);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```COSH()``` function is described in the talib library documentation as: ```COSH(Records[Close]) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.COSH()``` function returns a one-dimensional array containing the calculated hyperbolic cosine values.\", \"type\": \"array\"}], \"syntax\": [\"talib.COSH(inReal)\"], \"title\": \"talib.COSH\"}, {\"_src_hash\": \"e17ad6455fea569001a100b65071e5a21c520cf4172e6133eac6ff332ec6d415\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the input real number data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}], \"desc\": [\"The ```talib.EXP()``` function is used to calculate **Vector Arithmetic Exp**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var data = [0, 1, 2]\\n var ret = talib.EXP(data) // e^0, e^1, e^2\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\nimport numpy as np\\ndef main():\\n data = [0, 1.0, 2.0]\\n ret = talib.EXP(np.array(data))\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n std::vector data = {0, 1.0, 2.0};\\n auto ret = talib.EXP(data);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```EXP()``` function is described in the talib library documentation as: ```EXP(Records[Close]) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.EXP()``` function returns a one-dimensional array containing the exponential calculation results of the input data.\", \"type\": \"array\"}], \"syntax\": [\"talib.EXP(inReal)\"], \"title\": \"talib.EXP\"}, {\"_src_hash\": \"8451f1bf869b59d81f3c62a8020f5daeb9643659b20d7839e80406d4ac9402b7\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the input K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}], \"desc\": [\"The ```talib.FLOOR()``` function is used to calculate **Vector Floor**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.FLOOR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.FLOOR(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.FLOOR(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```FLOOR()``` function is described in the talib library documentation as: ```FLOOR(Records[Close]) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.FLOOR()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.FLOOR(inReal)\"], \"title\": \"talib.FLOOR\"}, {\"_src_hash\": \"abe342f3384bcffcc9c1db2afb6d6197653c746bc92a6f12f44002a3e10e6f0a\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the input K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}], \"desc\": [\"The ```talib.LN()``` function is used to calculate **Vector Log Natural**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var data = [1, 2, 3]\\n var ret = talib.LN(data)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\nimport numpy as np\\ndef main():\\n data = [1.0, 2.0, 3.0]\\n ret = talib.LN(np.array(data))\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n std::vector data = {1, 2, 3};\\n auto ret = talib.LN(data);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```LN()``` function is described in the talib library documentation as: ```LN(Records[Close]) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.LN()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.LN(inReal)\"], \"title\": \"talib.LN\"}, {\"_src_hash\": \"ef80c1c047e03481570dae94f5afd35a6d91804a060633cf77954813d4563ef3\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}], \"desc\": [\"The ```talib.LOG10()``` function is used to calculate **Vector Log10 (logarithm function)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var data = [10, 100, 1000]\\n var ret = talib.LOG10(data)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\nimport numpy as np\\ndef main():\\n data = [10.0, 100.0, 1000.0]\\n ret = talib.LOG10(np.array(data))\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n std::vector data = {10, 100, 1000};\\n auto ret = talib.LOG10(data);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```LOG10()``` function is described in the talib library documentation as: ```LOG10(Records[Close]) = Array(outReal)```\"], \"returns\": [{\"info\": \"The return value of the ```talib.LOG10()``` function is a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.LOG10(inReal)\"], \"title\": \"talib.LOG10\"}, {\"_src_hash\": \"cd8aa13ff3093025fc0feb93e75a4f05beafae7d89957b84577b678b1e45f4ef\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}], \"desc\": [\"The ```talib.SIN()``` function is used to calculate **Vector Trigonometric Sin**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var data = [-3.14/2, 0, 3.14/2]\\n var ret = talib.SIN(data)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\nimport numpy as np\\ndef main():\\n data = [-3.14/2, 0, 3.14/2]\\n ret = talib.SIN(np.array(data))\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n std::vector data = {-3.14/2, 0, 3.14/2};\\n auto ret = talib.SIN(data);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```SIN()``` function is described in the talib library documentation as: ```SIN(Records[Close]) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.SIN()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.SIN(inReal)\"], \"title\": \"talib.SIN\"}, {\"_src_hash\": \"aa094e01a843035914823f6d3f835ca21a8390f98436d9f9a6140430ef40afd1\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the input real number data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}], \"desc\": [\"The ```talib.SINH()``` function is used to calculate **Vector Trigonometric Sinh**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var data = [-1, 0, 1]\\n var ret = talib.SINH(data)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\nimport numpy as np\\ndef main():\\n data = [-1.0, 0, 1.0]\\n ret = talib.SINH(np.array(data))\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n std::vector data = {-1, 0, 1};\\n auto ret = talib.SINH(data);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```SINH()``` function is described in the talib library documentation as: ```SINH(Records[Close]) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.SINH()``` function returns a one-dimensional array containing the calculated hyperbolic sine values.\", \"type\": \"array\"}], \"syntax\": [\"talib.SINH(inReal)\"], \"title\": \"talib.SINH\"}, {\"_src_hash\": \"85c807b806075f8cf1995138b75922c31ed13bcdf2bdb6d6af99894a7607fb3b\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the input numerical data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}], \"desc\": [\"The ```talib.SQRT()``` function is used to calculate **Vector Square Root**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var data = [4, 64, 100]\\n var ret = talib.SQRT(data)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\nimport numpy as np\\ndef main():\\n data = [4.0, 64.0, 100.0]\\n ret = talib.SQRT(np.array(data))\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n std::vector data = {4, 64, 100};\\n auto ret = talib.SQRT(data);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```SQRT()``` function is described in the talib library documentation as: ```SQRT(Records[Close]) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.SQRT()``` function returns a one-dimensional array containing the square root values of the input data.\", \"type\": \"array\"}], \"syntax\": [\"talib.SQRT(inReal)\"], \"title\": \"talib.SQRT\"}, {\"_src_hash\": \"0f0053bd8dd3757eb8ca9069a8a959cca05ae143b7a6a90ca1d6740d545e0240\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the input K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}], \"desc\": [\"The ```talib.TAN()``` function is used to calculate **Vector Trigonometric Tan**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var data = [-1, 0, 1]\\n var ret = talib.TAN(data)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\nimport numpy as np\\ndef main():\\n data = [-1.0, 0, 1.0]\\n ret = talib.TAN(np.array(data))\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n std::vector data = {-1, 0, 1};\\n auto ret = talib.TAN(data);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```TAN()``` function is described in the talib library documentation as: ```TAN(Records[Close]) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.TAN()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.TAN(inReal)\"], \"title\": \"talib.TAN\"}, {\"_src_hash\": \"f19394ba3e8eeed553c663a846ba9fa6d2d423ff19f542073ada4647b6779c4e\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the input real number data sequence.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}], \"desc\": [\"The ```talib.TANH()``` function is used to calculate **Vector Trigonometric Tanh**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var data = [-1, 0, 1]\\n var ret = talib.TANH(data)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\nimport numpy as np\\ndef main():\\n data = [-1.0, 0, 1.0]\\n ret = talib.TANH(np.array(data))\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n std::vector data = {-1, 0, 1};\\n auto ret = talib.TANH(data);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```TANH()``` function is described in the talib library documentation as: ```TANH(Records[Close]) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.TANH()``` function returns a one-dimensional array containing the hyperbolic tangent calculation results.\", \"type\": \"array\"}], \"syntax\": [\"talib.TANH(inReal)\"], \"title\": \"talib.TANH\"}, {\"_src_hash\": \"8b2675c76cccab3def9bdfc36f24f514b22a45d0d3883d72b090495907a28115\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 30.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.MAX()``` function is used to calculate the **Highest value over a specified period**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.MAX(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.MAX(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.MAX(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```MAX()``` function is described in the talib library documentation as: ```MAX(Records[Close],Time Period = 30) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.MAX()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.MAX(inReal)\", \"talib.MAX(inReal, optInTimePeriod)\"], \"title\": \"talib.MAX\"}, {\"_src_hash\": \"14b40a53909e2fde6cf4fb0534b0c75d2a58f3ff6ead727f136319b46ad6528c\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the input K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 30.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.MAXINDEX()``` function is used to calculate the **Index of highest value over a specified period**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.MAXINDEX(records, 5)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.MAXINDEX(records.Close, 5)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.MAXINDEX(records, 5);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```MAXINDEX()``` function is described in the talib library documentation as: ```MAXINDEX(Records[Close],Time Period = 30) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.MAXINDEX()``` function returns a one-dimensional array containing the index position of the maximum value within the specified period.\", \"type\": \"array\"}], \"syntax\": [\"talib.MAXINDEX(inReal)\", \"talib.MAXINDEX(inReal, optInTimePeriod)\"], \"title\": \"talib.MAXINDEX\"}, {\"_src_hash\": \"d830618725416b23c1f6f8cc23ab4232b2eb58f180413891aa09e257837c3d6c\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 30.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.MIN()``` function is used to calculate the **Lowest value over a specified period**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.MIN(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.MIN(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.MIN(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```MIN()``` function is described in the talib library documentation as: ```MIN(Records[Close],Time Period = 30) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.MIN()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.MIN(inReal)\", \"talib.MIN(inReal, optInTimePeriod)\"], \"title\": \"talib.MIN\"}, {\"_src_hash\": \"6aca69ff7968f593c2a6d12d3a967d5935072cc5e08022f4423279998dd942da\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the input K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 30.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.MININDEX()``` function is used to calculate the **Index of lowest value over a specified period**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.MININDEX(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.MININDEX(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.MININDEX(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```MININDEX()``` function is described in the talib library documentation as: ```MININDEX(Records[Close],Time Period = 30) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.MININDEX()``` function returns a one-dimensional array containing the index position of the minimum value within the specified period.\", \"type\": \"array\"}], \"syntax\": [\"talib.MININDEX(inReal)\", \"talib.MININDEX(inReal, optInTimePeriod)\"], \"title\": \"talib.MININDEX\"}, {\"_src_hash\": \"2774fb5355186f6b71ca9897a96c986bc435a6ee1154a34028b24a40a57454e3\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the input K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 30.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.MINMAX()``` function is used to calculate the **Lowest and highest values over a specified period**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.MINMAX(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.MINMAX(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.MINMAX(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```MINMAX()``` function is described in the talib library documentation as: ```MINMAX(Records[Close],Time Period = 30) = [Array(outMin),Array(outMax)]```\"], \"returns\": [{\"info\": \"The ```talib.MINMAX()``` function returns a two-dimensional array. The first element of this two-dimensional array is the minimum values array, and the second element is the maximum values array.\", \"type\": \"array\"}], \"syntax\": [\"talib.MINMAX(inReal)\", \"talib.MINMAX(inReal, optInTimePeriod)\"], \"title\": \"talib.MINMAX\"}, {\"_src_hash\": \"14ea62785bc0acac8efe504aa6adbd33be43b80a959cc06b3cccbad61a57c369\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the input K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 30.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.MINMAXINDEX()``` function is used to calculate **Indexes of lowest and highest values over a specified period**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.MINMAXINDEX(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.MINMAXINDEX(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.MINMAXINDEX(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```MINMAXINDEX()``` function is described in the talib library documentation as: ```MINMAXINDEX(Records[Close],Time Period = 30) = [Array(outMinIdx),Array(outMaxIdx)]```\"], \"returns\": [{\"info\": \"The ```talib.MINMAXINDEX()``` function returns a two-dimensional array. The first element of this array is the minimum value index array, and the second element is the maximum value index array.\", \"type\": \"array\"}], \"syntax\": [\"talib.MINMAXINDEX(inReal)\", \"talib.MINMAXINDEX(inReal, optInTimePeriod)\"], \"title\": \"talib.MINMAXINDEX\"}, {\"_src_hash\": \"3e4fdf4eb72f653a739b26cd84cc04c374a0302c983f7223b34b960d2f89b170\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 30.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.SUM()``` function is used to calculate **Summation**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.SUM(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.SUM(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.SUM(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```SUM()``` function is described in the talib library documentation as: ```SUM(Records[Close],Time Period = 30) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.SUM()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.SUM(inReal)\", \"talib.SUM(inReal, optInTimePeriod)\"], \"title\": \"talib.SUM\"}, {\"_src_hash\": \"68598a99fd7d56deb5cb3fae95808d51e874e4454e9bac46739f212146a1cfe0\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}], \"desc\": [\"The ```talib.HT_DCPERIOD()``` function is used to calculate **Hilbert Transform - Dominant Cycle Period**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.HT_DCPERIOD(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.HT_DCPERIOD(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.HT_DCPERIOD(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```HT_DCPERIOD()``` function is described in the talib library documentation as: ```HT_DCPERIOD(Records[Close]) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.HT_DCPERIOD()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.HT_DCPERIOD(inReal)\"], \"title\": \"talib.HT_DCPERIOD\"}, {\"_src_hash\": \"80a9a1adcaa183c17ac903a498db2114af9e6a1881e183584a0a175cce1c0d70\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the input K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}], \"desc\": [\"The ```talib.HT_DCPHASE()``` function is used to calculate the **Hilbert Transform - Dominant Cycle Phase**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.HT_DCPHASE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.HT_DCPHASE(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.HT_DCPHASE(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```HT_DCPHASE()``` function is described in the talib library documentation as: ```HT_DCPHASE(Records[Close]) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.HT_DCPHASE()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.HT_DCPHASE(inReal)\"], \"title\": \"talib.HT_DCPHASE\"}, {\"_src_hash\": \"0aba175ecc0df81eb1d4cf3f5059ecd5faf2cd0695496f7205a98835bddd783e\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the input K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}], \"desc\": [\"The ```talib.HT_PHASOR()``` function is used to calculate **Hilbert Transform - Phasor Components**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.HT_PHASOR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.HT_PHASOR(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.HT_PHASOR(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```HT_PHASOR()``` function is described in the talib library documentation as: ```HT_PHASOR(Records[Close]) = [Array(outInPhase),Array(outQuadrature)]```\"], \"returns\": [{\"info\": \"The ```talib.HT_PHASOR()``` function returns a two-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.HT_PHASOR(inReal)\"], \"title\": \"talib.HT_PHASOR\"}, {\"_src_hash\": \"5a6050e154a414a1082f70bb238a83c47bd9fde1f32d617f40d2564ed52780f6\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}], \"desc\": [\"The ```talib.HT_SINE()``` function is used to calculate **Hilbert Transform - SineWave**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.HT_SINE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.HT_SINE(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.HT_SINE(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```HT_SINE()``` function is described in the talib library documentation as: ```HT_SINE(Records[Close]) = [Array(outSine),Array(outLeadSine)]```\"], \"returns\": [{\"info\": \"The ```talib.HT_SINE()``` function returns a two-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.HT_SINE(inReal)\"], \"title\": \"talib.HT_SINE\"}, {\"_src_hash\": \"1e00c67f7ea6b6442b4c707da05d2a2cb9ebf42831d280f3bb7e08e93aa36350\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}], \"desc\": [\"The ```talib.HT_TRENDMODE()``` function is used to calculate **Hilbert Transform - Trend vs Cycle Mode**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.HT_TRENDMODE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.HT_TRENDMODE(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.HT_TRENDMODE(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```HT_TRENDMODE()``` function is described in the talib library documentation as: ```HT_TRENDMODE(Records[Close]) = Array(outInteger)```\"], \"returns\": [{\"info\": \"The ```talib.HT_TRENDMODE()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.HT_TRENDMODE(inReal)\"], \"title\": \"talib.HT_TRENDMODE\"}, {\"_src_hash\": \"891dc23e3debbbdbee0fdbe9387f2fa0c2e643796466fb84739e22da0831f50e\", \"args\": [{\"info\": \"The ```inPriceHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 14.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.ATR()``` function is used to calculate the **Average True Range** indicator.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.ATR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.ATR(records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.ATR(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```ATR()``` function is described in the talib library documentation as: ```ATR(Records[High,Low,Close],Time Period = 14) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.ATR()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.ATR(inPriceHLC)\", \"talib.ATR(inPriceHLC, optInTimePeriod)\"], \"title\": \"talib.ATR\"}, {\"_src_hash\": \"59f60cbee0fd754a8254708db9a80fa6cd404aa96907e87a231f7f5389e462f0\", \"args\": [{\"info\": \"The ```inPriceHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 14.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.NATR()``` function is used to calculate **Normalized Average True Range**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.NATR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.NATR(records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.NATR(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```NATR()``` function is described in the talib library documentation as: ```NATR(Records[High,Low,Close],Time Period = 14) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.NATR()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.NATR(inPriceHLC)\", \"talib.NATR(inPriceHLC, optInTimePeriod)\"], \"title\": \"talib.NATR\"}, {\"_src_hash\": \"751d5eb7e47b06d53c053f7a60eeac21a75e9df8ecedafa639703582af39837c\", \"args\": [{\"info\": \"The ```inPriceHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.TRANGE()``` function is used to calculate the **True Range** indicator.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.TRANGE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.TRANGE(records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.TRANGE(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```TRANGE()``` function is described in the talib library documentation as: ```TRANGE(Records[High,Low,Close]) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.TRANGE()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.TRANGE(inPriceHLC)\"], \"title\": \"talib.TRANGE\"}, {\"_src_hash\": \"cfe9b4321f9ec79b73eed3fc6558c0d1961c8971c0869c92d0a10bf40a9cb1b0\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 5.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInNbDevUp``` parameter is used to set the upper band standard deviation multiplier, with a default value of 2.\", \"name\": \"optInNbDevUp\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInNbDevDn``` parameter is used to set the lower band standard deviation multiplier, with a default value of 2.\", \"name\": \"optInNbDevDn\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInMAType``` parameter is used to set the moving average type, with a default value of 0.\", \"name\": \"optInMAType\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.BBANDS()``` function is used to calculate **Bollinger Bands**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.BBANDS(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.BBANDS(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.BBANDS(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```BBANDS()``` function is described in the talib library documentation as: ```BBANDS(Records[Close],Time Period = 5,Deviations up = 2,Deviations down = 2,MA Type = 0) = [Array(outRealUpperBand),Array(outRealMiddleBand),Array(outRealLowerBand)]```\"], \"returns\": [{\"info\": \"The ```talib.BBANDS()``` function returns a two-dimensional array containing three elements: upper band array, middle band array, and lower band array.\", \"type\": \"array\"}], \"syntax\": [\"talib.BBANDS(inReal)\", \"talib.BBANDS(inReal, optInTimePeriod)\", \"talib.BBANDS(inReal, optInTimePeriod, optInNbDevUp)\", \"talib.BBANDS(inReal, optInTimePeriod, optInNbDevUp, optInNbDevDn)\", \"talib.BBANDS(inReal, optInTimePeriod, optInNbDevUp, optInNbDevDn, optInMAType)\"], \"title\": \"talib.BBANDS\"}, {\"_src_hash\": \"acf7704fb2f02984428889121555e1177e600578e2b9595ab9bf1b913d076c30\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 30.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.DEMA()``` function is used to calculate **Double Exponential Moving Average**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.DEMA(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.DEMA(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.DEMA(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```DEMA()``` function is described in the talib library documentation as: ```DEMA(Records[Close],Time Period = 30) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.DEMA()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.DEMA(inReal)\", \"talib.DEMA(inReal, optInTimePeriod)\"], \"title\": \"talib.DEMA\"}, {\"_src_hash\": \"ab3b2392306fb3276a406e3d4f25ab6b6b78c260715c7a7b0d44c8f1fa4f46ca\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 30.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.EMA()``` function is used to calculate **Exponential Moving Average**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.EMA(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.EMA(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.EMA(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```EMA()``` function is described in the talib library documentation as: ```EMA(Records[Close],Time Period = 30) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.EMA()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.EMA(inReal)\", \"talib.EMA(inReal, optInTimePeriod)\"], \"title\": \"talib.EMA\"}, {\"_src_hash\": \"736b0cfa8734684c925c9d034222b00d1de1419368d7a9b5f5e55e30cab95ecc\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}], \"desc\": [\"The ```talib.HT_TRENDLINE()``` function is used to calculate **Hilbert Transform - Instantaneous Trendline**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.HT_TRENDLINE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.HT_TRENDLINE(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.HT_TRENDLINE(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```HT_TRENDLINE()``` function is described in the talib library documentation as: ```HT_TRENDLINE(Records[Close]) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.HT_TRENDLINE()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.HT_TRENDLINE(inReal)\"], \"title\": \"talib.HT_TRENDLINE\"}, {\"_src_hash\": \"76f51467f782c4e387730da35d023fbd9c6f28e6d1b5b42f4a0268785e71caf2\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 30.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.KAMA()``` function is used to calculate **Kaufman Adaptive Moving Average**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.KAMA(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.KAMA(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.KAMA(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```KAMA()``` function is described in the talib library documentation as: ```KAMA(Records[Close],Time Period = 30) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.KAMA()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.KAMA(inReal)\", \"talib.KAMA(inReal, optInTimePeriod)\"], \"title\": \"talib.KAMA\"}, {\"_src_hash\": \"01e95fceed9fc062d411999c436607490ad9339eccb4838075d1729c92e408b9\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, default value is 30.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInMAType``` parameter is used to set the moving average type, default value is 0.\", \"name\": \"optInMAType\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.MA()``` function is used to calculate **Moving average**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.MA(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.MA(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.MA(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```MA()``` function is described in the talib library documentation as: ```MA(Records[Close],Time Period = 30,MA Type = 0) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.MA()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.MA(inReal)\", \"talib.MA(inReal, optInTimePeriod)\", \"talib.MA(inReal, optInTimePeriod, optInMAType)\"], \"title\": \"talib.MA\"}, {\"_src_hash\": \"58b18e4b7137820a11221627a86fa92c3ec3a65e51d58d0315cb18fddebb5301\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInFastLimit``` parameter is used to set the fast limit value, with a default value of 0.5.\", \"name\": \"optInFastLimit\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInSlowLimit``` parameter is used to set the slow limit value, with a default value of 0.05.\", \"name\": \"optInSlowLimit\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.MAMA()``` function is used to calculate the **MESA Adaptive Moving Average**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.MAMA(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.MAMA(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.MAMA(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```MAMA()``` function is described in the talib library documentation as: ```MAMA(Records[Close],Fast Limit = 0.5,Slow Limit = 0.05) = [Array(outMAMA),Array(outFAMA)]```\"], \"returns\": [{\"info\": \"The ```talib.MAMA()``` function returns a two-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.MAMA(inReal)\", \"talib.MAMA(inReal, optInFastLimit)\", \"talib.MAMA(inReal, optInFastLimit, optInSlowLimit)\"], \"title\": \"talib.MAMA\"}, {\"_src_hash\": \"a1985e6ae7bd49c88b507d0340bac48195c25616aa11ad0b0fa7571e28e9769f\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 14.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.MIDPOINT()``` function is used to calculate **MidPoint over period**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.MIDPOINT(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.MIDPOINT(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.MIDPOINT(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```MIDPOINT()``` function is described in the talib library documentation as: ```MIDPOINT(Records[Close],Time Period = 14) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.MIDPOINT()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.MIDPOINT(inReal)\", \"talib.MIDPOINT(inReal, optInTimePeriod)\"], \"title\": \"talib.MIDPOINT\"}, {\"_src_hash\": \"ba6be44a43bd28e9a15cb5b2f6d45cd8e2ab16a7972b362befe07a306adbc111\", \"args\": [{\"info\": \"The ```inPriceHL``` parameter is used to specify the K-line data.\", \"name\": \"inPriceHL\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the time period, with a default value of 14.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.MIDPRICE()``` function is used to calculate **Midpoint Price over period**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.MIDPRICE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.MIDPRICE(records.High, records.Low)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.MIDPRICE(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```MIDPRICE()``` function is described in the talib library documentation as: ```MIDPRICE(Records[High,Low],Time Period = 14) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.MIDPRICE()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.MIDPRICE(inPriceHL)\", \"talib.MIDPRICE(inPriceHL, optInTimePeriod)\"], \"title\": \"talib.MIDPRICE\"}, {\"_src_hash\": \"8327e32192fadeadd82343bec41800d06494f42fc5fa3436217c57131725be3c\", \"args\": [{\"info\": \"The ```inPriceHL``` parameter is used to specify the K-line data.\", \"name\": \"inPriceHL\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}, {\"info\": \"The ```optInAcceleration``` parameter is used to set the Acceleration Factor, with a default value of 0.02.\", \"name\": \"optInAcceleration\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInMaximum``` parameter is used to set the AF Maximum (Acceleration Factor Maximum), with a default value of 0.2.\", \"name\": \"optInMaximum\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.SAR()``` function is used to calculate the **Parabolic SAR (Stop and Reverse)** indicator.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.SAR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.SAR(records.High, records.Low)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.SAR(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```SAR()``` function is described in the talib library documentation as: ```SAR(Records[High,Low],Acceleration Factor = 0.02,AF Maximum = 0.2) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.SAR()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.SAR(inPriceHL)\", \"talib.SAR(inPriceHL, optInAcceleration)\", \"talib.SAR(inPriceHL, optInAcceleration, optInMaximum)\"], \"title\": \"talib.SAR\"}, {\"_src_hash\": \"e2abbd331274829d9824e66f4330eeb7bebda52078964e143938091db6432965\", \"args\": [{\"info\": \"The ```inPriceHL``` parameter is used to specify K-line data.\", \"name\": \"inPriceHL\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}, {\"info\": \"The ```optInStartValue``` parameter is used to set the Start Value, default value is 0.\", \"name\": \"optInStartValue\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInOffsetOnReverse``` parameter is used to set the Offset on Reverse, default value is 0.\", \"name\": \"optInOffsetOnReverse\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInAccelerationInitLong``` parameter is used to set the long initial acceleration factor (AF Init Long), default value is 0.02.\", \"name\": \"optInAccelerationInitLong\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInAccelerationLong``` parameter is used to set the long acceleration factor (AF Long), default value is 0.02.\", \"name\": \"optInAccelerationLong\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInAccelerationMaxLong``` parameter is used to set the long maximum acceleration factor (AF Max Long), default value is 0.2.\", \"name\": \"optInAccelerationMaxLong\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInAccelerationInitShort``` parameter is used to set the short initial acceleration factor (AF Init Short), default value is 0.02.\", \"name\": \"optInAccelerationInitShort\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInAccelerationShort``` parameter is used to set the short acceleration factor (AF Short), default value is 0.02.\", \"name\": \"optInAccelerationShort\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInAccelerationMaxShort``` parameter is used to set the short maximum acceleration factor (AF Max Short), default value is 0.2.\", \"name\": \"optInAccelerationMaxShort\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.SAREXT()``` function is used to calculate **Parabolic SAR - Extended**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.SAREXT(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.SAREXT(records.High, records.Low)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.SAREXT(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```SAREXT()``` function is described in the talib library documentation as: ```SAREXT(Records[High,Low],Start Value = 0,Offset on Reverse = 0,AF Init Long = 0.02,AF Long = 0.02,AF Max Long = 0.2,AF Init Short = 0.02,AF Short = 0.02,AF Max Short = 0.2) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.SAREXT()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.SAREXT(inPriceHL)\", \"talib.SAREXT(inPriceHL, optInStartValue)\", \"talib.SAREXT(inPriceHL, optInStartValue, optInOffsetOnReverse)\", \"talib.SAREXT(inPriceHL, optInStartValue, optInOffsetOnReverse, optInAccelerationInitLong)\", \"talib.SAREXT(inPriceHL, optInStartValue, optInOffsetOnReverse, optInAccelerationInitLong, optInAccelerationLong)\", \"talib.SAREXT(inPriceHL, optInStartValue, optInOffsetOnReverse, optInAccelerationInitLong, optInAccelerationLong, optInAccelerationMaxLong)\", \"talib.SAREXT(inPriceHL, optInStartValue, optInOffsetOnReverse, optInAccelerationInitLong, optInAccelerationLong, optInAccelerationMaxLong, optInAccelerationInitShort)\", \"talib.SAREXT(inPriceHL, optInStartValue, optInOffsetOnReverse, optInAccelerationInitLong, optInAccelerationLong, optInAccelerationMaxLong, optInAccelerationInitShort, optInAccelerationShort)\", \"talib.SAREXT(inPriceHL, optInStartValue, optInOffsetOnReverse, optInAccelerationInitLong, optInAccelerationLong, optInAccelerationMaxLong, optInAccelerationInitShort, optInAccelerationShort, optInAccelerationMaxShort)\"], \"title\": \"talib.SAREXT\"}, {\"_src_hash\": \"670a98700aacd7c866fcad10fbf72867adf4f5ac6b9bb2308de37e17d41ecead\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 30.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.SMA()``` function is used to calculate **Simple Moving Average**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.SMA(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.SMA(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.SMA(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```SMA()``` function is described in the talib library documentation as: ```SMA(Records[Close],Time Period = 30) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.SMA()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.SMA(inReal)\", \"talib.SMA(inReal, optInTimePeriod)\"], \"title\": \"talib.SMA\"}, {\"_src_hash\": \"63d1296ded2c34868a640ef9c827c721c7304a7305ecab8b06e7c05404789412\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 5.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInVFactor``` parameter is used to set the volume factor, with a default value of 0.7.\", \"name\": \"optInVFactor\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.T3()``` function is used to calculate **Triple Exponential Moving Average (T3)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.T3(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.T3(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.T3(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```T3()``` function is described in the talib library documentation as: ```T3(Records[Close],Time Period = 5,Volume Factor = 0.7) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.T3()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.T3(inReal)\", \"talib.T3(inReal, optInTimePeriod)\", \"talib.T3(inReal, optInTimePeriod, optInVFactor)\"], \"title\": \"talib.T3\"}, {\"_src_hash\": \"9d7493c2a730e433f81c70cee8626d13e5ee0a67ffd499a37fddaddca98a202e\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 30.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.TEMA()``` function is used to calculate **Triple Exponential Moving Average**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.TEMA(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.TEMA(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.TEMA(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```TEMA()``` function is described in the talib library documentation as: ```TEMA(Records[Close],Time Period = 30) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.TEMA()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.TEMA(inReal)\", \"talib.TEMA(inReal, optInTimePeriod)\"], \"title\": \"talib.TEMA\"}, {\"_src_hash\": \"3f6b68c04d88b0ab76807787651cba27b484b4cb6d7028e4e2016b77b61b49c6\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 30.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.TRIMA()``` function is used to calculate **Triangular Moving Average**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.TRIMA(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.TRIMA(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.TRIMA(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```TRIMA()``` function is described in the talib library documentation as: ```TRIMA(Records[Close],Time Period = 30) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.TRIMA()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.TRIMA(inReal)\", \"talib.TRIMA(inReal, optInTimePeriod)\"], \"title\": \"talib.TRIMA\"}, {\"_src_hash\": \"bf357ece13d5f13973a8f00a43ce29001e7374920c69abda3d7e3c5d5b42d0a1\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 30.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.WMA()``` function is used to calculate **Weighted Moving Average**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.WMA(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.WMA(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.WMA(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```WMA()``` function is described in the talib library documentation as: ```WMA(Records[Close],Time Period = 30) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.WMA()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.WMA(inReal)\", \"talib.WMA(inReal, optInTimePeriod)\"], \"title\": \"talib.WMA\"}, {\"_src_hash\": \"f776020dbf6c6bb21d9f1a665351f058ce7aab2ad129e689faac5f4230d49c18\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the input K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 14.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.LINEARREG()``` function is used to calculate the **Linear Regression** indicator.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.LINEARREG(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.LINEARREG(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.LINEARREG(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```LINEARREG()``` function is described in the talib library documentation as: ```LINEARREG(Records[Close],Time Period = 14) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.LINEARREG()``` function returns a one-dimensional array containing the linear regression calculation results.\", \"type\": \"array\"}], \"syntax\": [\"talib.LINEARREG(inReal)\", \"talib.LINEARREG(inReal, optInTimePeriod)\"], \"title\": \"talib.LINEARREG\"}, {\"_src_hash\": \"f31d651c4bb7538e44e86edb543f1bfa7a039e8e75a79d84422da21777120c84\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 14.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.LINEARREG_ANGLE()``` function is used to calculate **Linear Regression Angle**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.LINEARREG_ANGLE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.LINEARREG_ANGLE(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.LINEARREG_ANGLE(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```LINEARREG_ANGLE()``` function is described in the talib library documentation as: ```LINEARREG_ANGLE(Records[Close],Time Period = 14) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.LINEARREG_ANGLE()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.LINEARREG_ANGLE(inReal)\", \"talib.LINEARREG_ANGLE(inReal, optInTimePeriod)\"], \"title\": \"talib.LINEARREG_ANGLE\"}, {\"_src_hash\": \"0f7af185bba855779ee2e6cf86532c5f9881d28cda2b9d550ef9ed9f80881677\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 14.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.LINEARREG_INTERCEPT()``` function is used to calculate the **Linear Regression Intercept**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.LINEARREG_INTERCEPT(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.LINEARREG_INTERCEPT(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.LINEARREG_INTERCEPT(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```LINEARREG_INTERCEPT()``` function is described in the talib library documentation as: ```LINEARREG_INTERCEPT(Records[Close],Time Period = 14) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.LINEARREG_INTERCEPT()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.LINEARREG_INTERCEPT(inReal)\", \"talib.LINEARREG_INTERCEPT(inReal, optInTimePeriod)\"], \"title\": \"talib.LINEARREG_INTERCEPT\"}, {\"_src_hash\": \"2acf00d63bc4b513ffd729dbb3009e3f2bb2c98abc4c4f47538ea42045657ff9\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 14.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.LINEARREG_SLOPE()``` function is used to calculate **Linear Regression Slope**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.LINEARREG_SLOPE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.LINEARREG_SLOPE(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.LINEARREG_SLOPE(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```LINEARREG_SLOPE()``` function is described in the talib library documentation as: ```LINEARREG_SLOPE(Records[Close],Time Period = 14) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.LINEARREG_SLOPE()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.LINEARREG_SLOPE(inReal)\", \"talib.LINEARREG_SLOPE(inReal, optInTimePeriod)\"], \"title\": \"talib.LINEARREG_SLOPE\"}, {\"_src_hash\": \"6d35b0bedd17452393afdd46b3c5eef3e244a5f70be882eda65c6f752492b337\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 5.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInNbDev``` parameter is used to set the deviation multiplier, with a default value of 1.\", \"name\": \"optInNbDev\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.STDDEV()``` function is used to calculate **Standard Deviation**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.STDDEV(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.STDDEV(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.STDDEV(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```STDDEV()``` function is described in the talib library documentation as: ```STDDEV(Records[Close],Time Period = 5,Deviations = 1) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.STDDEV()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.STDDEV(inReal)\", \"talib.STDDEV(inReal, optInTimePeriod)\", \"talib.STDDEV(inReal, optInTimePeriod, optInNbDev)\"], \"title\": \"talib.STDDEV\"}, {\"_src_hash\": \"a7cfcf7e57a29c06e6eb8e19d0bb2013621abce810e1a24262829e075b98b197\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 14.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.TSF()``` function is used to calculate **Time Series Forecast**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.TSF(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.TSF(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.TSF(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```TSF()``` function is described in the talib library documentation as: ```TSF(Records[Close],Time Period = 14) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.TSF()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.TSF(inReal)\", \"talib.TSF(inReal, optInTimePeriod)\"], \"title\": \"talib.TSF\"}, {\"_src_hash\": \"078bde18edf33ef5e1868221e8b9f2ba6f95486c7cae79a378de985e8d303c73\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 5.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInNbDev``` parameter is used to set the standard deviation multiplier, with a default value of 1.\", \"name\": \"optInNbDev\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.VAR()``` function is used to calculate **Variance**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.VAR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.VAR(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.VAR(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```VAR()``` function is described in the talib library documentation as: ```VAR(Records[Close],Time Period = 5,Deviations = 1) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.VAR()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.VAR(inReal)\", \"talib.VAR(inReal, optInTimePeriod)\", \"talib.VAR(inReal, optInTimePeriod, optInNbDev)\"], \"title\": \"talib.VAR\"}, {\"_src_hash\": \"5be0631d7f21810312a020dfc798871e8ffa3c918dbafd7e1acdd76cb64a655a\", \"args\": [{\"info\": \"The ```inPriceHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 14.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.ADX()``` function is used to calculate the **Average Directional Movement Index**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.ADX(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.ADX(records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.ADX(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```ADX()``` function is described in the talib library documentation as: ```ADX(Records[High,Low,Close],Time Period = 14) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.ADX()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.ADX(inPriceHLC)\", \"talib.ADX(inPriceHLC, optInTimePeriod)\"], \"title\": \"talib.ADX\"}, {\"_src_hash\": \"093a414e1e0d0527ff43cfcc8adac54ebe0571b8666b0c7789fd6695dba2733e\", \"args\": [{\"info\": \"The ```inPriceHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 14.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.ADXR()``` function is used to calculate the **Average Directional Movement Index Rating**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.ADXR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.ADXR(records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.ADXR(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```ADXR()``` function is described in the talib library documentation as: ```ADXR(Records[High,Low,Close],Time Period = 14) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.ADXR()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.ADXR(inPriceHLC)\", \"talib.ADXR(inPriceHLC, optInTimePeriod)\"], \"title\": \"talib.ADXR\"}, {\"_src_hash\": \"437a608476cbd7225d0d4c141ab6ce8414764f5802113dc36a3695801519903b\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInFastPeriod``` parameter is used to set the fast period, default value is 12.\", \"name\": \"optInFastPeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInSlowPeriod``` parameter is used to set the slow period, default value is 26.\", \"name\": \"optInSlowPeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInMAType``` parameter is used to set the moving average type, default value is 0.\", \"name\": \"optInMAType\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.APO()``` function is used to calculate **Absolute Price Oscillator**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.APO(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.APO(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.APO(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```APO()``` function is described in the talib library documentation as: ```APO(Records[Close],Fast Period = 12,Slow Period = 26,MA Type = 0) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.APO()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.APO(inReal)\", \"talib.APO(inReal, optInFastPeriod)\", \"talib.APO(inReal, optInFastPeriod, optInSlowPeriod)\", \"talib.APO(inReal, optInFastPeriod, optInSlowPeriod, optInMAType)\"], \"title\": \"talib.APO\"}, {\"_src_hash\": \"e785cf649b01d52564945b2b77e3a9bc5238179beb023dbe9e341a35ba36deba\", \"args\": [{\"info\": \"The ```inPriceHL``` parameter is used to specify the K-line data.\", \"name\": \"inPriceHL\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 14.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.AROON()``` function is used to calculate **Aroon (Aroon Indicator)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.AROON(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.AROON(records.High, records.Low)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.AROON(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```AROON()``` function is described in the talib library documentation as: ```AROON(Records[High,Low],Time Period = 14) = [Array(outAroonDown),Array(outAroonUp)]```\"], \"returns\": [{\"info\": \"The ```talib.AROON()``` function returns a two-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.AROON(inPriceHL)\", \"talib.AROON(inPriceHL, optInTimePeriod)\"], \"title\": \"talib.AROON\"}, {\"_src_hash\": \"0f2a5ce307afa47266de548af7fd22ada6ede9a9c62f54fde121bdaef912ccb8\", \"args\": [{\"info\": \"The ```inPriceHL``` parameter is used to specify the K-line data.\", \"name\": \"inPriceHL\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 14.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.AROONOSC()``` function is used to calculate the **Aroon Oscillator**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.AROONOSC(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.AROONOSC(records.High, records.Low)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.AROONOSC(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```AROONOSC()``` function is described in the talib library documentation as: ```AROONOSC(Records[High,Low],Time Period = 14) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.AROONOSC()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.AROONOSC(inPriceHL)\", \"talib.AROONOSC(inPriceHL, optInTimePeriod)\"], \"title\": \"talib.AROONOSC\"}, {\"_src_hash\": \"ae495aaf575c2ae30fa3be2dc9d0447e46c5e4778cf07e1463c14938193ebe95\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.BOP()``` function is used to calculate **Balance Of Power**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.BOP(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.BOP(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.BOP(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```BOP()``` function is described in the talib library documentation as: ```BOP(Records[Open,High,Low,Close]) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.BOP()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.BOP(inPriceOHLC)\"], \"title\": \"talib.BOP\"}, {\"_src_hash\": \"c294cca98d264271ab0cf103d680de4fece7f054aa64f592d056c9fee14cd313\", \"args\": [{\"info\": \"The ```inPriceHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 14.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.CCI()``` function is used to calculate the **Commodity Channel Index**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CCI(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CCI(records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CCI(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CCI()``` function is described in the talib library documentation as: ```CCI(Records[High,Low,Close],Time Period = 14) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.CCI()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CCI(inPriceHLC)\", \"talib.CCI(inPriceHLC, optInTimePeriod)\"], \"title\": \"talib.CCI\"}, {\"_src_hash\": \"b599281058aa78bf864f81cc1af5aad294487982abb10939ba6e71f553c7ccb5\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 14.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.CMO()``` function is used to calculate the **Chande Momentum Oscillator**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.CMO(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.CMO(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.CMO(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```CMO()``` function is described in the talib library documentation as: ```CMO(Records[Close],Time Period = 14) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.CMO()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.CMO(inReal)\", \"talib.CMO(inReal, optInTimePeriod)\"], \"title\": \"talib.CMO\"}, {\"_src_hash\": \"df1b7e9cb6e6434682d36b8a7031b3b786f29b46686ecb9d908a9bb6e3a4d673\", \"args\": [{\"info\": \"The ```inPriceHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 14.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.DX()``` function is used to calculate the **Directional Movement Index**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.DX(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.DX(records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.DX(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```DX()``` function is described in the talib library documentation as: ```DX(Records[High,Low,Close],Time Period = 14) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.DX()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.DX(inPriceHLC)\", \"talib.DX(inPriceHLC, optInTimePeriod)\"], \"title\": \"talib.DX\"}, {\"_src_hash\": \"ab00f7cdad0d2ded1ff7ecdf1ffcb4aeb1e6875ceb911cc1b29c2757106add9a\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInFastPeriod``` parameter is used to set the fast period, default value is 12.\", \"name\": \"optInFastPeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInSlowPeriod``` parameter is used to set the slow period, default value is 26.\", \"name\": \"optInSlowPeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInSignalPeriod``` parameter is used to set the signal line period, default value is 9.\", \"name\": \"optInSignalPeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.MACD()``` function is used to calculate **Moving Average Convergence/Divergence**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.MACD(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.MACD(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.MACD(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```MACD()``` function is described in the talib library documentation as: ```MACD(Records[Close],Fast Period = 12,Slow Period = 26,Signal Period = 9) = [Array(outMACD),Array(outMACDSignal),Array(outMACDHist)]```\"], \"returns\": [{\"info\": \"The ```talib.MACD()``` function returns a two-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.MACD(inReal)\", \"talib.MACD(inReal, optInFastPeriod)\", \"talib.MACD(inReal, optInFastPeriod, optInSlowPeriod)\", \"talib.MACD(inReal, optInFastPeriod, optInSlowPeriod, optInSignalPeriod)\"], \"title\": \"talib.MACD\"}, {\"_src_hash\": \"c0f9d8ccdd26cf2acde632d8d7da59e411b718441b98afc6381611009b3fa91d\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInFastPeriod``` parameter is used to set the fast period, default value is 12.\", \"name\": \"optInFastPeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInFastMAType``` parameter is used to set the fast moving average type, default value is 0.\", \"name\": \"optInFastMAType\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInSlowPeriod``` parameter is used to set the slow period, default value is 26.\", \"name\": \"optInSlowPeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInSlowMAType``` parameter is used to set the slow moving average type, default value is 0.\", \"name\": \"optInSlowMAType\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInSignalPeriod``` parameter is used to set the signal line period, default value is 9.\", \"name\": \"optInSignalPeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInSignalMAType``` parameter is used to set the signal line moving average type, default value is 0.\", \"name\": \"optInSignalMAType\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.MACDEXT()``` function is used to calculate **MACD with controllable MA type**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.MACDEXT(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.MACDEXT(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.MACDEXT(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```MACDEXT()``` function is described in the talib library documentation as: ```MACDEXT(Records[Close],Fast Period = 12,Fast MA = 0,Slow Period = 26,Slow MA = 0,Signal Period = 9,Signal MA = 0) = [Array(outMACD),Array(outMACDSignal),Array(outMACDHist)]```\"], \"returns\": [{\"info\": \"The ```talib.MACDEXT()``` function returns a two-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.MACDEXT(inReal)\", \"talib.MACDEXT(inReal, optInFastPeriod)\", \"talib.MACDEXT(inReal, optInFastPeriod, optInFastMAType)\", \"talib.MACDEXT(inReal, optInFastPeriod, optInFastMAType, optInSlowPeriod)\", \"talib.MACDEXT(inReal, optInFastPeriod, optInFastMAType, optInSlowPeriod, optInSlowMAType)\", \"talib.MACDEXT(inReal, optInFastPeriod, optInFastMAType, optInSlowPeriod, optInSlowMAType, optInSignalPeriod)\", \"talib.MACDEXT(inReal, optInFastPeriod, optInFastMAType, optInSlowPeriod, optInSlowMAType, optInSignalPeriod, optInSignalMAType)\"], \"title\": \"talib.MACDEXT\"}, {\"_src_hash\": \"fb41d354f0d9910b6a0b907168d33b27b2cb1c810a22537861432a19c3d62ced\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInSignalPeriod``` parameter is used to set the signal period, with a default value of 9.\", \"name\": \"optInSignalPeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.MACDFIX()``` function is used to calculate **Moving Average Convergence/Divergence Fix 12/26**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.MACDFIX(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.MACDFIX(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.MACDFIX(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```MACDFIX()``` function is described in the talib library documentation as: ```MACDFIX(Records[Close],Signal Period = 9) = [Array(outMACD),Array(outMACDSignal),Array(outMACDHist)]```\"], \"returns\": [{\"info\": \"The ```talib.MACDFIX()``` function returns a two-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.MACDFIX(inReal)\", \"talib.MACDFIX(inReal, optInSignalPeriod)\"], \"title\": \"talib.MACDFIX\"}, {\"_src_hash\": \"bb70ed7453bd4a7b0f6e03b2460f91a7c4ad7c8dd06957288e0f7c79b6092b5f\", \"args\": [{\"info\": \"The ```inPriceHLCV``` parameter is used to specify the K-line data.\", \"name\": \"inPriceHLCV\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 14.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.MFI()``` function is used to calculate **Money Flow Index**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.MFI(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.MFI(records.High, records.Low, records.Close, records.Volume)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.MFI(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```MFI()``` function is described in the talib library documentation as: ```MFI(Records[High,Low,Close,Volume],Time Period = 14) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.MFI()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.MFI(inPriceHLCV)\", \"talib.MFI(inPriceHLCV, optInTimePeriod)\"], \"title\": \"talib.MFI\"}, {\"_src_hash\": \"c3e7df97b6ebfca2de3f6a857420872136815252cbd1e2d89f6230f1ce360c14\", \"args\": [{\"info\": \"The ```inPriceHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 14.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.MINUS_DI()``` function is used to calculate the **Minus Directional Indicator**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.MINUS_DI(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.MINUS_DI(records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.MINUS_DI(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```MINUS_DI()``` function is described in the talib library documentation as: ```MINUS_DI(Records[High,Low,Close],Time Period = 14) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.MINUS_DI()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.MINUS_DI(inPriceHLC)\", \"talib.MINUS_DI(inPriceHLC, optInTimePeriod)\"], \"title\": \"talib.MINUS_DI\"}, {\"_src_hash\": \"036f77547a649f6328ecbb6d72d8ceb5562186b8014a0cd8f6cafbd86522ffd4\", \"args\": [{\"info\": \"The ```inPriceHL``` parameter is used to specify the K-line data.\", \"name\": \"inPriceHL\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 14.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.MINUS_DM()``` function is used to calculate **Minus Directional Movement**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.MINUS_DM(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.MINUS_DM(records.High, records.Low)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.MINUS_DM(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```MINUS_DM()``` function is described in the talib library documentation as: ```MINUS_DM(Records[High,Low],Time Period = 14) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.MINUS_DM()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.MINUS_DM(inPriceHL)\", \"talib.MINUS_DM(inPriceHL, optInTimePeriod)\"], \"title\": \"talib.MINUS_DM\"}, {\"_src_hash\": \"62946096c0d86bda8b4698e620d901a4a02e2f376801123c821a950016b618a7\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 10.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.MOM()``` function is used to calculate **Momentum (Momentum Indicator)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.MOM(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.MOM(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.MOM(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```MOM()``` function is described in the talib library documentation as: ```MOM(Records[Close],Time Period = 10) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.MOM()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.MOM(inReal)\", \"talib.MOM(inReal, optInTimePeriod)\"], \"title\": \"talib.MOM\"}, {\"_src_hash\": \"b79fdf1070775528e9c1c1ee32f2ae09667e114b70255c2f8e0ca898dc8437b6\", \"args\": [{\"info\": \"The ```inPriceHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the time period, with a default value of 14.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.PLUS_DI()``` function is used to calculate the **Plus Directional Indicator**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.PLUS_DI(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.PLUS_DI(records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.PLUS_DI(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```PLUS_DI()``` function is described in the talib library documentation as: ```PLUS_DI(Records[High,Low,Close],Time Period = 14) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.PLUS_DI()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.PLUS_DI(inPriceHLC)\", \"talib.PLUS_DI(inPriceHLC, optInTimePeriod)\"], \"title\": \"talib.PLUS_DI\"}, {\"_src_hash\": \"f48183767f7dc9622ae635bad6aca0466cb966ae442d848f83fd2c1b2cc8944d\", \"args\": [{\"info\": \"The ```inPriceHL``` parameter is used to specify the K-line data.\", \"name\": \"inPriceHL\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 14.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.PLUS_DM()``` function is used to calculate **Plus Directional Movement**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.PLUS_DM(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.PLUS_DM(records.High, records.Low)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.PLUS_DM(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```PLUS_DM()``` function is described in the talib library documentation as: ```PLUS_DM(Records[High,Low],Time Period = 14) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.PLUS_DM()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.PLUS_DM(inPriceHL)\", \"talib.PLUS_DM(inPriceHL, optInTimePeriod)\"], \"title\": \"talib.PLUS_DM\"}, {\"_src_hash\": \"db98b7ff4d95aaffead482e94f75dd64ce3f029fe882aa0cd01834d556a2ec91\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInFastPeriod``` parameter is used to set the fast period, default value is 12.\", \"name\": \"optInFastPeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInSlowPeriod``` parameter is used to set the slow period, default value is 26.\", \"name\": \"optInSlowPeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInMAType``` parameter is used to set the moving average type, default value is 0.\", \"name\": \"optInMAType\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.PPO()``` function is used to calculate **Percentage Price Oscillator**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.PPO(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.PPO(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.PPO(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```PPO()``` function is described in the talib library documentation as: ```PPO(Records[Close],Fast Period = 12,Slow Period = 26,MA Type = 0) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.PPO()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.PPO(inReal)\", \"talib.PPO(inReal, optInFastPeriod)\", \"talib.PPO(inReal, optInFastPeriod, optInSlowPeriod)\", \"talib.PPO(inReal, optInFastPeriod, optInSlowPeriod, optInMAType)\"], \"title\": \"talib.PPO\"}, {\"_src_hash\": \"6c8edf53357c53c1897fe60af9d36e205c3be7bbbfa6defda1c916c0b9adcf55\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 10.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.ROC()``` function is used to calculate the **Rate of Change indicator: ((price/prevPrice)-1)*100**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.ROC(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.ROC(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.ROC(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```ROC()``` function is described in the talib library documentation as: ```ROC(Records[Close],Time Period = 10) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.ROC()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.ROC(inReal)\", \"talib.ROC(inReal, optInTimePeriod)\"], \"title\": \"talib.ROC\"}, {\"_src_hash\": \"76675f6704d0e9552c17c1922d1cd9ca86ab7ac976ccb11bd91486e6f8aaaeb2\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 10.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.ROCP()``` function is used to calculate **Rate of change Percentage: (price-prevPrice)/prevPrice**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.ROCP(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.ROCP(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.ROCP(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```ROCP()``` function is described in the talib library documentation as: ```ROCP(Records[Close],Time Period = 10) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.ROCP()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.ROCP(inReal)\", \"talib.ROCP(inReal, optInTimePeriod)\"], \"title\": \"talib.ROCP\"}, {\"_src_hash\": \"aee973e11d378cb6e7db2c225e3c595f936aba246db79c4a991b7774fa64f48a\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 10.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.ROCR()``` function is used to calculate **Rate of change ratio: (price/prevPrice)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.ROCR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.ROCR(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.ROCR(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```ROCR()``` function is described in the talib library documentation as: ```ROCR(Records[Close],Time Period = 10) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.ROCR()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.ROCR(inReal)\", \"talib.ROCR(inReal, optInTimePeriod)\"], \"title\": \"talib.ROCR\"}, {\"_src_hash\": \"29b7b9663dc794c809922f32b02e5408d81d88c3968e117041416cdf77bb93b0\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 10.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.ROCR100()``` function is used to calculate **Rate of change ratio 100 scale: (price/prevPrice)*100**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.ROCR100(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.ROCR100(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.ROCR100(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```ROCR100()``` function is described in the talib library documentation as: ```ROCR100(Records[Close],Time Period = 10) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.ROCR100()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.ROCR100(inReal)\", \"talib.ROCR100(inReal, optInTimePeriod)\"], \"title\": \"talib.ROCR100\"}, {\"_src_hash\": \"b171e04bf557859607c1832d0b4a3a9a988f40c326952659e5bd81abde053ca3\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 14.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.RSI()``` function is used to calculate the **Relative Strength Index**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.RSI(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.RSI(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.RSI(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```RSI()``` function is described in the talib library documentation as: ```RSI(Records[Close],Time Period = 14) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.RSI()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.RSI(inReal)\", \"talib.RSI(inReal, optInTimePeriod)\"], \"title\": \"talib.RSI\"}, {\"_src_hash\": \"3b997cd8989eef1d0eaebeb5b43268b6c06a9cb6e11cf2acffb74f7d3ce2bc71\", \"args\": [{\"info\": \"The ```inPriceHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}, {\"info\": \"The ```optInFastK_Period``` parameter is used to set the Fast-K period, default value is 5.\", \"name\": \"optInFastK_Period\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInSlowK_Period``` parameter is used to set the Slow-K period, default value is 3.\", \"name\": \"optInSlowK_Period\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInSlowK_MAType``` parameter is used to set the Slow-K moving average type, default value is 0.\", \"name\": \"optInSlowK_MAType\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInSlowD_Period``` parameter is used to set the Slow-D period, default value is 3.\", \"name\": \"optInSlowD_Period\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInSlowD_MAType``` parameter is used to set the Slow-D moving average type, default value is 0.\", \"name\": \"optInSlowD_MAType\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.STOCH()``` function is used to calculate the **Stochastic Oscillator (STOCH indicator)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.STOCH(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.STOCH(records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.STOCH(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```STOCH()``` function is described in the talib library documentation as: ```STOCH(Records[High,Low,Close],Fast-K Period = 5,Slow-K Period = 3,Slow-K MA = 0,Slow-D Period = 3,Slow-D MA = 0) = [Array(outSlowK),Array(outSlowD)]```\"], \"returns\": [{\"info\": \"The ```talib.STOCH()``` function returns a two-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.STOCH(inPriceHLC)\", \"talib.STOCH(inPriceHLC, optInFastK_Period)\", \"talib.STOCH(inPriceHLC, optInFastK_Period, optInSlowK_Period)\", \"talib.STOCH(inPriceHLC, optInFastK_Period, optInSlowK_Period, optInSlowK_MAType)\", \"talib.STOCH(inPriceHLC, optInFastK_Period, optInSlowK_Period, optInSlowK_MAType, optInSlowD_Period)\", \"talib.STOCH(inPriceHLC, optInFastK_Period, optInSlowK_Period, optInSlowK_MAType, optInSlowD_Period, optInSlowD_MAType)\"], \"title\": \"talib.STOCH\"}, {\"_src_hash\": \"8953289f69e9eb526d8733c2cb2983ba0a9c2c0299a98d2c9b4b8fa23ffb238f\", \"args\": [{\"info\": \"The ```inPriceHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}, {\"info\": \"The ```optInFastK_Period``` parameter is used to set the Fast-K period, default value is 5.\", \"name\": \"optInFastK_Period\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInFastD_Period``` parameter is used to set the Fast-D period, default value is 3.\", \"name\": \"optInFastD_Period\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInFastD_MAType``` parameter is used to set the Fast-D moving average type, default value is 0.\", \"name\": \"optInFastD_MAType\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.STOCHF()``` function is used to calculate **Stochastic Fast**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.STOCHF(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.STOCHF(records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.STOCHF(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```STOCHF()``` function is described in the talib library documentation as: ```STOCHF(Records[High,Low,Close],Fast-K Period = 5,Fast-D Period = 3,Fast-D MA = 0) = [Array(outFastK),Array(outFastD)]```\"], \"returns\": [{\"info\": \"The ```talib.STOCHF()``` function returns a two-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.STOCHF(inPriceHLC)\", \"talib.STOCHF(inPriceHLC, optInFastK_Period)\", \"talib.STOCHF(inPriceHLC, optInFastK_Period, optInFastD_Period)\", \"talib.STOCHF(inPriceHLC, optInFastK_Period, optInFastD_Period, optInFastD_MAType)\"], \"title\": \"talib.STOCHF\"}, {\"_src_hash\": \"43aba91a51353546e8c3f2c5cd079eb383df49cc2cba68bf7f2087c59a0e8612\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the price data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, default value is 14.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInFastK_Period``` parameter is used to set the Fast-K line period, default value is 5.\", \"name\": \"optInFastK_Period\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInFastD_Period``` parameter is used to set the Fast-D line period, default value is 3.\", \"name\": \"optInFastD_Period\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInFastD_MAType``` parameter is used to set the Fast-D line moving average type, default value is 0.\", \"name\": \"optInFastD_MAType\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.STOCHRSI()``` function is used to calculate the **Stochastic Relative Strength Index**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.STOCHRSI(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.STOCHRSI(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.STOCHRSI(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```STOCHRSI()``` function is described in the talib library documentation as: ```STOCHRSI(Records[Close],Time Period = 14,Fast-K Period = 5,Fast-D Period = 3,Fast-D MA = 0) = [Array(outFastK),Array(outFastD)]```\"], \"returns\": [{\"info\": \"The ```talib.STOCHRSI()``` function returns a two-dimensional array containing two arrays: Fast-K and Fast-D.\", \"type\": \"array\"}], \"syntax\": [\"talib.STOCHRSI(inReal)\", \"talib.STOCHRSI(inReal, optInTimePeriod)\", \"talib.STOCHRSI(inReal, optInTimePeriod, optInFastK_Period)\", \"talib.STOCHRSI(inReal, optInTimePeriod, optInFastK_Period, optInFastD_Period)\", \"talib.STOCHRSI(inReal, optInTimePeriod, optInFastK_Period, optInFastD_Period, optInFastD_MAType)\"], \"title\": \"talib.STOCHRSI\"}, {\"_src_hash\": \"37eef050aa5f60627a3fd5d3ce24becbe6a59c91c2633e2a6270368c4fafa047\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 30.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.TRIX()``` function is used to calculate **1-day Rate-Of-Change (ROC) of a Triple Smooth EMA**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.TRIX(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.TRIX(records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.TRIX(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```TRIX()``` function is described in the talib library documentation as: ```TRIX(Records[Close],Time Period = 30) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.TRIX()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.TRIX(inReal)\", \"talib.TRIX(inReal, optInTimePeriod)\"], \"title\": \"talib.TRIX\"}, {\"_src_hash\": \"0d38da6eae221754c9c340df774c6166a1c778e5bd1cf5923cb35f5d26428d4b\", \"args\": [{\"info\": \"The ```inPriceHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}, {\"info\": \"The ```optInTimePeriod1``` parameter is used to set the first time period, with a default value of 7.\", \"name\": \"optInTimePeriod1\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInTimePeriod2``` parameter is used to set the second time period, with a default value of 14.\", \"name\": \"optInTimePeriod2\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInTimePeriod3``` parameter is used to set the third time period, with a default value of 28.\", \"name\": \"optInTimePeriod3\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.ULTOSC()``` function is used to calculate the **Ultimate Oscillator**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.ULTOSC(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.ULTOSC(records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.ULTOSC(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```ULTOSC()``` function is described in the talib library documentation as: ```ULTOSC(Records[High,Low,Close],First Period = 7,Second Period = 14,Third Period = 28) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.ULTOSC()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.ULTOSC(inPriceHLC)\", \"talib.ULTOSC(inPriceHLC, optInTimePeriod1)\", \"talib.ULTOSC(inPriceHLC, optInTimePeriod1, optInTimePeriod2)\", \"talib.ULTOSC(inPriceHLC, optInTimePeriod1, optInTimePeriod2, optInTimePeriod3)\"], \"title\": \"talib.ULTOSC\"}, {\"_src_hash\": \"99c38cbaed8a0a956d19fc6bd3f55530aa16ff3f79408b7b9efa88af3f88f829\", \"args\": [{\"info\": \"The ```inPriceHLC``` parameter is used to specify the K-line data.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}, {\"info\": \"The ```optInTimePeriod``` parameter is used to set the calculation period, with a default value of 14.\", \"name\": \"optInTimePeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```talib.WILLR()``` function is used to calculate **Williams' %R (Williams Percent Range)**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.WILLR(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.WILLR(records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.WILLR(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```WILLR()``` function is described in the talib library documentation as: ```WILLR(Records[High,Low,Close],Time Period = 14) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.WILLR()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.WILLR(inPriceHLC)\", \"talib.WILLR(inPriceHLC, optInTimePeriod)\"], \"title\": \"talib.WILLR\"}, {\"_src_hash\": \"dcd2a99d7879571da09feede6f21b6bdfd954a40fc8d6c8025511d0205ff8fc0\", \"args\": [{\"info\": \"The ```inPriceOHLC``` parameter is used to specify K-line data.\", \"name\": \"inPriceOHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.AVGPRICE()``` function is used to calculate **Average Price**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.AVGPRICE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.AVGPRICE(records.Open, records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.AVGPRICE(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```AVGPRICE()``` function is described in the talib library documentation as: ```AVGPRICE(Records[Open,High,Low,Close]) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.AVGPRICE()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.AVGPRICE(inPriceOHLC)\"], \"title\": \"talib.AVGPRICE\"}, {\"_src_hash\": \"e44a4bf5218013be6b3a7ec34dffe55536f2357f7b09bd15a40bcc6c396e2c43\", \"args\": [{\"info\": \"The ```inPriceHL``` parameter is used to specify K-line data.\", \"name\": \"inPriceHL\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.MEDPRICE()``` function is used to calculate **Median Price**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.MEDPRICE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.MEDPRICE(records.High, records.Low)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.MEDPRICE(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```MEDPRICE()``` function is described in the talib library documentation as: ```MEDPRICE(Records[High,Low]) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.MEDPRICE()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.MEDPRICE(inPriceHL)\"], \"title\": \"talib.MEDPRICE\"}, {\"_src_hash\": \"1f848720de2c23ecb135924259f4a62dfa05ff4b99d4780a2080696749886162\", \"args\": [{\"info\": \"The ```inPriceHLC``` parameter is used to specify K-line data.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.TYPPRICE()``` function is used to calculate **Typical Price**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.TYPPRICE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.TYPPRICE(records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.TYPPRICE(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```TYPPRICE()``` function is described in the talib library documentation as: ```TYPPRICE(Records[High,Low,Close]) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.TYPPRICE()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.TYPPRICE(inPriceHLC)\"], \"title\": \"talib.TYPPRICE\"}, {\"_src_hash\": \"5f9bd28a2d7af458e3a80d1a13ae357376442f40e913fb9d7c21f70ae9fe6ccf\", \"args\": [{\"info\": \"The ```inPriceHLC``` parameter is used to specify K-line data.\", \"name\": \"inPriceHLC\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"The ```talib.WCLPRICE()``` function is used to calculate **Weighted Close Price**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords()\\n var ret = talib.WCLPRICE(records)\\n Log(ret)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"import talib\\ndef main():\\n records = exchange.GetRecords()\\n ret = talib.WCLPRICE(records.High, records.Low, records.Close)\\n Log(ret)\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto ret = talib.WCLPRICE(records);\\n Log(ret);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```WCLPRICE()``` function is described in the talib library documentation as: ```WCLPRICE(Records[High,Low,Close]) = Array(outReal)```\"], \"returns\": [{\"info\": \"The ```talib.WCLPRICE()``` function returns a one-dimensional array.\", \"type\": \"array\"}], \"syntax\": [\"talib.WCLPRICE(inPriceHLC)\"], \"title\": \"talib.WCLPRICE\"}], \"title\": \"Talib\"}, {\"_src_hash\": \"12401077f16f91f6aeedb3a9a510979968ae020d7c64c27422020fb0c99fd1af\", \"children\": [{\"_src_hash\": \"7303c129b9e4f9892c2f46b4bc3e51645c6d396c1f5af3cd3f0581623b71fc85\", \"children\": [{\"_src_hash\": \"ecbb61f4c7401fc7c4864dc0186c6ad8a1e7977915c67363246375218a1be601\", \"args\": [{\"info\": \"File name. The parameter ```filename``` is a path containing the file name. Since both the docker and backtesting system support ```os``` operations, please note that in **non-backtesting environments**, file operations are restricted to the ```files``` folder at the same level as the live trading database file in the docker directory, therefore absolute paths are not supported for operating any files. This note about the parameter ```filename``` will not be repeated in subsequent sections.\", \"name\": \"filename\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Specify the file opening mode.\", \"name\": \"mode\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"Open a file in the specified mode.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let fileHandle = os.open(\\\"output.txt\\\", \\\"w+\\\")\\n if (!fileHandle) {\\n Log(\\\"Failed to open file\\\")\\n return\\n }\\n let bytesWritten = fileHandle.write(\\\"Hello FMZ!\\\")\\n Log(\\\"Bytes written:\\\", bytesWritten) // Bytes written: 10\\n fileHandle.seek(0, 0)\\n let fileContent = fileHandle.read()\\n Log(\\\"File content read:\\\", fileContent) // File content read: Hello FMZ!\\n fileHandle.close()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Create a file, write data, then read it.\"}], \"remarks\": [\"File opening modes:\\n\\n - ```r``` : read (read-only, file must exist)\\n\\n - ```w``` : write (write-only, creates file if it doesn't exist, clears content if it exists)\\n\\n - ```a``` : append (append write, creates file if it doesn't exist, writes to the end if it exists)\\n\\n - ```+``` : Adding + after r/w/a means both read and write are allowed (e.g., \\\"r+\\\", \\\"w+\\\", \\\"a+\\\")\\n\\n - ```b``` : binary (binary mode, commonly used in Windows to distinguish text/binary files, e.g., \\\"rb\\\", \\\"wb\\\")\", \"Files are opened/created in the ```files``` folder under the live trading database file directory (xxx.db3, where xxx is the live trading Id).\"], \"returns\": [{\"info\": \"The ```open()``` function returns a ```File``` object for file operations.\", \"type\": \"```File``` object\"}], \"seeAlso\": [\"{@fun/OS/File File}, {@fun/OS/ListFilesResult ListFilesResult}, {@fun/OS/FileStat FileStat}, {@fun/OS/os/open open}, {@fun/OS/os/fgets fgets}, {@fun/OS/os/fputs fputs}, {@fun/OS/os/mmap mmap}, {@fun/OS/os/getRootDir getRootDir}, {@fun/OS/os/listFiles listFiles}, {@fun/OS/os/exists exists}, {@fun/OS/os/remove remove}, {@fun/OS/os/mkdir mkdir}, {@fun/OS/os/rmdir rmdir}, {@fun/OS/os/rename rename}, {@fun/OS/os/stat stat}, {@fun/OS/os/exit exit}, \"], \"syntax\": [\"open(filename)\", \"open(filename, mode)\"], \"title\": \"open\"}, {\"_src_hash\": \"8d61e1465fa87b504ad10d47e689843cc4dcd0d8f2298539b6990aa3479c5e2b\", \"args\": [{\"info\": \"File path, including the filename to be read.\", \"name\": \"filename\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Read the entire file content at once.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // 先创建、写入文件\\n // let fileHandle = os.open(\\\"config.json\\\", \\\"w+\\\")\\n // if (!fileHandle) {\\n // Log(\\\"Failed to open file\\\")\\n // return\\n // }\\n // let objJson = {\\\"name\\\": \\\"tom\\\", \\\"age\\\": 18}\\n // fileHandle.write(JSON.stringify(objJson))\\n // fileHandle.close()\\n\\n let content = os.fgets(\\\"config.json\\\")\\n Log(\\\"Config content:\\\", content) // Config content: {\\\"name\\\":\\\"tom\\\",\\\"age\\\":18}\\n}\", \"lang\": \"javascript\"}], \"value\": \"Read the content of a configuration file.\"}], \"remarks\": [\"Suitable for quick reading of small files, loading the entire file content into memory at once.\", \"If the file does not exist, the ```fgets()``` function will throw an error: ```InternalError: failed to open file: openat config.json: no such file or directory at main```.\"], \"returns\": [{\"info\": \"Returns the complete content of the file.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/OS/File File}, {@fun/OS/ListFilesResult ListFilesResult}, {@fun/OS/FileStat FileStat}, {@fun/OS/os/open open}, {@fun/OS/os/fgets fgets}, {@fun/OS/os/fputs fputs}, {@fun/OS/os/mmap mmap}, {@fun/OS/os/getRootDir getRootDir}, {@fun/OS/os/listFiles listFiles}, {@fun/OS/os/exists exists}, {@fun/OS/os/remove remove}, {@fun/OS/os/mkdir mkdir}, {@fun/OS/os/rmdir rmdir}, {@fun/OS/os/rename rename}, {@fun/OS/os/stat stat}, {@fun/OS/os/exit exit}, \"], \"syntax\": [\"fgets(filename)\"], \"title\": \"fgets\"}, {\"_src_hash\": \"13d3ecd3d5687fc7d5ded77f0ca00ab2654a807f8ff1fa6b806582acf74ecdc8\", \"args\": [{\"info\": \"File path.\", \"name\": \"filename\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Content to write.\", \"name\": \"content\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Whether to write in append mode, defaults to false (overwrite mode).\", \"name\": \"append\", \"required\": false, \"type\": \"bool\"}], \"desc\": [\"Write content to a file.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let config = '{\\\"strategy\\\": \\\"MA\\\", \\\"period\\\": 20}'\\n let bytesWritten = os.fputs(\\\"strategy_config.json\\\", config)\\n Log(\\\"Bytes written:\\\", bytesWritten) // Bytes written: 32\\n Log(`os.fgets(\\\"strategy_config.json\\\"):`, os.fgets(\\\"strategy_config.json\\\")) // os.fgets(\\\"strategy_config.json\\\"): {\\\"strategy\\\": \\\"MA\\\", \\\"period\\\": 20}\\n\\n // 追加日志信息\\n let logInfo = \\\"\\\\n[\\\" + new Date().toISOString() + \\\"] Config saved\\\"\\n os.fputs(\\\"strategy_config.json\\\", logInfo, true)\\n Log(`os.fgets(\\\"strategy_config.json\\\"):`, os.fgets(\\\"strategy_config.json\\\")) // os.fgets(\\\"strategy_config.json\\\"): {\\\"strategy\\\": \\\"MA\\\", \\\"period\\\": 20} [2025-09-08T07:20:30.563Z] Config saved\\n}\", \"lang\": \"javascript\"}], \"value\": \"Save strategy configuration to file.\"}], \"remarks\": [\"Convenient file writing method, overwrites file content by default. Set append to true to append to the end of the file.\"], \"returns\": [{\"info\": \"Returns the actual number of bytes written.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/OS/File File}, {@fun/OS/ListFilesResult ListFilesResult}, {@fun/OS/FileStat FileStat}, {@fun/OS/os/open open}, {@fun/OS/os/fgets fgets}, {@fun/OS/os/fputs fputs}, {@fun/OS/os/mmap mmap}, {@fun/OS/os/getRootDir getRootDir}, {@fun/OS/os/listFiles listFiles}, {@fun/OS/os/exists exists}, {@fun/OS/os/remove remove}, {@fun/OS/os/mkdir mkdir}, {@fun/OS/os/rmdir rmdir}, {@fun/OS/os/rename rename}, {@fun/OS/os/stat stat}, {@fun/OS/os/exit exit}, \"], \"syntax\": [\"fputs(filename, content)\", \"fputs(filename, content, append)\"], \"title\": \"fputs\"}, {\"_src_hash\": \"e5b620ac429b29e837991166b5545ecdc46589e59ab6e79372c85108e79a8ff2\", \"args\": [{\"info\": \"File path.\", \"name\": \"filename\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Memory-mapped file, returns the binary data of the file.\"], \"examples\": [{\"examples\": [{\"code\": \"function ab2str(buf) {\\n let arr = new Uint8Array(buf)\\n return String.fromCharCode.apply(null, arr)\\n}\\n\\nfunction main() {\\n let buffer = os.mmap(\\\"strategyConfig/testData.txt\\\")\\n Log(\\\"File size in bytes:\\\", buffer.byteLength)\\n let arr = Array.from(new Uint8Array(buffer))\\n Log(\\\"arr:\\\", arr) // arr: [72,101,108,108,111,32,70,77,90,33]\\n Log(\\\"ab2str(buffer):\\\", ab2str(buffer)) // ab2str(buffer): Hello FMZ!\\n}\", \"lang\": \"javascript\"}], \"value\": \"Map the binary data of a file.\"}], \"remarks\": [\"Suitable for efficient reading and processing of large files, maps the file into memory and returns it as an ArrayBuffer.\"], \"returns\": [{\"info\": \"Returns the binary data of the file content.\", \"type\": \"ArrayBuffer\"}], \"seeAlso\": [\"{@fun/OS/File File}, {@fun/OS/ListFilesResult ListFilesResult}, {@fun/OS/FileStat FileStat}, {@fun/OS/os/open open}, {@fun/OS/os/fgets fgets}, {@fun/OS/os/fputs fputs}, {@fun/OS/os/mmap mmap}, {@fun/OS/os/getRootDir getRootDir}, {@fun/OS/os/listFiles listFiles}, {@fun/OS/os/exists exists}, {@fun/OS/os/remove remove}, {@fun/OS/os/mkdir mkdir}, {@fun/OS/os/rmdir rmdir}, {@fun/OS/os/rename rename}, {@fun/OS/os/stat stat}, {@fun/OS/os/exit exit}, \"], \"syntax\": [\"mmap(filename)\"], \"title\": \"mmap\"}, {\"_src_hash\": \"c1f0f2dade3952e2254832b3d2e0d488a82c3242f4cf4f67a48e29281c4405be\", \"desc\": [\"Get the root directory path for file operations.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let rootDir = os.getRootDir()\\n Log(\\\"Root directory:\\\", rootDir)\\n}\", \"lang\": \"javascript\"}], \"value\": \"Get and display the root directory path.\"}], \"returns\": [{\"info\": \"Returns the path of the root directory.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/OS/File File}, {@fun/OS/ListFilesResult ListFilesResult}, {@fun/OS/FileStat FileStat}, {@fun/OS/os/open open}, {@fun/OS/os/fgets fgets}, {@fun/OS/os/fputs fputs}, {@fun/OS/os/mmap mmap}, {@fun/OS/os/getRootDir getRootDir}, {@fun/OS/os/listFiles listFiles}, {@fun/OS/os/exists exists}, {@fun/OS/os/remove remove}, {@fun/OS/os/mkdir mkdir}, {@fun/OS/os/rmdir rmdir}, {@fun/OS/os/rename rename}, {@fun/OS/os/stat stat}, {@fun/OS/os/exit exit}, \"], \"syntax\": [\"getRootDir()\"], \"title\": \"getRootDir\"}, {\"_src_hash\": \"de55249e0931e14d115853224f4ec8a53c24396cd47b89f621cbc8fbf3c9011a\", \"args\": [{\"info\": \"Optional matching pattern, supports wildcards (e.g., *.txt, data_*.json), can specify directory path.\", \"name\": \"pattern\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"List files and subdirectories in the specified directory.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // 列出所有json文件\\n let result = os.listFiles(\\\"*.json\\\")\\n Log(\\\"result:\\\", result)\\n\\n // 列出所有内容\\n let allFiles = os.listFiles()\\n Log(\\\"allFiles:\\\", allFiles)\\n}\", \"lang\": \"javascript\"}], \"value\": \"List matched files and directories.\"}], \"remarks\": [\"When ```pattern``` parameter is not specified, lists all files and subdirectories in the current directory (```../files```).\"], \"returns\": [{\"info\": \"Returns an object containing ```files``` and ```dirs``` arrays.\\n\\n - files: Array of matched file names.\\n\\n - dirs: Array of subdirectory names in the current directory.\", \"type\": \"ListFilesResult object\"}], \"seeAlso\": [\"{@fun/OS/File File}, {@fun/OS/ListFilesResult ListFilesResult}, {@fun/OS/FileStat FileStat}, {@fun/OS/os/open open}, {@fun/OS/os/fgets fgets}, {@fun/OS/os/fputs fputs}, {@fun/OS/os/mmap mmap}, {@fun/OS/os/getRootDir getRootDir}, {@fun/OS/os/listFiles listFiles}, {@fun/OS/os/exists exists}, {@fun/OS/os/remove remove}, {@fun/OS/os/mkdir mkdir}, {@fun/OS/os/rmdir rmdir}, {@fun/OS/os/rename rename}, {@fun/OS/os/stat stat}, {@fun/OS/os/exit exit}, \"], \"syntax\": [\"listFiles()\", \"listFiles(pattern)\"], \"title\": \"listFiles\"}, {\"_src_hash\": \"5263c1c62028c42213b5c76bb7ff701ccd18f023bdca6bf78fc0a5bf1a6ec91e\", \"args\": [{\"info\": \"The file or directory path to check.\", \"name\": \"filename\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Check if the specified file or directory exists.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n Log(`os.exists(\\\"./strategyConfig\\\"):`, os.exists(\\\"./strategyConfig\\\")) // os.exists(\\\"./strategyConfig\\\"): true\\n Log(`os.exists(\\\"./strategyConfig/testData.txt\\\"):`, os.exists(\\\"./strategyConfig/testData.txt\\\")) // os.exists(\\\"./strategyConfig/testData.txt\\\"): true\\n // Log(`os.exists(\\\"/strategyConfig\\\"):`, os.exists(\\\"/strategyConfig\\\")) // InternalError: invalid filename: path traversal or absolute path not allowed at main\\n Log(`os.exists(\\\"test_1.txt\\\"):`, os.exists(\\\"test_1.txt\\\")) // os.exists(\\\"test_1.txt\\\"): true\\n Log(`os.exists(\\\"test_2.txt\\\"):`, os.exists(\\\"test_2.txt\\\")) // os.exists(\\\"test_2.txt\\\"): false\\n}\", \"lang\": \"javascript\"}], \"value\": \"Check if a file or path exists.\"}], \"returns\": [{\"info\": \"Returns true if the file or directory exists, otherwise returns false.\", \"type\": \"bool\"}], \"seeAlso\": [\"{@fun/OS/File File}, {@fun/OS/ListFilesResult ListFilesResult}, {@fun/OS/FileStat FileStat}, {@fun/OS/os/open open}, {@fun/OS/os/fgets fgets}, {@fun/OS/os/fputs fputs}, {@fun/OS/os/mmap mmap}, {@fun/OS/os/getRootDir getRootDir}, {@fun/OS/os/listFiles listFiles}, {@fun/OS/os/exists exists}, {@fun/OS/os/remove remove}, {@fun/OS/os/mkdir mkdir}, {@fun/OS/os/rmdir rmdir}, {@fun/OS/os/rename rename}, {@fun/OS/os/stat stat}, {@fun/OS/os/exit exit}, \"], \"syntax\": [\"exists(filename)\"], \"title\": \"exists\"}, {\"_src_hash\": \"d4853047d235ab9fe1c724156284dea506c1077b52216055a59031c9d6a2730f\", \"args\": [{\"info\": \"The file path to delete.\", \"name\": \"filename\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Delete the specified file.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let tempFile = \\\"test_1.txt\\\"\\n if (os.exists(tempFile)) {\\n let success = os.remove(tempFile)\\n Log(\\\"Temp file deleted:\\\", success)\\n }\\n}\", \"lang\": \"javascript\"}], \"value\": \"Example of deleting a file.\"}], \"remarks\": [\"This function is only for deleting files, not for deleting directories. To delete directories, please use the ```rmdir()``` function.\"], \"returns\": [{\"info\": \"Returns true on successful deletion, false on failure.\", \"type\": \"bool\"}], \"seeAlso\": [\"{@fun/OS/File File}, {@fun/OS/ListFilesResult ListFilesResult}, {@fun/OS/FileStat FileStat}, {@fun/OS/os/open open}, {@fun/OS/os/fgets fgets}, {@fun/OS/os/fputs fputs}, {@fun/OS/os/mmap mmap}, {@fun/OS/os/getRootDir getRootDir}, {@fun/OS/os/listFiles listFiles}, {@fun/OS/os/exists exists}, {@fun/OS/os/remove remove}, {@fun/OS/os/mkdir mkdir}, {@fun/OS/os/rmdir rmdir}, {@fun/OS/os/rename rename}, {@fun/OS/os/stat stat}, {@fun/OS/os/exit exit}, \"], \"syntax\": [\"remove(filename)\"], \"title\": \"remove\"}, {\"_src_hash\": \"4ebeb088478f43daaa4be0bd60881b5999c276d86b6d59e3adc660dfc2b42786\", \"args\": [{\"info\": \"The directory path to create.\", \"name\": \"dirname\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Create a directory.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let success = os.mkdir(\\\"data/backtest/results\\\")\\n Log(\\\"Directory created:\\\", success)\\n\\n if (success) {\\n os.fputs(\\\"data/backtest/results/summary.txt\\\", \\\"Backtest completed\\\")\\n }\\n}\", \"lang\": \"javascript\"}], \"value\": \"Create a data storage directory, create a file and write data.\"}], \"remarks\": [\"Supports recursive creation of multi-level directories. If parent directories do not exist, they will be created automatically.\"], \"returns\": [{\"info\": \"Returns true if creation is successful, otherwise returns false.\", \"type\": \"bool\"}], \"seeAlso\": [\"{@fun/OS/File File}, {@fun/OS/ListFilesResult ListFilesResult}, {@fun/OS/FileStat FileStat}, {@fun/OS/os/open open}, {@fun/OS/os/fgets fgets}, {@fun/OS/os/fputs fputs}, {@fun/OS/os/mmap mmap}, {@fun/OS/os/getRootDir getRootDir}, {@fun/OS/os/listFiles listFiles}, {@fun/OS/os/exists exists}, {@fun/OS/os/remove remove}, {@fun/OS/os/mkdir mkdir}, {@fun/OS/os/rmdir rmdir}, {@fun/OS/os/rename rename}, {@fun/OS/os/stat stat}, {@fun/OS/os/exit exit}, \"], \"syntax\": [\"mkdir(dirname)\"], \"title\": \"mkdir\"}, {\"_src_hash\": \"b3901f029ee8467bdc10c5f8a410135cb9b13ae66bde5160afab55043772ea26\", \"args\": [{\"info\": \"The directory path to be removed.\", \"name\": \"dirname\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Remove a directory and all its contents.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let tempDir = \\\"data\\\"\\n if (os.exists(tempDir)) {\\n let success = os.rmdir(tempDir)\\n Log(\\\"directory removed:\\\", success)\\n }\\n}\", \"lang\": \"javascript\"}], \"value\": \"Remove a directory and all its contents.\"}], \"remarks\": [\"This operation will permanently delete the directory and all its contents, please use with caution.\"], \"returns\": [{\"info\": \"Returns true on successful deletion, false on failure.\", \"type\": \"bool\"}], \"seeAlso\": [\"{@fun/OS/File File}, {@fun/OS/ListFilesResult ListFilesResult}, {@fun/OS/FileStat FileStat}, {@fun/OS/os/open open}, {@fun/OS/os/fgets fgets}, {@fun/OS/os/fputs fputs}, {@fun/OS/os/mmap mmap}, {@fun/OS/os/getRootDir getRootDir}, {@fun/OS/os/listFiles listFiles}, {@fun/OS/os/exists exists}, {@fun/OS/os/remove remove}, {@fun/OS/os/mkdir mkdir}, {@fun/OS/os/rmdir rmdir}, {@fun/OS/os/rename rename}, {@fun/OS/os/stat stat}, {@fun/OS/os/exit exit}, \"], \"syntax\": [\"rmdir(dirname)\"], \"title\": \"rmdir\"}, {\"_src_hash\": \"04848ecac045757671117db0671328fb7a1ab6fadca018a85b121f9249af12d0\", \"args\": [{\"info\": \"Original file name or path.\", \"name\": \"oldName\", \"required\": true, \"type\": \"string\"}, {\"info\": \"New file name or path.\", \"name\": \"newName\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Rename or move a file.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let oldFileName = \\\"output.txt\\\"\\n let newFileName = \\\"outputFiles/\\\" + new Date().getTime() + \\\"output.txt\\\"\\n // let retRename = os.rename(oldFileName, newFileName)\\n // Log(\\\"retRename:\\\", retRename) // InternalError: failed to rename file: renameat output.txt outputFiles/1757322073139output.txt: no such file or directory at main\\n\\n os.mkdir(\\\"outputFiles\\\")\\n retRename = os.rename(oldFileName, newFileName)\\n Log(\\\"retRename:\\\", retRename) // retRename: true\\n}\", \"lang\": \"javascript\"}], \"value\": \"Rename a file and move it to another directory.\"}], \"remarks\": [\"Can be used to rename files or move files to different directories. If the directory of the new path does not exist, the operation will fail.\"], \"returns\": [{\"info\": \"Returns true on success, false on failure.\", \"type\": \"bool\"}], \"seeAlso\": [\"{@fun/OS/File File}, {@fun/OS/ListFilesResult ListFilesResult}, {@fun/OS/FileStat FileStat}, {@fun/OS/os/open open}, {@fun/OS/os/fgets fgets}, {@fun/OS/os/fputs fputs}, {@fun/OS/os/mmap mmap}, {@fun/OS/os/getRootDir getRootDir}, {@fun/OS/os/listFiles listFiles}, {@fun/OS/os/exists exists}, {@fun/OS/os/remove remove}, {@fun/OS/os/mkdir mkdir}, {@fun/OS/os/rmdir rmdir}, {@fun/OS/os/rename rename}, {@fun/OS/os/stat stat}, {@fun/OS/os/exit exit}, \"], \"syntax\": [\"rename(oldName, newName)\"], \"title\": \"rename\"}, {\"_src_hash\": \"4c58b52198d3a85a1a268fab94b5b164442942337519ae10441f94740aa71aa2\", \"args\": [{\"info\": \"File path.\", \"name\": \"filename\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Get detailed statistics information of a file.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n if (os.exists(\\\"strategyConfig/testData.txt\\\")) {\\n let stat = os.stat(\\\"strategyConfig/testData.txt\\\") // stat: {\\\"size\\\":10,\\\"mode\\\":420,\\\"mtime\\\":1757312981796,\\\"atime\\\":1757312981796,\\\"ctime\\\":1757312981796}\\n Log(\\\"stat:\\\", stat)\\n }\\n}\", \"lang\": \"javascript\"}], \"value\": \"Get file information and check file size.\"}], \"remarks\": [\"The returned ```FileStat``` object contains the following fields:\\n\\n - size: File size.\\n\\n - mode: File permissions.\\n\\n - mtime: Last modification time.\\n\\n - atime: Last access time.\\n\\n - ctime: Creation time.\"], \"returns\": [{\"info\": \"Returns an object containing file statistics information.\", \"type\": \"FileStat object\"}], \"seeAlso\": [\"{@fun/OS/File File}, {@fun/OS/ListFilesResult ListFilesResult}, {@fun/OS/FileStat FileStat}, {@fun/OS/os/open open}, {@fun/OS/os/fgets fgets}, {@fun/OS/os/fputs fputs}, {@fun/OS/os/mmap mmap}, {@fun/OS/os/getRootDir getRootDir}, {@fun/OS/os/listFiles listFiles}, {@fun/OS/os/exists exists}, {@fun/OS/os/remove remove}, {@fun/OS/os/mkdir mkdir}, {@fun/OS/os/rmdir rmdir}, {@fun/OS/os/rename rename}, {@fun/OS/os/stat stat}, {@fun/OS/os/exit exit}, \"], \"syntax\": [\"stat(filename)\"], \"title\": \"stat\"}, {\"_src_hash\": \"a47e6ea3c185aa00cea650f82830d2487cd6eb5c5be527809ccf2665b35ff5d9\", \"args\": [{\"info\": \"Optional exit status code, default value is 0.\", \"name\": \"status\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Exit the program.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n if (!os.exists(\\\"required_config.json\\\")) {\\n Log(\\\"Required configuration file not found!\\\")\\n os.exit(1) // Abnormal exit\\n }\\n Log(\\\"Configuration found, continuing...\\\")\\n // Normal strategy logic...\\n}\", \"lang\": \"javascript\"}], \"value\": \"Exit program after checking conditions.\"}], \"remarks\": [\"Immediately terminates program execution. Status code 0 indicates normal exit, non-zero values indicate abnormal exit (will be displayed as error in live trading).\"], \"returns\": [{\"info\": \"This function does not return a value, the program will terminate execution directly.\", \"type\": \"never\"}], \"seeAlso\": [\"{@fun/OS/File File}, {@fun/OS/ListFilesResult ListFilesResult}, {@fun/OS/FileStat FileStat}, {@fun/OS/os/open open}, {@fun/OS/os/fgets fgets}, {@fun/OS/os/fputs fputs}, {@fun/OS/os/mmap mmap}, {@fun/OS/os/getRootDir getRootDir}, {@fun/OS/os/listFiles listFiles}, {@fun/OS/os/exists exists}, {@fun/OS/os/remove remove}, {@fun/OS/os/mkdir mkdir}, {@fun/OS/os/rmdir rmdir}, {@fun/OS/os/rename rename}, {@fun/OS/os/stat stat}, {@fun/OS/os/exit exit}, \"], \"syntax\": [\"exit()\", \"exit(status)\"], \"title\": \"exit\"}], \"desc\": \"The os library provides a complete file system operation interface for the FMZ Quant Trading Platform.\", \"title\": \"os\"}, {\"_src_hash\": \"7c6c6436b3efe6a3d229cf422f6e8f3be052b25d540236d88f0ede5ed1e39a1a\", \"children\": [{\"_src_hash\": \"e7b1625117861f4ed7e8e261a449e1a177287b5a100dba036ad82c5641488364\", \"desc\": [\"Close the file and release associated resources.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let file = os.open(\\\"data.txt\\\", \\\"w\\\")\\n file.write(\\\"Hello FMZ!\\\")\\n file.close() // 必须关闭文件\\n}\", \"lang\": \"javascript\"}], \"value\": \"Example of proper file operation workflow.\"}], \"remarks\": [\"This method must be called after using the file object to release system resources.\"], \"seeAlso\": [\"{@fun/OS/File/close close}, {@fun/OS/File/puts puts}, {@fun/OS/File/printf printf}, {@fun/OS/File/flush flush}, {@fun/OS/File/tell tell}, {@fun/OS/File/seek seek}, {@fun/OS/File/eof eof}, {@fun/OS/File/read read}, {@fun/OS/File/write write}, {@fun/OS/File/getline getline}, {@fun/OS/File/toString toString}\"], \"syntax\": [\"close()\"], \"title\": \"close\"}, {\"_src_hash\": \"08ed802fc7b3743808ffde92cae9d2eb1ee5cc01813d3340da23f6e0d513602a\", \"args\": [{\"info\": \"String data to be written, multiple parameters can be passed.\", \"name\": \"data\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Write one or more strings to a file.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let file = os.open(\\\"output.txt\\\", \\\"w+\\\")\\n let bytes = file.puts(\\\"Hello\\\", \\\" \\\", \\\"World\\\", \\\"!\\\")\\n Log(\\\"Bytes written:\\\", bytes) // Bytes written: 12\\n\\n file.seek(0, 0)\\n let data = file.read()\\n Log(\\\"data:\\\", data) // If using os.open(\\\"output.txt\\\", \\\"w\\\") may result in data being undefined\\n // data: Hello World!\\n\\n // file.puts() // error: puts requires at least 1 argument at main\\n file.puts(\\\", Hello FMZ!\\\")\\n\\n file.seek(0, 0)\\n data = file.read()\\n Log(\\\"data:\\\", data) // data: Hello World!, Hello FMZ!\\n file.close()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Write multiple strings to a file.\"}], \"remarks\": [\"Multiple string parameters can be written at once, they will be concatenated in order and then written.\"], \"returns\": [{\"info\": \"Returns the actual number of bytes written.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/OS/File/close close}, {@fun/OS/File/puts puts}, {@fun/OS/File/printf printf}, {@fun/OS/File/flush flush}, {@fun/OS/File/tell tell}, {@fun/OS/File/seek seek}, {@fun/OS/File/eof eof}, {@fun/OS/File/read read}, {@fun/OS/File/write write}, {@fun/OS/File/getline getline}, {@fun/OS/File/toString toString}\"], \"syntax\": [\"puts(data1, data2, ...dataN)\"], \"title\": \"puts\"}, {\"_src_hash\": \"b7dbf1ab7f98ad370691ef3242b549760edeed931af53e22465c8a17c797c621\", \"args\": [{\"info\": \"Format string.\", \"name\": \"format\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Format arguments.\", \"name\": \"args\", \"required\": false, \"type\": \"any (any type supported by the platform)\"}], \"desc\": [\"Write formatted data to file.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let file = os.open(\\\"trade_log.txt\\\", \\\"w+\\\")\\n let price = 100.25\\n let volume = 1000\\n let bytes = file.printf(\\\"Price: %.2f, Volume: %d\\\\n\\\", price, volume)\\n Log(\\\"Formatted bytes written:\\\", bytes)\\n\\n file.seek(0, 0)\\n let data = file.read()\\n Log(\\\"data:\\\", data) // data: Price: 100.25, Volume: 1000\\n\\n // file.printf(\\\"| Price: %.2f, Volume: %d\\\\n\\\") // \\\"| Price: %!f(MISSING), Volume: %!d(MISSING)\\\"\\n // file.seek(0, 0)\\n // data = file.read()\\n // Log(\\\"data:\\\", data)\\n\\n file.close()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Write formatted trading data.\"}], \"returns\": [{\"info\": \"Returns the actual number of bytes written.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/OS/File/close close}, {@fun/OS/File/puts puts}, {@fun/OS/File/printf printf}, {@fun/OS/File/flush flush}, {@fun/OS/File/tell tell}, {@fun/OS/File/seek seek}, {@fun/OS/File/eof eof}, {@fun/OS/File/read read}, {@fun/OS/File/write write}, {@fun/OS/File/getline getline}, {@fun/OS/File/toString toString}\"], \"syntax\": [\"printf(format)\", \"printf(format, arg1, arg2, ...argN)\"], \"title\": \"printf\"}, {\"_src_hash\": \"0d412e3759ac87ee82316b5afc409305968fb3ecb19ce0ef6f3a95c9943a8d83\", \"desc\": [\"Flush the file buffer to ensure data is written to disk.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let logFile = os.open(\\\"critical.log\\\", \\\"a\\\")\\n logFile.printf(\\\"[%s] Critical event occurred\\\\n\\\", new Date().toISOString()) // [2025-09-09T03:15:43.895Z] Critical event occurred\\n logFile.flush() // Immediately write data to disk\\n // Continue with other operations...\\n logFile.close()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Write important log data in real-time.\"}], \"seeAlso\": [\"{@fun/OS/File/close close}, {@fun/OS/File/puts puts}, {@fun/OS/File/printf printf}, {@fun/OS/File/flush flush}, {@fun/OS/File/tell tell}, {@fun/OS/File/seek seek}, {@fun/OS/File/eof eof}, {@fun/OS/File/read read}, {@fun/OS/File/write write}, {@fun/OS/File/getline getline}, {@fun/OS/File/toString toString}\"], \"syntax\": [\"flush()\"], \"title\": \"flush\"}, {\"_src_hash\": \"b42529441d9f29c18f174116c66366db5674cdc53b6421e65584d1949fe3c82f\", \"desc\": [\"Get the current file pointer position.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let file = os.open(\\\"data.txt\\\", \\\"r+\\\")\\n Log(\\\"Initial position:\\\", file.tell()) // Initial position: 0\\n\\n file.write(\\\"Hello\\\")\\n Log(\\\"After write position:\\\", file.tell()) // After write position: 5\\n file.close()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Track position during file operations.\"}], \"remarks\": [\"Returns the byte offset of the current file pointer relative to the beginning of the file.\"], \"returns\": [{\"info\": \"Returns the current file pointer position (offset in bytes).\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/OS/File/close close}, {@fun/OS/File/puts puts}, {@fun/OS/File/printf printf}, {@fun/OS/File/flush flush}, {@fun/OS/File/tell tell}, {@fun/OS/File/seek seek}, {@fun/OS/File/eof eof}, {@fun/OS/File/read read}, {@fun/OS/File/write write}, {@fun/OS/File/getline getline}, {@fun/OS/File/toString toString}\"], \"syntax\": [\"tell()\"], \"title\": \"tell\"}, {\"_src_hash\": \"85d49a583b69059d02ad00e2e8d02d9c3ea54a8f3cd41c17999f48cdedf46d3c\", \"args\": [{\"info\": \"Offset (in bytes).\", \"name\": \"offset\", \"required\": true, \"type\": \"number\"}, {\"info\": \"Reference position: 0=beginning of file, 1=current position, 2=end of file.\", \"name\": \"whence\", \"required\": true, \"type\": \"number\"}], \"desc\": [\"Move the file pointer to a specified position.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let str = \\\"Hello FMZ!\\\"\\n let file = os.open(\\\"data.txt\\\", \\\"w+\\\")\\n file.write(str)\\n\\n // If i > str.length: will throw InternalError: seek .../xxx/data.txt: invalid argument at main\\n for (let i = 1; i <= str.length; i++) {\\n file.seek(-i, 2)\\n let data = file.read(1)\\n Log(\\\"i:\\\", i, \\\", data:\\\", data)\\n }\\n\\n file.close()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Read characters in reverse order.\"}], \"remarks\": [\"Used to position the file pointer, the ```offset``` parameter can be negative (indicating backward movement).\"], \"returns\": [{\"info\": \"Returns the new file pointer position.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/OS/File/close close}, {@fun/OS/File/puts puts}, {@fun/OS/File/printf printf}, {@fun/OS/File/flush flush}, {@fun/OS/File/tell tell}, {@fun/OS/File/seek seek}, {@fun/OS/File/eof eof}, {@fun/OS/File/read read}, {@fun/OS/File/write write}, {@fun/OS/File/getline getline}, {@fun/OS/File/toString toString}\"], \"syntax\": [\"seek(offset, whence)\"], \"title\": \"seek\"}, {\"_src_hash\": \"953cfe2a7542b26c276f6e5f696cbac1721c656c7c7a141903d7746514df4b6b\", \"desc\": [\"Check if the file pointer has reached the end of file.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let file = os.open(\\\"data.txt\\\", \\\"r\\\")\\n let lineCount = 0\\n\\n while (!file.eof()) {\\n let line = file.getline()\\n if (line) {\\n lineCount++\\n Log(\\\"Line\\\", lineCount + \\\":\\\", line)\\n }\\n }\\n\\n Log(\\\"Total lines:\\\", lineCount)\\n file.close()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Read file line by line until end of file.\"}], \"remarks\": [\"Used to determine whether all content has been read when reading a file.\"], \"returns\": [{\"info\": \"Returns true if end of file has been reached, otherwise returns false.\", \"type\": \"bool\"}], \"seeAlso\": [\"{@fun/OS/File/close close}, {@fun/OS/File/puts puts}, {@fun/OS/File/printf printf}, {@fun/OS/File/flush flush}, {@fun/OS/File/tell tell}, {@fun/OS/File/seek seek}, {@fun/OS/File/eof eof}, {@fun/OS/File/read read}, {@fun/OS/File/write write}, {@fun/OS/File/getline getline}, {@fun/OS/File/toString toString}\"], \"syntax\": [\"eof()\"], \"title\": \"eof\"}, {\"_src_hash\": \"492903f65aa7b8b789503d5764a3492964df4f7fcb79a863caa78841dfb6084b\", \"args\": [{\"info\": \"Number of bytes to read. If not specified, reads all remaining content in the file.\", \"name\": \"size\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Read data from a file.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let file = os.open(\\\"data.txt\\\", \\\"r\\\")\\n\\n // data.txt\\n // This is a test line: Line 1.\\n // This is a test line: Line 2.\\n // ...\\n\\n let chunkSize = 29\\n let totalBytes = 0\\n\\n while (!file.eof()) {\\n let chunk = file.read(chunkSize)\\n if (chunk) {\\n totalBytes += chunk.length || chunk.byteLength\\n Log(\\\"Read chunk, total bytes so far:\\\", totalBytes, \\\", chunk:\\\", chunk)\\n }\\n }\\n\\n file.close()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Read file content in chunks.\"}], \"remarks\": [\"Can read a specified number of bytes or all remaining content in the file. The return type may be **string** or ```ArrayBuffer```.\"], \"returns\": [{\"info\": \"Returns the content read. Returns ```undefined``` when the end of file is reached.\", \"type\": \"string / ArrayBuffer / undefined\"}], \"seeAlso\": [\"{@fun/OS/File/close close}, {@fun/OS/File/puts puts}, {@fun/OS/File/printf printf}, {@fun/OS/File/flush flush}, {@fun/OS/File/tell tell}, {@fun/OS/File/seek seek}, {@fun/OS/File/eof eof}, {@fun/OS/File/read read}, {@fun/OS/File/write write}, {@fun/OS/File/getline getline}, {@fun/OS/File/toString toString}\"], \"syntax\": [\"read()\", \"read(size)\"], \"title\": \"read\"}, {\"_src_hash\": \"74cac78af3f1f0c7b8e960634bfbf5cbf7ab8f2df11d6f33fa139f51f2bdf484\", \"args\": [{\"info\": \"The string data to be written.\", \"name\": \"data\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Write string data to a file.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let file = os.open(\\\"trades.log\\\", \\\"a\\\")\\n let timestamp = new Date().toISOString()\\n let tradeInfo = `${timestamp},BUY,50000,1\\\\n`\\n let bytes = file.write(tradeInfo)\\n Log(\\\"Trade record written, bytes:\\\", bytes)\\n file.close()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Writing trade records\"}], \"remarks\": [\"Writes string data to the current position in the file.\"], \"returns\": [{\"info\": \"Returns the actual number of bytes written.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/OS/File/close close}, {@fun/OS/File/puts puts}, {@fun/OS/File/printf printf}, {@fun/OS/File/flush flush}, {@fun/OS/File/tell tell}, {@fun/OS/File/seek seek}, {@fun/OS/File/eof eof}, {@fun/OS/File/read read}, {@fun/OS/File/write write}, {@fun/OS/File/getline getline}, {@fun/OS/File/toString toString}\"], \"syntax\": [\"write(data)\"], \"title\": \"write\"}, {\"_src_hash\": \"85ff8f009b321ac60143518342cd0cfb9c75fefdc10b388fbc33ec0fdae67bf4\", \"desc\": [\"Read the next line from the file.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let file = os.open(\\\"data.txt\\\", \\\"r\\\")\\n let lineCount = 0\\n\\n while (!file.eof()) {\\n let line = file.getline()\\n if (line) {\\n lineCount++\\n Log(\\\"Line\\\", lineCount + \\\":\\\", line)\\n }\\n }\\n\\n Log(\\\"Total lines:\\\", lineCount)\\n file.close()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Read file line by line until the end.\"}], \"remarks\": [\"Read file content line by line in sequential order.\"], \"returns\": [{\"info\": \"Returns the next line content, returns ```undefined``` when reaching end of file.\", \"type\": \"string / undefined\"}], \"seeAlso\": [\"{@fun/OS/File/close close}, {@fun/OS/File/puts puts}, {@fun/OS/File/printf printf}, {@fun/OS/File/flush flush}, {@fun/OS/File/tell tell}, {@fun/OS/File/seek seek}, {@fun/OS/File/eof eof}, {@fun/OS/File/read read}, {@fun/OS/File/write write}, {@fun/OS/File/getline getline}, {@fun/OS/File/toString toString}\"], \"syntax\": [\"getline()\"], \"title\": \"getline\"}, {\"_src_hash\": \"df92c89ecf49b2cbbd74f127bfbec7447d02847dd52d1510f7bf0b6cff926868\", \"desc\": [\"Get the string representation of the file object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n let file = os.open(\\\"data/data.txt\\\", \\\"r\\\")\\n Log(\\\"File info:\\\", file.toString()) // File info: File(data/data.txt)\\n file.close()\\n}\", \"lang\": \"javascript\"}], \"value\": \"Get the description information of the file object.\"}], \"remarks\": [\"Returns the description information of the file object.\"], \"returns\": [{\"info\": \"Returns the string description information of the file object.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/OS/File/close close}, {@fun/OS/File/puts puts}, {@fun/OS/File/printf printf}, {@fun/OS/File/flush flush}, {@fun/OS/File/tell tell}, {@fun/OS/File/seek seek}, {@fun/OS/File/eof eof}, {@fun/OS/File/read read}, {@fun/OS/File/write write}, {@fun/OS/File/getline getline}, {@fun/OS/File/toString toString}\"], \"syntax\": [\"toString()\"], \"title\": \"toString\"}], \"desc\": \"File object that provides file read/write, positioning and other operations.\", \"title\": \"File\"}, {\"_src_hash\": \"3557013d0c7e8a83b6d004fda35fe67df3905118b43f90a72344d722d705b4ab\", \"desc\": \"File list object used to record directory listing information. This object contains two array properties: ```files``` (file list) and ```dirs``` (directory list).\", \"remarks\": [\"ListFilesResult object structure:\\n\\n```js\\n{\\n files: string[], // Array of searched file names\\n dirs: string[] // Array of subdirectory names in the current directory\\n}\\n```\\n\\nThis object is returned by the ```os.listFiles()``` function.\"], \"seeAlso\": [\"{@fun/OS/File File}, {@fun/OS/os os}, {@fun/OS/FileStat FileStat}\"], \"title\": \"ListFilesResult\"}, {\"_src_hash\": \"c0a14f680e21271f58b651ace4af8cb04a04d53f886fef7289f589bc022ce98f\", \"desc\": \"File statistics information object.\", \"remarks\": [\"FileStat object structure:\\n\\n```js\\n{\\n size: number, // File size (bytes)\\n mode: number, // File permission mode\\n mtime: number, // Modification time, millisecond timestamp\\n atime: number, // Access time, millisecond timestamp\\n ctime: number // Creation time, millisecond timestamp\\n}\\n```\\n\\nThis object is returned by the ```os.stat()``` function.\"], \"seeAlso\": [\"{@fun/OS/File File}, {@fun/OS/os os}, {@fun/OS/ListFilesResult ListFilesResult}\"], \"title\": \"FileStat\"}], \"desc\": \"FMZ Quant Trading Platform supports file read/write operations. The os library provides a complete file system operation interface to help users with data persistence, configuration management, and logging during strategy development.\\nNote that this feature only supports ```JavaScript``` language strategies.\\n\\nThe os library supports: File objects, File list objects, and File information objects.\\n| Object | Description | Notes |\\n| - | - | - |\\n| File Object: File | Provides file read/write, positioning and other operations. | Obtained through ```os.open()```, need to call ```close()``` to release resources after use. |\\n| File List Object: ListFilesResult | Used to record directory listing information. | Supports wildcard matching patterns, returned by ```os.listFiles()``` function. |\\n| File Information Object: FileStat | File statistics information. | Returned by ```os.stat()``` function. |\\n\\nSupports live trading and backtesting systems.\\n- Live trading environment:\\n The default directory for live trading is the ```files``` folder at the same level as the live trading database file in the docker directory, i.e.: ```/logs/storage/xxx/files```, where ```xxx``` is the live trading ID, and the docker program (robot) is at the same level as ```logs```.\\n- Backtesting system environment:\\n The backtesting system is a sandbox environment. The system simulates a file directory with the default directory: ```/logs/storage/1/files```.\\n When backtesting ends, the created file contents will be cleared.\", \"title\": \"OS\"}], \"title\": \"Built-in Functions\"}, {\"_src_hash\": \"6bd59b0fa3002e0f48f51fc89c48ace217d5789fd69a4208aeb3f89d04ab80dc\", \"alias\": \"struct\", \"children\": [{\"_src_hash\": \"6ac1f827d83f6f15dbaed018ab3906f00957742448a5e548a76ddaa81d99a7fa\", \"attrs\": [{\"info\": \"Unique identifier for the market trade record. If the exchange API does not provide an Id, it will be filled with a timestamp.\", \"name\": \"Id\", \"type\": \"string\"}, {\"info\": \"Timestamp in milliseconds.\", \"name\": \"Time\", \"type\": \"number\"}, {\"info\": \"Execution price.\", \"name\": \"Price\", \"type\": \"number\"}, {\"info\": \"Execution quantity.\", \"name\": \"Amount\", \"type\": \"number\"}, {\"info\": \"Order type, refer to {@var/ORDER_TYPE/ORDER_TYPE_BUY ORDER_TYPE_BUY}, {@var/ORDER_TYPE/ORDER_TYPE_SELL ORDER_TYPE_SELL}.\", \"name\": \"Type\", \"type\": \"number\"}], \"desc\": [\"Data structure for market trade records.\"], \"remarks\": [\"The exchange.GetTrades() function returns an array of Trade or an empty array.\"], \"seeAlso\": [\"{@fun/Market/exchange.GetTrades exchange.GetTrades}\"], \"title\": \"Trade\"}, {\"_src_hash\": \"6d05650f2cf64d7431bc60a2f1c6974d27d404708d0a50b8234dc6a09c6aab19\", \"attrs\": [{\"info\": \"Raw data returned by the exchange API, not included in backtesting.\", \"name\": \"Info\", \"type\": \"object\"}, {\"info\": \"The ```Symbol``` field is the trading symbol code defined by the FMZ platform.\\n\\n- For spot exchange objects, the ```Symbol``` field value format is (example): ```BTC_USDT```, representing the BTC_USDT spot trading pair.\\n\\n- For futures exchange objects, the ```Symbol``` field value format is (example): ```BTC_USDT.swap```, representing BTC's USDT-margined perpetual contract.\\n\\n- For futures exchange objects (option-related functions are also encapsulated in futures exchange objects), the ```Symbol``` field value format is (example): ```BTC_USDT.BTC-240108-40000-C```, representing BTC's USDT-margined option contract with an expiration date of January 8, 2024, and a strike price of 40000 for a call option.\", \"name\": \"Symbol\", \"type\": \"string\"}, {\"info\": \"Highest price. If the exchange API does not provide the 24-hour high, it is filled with the ask price.\", \"name\": \"High\", \"type\": \"number\"}, {\"info\": \"Lowest price. If the exchange API does not provide the 24-hour low, it is filled with the bid price.\", \"name\": \"Low\", \"type\": \"number\"}, {\"info\": \"Current best ask price.\", \"name\": \"Sell\", \"type\": \"number\"}, {\"info\": \"Current best bid price.\", \"name\": \"Buy\", \"type\": \"number\"}, {\"info\": \"Last traded price.\", \"name\": \"Last\", \"type\": \"number\"}, {\"info\": \"Period opening price. If the exchange API does not provide the opening price for the 24-hour rolling period, it is filled with the current price.\", \"name\": \"Open\", \"type\": \"number\"}, {\"info\": \"Recent trading volume. In principle, spot trading volume is in base currency units, and contract trading volume is in contract units. If the exchange API does not provide such data, it is filled with available data from the exchange API, for example, it may be trading volume in quote currency units.\", \"name\": \"Volume\", \"type\": \"number\"}, {\"info\": \"Timestamp in milliseconds.\", \"name\": \"Time\", \"type\": \"number\"}, {\"info\": \"Open interest. Most exchange APIs do not provide this data, and the value is 0 when not supported.\", \"name\": \"OpenInterest\", \"type\": \"number\"}], \"desc\": [\"Market data structure.\"], \"remarks\": [\"The exchange.GetTicker() function returns a Ticker structure.\", \"For option contracts, calling the ```exchange.GetTicker()``` function is prone to errors. This is because option contract order books typically have poor liquidity, and there are often situations where there are no orders on the bid or ask side. In such cases, when the FMZ underlying system detects that the ```Buy``` or ```Sell``` field of the ```Ticker``` structure is 0, it will trigger an error message.\"], \"seeAlso\": [\"{@fun/Market/exchange.GetTicker exchange.GetTicker}, {@fun/Market/exchange.GetTickers exchange.GetTickers}\"], \"title\": \"Ticker\"}, {\"_src_hash\": \"3eac9a8c0ab725cf6b92ec67aee1e8f204089e8b66310acc925ab87d49759dc1\", \"attrs\": [{\"info\": \"Millisecond timestamp representing the start time of this candlestick period.\", \"name\": \"Time\", \"type\": \"number\"}, {\"info\": \"Opening price.\", \"name\": \"Open\", \"type\": \"number\"}, {\"info\": \"Highest price.\", \"name\": \"High\", \"type\": \"number\"}, {\"info\": \"Lowest price.\", \"name\": \"Low\", \"type\": \"number\"}, {\"info\": \"Closing price.\", \"name\": \"Close\", \"type\": \"number\"}, {\"info\": \"Open interest. Most exchange APIs do not provide this data; value is 0 when not supported.\", \"name\": \"OpenInterest\", \"type\": \"number\"}, {\"info\": \"Trading volume. For spot trading, volume is principally in base currency units; for futures, volume is in contract units. If the exchange API does not provide standard data, existing API data is used for filling, which may be volume in quote currency units.\", \"name\": \"Volume\", \"type\": \"number\"}], \"desc\": [\"Data structure for candlestick bars in standard OHLC format, used for charting candlesticks and calculating technical indicators.\"], \"remarks\": [\"The exchange.GetRecords() function returns an array of Records or an empty array. Each Record structure represents one candlestick bar.\", \"For Python, different versions of pandas packages may require different handling, for example:\\n\\n```python\\npandas.DataFrame(records) // May need to be adjusted to: pandas.DataFrame(list(records))\\n```\\n\\nRelated error message: ```in getattr KeyError: 'dtype'```.\"], \"seeAlso\": [\"{@fun/Market/exchange.GetRecords exchange.GetRecords}\"], \"title\": \"Record\"}, {\"_src_hash\": \"81be09d8167998a41d2ce053f040390d0b63a27ccd646b8ab9ef47d86b6dfc0f\", \"attrs\": [{\"info\": \"Raw data returned by the exchange interface, this attribute is not available during backtesting.\", \"name\": \"Info\", \"type\": \"object\"}, {\"info\": \"The ```Symbol``` field is the trading symbol code defined by the FMZ platform, with the same format as the ```Symbol``` field in the {@struct/Ticker Ticker} structure.\\n\\n- For spot exchange objects, the format of the ```Symbol``` field value (example) is: ```BTC_USDT```, representing the BTC_USDT spot trading pair.\\n\\n- For futures exchange objects, the format of the ```Symbol``` field value (example) is: ```BTC_USDT.swap```, representing the BTC USDT-margined perpetual contract.\", \"name\": \"Symbol\", \"type\": \"string\"}, {\"info\": \"Order ID, this attribute consists of the exchange symbol code and the exchange's original order ID, separated by an English comma. For example, the ```Id``` attribute format for an ```ETH_USDT``` spot trading pair order on OKX exchange is: ```ETH-USDT,1547130415509278720```.\", \"name\": \"Id\", \"type\": \"string\"}, {\"info\": \"Order price, note that this attribute for market orders may be 0 or -1.\", \"name\": \"Price\", \"type\": \"number\"}, {\"info\": \"Order quantity, note that this attribute for market orders may be the amount value rather than the coin quantity.\", \"name\": \"Amount\", \"type\": \"number\"}, {\"info\": \"Filled quantity, if the exchange interface does not provide this data, it may be filled with 0.\", \"name\": \"DealAmount\", \"type\": \"number\"}, {\"info\": \"Average filled price, note that some exchanges do not provide this data. When not provided and cannot be calculated, this attribute is set to 0.\", \"name\": \"AvgPrice\", \"type\": \"number\"}, {\"info\": \"Order status, refer to {@var/ORDER_STATE/ORDER_STATE_PENDING ORDER_STATE_PENDING}, {@var/ORDER_STATE/ORDER_STATE_CLOSED ORDER_STATE_CLOSED}, {@var/ORDER_STATE/ORDER_STATE_CANCELED ORDER_STATE_CANCELED}, {@var/ORDER_STATE/ORDER_STATE_UNKNOWN ORDER_STATE_UNKNOWN}.\", \"name\": \"Status\", \"type\": \"number\"}, {\"info\": \"Order type, refer to {@var/ORDER_TYPE/ORDER_TYPE_BUY ORDER_TYPE_BUY}, {@var/ORDER_TYPE/ORDER_TYPE_SELL ORDER_TYPE_SELL}.\", \"name\": \"Type\", \"type\": \"number\"}, {\"info\": \"Open/close direction for contract orders, refer to {@var/ORDER_OFFSET/ORDER_OFFSET_OPEN ORDER_OFFSET_OPEN}, {@var/ORDER_OFFSET/ORDER_OFFSET_CLOSE ORDER_OFFSET_CLOSE}.\", \"name\": \"Offset\", \"type\": \"number\"}, {\"info\": \"For spot orders, this attribute is ```\\\"\\\"```, i.e., an empty string. For contract orders, this attribute is the specific contract code.\", \"name\": \"ContractType\", \"type\": \"string\"}, {\"info\": \"Conditional order configuration information. When the order is a conditional order, this field contains the trigger conditions and execution price configuration for the conditional order. For regular orders, this field is null.\\n\\nThe structure of this field refers to the {@struct/Condition Condition} structure.\", \"name\": \"Condition\", \"type\": \"object\"}, {\"info\": \"Order creation time, millisecond timestamp.\", \"name\": \"Time\", \"type\": \"number\"}], \"desc\": [\"Order structure.\"], \"remarks\": [\"The ```Order``` structure can be returned by ```exchange.GetOrder()``` and ```exchange.GetOrders()``` functions. The ```exchange.GetOrders()``` function returns an array of ```Order``` structures or an empty array. If there are no pending orders currently, it returns ```[]```, i.e., an empty array. The ```Status``` attribute of the ```Order``` structure can be directly compared with constants like ```ORDER_STATE_PENDING``` to determine if they are equal and thus confirm the order status.\", \"For one-way position mode, when it cannot be determined whether an order is for closing (reducing) a position, the ```Offset``` field is set to the opening direction by default, i.e., ```ORDER_OFFSET_OPEN```.\", \"The ```Time``` field represents the order creation time as a millisecond timestamp. Some exchanges may also include time information in the ```Info``` field, but the ```Time``` field provides a standardized timestamp format.\"], \"seeAlso\": [\"{@fun/Trade/exchange.GetOrder exchange.GetOrder}, {@fun/Trade/exchange.GetOrders exchange.GetOrders}, {@fun/Trade/exchange.GetHistoryOrders exchange.GetHistoryOrders}, {@struct/Condition Condition}\"], \"title\": \"Order\"}, {\"_src_hash\": \"619db02752c974717b7d0b2310947876385b2e9e9dff43436d3e292c93364165\", \"attrs\": [{\"info\": \"Conditional order type, available values:\\n\\n- {@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_OCO ORDER_CONDITION_TYPE_OCO} (value 0): OCO order (One-Cancels-the-Other)\\n\\n- {@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_TP ORDER_CONDITION_TYPE_TP} (value 1): Take Profit order\\n\\n- {@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_SL ORDER_CONDITION_TYPE_SL} (value 2): Stop Loss order\\n\\n- {@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_GENERIC ORDER_CONDITION_TYPE_GENERIC} (value 3): Generic conditional order\", \"name\": \"ConditionType\", \"type\": \"number\"}, {\"info\": \"Take profit trigger price. Used when the conditional order type is TP or OCO, the take profit order is triggered when the market price reaches this price.\", \"name\": \"TpTriggerPrice\", \"type\": \"number\"}, {\"info\": \"Take profit order execution price, i.e., the actual order price after take profit is triggered. A price of -1 indicates execution as a market order.\", \"name\": \"TpOrderPrice\", \"type\": \"number\"}, {\"info\": \"Stop loss trigger price. Used when the conditional order type is SL or OCO, the stop loss order is triggered when the market price reaches this price.\", \"name\": \"SlTriggerPrice\", \"type\": \"number\"}, {\"info\": \"Stop loss order execution price, i.e., the actual order price after stop loss is triggered. A price of -1 indicates execution as a market order.\", \"name\": \"SlOrderPrice\", \"type\": \"number\"}], \"desc\": [\"Conditional order configuration structure, used to set trigger conditions and execution prices for conditional orders.\"], \"remarks\": [\"- OCO orders (ConditionType={@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_OCO ORDER_CONDITION_TYPE_OCO}) set both take profit and stop loss conditions simultaneously. When one condition is triggered, the other is automatically canceled.\\n- TP orders (ConditionType={@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_TP ORDER_CONDITION_TYPE_TP}) only use the TpTriggerPrice and TpOrderPrice fields.\\n- SL orders (ConditionType={@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_SL ORDER_CONDITION_TYPE_SL}) only use the SlTriggerPrice and SlOrderPrice fields.\\n- GENERIC orders (ConditionType={@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_GENERIC ORDER_CONDITION_TYPE_GENERIC}) are generic conditional orders, and the specific fields used depend on the exchange implementation.\", \"Support for conditional order functionality depends on the specific exchange. Some exchanges may not support certain types of conditional orders.\", \"**Special usage of Condition structure in C++ language**:\\nIn C++ strategies, the Condition structure needs to use the ```OrderCondition``` struct type instead of a JSON object.\\n\\nJavaScript/Python example (using object/dictionary):\\n```javascript\\nvar condition = {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 65000,\\n TpOrderPrice: 65000\\n}\\n```\\n\\nC++ example (using OrderCondition struct):\\n```cpp\\nOrderCondition condition = {.ConditionType = ORDER_CONDITION_TYPE_TP, .TpTriggerPrice = 65000, .TpOrderPrice = 65000};\\n```\\n\\nNote: In C++, you should not use the JSON string approach ```json condition = R\\\"({...})\\\"_json;```. Instead, use the ```OrderCondition``` struct initialization syntax directly.\"], \"seeAlso\": [\"{@struct/Order Order}, {@fun/Trade/exchange.CreateConditionOrder exchange.CreateConditionOrder}, {@fun/Trade/exchange.GetConditionOrder exchange.GetConditionOrder}\"], \"title\": \"Condition\"}, {\"_src_hash\": \"82f322cc67fcd3c2f69baa5d0338cecd21b531db0374686360249715ffec5ba5\", \"attrs\": [{\"info\": \"Order price.\", \"name\": \"Price\", \"type\": \"number\"}, {\"info\": \"Order quantity.\", \"name\": \"Amount\", \"type\": \"number\"}], \"desc\": [\"Order structure in market depth.\"], \"remarks\": [\"In the data structure returned by the exchange.GetDepth() function, the attribute values of Bids and Asks are OrderBook arrays.\"], \"seeAlso\": [\"{@fun/Market/exchange.GetDepth exchange.GetDepth}, {@struct/Depth Depth}\"], \"title\": \"OrderBook\"}, {\"_src_hash\": \"536b5d6df658544b5e6fde170cae19ddf625f9b3a847038dd6fcd1ddcb8b2846\", \"attrs\": [{\"info\": \"Ask orders array, i.e., OrderBook array, sorted by price from low to high, with the first OrderBook structure in the array having the lowest price.\", \"name\": \"Asks\", \"type\": \"array\"}, {\"info\": \"Bid orders array, i.e., OrderBook array, sorted by price from high to low, with the first OrderBook structure in the array having the highest price.\", \"name\": \"Bids\", \"type\": \"array\"}, {\"info\": \"Timestamp in milliseconds.\", \"name\": \"Time\", \"type\": \"number\"}], \"desc\": [\"Market depth data structure.\"], \"remarks\": [\"The exchange.GetDepth() function returns a Depth structure.\"], \"seeAlso\": [\"{@fun/Market/exchange.GetDepth exchange.GetDepth}, {@struct/OrderBook OrderBook}\"], \"title\": \"Depth\"}, {\"_src_hash\": \"f66467eba4c265f86745734b813542d455ac723432362ffdf2b416fd465d0647\", \"attrs\": [{\"info\": \"Raw data returned by the exchange API. This property does not exist in backtesting mode.\", \"name\": \"Info\", \"type\": \"object\"}, {\"info\": \"Available amount of quote currency. In spot trading, if the trading pair is BTC_USDT, Balance represents the current available USDT amount. In USDT-margined contracts, Balance represents the available margin (USDT, quoteCurrency) amount.\", \"name\": \"Balance\", \"type\": \"number\"}, {\"info\": \"Asset value frozen when orders are pending.\", \"name\": \"FrozenBalance\", \"type\": \"number\"}, {\"info\": \"Available amount of base currency. In spot trading, if the trading pair is BTC_USDT, Stocks represents the current available BTC amount. In coin-margined contracts, Stocks represents the available margin (coin, baseCurrency) amount.\", \"name\": \"Stocks\", \"type\": \"number\"}, {\"info\": \"Asset value frozen when orders are pending.\", \"name\": \"FrozenStocks\", \"type\": \"number\"}, {\"info\": \"Only supported by futures exchange objects. The ```Equity``` field represents the **total equity** of the futures account margin under the current contract settings. If the exchange API does not provide relevant data, this field value is 0.\", \"name\": \"Equity\", \"type\": \"number\"}, {\"info\": \"Only supported by futures exchange objects. The ```UPnL``` field represents the total **unrealized profit and loss** of all open positions in the futures account margin under the current contract settings.\", \"name\": \"UPnL\", \"type\": \"number\"}], \"desc\": [\"Data structure for account information.\"], \"remarks\": [\"The exchange.GetAccount() function returns an Account structure. The data in the returned structure depends on the currently set trading pair and contract code.\"], \"seeAlso\": [\"{@fun/Account/exchange.GetAccount exchange.GetAccount}\"], \"title\": \"Account\"}, {\"_src_hash\": \"ab0d78ec26ac0a3481106594f5e82c191b11bab022492822f45cb4522a597ad2\", \"attrs\": [{\"info\": \"Currency asset name defined by the exchange. Due to potential differences in naming conventions across exchanges, the same currency may use different identifiers on different exchanges, for example ```BTC``` may be identified as ```XBT``` on some exchanges.\", \"name\": \"Currency\", \"type\": \"string\"}, {\"info\": \"Available balance amount of the currency asset.\", \"name\": \"Amount\", \"type\": \"number\"}, {\"info\": \"Frozen amount of the currency asset.\", \"name\": \"FrozenAmount\", \"type\": \"number\"}], \"desc\": [\"Data structure for specific currency asset information.\"], \"remarks\": [\"The frozen amount ```FrozenAmount``` of currency assets typically includes assets locked by open orders and margin required for futures positions.\"], \"seeAlso\": [\"{@fun/Account/exchange.GetAssets exchange.GetAssets}\"], \"title\": \"Asset\"}, {\"_src_hash\": \"7e239a2b7087432fa04c1f1b5b07cc9e450b505a70ad32e121f205d51adb4c62\", \"attrs\": [{\"info\": \"Raw data returned by the exchange interface. This attribute does not exist in backtesting mode.\", \"name\": \"Info\", \"type\": \"object\"}, {\"info\": \"The ```Symbol``` field is the trading symbol code defined by the FMZ platform, with a format consistent with the ```Symbol``` field of the {@struct/Ticker Ticker} structure.\\n\\n- For spot exchange objects, the format of the ```Symbol``` field value (example) is: ```BTC_USDT```, representing the BTC_USDT spot trading pair.\\n\\n- For futures exchange objects, the format of the ```Symbol``` field value (example) is: ```BTC_USDT.swap```, representing the BTC USDT-margined perpetual contract.\", \"name\": \"Symbol\", \"type\": \"string\"}, {\"info\": \"Position leverage multiplier. If the exchange interface does not provide this data, it will be filled through calculation and may contain errors.\", \"name\": \"MarginLevel\", \"type\": \"number\"}, {\"info\": \"Position quantity, usually a positive integer (number of contracts). Note that contract multipliers, values, and other contract specifications may differ between exchanges.\", \"name\": \"Amount\", \"type\": \"number\"}, {\"info\": \"Frozen position quantity, temporarily frozen position quantity when close orders are not filled.\", \"name\": \"FrozenAmount\", \"type\": \"number\"}, {\"info\": \"Average position price. In principle, this attribute is the overall average price of the position (not involved in settlement). If the exchange interface does not provide this data, it will be filled with the existing average position price from the exchange interface (involved in settlement).\", \"name\": \"Price\", \"type\": \"number\"}, {\"info\": \"Floating profit and loss of the position. In principle, this is the unrealized profit and loss of the position. If the exchange interface does not provide this data, it will be filled with other profit and loss data from the exchange interface. The unit of the profit and loss value is the same as the unit of the current contract margin.\", \"name\": \"Profit\", \"type\": \"number\"}, {\"info\": \"Position type, refer to {@var/POSITION_DIRECTION/PD_LONG PD_LONG}, {@var/POSITION_DIRECTION/PD_SHORT PD_SHORT}.\", \"name\": \"Type\", \"type\": \"number\"}, {\"info\": \"Contract code. For specific content, please refer to the description of the {@fun/Futures/exchange.SetContractType exchange.SetContractType} function.\", \"name\": \"ContractType\", \"type\": \"string\"}, {\"info\": \"Margin occupied by the position. If the exchange interface does not provide this data, it will be filled with 0.\", \"name\": \"Margin\", \"type\": \"number\"}], \"desc\": [\"Data structure for contract position information.\"], \"remarks\": [\"The exchange.GetPositions() function returns a Position array or an empty array.\", \"For cryptocurrency futures, it should be noted that in the Position structure array returned by the exchange.GetPositions() function, the FrozenAmount, Profit, and Margin attributes of the position data structure may have different definitions when calling the exchange.GetPositions() interface for different exchange objects, as the data provided by exchanges is not unified.\\n\\nFor example, some exchanges do not have frozen position data in their position data, in which case FrozenAmount is 0. If specific data needs to be calculated, the raw data in the Info attribute can be used for calculation and analysis.\"], \"seeAlso\": [\"{@fun/Futures/exchange.GetPositions exchange.GetPositions}\"], \"title\": \"Position\"}, {\"_src_hash\": \"04a82f39eeb02ba0e9d6944e656662397d9030a1d837d767d636bdb6622336fd\", \"attrs\": [{\"info\": \"Example value: ```\\\"btcusdt\\\"```, the ```Symbol``` field records the original name of this trading symbol on the exchange. Note that the format and definition of this attribute differs from the ```Symbol``` field in the {@struct/Ticker Ticker} structure.\", \"name\": \"Symbol\", \"type\": \"string\"}, {\"info\": \"Example value: ```\\\"BTC\\\"```, the ```BaseAsset``` field records the base currency name (i.e., baseCurrency), uniformly in uppercase letters.\", \"name\": \"BaseAsset\", \"type\": \"string\"}, {\"info\": \"Example value: ```\\\"USDT\\\"```, the ```QuoteAsset``` field records the quote currency name (i.e., quoteCurrency), uniformly in uppercase letters.\", \"name\": \"QuoteAsset\", \"type\": \"string\"}, {\"info\": \"Example value: ```0.01```, the ```TickSize``` field records the minimum price increment for this trading symbol on the exchange.\", \"name\": \"TickSize\", \"type\": \"number\"}, {\"info\": \"Example value: ```0.01```, the ```AmountSize``` field records the minimum order quantity increment for this trading symbol on the exchange.\", \"name\": \"AmountSize\", \"type\": \"number\"}, {\"info\": \"Example value: ```2```, the ```PricePrecision``` field records the price precision for this trading symbol on the exchange, indicating the price is accurate to 2 decimal places.\", \"name\": \"PricePrecision\", \"type\": \"number\"}, {\"info\": \"Example value: ```3```, the ```AmountPrecision``` field records the order quantity precision for this trading symbol on the exchange, indicating the order quantity is accurate to 3 decimal places.\", \"name\": \"AmountPrecision\", \"type\": \"number\"}, {\"info\": \"Example value: ```0.001```, the ```MinQty``` field records the minimum order quantity for this trading symbol on the exchange.\", \"name\": \"MinQty\", \"type\": \"number\"}, {\"info\": \"Example value: ```1000```, the ```MaxQty``` field records the maximum order quantity for this trading symbol on the exchange.\", \"name\": \"MaxQty\", \"type\": \"number\"}, {\"info\": \"Example value: ```5```, the ```MinNotional``` field records the minimum order value for this trading symbol on the exchange.\", \"name\": \"MinNotional\", \"type\": \"number\"}, {\"info\": \"Example value: ```9999999```, the ```MaxNotional``` field records the maximum order value for this trading symbol on the exchange.\", \"name\": \"MaxNotional\", \"type\": \"number\"}, {\"info\": \"The ```CtVal``` field records the value corresponding to a single contract for this trading symbol on the exchange, with the unit specified in the ```CtValCcy``` field. For example: ```CtVal``` of 0.01 and ```CtValCcy``` of ```\\\"BTC\\\"``` means a single contract is worth 0.01 BTC.\", \"name\": \"CtVal\", \"type\": \"number\"}, {\"info\": \"The ```CtValCcy``` field records the value unit of a single contract. The value unit of a single contract can be: ```BTC```, ```USD```, ```ETH```, etc.\", \"name\": \"CtValCcy\", \"type\": \"number\"}, {\"info\": \"The ```Info``` field records the raw data of this symbol returned by the exchange's market information interface.\", \"name\": \"Info\", \"type\": \"object\"}], \"desc\": [\"Data structure for trading symbol market information.\"], \"remarks\": [\"The exchange.GetMarkets() function returns a dictionary containing this ```Market``` structure.\", \"Due to varying levels of support for market information data across different exchanges, fields not supported by an exchange will be ignored. All field values above are derived from the exchange interface's raw data, and specific details can also be found in the ```Info``` field content.\"], \"seeAlso\": [\"{@fun/Market/exchange.GetMarkets exchange.GetMarkets}\"], \"title\": \"Market\"}, {\"_src_hash\": \"07d86bdd4715d4e2829bc639135e908a85a0d47a6d61fe7c7f2aaaa6f7501465\", \"attrs\": [{\"info\": \"Raw data object returned from cryptocurrency futures exchange funding rate API calls.\", \"name\": \"Info\", \"type\": \"object\"}, {\"info\": \"The ```Symbol``` field is the standardized trading instrument code defined by the FMZ platform.\", \"name\": \"Symbol\", \"type\": \"string\"}, {\"info\": \"Funding rate settlement interval period, unit: milliseconds. For example, ```28800000``` represents an 8-hour interval.\", \"name\": \"Interval\", \"type\": \"number\"}, {\"info\": \"Timestamp of the next funding rate period start time (current period settlement time), unit: milliseconds.\", \"name\": \"Time\", \"type\": \"number\"}, {\"info\": \"Funding rate value to be applied at the current period settlement.\", \"name\": \"Rate\", \"type\": \"number\"}], \"desc\": [\"Data structure for trading instrument funding rate information, only cryptocurrency perpetual contracts support funding rate functionality.\"], \"remarks\": [\"Different futures exchanges use different calculation methods and mechanisms for perpetual contract funding rates, with settlement periods including 1 hour, 4 hours, 8 hours, 24 hours, etc.\", \"The current funding rate for futures exchange perpetual contracts may be a fixed value or a real-time calculated floating value.\", \"The ```Rate``` field is the funding rate value without the ```%``` symbol. To convert to percentage format, multiply the value by 100 and add the ```%``` symbol.\"], \"seeAlso\": [\"{@fun/Futures/exchange.GetFundings exchange.GetFundings}\"], \"title\": \"Funding\"}, {\"_src_hash\": \"4982d3914b409184d504ce4a80cdd1e80e667f0912712b95a90ec55447d2169a\", \"children\": [{\"_src_hash\": \"e85ec4e13c72d7d5575df1cbafeb6a910328a7bdbc68e3c1dec289b84aa8fadd\", \"attrs\": [{\"info\": \"HTTP request method, for example: ```GET```, ```POST```, etc.\", \"name\": \"method\", \"type\": \"string\"}, {\"info\": \"Request body content. For example, in POST requests, body can contain form data, JSON data, text, etc.\", \"name\": \"body\", \"type\": \"string\"}, {\"info\": \"Character set encoding. Used to specify the encoding method for text data in the request body, for example: ```\\\"UTF-8\\\"```.\", \"name\": \"charset\", \"type\": \"string\"}, {\"info\": \"Cookie is a small piece of data used to store and exchange state information between the client (usually a browser) and the server.\", \"name\": \"cookie\", \"type\": \"string\"}, {\"info\": \"Debug mode switch. When set to true, the HttpQuery function call will return the complete HTTP response message; when set to false, it only returns the data in the response message Body.\", \"name\": \"debug\", \"type\": \"bool\"}, {\"info\": \"HTTP request header information, existing as key-value pairs (JSON structure), used to pass various information such as content type, authentication information, cache control, etc.\", \"name\": \"headers\", \"type\": \"JSON\"}, {\"info\": \"Timeout setting in milliseconds. Setting 1000 means 1 second timeout.\", \"name\": \"timeout\", \"type\": \"number\"}], \"desc\": [\"This JSON structure is used to configure various parameters for HTTP requests sent by HttpQuery and HttpQuery_Go functions.\"], \"remarks\": [\"Usage example:\\n```js\\nfunction main() {\\n var options = {\\n method: \\\"POST\\\",\\n body: \\\"a=10&b=20&c=30\\\",\\n charset: \\\"UTF-8\\\",\\n cookie: \\\"session_id=12345; lang=en\\\",\\n debug: false,\\n headers: {\\\"TEST-HTTP-QUERY\\\": \\\"123\\\"},\\n timeout: 1000\\n }\\n var ret = HttpQuery(\\\"http://127.0.0.1:8080\\\", options)\\n Log(ret)\\n}\\n```\\n\\nHTTP message sent when the above code is executed:\\n\\n```log\\nPOST / HTTP/1.1\\nContent-Type: application/x-www-form-urlencoded\\nCookie: session_id=12345; lang=en\\nHost: 127.0.0.1:8080\\nTest-Http-Query: 123\\nTransfer-Encoding: chunked\\nUser-Agent: Mozilla/5.0 (Macintosh; ...\\nAccept-Encoding: gzip, deflate, br\\n\\ne\\na=10&b=20&c=30\\n0\\n\\n```\"], \"seeAlso\": [\"{@fun/Global/HttpQuery HttpQuery}, {@fun/Global/HttpQuery_Go HttpQuery_Go}\"], \"title\": \"HttpQuery-options\"}, {\"_src_hash\": \"404a0befc263e618e150325bb163de0a98b3ec1a661ac0b7f50a77ca11eaa07e\", \"attrs\": [{\"info\": \"HTTP status code\", \"name\": \"StatusCode\", \"type\": \"number\"}, {\"info\": \"Request header information\", \"name\": \"Header\", \"type\": \"JSON\"}, {\"info\": \"Cookie information\", \"name\": \"Cookies\", \"type\": \"array\"}, {\"info\": \"Complete path information of the request\", \"name\": \"Trace\", \"type\": \"JSON\"}, {\"info\": \"Message length\", \"name\": \"Length\", \"type\": \"number\"}, {\"info\": \"Message content\", \"name\": \"Body\", \"type\": \"string\"}], \"desc\": [\"This JSON structure is the data structure returned by the HttpQuery function in debug mode when the debug field is specified as true in the parameter ```options``` structure.\"], \"remarks\": [\"Example of returned JSON data structure:\\n```json\\n{\\n \\\"StatusCode\\\": 302,\\n \\\"Header\\\": {\\n \\\"Content-Type\\\": [\\\"text/html\\\"],\\n // ...\\n },\\n \\\"Cookies\\\": [{\\n // ...\\n }],\\n \\\"Trace\\\": {},\\n \\\"Length\\\": 154,\\n \\\"Body\\\": \\\"...\\\"\\n}\\n```\"], \"seeAlso\": [\"{@fun/Global/HttpQuery HttpQuery}, {@fun/Global/HttpQuery_Go HttpQuery_Go}\"], \"title\": \"HttpQuery-return\"}, {\"_src_hash\": \"37e10fed2c9efb2ee536f7dbd699ead8c92da02b2cb6eaecd4425efa463e8566\", \"attrs\": [{\"info\": \"Used to set the type of UI control to be parsed and displayed. For status bar tables, it is fixed as: ```table```.\", \"name\": \"type\", \"type\": \"string\"}, {\"info\": \"Used to set the title of the status bar table.\", \"name\": \"title\", \"type\": \"string\"}, {\"info\": \"Used to set the column headers of the status bar table. The first element of the array is the title of the first column, and so on.\", \"name\": \"cols\", \"type\": \"array\"}, {\"info\": \"Used to set the row data of the status bar table. The first element of this 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 (elements in the array correspond one-to-one with table column names), representing the first row of data in the table.\", \"name\": \"rows\", \"type\": \"array\"}], \"desc\": [\"This JSON structure is used to configure the table content displayed in the strategy status bar.\"], \"remarks\": [\"```js\\nfunction main() {\\n var tbl = {\\n type: \\\"table\\\",\\n title: \\\"标题\\\",\\n cols: [\\\"列1\\\", \\\"列2\\\", \\\"列3\\\"],\\n rows: [\\n [\\\"行1列1\\\", \\\"行1列2\\\", \\\"行1列3\\\"],\\n [\\\"行2列1\\\", \\\"行2列2\\\", \\\"行2列3\\\"],\\n [\\\"行3列1\\\", \\\"行3列2\\\", \\\"行3列3\\\"],\\n ]\\n }\\n LogStatus(\\\"`\\\" + JSON.stringify(tbl) + \\\"`\\\")\\n}\\n```\"], \"seeAlso\": [\"{@fun/Log/LogStatus LogStatus}\"], \"title\": \"LogStatus-table\"}, {\"_src_hash\": \"24ba3ed6549b27abff91fff701053bbd4118ed74fee3ee67a71d8b58ce63774e\", \"attrs\": [{\"info\": \"For button controls, fixed as: ```button```.\", \"name\": \"type\", \"type\": \"string\"}, {\"info\": \"Button type setting.\", \"name\": \"class\", \"type\": \"string\"}, {\"info\": \"The text displayed on the button control, i.e., the button name.\", \"name\": \"name\", \"type\": \"string\"}, {\"info\": \"The interactive command content sent to the strategy when the button control triggers a click operation.\", \"name\": \"cmd\", \"type\": \"string\"}, {\"info\": \"Description information for the button control. This description is displayed when the mouse hovers over the button in the status bar.\", \"name\": \"description\", \"type\": \"string\"}, {\"info\": \"Set the button as disabled (true) or enabled (false).\", \"name\": \"disabled\", \"type\": \"bool\"}, {\"info\": \"When constructing status bar buttons for interaction, data input is supported. The interaction command is ultimately captured by the ```GetCommand()``` function. Add an ```input``` item to the JSON data structure of the status bar button control to configure the input control in the popup displayed when the button is triggered.\\nFor example, set the ```input``` field value to:\\n```json\\n{\\n \\\"name\\\": \\\"Position Size\\\",\\n \\\"type\\\": \\\"number\\\",\\n \\\"defValue\\\": 1,\\n \\\"description\\\": \\\"test\\\"\\n}\\n```\\n\\nDescription of each field in the above JSON structure:\\n- name\\n The title of the control in the popup that appears after the status bar button is clicked.\\n- description\\n The description information of the control in the popup that appears after the status bar button is clicked.\\n- type\\n The type of control in the popup that appears after the status bar button is clicked. The type field can take the following values:\\n 1. ```\\\"number\\\"```: Numeric input control.\\n 2. ```\\\"string\\\"```: String input control.\\n 3. ```\\\"selected\\\"```: Dropdown control.\\n 4. ```\\\"boolean\\\"```: Switch control.\\n- defValue\\n The default value of the control in the popup that appears after the status bar button is clicked.\\n For dropdown type controls (selected), the defValue field is used to set dropdown options, for example: ```\\\"input\\\": {\\\"name\\\": \\\"Position Size\\\", \\\"type\\\": \\\"selected\\\", \\\"defValue\\\": \\\"A|B|C\\\"}```, the text descriptions of the dropdown options are set to A, B, C.\\n\\nExtended fields for dropdown type controls:\\n- options\\n For dropdown controls in the page triggered by status bar button controls, the options field can be used to set options. Options in the options field support not only strings but also the ```{text: \\\"description\\\", value: \\\"value\\\"}``` structure. Use the defValue field to set default options, which can be multiple selections.\\n- multiple\\n When this field is set to true, the dropdown supports multiple selections.\", \"name\": \"input\", \"type\": \"JSON\"}, {\"info\": \"The ```input``` field configures a single control in the popup that appears after the status bar button is clicked, while the ```group``` field is used to configure a group of controls. The data structure of elements in ```group``` is consistent with the value of the ```input``` field. Please refer to the related description of the ```input``` field.\", \"name\": \"group\", \"type\": \"array\"}], \"desc\": [\"This JSON structure is used to configure button controls in the status bar. The button control JSON structure can be embedded into the status bar table JSON structure. This is a legacy version structure that the platform still supports for compatibility, but it is recommended to use the latest version of the button JSON structure.\\nStatus bar button control construction example (after button click trigger, the popup contains a single input control, constructed through the input field):\\n```json\\n{\\n \\\"type\\\": \\\"button\\\",\\n \\\"cmd\\\": \\\"open\\\",\\n \\\"name\\\": \\\"Open Position\\\",\\n \\\"input\\\": {\\n \\\"name\\\": \\\"Position Size\\\",\\n \\\"type\\\": \\\"number\\\",\\n \\\"defValue\\\": 1\\n }\\n}\\n```\\nThe controls in the popup triggered by clicking the status bar button are configured through the ```input``` or ```group``` fields.\"], \"remarks\": [\"Example of ```class``` attribute values for button JSON structure in status bar:\\n```js\\nfunction main() {\\n var table = {\\n type: \\\"table\\\",\\n title: \\\"Status Bar Button Styles\\\",\\n cols: [\\\"Default\\\", \\\"Primary\\\", \\\"Success\\\", \\\"Info\\\", \\\"Warning\\\", \\\"Danger\\\"],\\n rows: [\\n [\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-default\\\", \\\"name\\\": \\\"Default\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-primary\\\", \\\"name\\\": \\\"Primary\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-success\\\", \\\"name\\\": \\\"Success\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-info\\\", \\\"name\\\": \\\"Info\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-warning\\\", \\\"name\\\": \\\"Warning\\\"},\\n {\\\"type\\\":\\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-danger\\\", \\\"name\\\": \\\"Danger\\\"}\\n ]\\n ]\\n }\\n LogStatus(\\\"`\\\" + JSON.stringify(table) + \\\"`\\\")\\n}\\n```\", \"```group``` field and ```input``` field usage example:\\n```js\\nfunction main() {\\n // Status bar button control (implemented with input field) - The dropdown control on the page triggered by testBtn1 button uses options field to set options and defValue field to set default option. This differs from other examples in this chapter that directly use defValue to set options.\\n var testBtn1 = {\\n type: \\\"button\\\",\\n name: \\\"testBtn1\\\",\\n cmd: \\\"cmdTestBtn1\\\",\\n input: {name: \\\"testBtn1ComboBox\\\", type: \\\"selected\\\", options: [\\\"A\\\", \\\"B\\\"], defValue: 1}\\n }\\n\\n /*\\n Status bar button control (implemented with input field) - The dropdown control on the page triggered by testBtn2 button uses options field to set options. The options field supports not only strings,\\n but also ```{text: \\\"description\\\", value: \\\"value\\\"}``` structure. Use defValue field to set default option, which can be multiple selections (implemented through array structure). Multiple selection requires setting additional field multiple to true.\\n */\\n var testBtn2 = {\\n type: \\\"button\\\",\\n name: \\\"testBtn2\\\",\\n cmd: \\\"cmdTestBtn2\\\",\\n input: {\\n name: \\\"testBtn2MultiComboBox\\\",\\n type: \\\"selected\\\",\\n description: \\\"Implement dropdown multi-select\\\",\\n options: [{text: \\\"Option A\\\", value: \\\"A\\\"}, {text: \\\"Option B\\\", value: \\\"B\\\"}, {text: \\\"Option C\\\", value: \\\"C\\\"}],\\n defValue: [\\\"A\\\", \\\"C\\\"],\\n multiple: true\\n }\\n }\\n\\n // Status bar grouped button control (implemented with group field) - The dropdown control on the page triggered by testBtn3 button uses options field to set options, and also supports directly using defValue to set options.\\n var testBtn3 = {\\n type: \\\"button\\\",\\n name: \\\"testBtn3\\\",\\n cmd: \\\"cmdTestBtn3\\\",\\n group: [\\n {name: \\\"comboBox1\\\", label: \\\"labelComboBox1\\\", description: \\\"Dropdown 1\\\", type: \\\"selected\\\", defValue: 1, options: [\\\"A\\\", \\\"B\\\"]},\\n {name: \\\"comboBox2\\\", label: \\\"labelComboBox2\\\", description: \\\"Dropdown 2\\\", type: \\\"selected\\\", defValue: \\\"A|B\\\"},\\n {name: \\\"comboBox3\\\", label: \\\"labelComboBox3\\\", description: \\\"Dropdown 3\\\", type: \\\"selected\\\", defValue: [0, 2], multiple: true, options: [\\\"A\\\", \\\"B\\\", \\\"C\\\"]},\\n {\\n name: \\\"comboBox4\\\",\\n label: \\\"labelComboBox4\\\",\\n description: \\\"Dropdown 4\\\",\\n type: \\\"selected\\\",\\n defValue: [\\\"A\\\", \\\"C\\\"],\\n multiple: true,\\n options: [{text: \\\"Option A\\\", value: \\\"A\\\"}, {text: \\\"Option B\\\", value: \\\"B\\\"}, {text: \\\"Option C\\\", value: \\\"C\\\"}, {text: \\\"Option D\\\", value: \\\"D\\\"}]\\n }\\n ]\\n }\\n while (true) {\\n LogStatus(\\\"`\\\" + JSON.stringify(testBtn1) + \\\"`\\\\n\\\", \\\"`\\\" + JSON.stringify(testBtn2) + \\\"`\\\\n\\\", \\\"`\\\" + JSON.stringify(testBtn3) + \\\"`\\\\n\\\")\\n var cmd = GetCommand()\\n if (cmd) {\\n Log(cmd)\\n }\\n Sleep(5000)\\n }\\n}\\n```\"], \"seeAlso\": [\"{@fun/Log/LogStatus LogStatus}\"], \"title\": \"LogStatus-btnTypeOne\"}, {\"_src_hash\": \"c64f5a272839fdbb96c01cf47bb73e2160a709eac1751d2c3dac1a2e4f6b7582\", \"attrs\": [{\"info\": \"For button controls, this field is fixed as: ```button```.\", \"name\": \"type\", \"type\": \"string\"}, {\"info\": \"The text displayed on the button control, i.e., the button name.\", \"name\": \"name\", \"type\": \"string\"}, {\"info\": \"The interactive command content sent to the strategy when the button control triggers a click action.\", \"name\": \"cmd\", \"type\": \"string\"}, {\"info\": \"When constructing status bar buttons for interaction, input data is also supported. The interaction commands are ultimately captured by the ```GetCommand()``` function. Add an ```input``` item to the JSON data structure of the status bar button control to configure the input controls displayed in the popup when the button is triggered.\\n\\nCompared to the old version of the input structure, the new version adds some new fields and changes:\\n```json\\n{\\n \\\"type\\\": \\\"selected\\\",\\n \\\"name\\\": \\\"test\\\",\\n \\\"label\\\": \\\"topic\\\",\\n \\\"description\\\": \\\"desc\\\",\\n \\\"default\\\": 1,\\n \\\"filter\\\": \\\"a>1\\\",\\n \\\"group\\\": \\\"group1\\\",\\n \\\"settings\\\": { ... }, // Component configuration\\n}\\n```\\n\\nDescription and explanation of each field in the above JSON structure:\\n- type\\n Control type (required field), supports setting to: ```\\\"number\\\"``` numeric input box, ```\\\"string\\\"``` string input box, ```\\\"selected\\\"``` dropdown box, ```\\\"boolean\\\"``` switch control.\\n- name\\n 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 popup that appears after clicking the status bar button.\\n 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 represent the field name of the control input content. For example, the following code snippet of the group field explains:\\n ```json\\n var testBtn3 = {\\n type: \\\"button\\\",\\n name: \\\"testBtn3\\\",\\n cmd: \\\"cmdTestBtn3\\\",\\n group: [\\n {name: \\\"comboBox1\\\", label: \\\"labelComboBox1\\\", description: \\\"Dropdown box 1\\\", type: \\\"selected\\\", defValue: 1, options: [\\\"A\\\", \\\"B\\\"]},\\n {name: \\\"comboBox2\\\", label: \\\"labelComboBox2\\\", description: \\\"Dropdown box 2\\\", type: \\\"selected\\\", defValue: \\\"A|B\\\"},\\n {name: \\\"comboBox3\\\", label: \\\"labelComboBox3\\\", description: \\\"Dropdown box 3\\\", type: \\\"selected\\\", defValue: [0, 2], multiple: true, options: [\\\"A\\\", \\\"B\\\", \\\"C\\\"]},\\n {\\n name: \\\"comboBox4\\\",\\n label: \\\"labelComboBox4\\\",\\n description: \\\"Dropdown box 4\\\",\\n type: \\\"selected\\\",\\n defValue: [\\\"A\\\", \\\"C\\\"],\\n multiple: true,\\n options: [{text: \\\"Option A\\\", value: \\\"A\\\"}, {text: \\\"Option B\\\", value: \\\"B\\\"}, {text: \\\"Option C\\\", value: \\\"C\\\"}, {text: \\\"Option D\\\", value: \\\"D\\\"}]\\n }\\n ]\\n }\\n ```\\n According to this code snippet, if the status bar button triggers interaction, a popup will appear with 4 controls, all of which are dropdown 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\\\"]}```.\\n The values of name in the JSON structure are all used as field names for the returned interaction information, for example: comboBox1, comboBox2, etc.\\n- label\\n Used to set the control title.\\n- description\\n Description information of the control. If the current JSON structure is an element in the field value (array structure) of the group field, when the label field is not set, description is the control title in the popup that appears after clicking the status bar button.\\n- default\\n The default value of the control.\\n- filter\\n Selector, used to hide controls. Not setting this field means no filtering (display control); when this field is set, when the expression is true, no filtering (display control), when the expression is false, filtering (do not display control).\\n- group\\n Used to control control grouping, collapsible.\\n- settings\\n Component configuration, controls have multiple UI options to choose from, this option can be used for specific settings. For example:\\n ```json\\n settings:{\\n multiple:true,\\n customizable:true,\\n options:[{name:'xxx|yyy',value:0}]\\n }\\n ```\\n\\n Settings related configurations:\\n settings.required: Whether required.\\n settings.disabled: Whether disabled.\\n settings.min: Valid when type=number, indicates minimum value or minimum string length.\\n settings.max: Valid when type=number, indicates maximum value or maximum string length.\\n settings.step: Valid when type=number, render=slider, indicates step size.\\n settings.multiple: Valid when type=selected, indicates support for multiple selection.\\n settings.customizable: Valid when type=selected, indicates support for customization; users can directly edit and add new options in the dropdown control, if a newly edited option is selected, the name of the option is used instead of the value it represents when triggering interaction.\\n settings.options: Valid when type=selected, indicates the option data format of the selector: [\\\"Option 1\\\", \\\"Option 2\\\"], [{'name':'xxx','value':0}, {'name':'xxx','value':1}].\\n settings.render: Render component type.\\n When type=number, settings.render is not set (default numeric input box), optional: slider (slider bar), date (time selector returns timestamp).\\n 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).\\n When type=selected, settings.render is not set (default dropdown box), optional: segment (segment selector).\\n When type=boolean, currently only default checkbox.\", \"name\": \"input\", \"type\": \"JSON\"}, {\"info\": \"The ```input``` field configures a control in the dialog box that pops up after clicking the status bar button. The difference between ```group``` and ```input``` is that ```group``` configures a group of controls. The elements in ```group``` have the same data structure as the ```input``` field values. Please refer to the above ```input``` field description.\", \"name\": \"group\", \"type\": \"array\"}], \"desc\": [\"This JSON structure is used to configure button controls in the status bar. The button control JSON structure can be embedded into the status bar table JSON structure. This is the latest version of the button JSON structure.\\nStatus bar button control construction example (after the button is clicked, a popup contains multiple input controls, constructed through the group field):\\n```json\\n{\\n \\\"type\\\": \\\"button\\\",\\n \\\"cmd\\\": \\\"open\\\",\\n \\\"name\\\": \\\"Open Position\\\",\\n \\\"group\\\": [{\\n \\\"type\\\": \\\"selected\\\",\\n \\\"name\\\": \\\"tradeType\\\",\\n \\\"label\\\": \\\"Order Type\\\",\\n \\\"description\\\": \\\"Market order, Limit order\\\",\\n \\\"default\\\": 0,\\n \\\"group\\\": \\\"Trading Settings\\\",\\n \\\"settings\\\": {\\n \\\"options\\\": [\\\"Market Order\\\", \\\"Limit Order\\\"],\\n \\\"required\\\": true,\\n }\\n }, {\\n \\\"type\\\": \\\"selected\\\",\\n \\\"name\\\": \\\"direction\\\",\\n \\\"label\\\": \\\"Trade Direction\\\",\\n \\\"description\\\": \\\"Buy, Sell\\\",\\n \\\"default\\\": \\\"buy\\\",\\n \\\"group\\\": \\\"Trading Settings\\\",\\n \\\"settings\\\": {\\n \\\"render\\\": \\\"segment\\\",\\n \\\"required\\\": true,\\n \\\"options\\\": [{\\\"name\\\": \\\"Buy\\\", \\\"value\\\": \\\"buy\\\"}, {\\\"name\\\": \\\"Sell\\\", \\\"value\\\": \\\"sell\\\"}],\\n }\\n }, {\\n \\\"type\\\": \\\"number\\\",\\n \\\"name\\\": \\\"price\\\",\\n \\\"label\\\": \\\"Price\\\",\\n \\\"description\\\": \\\"Order price\\\",\\n \\\"group\\\": \\\"Trading Settings\\\",\\n \\\"filter\\\": \\\"tradeType==1\\\",\\n \\\"settings\\\": {\\n \\\"required\\\": true,\\n }\\n }, {\\n \\\"type\\\": \\\"number\\\",\\n \\\"name\\\": \\\"amount\\\",\\n \\\"label\\\": \\\"Order Amount\\\",\\n \\\"description\\\": \\\"Order quantity\\\",\\n \\\"group\\\": \\\"Trading Settings\\\",\\n \\\"settings\\\": {\\n \\\"required\\\": true,\\n }\\n }],\\n}\\n```\\nThe controls in the popup triggered by clicking the status bar button control are set through the ```input``` or ```group``` field.\"], \"remarks\": [\"Supports bilingual settings:\\n```json\\n{\\n type:'selected',\\n name:'test',\\n label:'选项｜options',\\n description:'描述｜description',\\n default:0, // Here default value is set to 0, representing the value in {name:'xxx|yyy',value:0} option\\n filter:'a>1&&a<10',\\n group:'分组|group',\\n settings:{\\n multiple:true,\\n customizable:true,\\n options:[{name:'xxx|yyy',value:0}]\\n }\\n}\\n```\"], \"seeAlso\": [\"{@fun/Log/LogStatus LogStatus}\"], \"title\": \"LogStatus-btnTypeTwo\"}, {\"_src_hash\": \"5abbb0c38f4016ecf83207639e3982e6a8157237ceed42d85c89ed774b46d7af\", \"attrs\": [{\"info\": \"Platform extension field. When set to true, uses Highstocks chart; when set to false, uses Highcharts chart.\", \"name\": \"__isStock\", \"type\": \"string\"}, {\"info\": \"```json\\n{\\n layout: 'single', // Not grouped, displayed separately, default is grouped 'group'\\n height: 300, // Specify height\\n}\\n```\", \"name\": \"extension\", \"type\": \"JSON\"}, {\"info\": \"Chart title\", \"name\": \"title\", \"type\": \"string\"}, {\"info\": \"X-axis configuration.\", \"name\": \"xAxis\", \"type\": \"JSON\"}, {\"info\": \"Y-axis configuration.\", \"name\": \"yAxis\", \"type\": \"JSON\"}, {\"info\": \"Chart data series.\", \"name\": \"series\", \"type\": \"JSON\"}], \"desc\": [\"This JSON is used to configure chart settings for the custom plotting function ```Chart()```. The chart library uses Highcharts. The following lists several basic configuration fields.\"], \"remarks\": [\"Simple plotting example:\\n```js\\n// This chart is an object in JavaScript. Before using the Chart function, you need to declare an object variable chart for configuring the chart\\nvar chart = {\\n // This field marks whether the chart is a stock chart. Interested users can change it to false and run to see the effect\\n __isStock: true,\\n // Zoom tool\\n tooltip: {xDateFormat: '%Y-%m-%d %H:%M:%S, %A'},\\n // Title\\n title : { text : 'Spread Analysis Chart'},\\n // Range selector\\n rangeSelector: {\\n buttons: [{type: 'hour',count: 1, text: '1h'}, {type: 'hour',count: 3, text: '3h'}, {type: 'hour', count: 8, text: '8h'}, {type: 'all',text: 'All'}],\\n selected: 0,\\n inputEnabled: false\\n },\\n // Horizontal axis (X-axis), currently set type is datetime\\n xAxis: { type: 'datetime'},\\n // Vertical axis (Y-axis), default values adjust with data size\\n yAxis : {\\n // Title\\n title: {text: 'Spread'},\\n // Whether to enable right-side Y-axis\\n opposite: false\\n },\\n // Data series, this property stores various data series (lines, candlestick charts, labels, etc.)\\n series : [\\n // Index 0, data array stores data for this index series\\n {name : \\\"line1\\\", id : \\\"Line1,buy1Price\\\", data : []},\\n // Index 1, dashStyle:'shortdash' is set to display as dashed line\\n {name : \\\"line2\\\", id : \\\"Line2,lastPrice\\\", dashStyle : 'shortdash', data : []}\\n ]\\n}\\nfunction main(){\\n // Call Chart function to initialize the chart\\n var ObjChart = Chart(chart)\\n // Clear\\n ObjChart.reset()\\n while(true){\\n // Get the timestamp of this polling cycle, i.e., millisecond timestamp, used to determine the position on the chart's X-axis\\n var nowTime = new Date().getTime()\\n // Get market data\\n var ticker = _C(exchange.GetTicker)\\n // Get the best bid price from the market data return value\\n var buy1Price = ticker.Buy\\n // Get the last traded price. To prevent the two lines from overlapping, we add 1\\n var lastPrice = ticker.Last + 1\\n // Pass timestamp as X value and best bid price as Y value to data series at index 0\\n ObjChart.add(0, [nowTime, buy1Price])\\n // Same as above\\n ObjChart.add(1, [nowTime, lastPrice])\\n Sleep(2000)\\n }\\n}\\n```\"], \"seeAlso\": [\"{@fun/Log/Chart Chart}\"], \"title\": \"Chart-options\"}, {\"_src_hash\": \"46d5547c5f69aa105abe30d40abeee5f2ce3dace91b9db4805ade8febf25dc68\", \"attrs\": [{\"info\": \"Whether to draw on the main chart.\", \"name\": \"overlay\", \"type\": \"bool\"}, {\"info\": \"X-axis configuration parameters.\", \"name\": \"xAxis\", \"type\": \"JSON\"}, {\"info\": \"Y-axis configuration parameters.\", \"name\": \"yAxis\", \"type\": \"JSON\"}, {\"info\": \"Candlestick chart configuration parameters.\", \"name\": \"candle\", \"type\": \"JSON\"}], \"desc\": [\"This JSON is used to configure the chart settings for the custom drawing function ```KLineChart```. Only a few basic configuration fields are listed below.\"], \"remarks\": [\"Refer to [Topic article on drawing with KLineChart function](https://www.fmz.com/bbs-topic/9482).\"], \"seeAlso\": [\"{@fun/Log/KLineChart KLineChart}\"], \"title\": \"KLineChart-options\"}, {\"_src_hash\": \"d256166984f6da2e5563c218c2c7f3ded48702210e6288a78bea3dc495589f00\", \"attrs\": [{\"info\": \"The timestamp of the data, used to mark the time corresponding to this data entry.\", \"name\": \"time\", \"type\": \"number\"}, {\"info\": \"data is the specific data content corresponding to a certain time in the data loaded by the ```exchange.SetData()``` function. When the strategy is running, the ```exchange.GetData()``` function retrieves the data with the corresponding timestamp based on the current time.\", \"name\": \"data\", \"type\": \"string / number / bool / object / array / any (any type supported by the platform)\"}], \"desc\": [\"This JSON is used to set the data to be loaded by the ```exchange.SetData()``` function. This JSON data uses an array structure, where each element is also an array with the format ```[time, data]```.\"], \"remarks\": [\"Example of loading data in the backtesting system and retrieving data when the strategy backtest is running:\\n```js\\n/*backtest\\nstart: 2020-01-21 00:00:00\\nend: 2020-02-12 00:00:00\\nperiod: 1d\\nbasePeriod: 1d\\nexchanges: [{\\\"eid\\\":\\\"Bitfinex\\\",\\\"currency\\\":\\\"BTC_USD\\\"}]\\n*/\\nfunction main() {\\n exchange.SetData(\\\"test\\\", [[1579536000000, _D(1579536000000)], [1579622400000, _D(1579622400000)], [1579708800000, _D(1579708800000)]])\\n while(true) {\\n Log(exchange.GetData(\\\"test\\\"))\\n Sleep(1000 * 60 * 60 * 24)\\n }\\n}\\n```\"], \"seeAlso\": [\"{@fun SetData}, {@fun GetData}\"], \"title\": \"SetData-data\"}, {\"_src_hash\": \"1c86b2fa7f38fe96db31514e68c7f6660cc023215e0317dc9768c287d749ba2d\", \"attrs\": [{\"info\": \"Event sequence number.\", \"name\": \"Seq\", \"type\": \"number\"}, {\"info\": \"Event name.\", \"name\": \"Event\", \"type\": \"string\"}, {\"info\": \"Event thread ID.\", \"name\": \"ThreadId\", \"type\": \"number\"}, {\"info\": \"Event index.\", \"name\": \"Index\", \"type\": \"number\"}, {\"info\": \"Nanosecond timestamp.\", \"name\": \"Nano\", \"type\": \"number\"}], \"desc\": [\"This JSON is the data structure returned by the ```EventLoop()``` function. The ```EventLoop()``` function monitors the following events: 1. Any WebSocket readable data events; 2. Completion events of concurrent tasks from exchange.Go() and HttpQuery_Go() functions; 3. Message events sent by threads created using the ```threading.Thread()``` function in JavaScript language strategies.\"], \"remarks\": [\"When using the ```exchange.Go()``` function for concurrent requests, the event data structure returned by the ```EventLoop()``` function.\\n```json\\n{\\n \\\"Seq\\\":1,\\n \\\"Event\\\":\\\"Exchange_GetTrades\\\",\\n \\\"ThreadId\\\":0,\\n \\\"Index\\\":3,\\n \\\"Nano\\\":1682068771309583400\\n}\\n```\\n\\nWhen concurrent execution threads in JavaScript language strategies (created by the ```threading.Thread()``` function) use the thread object's ```postMessage()``` function to send messages, the ```EventLoop()``` function in the receiving thread will monitor the following event data structure:\\n```json\\n{\\n \\\"Seq\\\":4,\\n \\\"Event\\\":\\\"thread\\\",\\n \\\"ThreadId\\\":1,\\n \\\"Index\\\":0,\\n \\\"Nano\\\":1727592066508674000\\n}\\n```\"], \"seeAlso\": [\"{@fun/Global/EventLoop EventLoop}\"], \"title\": \"EventLoop-return\"}, {\"_src_hash\": \"9eaae0062aba10737b7981bbdefdd3f481bd35b39954f6287432c6b6e9a245a6\", \"attrs\": [{\"info\": \"Column names of the queried data, string array.\", \"name\": \"columns\", \"type\": \"array\"}, {\"info\": \"The specific data queried, where each data item corresponds to the column names. The values field is a two-dimensional array, with each element being an array representing one data record.\", \"name\": \"values\", \"type\": \"array\"}], \"desc\": [\"This JSON is the data structure returned by the ```DBExec()``` function; this JSON data structure is also returned when executing SQL statements using the ```exec()``` method of objects created by the ```Dial()``` function.\"], \"remarks\": [\"Example of querying data from database:\\n```json\\n{\\n \\\"columns\\\":[\\\"TS\\\",\\\"HIGH\\\",\\\"OPEN\\\",\\\"LOW\\\",\\\"CLOSE\\\",\\\"VOLUME\\\"],\\n \\\"values\\\":[\\n [1518970320000,100,99.1,90,100,12345.6],\\n [1518960320000,100,99.1,90,100,12345.6]\\n ]\\n}\\n```\"], \"seeAlso\": [\"{@fun/Global/DBExec DBExec}, {@fun/Global/Dial Dial}\"], \"title\": \"DBExec-return\"}, {\"_src_hash\": \"93d994d222888aae720c4e5c1c02d5defcf7669e3985baa80316192abe47dd4e\", \"attrs\": [{\"info\": \"Thread ID.\", \"name\": \"id\", \"type\": \"number\"}, {\"info\": \"Whether the thread was forcibly terminated.\", \"name\": \"terminated\", \"type\": \"bool\"}, {\"info\": \"Thread execution time (nanoseconds).\", \"name\": \"elapsed\", \"type\": \"number\"}, {\"info\": \"Return value of the thread function.\", \"name\": \"ret\", \"type\": \"number\"}], \"desc\": [\"This JSON is the data structure returned by the ```join()``` member function of the ```Thread``` object, used to store information related to concurrent threads in ```JavaScript``` language strategies. The ```Thread``` object refers to a thread object created via ```threading.Thread()```.\"], \"remarks\": [\"The following code tests the timeout mechanism of the ```join()``` function of the ```Thread``` object and prints the return value of the ```join()``` function.\\n```js\\nfunction testFunc() {\\n for (var i = 0; i < 5; i++) {\\n Log(i)\\n Sleep(300)\\n }\\n}\\n\\nfunction main() {\\n var t1 = threading.Thread(testFunc)\\n Log(t1.join(1000)) // undefined\\n Log(t1.join()) // {\\\"id\\\":1,\\\"terminated\\\":false,\\\"elapsed\\\":1506864000}\\n}\\n```\"], \"seeAlso\": [\"{@fun/Threads/Thread/join join}\"], \"title\": \"Thread.join-return\"}], \"title\": \"OtherStruct\"}], \"title\": \"Structures\"}, {\"_src_hash\": \"92b1bac34a59acdb178e14bd759d6fd454cec1f8e47f18e9446e783e3ce864c0\", \"alias\": \"var\", \"children\": [{\"_src_hash\": \"26590d9dccc3fa31e74eb13cc62f90e744d2bb756dbea8fb91b269d577ec5415\", \"children\": [{\"_src_hash\": \"470493c0387107d6ac841b7dbd7a23a0dc4d711bfa55539426e101c621d37cee\", \"desc\": [\"exchange is an exchange object, which is the first exchange object added in the strategy's live trading settings or backtesting settings. All interactions with the exchange are implemented through the member functions of this object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n Log(\\\"First exchange object name:\\\", exchange.GetName(), \\\", Label:\\\", exchange.GetLabel())\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(\\\"First exchange object name:\\\", exchange.GetName(), \\\", Label:\\\", exchange.GetLabel())\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n Log(\\\"First exchange object name:\\\", exchange.GetName(), \\\", Label:\\\", exchange.GetLabel());\\n}\", \"lang\": \"cpp\"}]}], \"seeAlso\": [\"{@var/EXCHANGE/exchanges exchanges}, {@fun/Account/exchange.GetName exchange.GetName}, {@fun/Account/exchange.GetLabel exchange.GetLabel}\"], \"title\": \"exchange\", \"type\": \"object\"}, {\"_src_hash\": \"bf6c2f3230c6b7ed1a5ae22d55fe9df8349b5828a80f91f1d573fda7b4e042df\", \"desc\": [\"exchanges is an array containing all exchange objects added from the strategy's live trading settings or backtesting settings, where exchanges[0] is {@var/EXCHANGE exchange}.\", \"Exchange objects added in the strategy's live trading settings or backtesting settings correspond to exchanges[0], exchanges[1], exchanges[2], ... exchanges[n] in the order they were added.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n for(var i = 0; i < exchanges.length; i++) {\\n Log(\\\"Exchange index:\\\", i, \\\"Name:\\\", exchanges[i].GetName(), \\\"Label:\\\", exchanges[i].GetLabel())\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n for i in range(len(exchanges)):\\n Log(\\\"Exchange index:\\\", i, \\\"Name:\\\", exchanges[i].GetName(), \\\"Label:\\\", exchanges[i].GetLabel())\", \"lang\": \"python\"}, {\"code\": \"void main() {\\n for(int i = 0; i < exchanges.size(); i++) {\\n Log(\\\"Exchange index:\\\", i, \\\"Name:\\\", exchanges[i].GetName(), \\\"Label:\\\", exchanges[i].GetLabel());\\n }\\n}\", \"lang\": \"cpp\"}]}], \"seeAlso\": [\"{@var/EXCHANGE exchange}, {@fun/Account/exchange.GetName exchange.GetName}, {@fun/Account/exchange.GetLabel exchange.GetLabel}\"], \"title\": \"exchanges\", \"type\": \"array\"}], \"title\": \"EXCHANGE\"}, {\"_src_hash\": \"95825372deaa27ef9f77d26319eb819da0f4eae072507decea14c27262fbcecf\", \"children\": [{\"_src_hash\": \"91896d9463e1d845957888efea64cc2bdb232f970cd449234978c756024e3ecc\", \"desc\": [\"ORDER_STATE_PENDING is the value of the ```Status``` property in the {@struct/Order Order} structure, indicating that the order status is pending.\"], \"remarks\": [\"The value of ORDER_STATE_PENDING is 0.\"], \"seeAlso\": [\"{@var/ORDER_STATE/ORDER_STATE_CLOSED ORDER_STATE_CLOSED}, {@var/ORDER_STATE/ORDER_STATE_CANCELED ORDER_STATE_CANCELED}, {@var/ORDER_STATE/ORDER_STATE_UNKNOWN ORDER_STATE_UNKNOWN}\"], \"title\": \"ORDER_STATE_PENDING\", \"type\": \"number\"}, {\"_src_hash\": \"eff585036ad784cdd45cfee02b495e3c67845fac69e2526f3860bc88fdc6989d\", \"desc\": [\"ORDER_STATE_CLOSED is the value of the ```Status``` property in the {@struct/Order Order} structure, indicating that the order status is completed.\"], \"remarks\": [\"The value of ORDER_STATE_CLOSED is 1.\"], \"seeAlso\": [\"{@var/ORDER_STATE/ORDER_STATE_PENDING ORDER_STATE_PENDING}, {@var/ORDER_STATE/ORDER_STATE_CANCELED ORDER_STATE_CANCELED}, {@var/ORDER_STATE/ORDER_STATE_UNKNOWN ORDER_STATE_UNKNOWN}\"], \"title\": \"ORDER_STATE_CLOSED\", \"type\": \"number\"}, {\"_src_hash\": \"df49e7128f4abd550a8c8cb894f847493749727bea223ba53ed1384cee599c72\", \"desc\": [\"ORDER_STATE_CANCELED is the value of the ```Status``` property in the {@struct/Order Order} structure, indicating that the order status is canceled.\"], \"remarks\": [\"The value of ORDER_STATE_CANCELED is 2.\"], \"seeAlso\": [\"{@var/ORDER_STATE/ORDER_STATE_PENDING ORDER_STATE_PENDING}, {@var/ORDER_STATE/ORDER_STATE_CLOSED ORDER_STATE_CLOSED}, {@var/ORDER_STATE/ORDER_STATE_UNKNOWN ORDER_STATE_UNKNOWN}\"], \"title\": \"ORDER_STATE_CANCELED\", \"type\": \"number\"}, {\"_src_hash\": \"dab3efa82bc147ee6e840d27e2c7fd2a2b9833fd3478382dec9c845d8cf94e47\", \"desc\": [\"ORDER_STATE_UNKNOWN is the value of the ```Status``` property in the {@struct/Order Order} structure, indicating that the order status is unknown (other status).\"], \"remarks\": [\"The value of ORDER_STATE_UNKNOWN is 3.\", \"For ```ORDER_STATE_UNKNOWN``` status, you can call the {@fun/Market/exchange.GetRawJSON exchange.GetRawJSON} function to get the raw order status information and refer to the exchange documentation for specific descriptions.\"], \"seeAlso\": [\"{@var/ORDER_STATE/ORDER_STATE_PENDING ORDER_STATE_PENDING}, {@var/ORDER_STATE/ORDER_STATE_CLOSED ORDER_STATE_CLOSED}, {@var/ORDER_STATE/ORDER_STATE_CANCELED ORDER_STATE_CANCELED}\"], \"title\": \"ORDER_STATE_UNKNOWN\", \"type\": \"number\"}], \"title\": \"ORDER_STATE\"}, {\"_src_hash\": \"016f196f6ec00358b11538e25e68070797a2cc0a5390999fbaaabe024042ad4a\", \"children\": [{\"_src_hash\": \"feddb61246a73e14899ade554e15ababde53aa2dc54553448361dfdff6ba84cb\", \"desc\": [\"ORDER_TYPE_BUY is the value of the ```Type``` property in the {@struct/Order Order} structure, representing a buy order type.\"], \"remarks\": [\"The value of ORDER_TYPE_BUY is 0.\"], \"seeAlso\": [\"{@var/ORDER_TYPE/ORDER_TYPE_SELL ORDER_TYPE_SELL}\"], \"title\": \"ORDER_TYPE_BUY\", \"type\": \"number\"}, {\"_src_hash\": \"dda7a4827241ac95eab6e8d389bbe4a3b393783157f8743756854be1198ef40c\", \"desc\": [\"ORDER_TYPE_SELL is the ```Type``` property value in the {@struct/Order Order} structure, used to indicate a sell order type.\"], \"remarks\": [\"The value of ORDER_TYPE_SELL is 1.\"], \"seeAlso\": [\"{@var/ORDER_TYPE/ORDER_TYPE_BUY ORDER_TYPE_BUY}\"], \"title\": \"ORDER_TYPE_SELL\", \"type\": \"number\"}], \"title\": \"ORDER_TYPE\"}, {\"_src_hash\": \"7828127d56c3500da8480ef9174156711472c99f04f0d6189211407ff4fda963\", \"children\": [{\"_src_hash\": \"c46fd25c4e3975a09f2fff389a4e20a1aa0b5a93f78c21c1856fd059ce2cce11\", \"desc\": [\"ORDER_CONDITION_TYPE_OCO is the value of the ```ConditionType``` property in the {@struct/Condition Condition} structure, representing OCO orders (One-Cancels-the-Other). OCO orders set both take-profit and stop-loss conditions simultaneously. When one condition is triggered, the other condition is automatically cancelled.\"], \"remarks\": [\"The value of ORDER_CONDITION_TYPE_OCO is 0.\"], \"seeAlso\": [\"{@struct/Condition Condition}, {@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_TP ORDER_CONDITION_TYPE_TP}, {@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_SL ORDER_CONDITION_TYPE_SL}\"], \"title\": \"ORDER_CONDITION_TYPE_OCO\", \"type\": \"number\"}, {\"_src_hash\": \"cbd3120137c14efedceee52d85b43b390d99962edbe6dc0c25ceb074fc9dac38\", \"desc\": [\"ORDER_CONDITION_TYPE_TP is the ```ConditionType``` attribute value in the {@struct/Condition Condition} structure, representing a Take Profit order. A take profit order automatically triggers when the market price reaches the preset target profit price.\"], \"remarks\": [\"The value of ORDER_CONDITION_TYPE_TP is 1.\"], \"seeAlso\": [\"{@struct/Condition Condition}, {@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_OCO ORDER_CONDITION_TYPE_OCO}, {@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_SL ORDER_CONDITION_TYPE_SL}\"], \"title\": \"ORDER_CONDITION_TYPE_TP\", \"type\": \"number\"}, {\"_src_hash\": \"1832cd173aebefe3ec04cd1bcd6dc121bb4a97eddaf5d48a3538934807d6d998\", \"desc\": [\"ORDER_CONDITION_TYPE_SL is the ```ConditionType``` attribute value in the {@struct/Condition Condition} structure, representing a Stop Loss order. A stop loss order is automatically triggered when the market price reaches the preset stop loss price, used to limit potential losses.\"], \"remarks\": [\"The value of ORDER_CONDITION_TYPE_SL is 2.\"], \"seeAlso\": [\"{@struct/Condition Condition}, {@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_OCO ORDER_CONDITION_TYPE_OCO}, {@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_TP ORDER_CONDITION_TYPE_TP}\"], \"title\": \"ORDER_CONDITION_TYPE_SL\", \"type\": \"number\"}, {\"_src_hash\": \"d5241d260901e22f366748af02ca2068588f20fef44abe7500b890ac39cd3324\", \"desc\": [\"ORDER_CONDITION_TYPE_GENERIC is the ```ConditionType``` property value in the {@struct/Condition Condition} structure, representing a generic conditional order. The specific behavior of generic conditional orders depends on the exchange implementation.\"], \"remarks\": [\"The value of ORDER_CONDITION_TYPE_GENERIC is 3.\"], \"seeAlso\": [\"{@struct/Condition Condition}, {@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_OCO ORDER_CONDITION_TYPE_OCO}, {@var/ORDER_CONDITION_TYPE/ORDER_CONDITION_TYPE_TP ORDER_CONDITION_TYPE_TP}\"], \"title\": \"ORDER_CONDITION_TYPE_GENERIC\", \"type\": \"number\"}], \"title\": \"ORDER_CONDITION_TYPE\"}, {\"_src_hash\": \"00bb32377fb1af00028e57b5c213f040d3d79bd095fa708ffe9fa5517914688d\", \"children\": [{\"_src_hash\": \"eb10e1d0b071c741fd80af3dff39b98d383a82752733c814f1fc04f0e9163faa\", \"desc\": [\"PD_LONG is the value of the ```Type``` property in the {@struct/Position Position} structure, representing a long position type.\"], \"remarks\": [\"The value of PD_LONG is 0.\", \"For long positions in futures markets, use exchange.SetDirection(\\\"closebuy\\\") to set the closing direction to close this type of position.\"], \"seeAlso\": [\"{@var/POSITION_DIRECTION/PD_SHORT PD_SHORT}\"], \"title\": \"PD_LONG\", \"type\": \"number\"}, {\"_src_hash\": \"0dee8bcabd3b16726829055d7e8d71c18ca87fd89682434e8bdd2ad285078a70\", \"desc\": [\"PD_SHORT is the value of the ```Type``` property in the {@struct/Position Position} structure, representing a short position type.\"], \"remarks\": [\"The value of PD_SHORT is 1.\", \"For short positions in futures markets, use exchange.SetDirection(\\\"closesell\\\") to set the closing direction to close this type of position.\"], \"seeAlso\": [\"{@var/POSITION_DIRECTION/PD_LONG PD_LONG}\"], \"title\": \"PD_SHORT\", \"type\": \"number\"}], \"title\": \"POSITION_DIRECTION\"}, {\"_src_hash\": \"287eeddaf40b5a26213263f75d3a475d87b50519a1d9f14839e0a6bc2eec775d\", \"children\": [{\"_src_hash\": \"7a2eab2d121ef734f1a9be86a59c490f9447350112d0685924f556fbc17a42de\", \"desc\": [\"ORDER_OFFSET_OPEN is a value for the ```Offset``` property in the {@struct/Order Order} structure, indicating that the order is an opening position operation.\"], \"remarks\": [\"The value of ORDER_OFFSET_OPEN is 0.\"], \"seeAlso\": [\"{@var/ORDER_OFFSET/ORDER_OFFSET_CLOSE ORDER_OFFSET_CLOSE}\"], \"title\": \"ORDER_OFFSET_OPEN\", \"type\": \"number\"}, {\"_src_hash\": \"77b504acdc9dcaf792d32f81c91914b4e0a758f3ab3128b49ba58a058f9f4e71\", \"desc\": [\"ORDER_OFFSET_CLOSE is a value for the ```Offset``` property in the {@struct/Order Order} structure, indicating that the order is in the close position direction.\"], \"remarks\": [\"The value of ORDER_OFFSET_CLOSE is 1.\"], \"seeAlso\": [\"{@var/ORDER_OFFSET/ORDER_OFFSET_OPEN ORDER_OFFSET_OPEN}\"], \"title\": \"ORDER_OFFSET_CLOSE\", \"type\": \"number\"}], \"title\": \"ORDER_OFFSET\"}, {\"_src_hash\": \"42a42d43c5d21da65560d298a57df3f68e4a5dad6927e855d5563bb4ed111a9b\", \"children\": [{\"_src_hash\": \"1983e47c3dbf6d31b50e2bd4243980b882ddf0b164bd2a1c1cdee2ad9c9503da\", \"desc\": [\"Constant representing 1-minute candlestick period, with a value of 60.\"], \"seeAlso\": [\"{@fun/Market/exchange.GetRecords exchange.GetRecords}, {@var/PERIOD/PERIOD_M3 PERIOD_M3}, {@var/PERIOD/PERIOD_M5 PERIOD_M5}, {@var/PERIOD/PERIOD_M15 PERIOD_M15}, {@var/PERIOD/PERIOD_M30 PERIOD_M30}, {@var/PERIOD/PERIOD_H1 PERIOD_H1}, {@var/PERIOD/PERIOD_H2 PERIOD_H2}, {@var/PERIOD/PERIOD_H4 PERIOD_H4}, {@var/PERIOD/PERIOD_H6 PERIOD_H6}, {@var/PERIOD/PERIOD_H12 PERIOD_H12}, {@var/PERIOD/PERIOD_D1 PERIOD_D1}, {@var/PERIOD/PERIOD_D3 PERIOD_D3}, {@var/PERIOD/PERIOD_W1 PERIOD_W1}\"], \"title\": \"PERIOD_M1\", \"type\": \"number\"}, {\"_src_hash\": \"7b2cdb134eda79bf5b956997f9a49f8d76f5ed3f8439658d178eaa550335263b\", \"desc\": [\"Constant representing the 3-minute candlestick period, with a value of 180.\"], \"seeAlso\": [\"{@fun/Market/exchange.GetRecords exchange.GetRecords}, {@var/PERIOD/PERIOD_M1 PERIOD_M1}, {@var/PERIOD/PERIOD_M5 PERIOD_M5}, {@var/PERIOD/PERIOD_M15 PERIOD_M15}, {@var/PERIOD/PERIOD_M30 PERIOD_M30}, {@var/PERIOD/PERIOD_H1 PERIOD_H1}, {@var/PERIOD/PERIOD_H2 PERIOD_H2}, {@var/PERIOD/PERIOD_H4 PERIOD_H4}, {@var/PERIOD/PERIOD_H6 PERIOD_H6}, {@var/PERIOD/PERIOD_H12 PERIOD_H12}, {@var/PERIOD/PERIOD_D1 PERIOD_D1}, {@var/PERIOD/PERIOD_D3 PERIOD_D3}, {@var/PERIOD/PERIOD_W1 PERIOD_W1}\"], \"title\": \"PERIOD_M3\", \"type\": \"number\"}, {\"_src_hash\": \"dfe976e94e071cd17201209feedecfde769c436fd390d8d077eb140e08dd20d1\", \"desc\": [\"Constant representing the 5-minute candlestick period, with a value of 300.\"], \"seeAlso\": [\"{@fun/Market/exchange.GetRecords exchange.GetRecords}, {@var/PERIOD/PERIOD_M1 PERIOD_M1}, {@var/PERIOD/PERIOD_M3 PERIOD_M3}, {@var/PERIOD/PERIOD_M15 PERIOD_M15}, {@var/PERIOD/PERIOD_M30 PERIOD_M30}, {@var/PERIOD/PERIOD_H1 PERIOD_H1}, {@var/PERIOD/PERIOD_H2 PERIOD_H2}, {@var/PERIOD/PERIOD_H4 PERIOD_H4}, {@var/PERIOD/PERIOD_H6 PERIOD_H6}, {@var/PERIOD/PERIOD_H12 PERIOD_H12}, {@var/PERIOD/PERIOD_D1 PERIOD_D1}, {@var/PERIOD/PERIOD_D3 PERIOD_D3}, {@var/PERIOD/PERIOD_W1 PERIOD_W1}\"], \"title\": \"PERIOD_M5\", \"type\": \"number\"}, {\"_src_hash\": \"cb1ab2a0fd86935cb70ace089950678473555d651fb353a413a814b6a12bf28d\", \"desc\": [\"Constant representing the 15-minute candlestick period, with a value of 900.\"], \"seeAlso\": [\"{@fun/Market/exchange.GetRecords exchange.GetRecords}, {@var/PERIOD/PERIOD_M1 PERIOD_M1}, {@var/PERIOD/PERIOD_M3 PERIOD_M3}, {@var/PERIOD/PERIOD_M5 PERIOD_M5}, {@var/PERIOD/PERIOD_M30 PERIOD_M30}, {@var/PERIOD/PERIOD_H1 PERIOD_H1}, {@var/PERIOD/PERIOD_H2 PERIOD_H2}, {@var/PERIOD/PERIOD_H4 PERIOD_H4}, {@var/PERIOD/PERIOD_H6 PERIOD_H6}, {@var/PERIOD/PERIOD_H12 PERIOD_H12}, {@var/PERIOD/PERIOD_D1 PERIOD_D1}, {@var/PERIOD/PERIOD_D3 PERIOD_D3}, {@var/PERIOD/PERIOD_W1 PERIOD_W1}\"], \"title\": \"PERIOD_M15\", \"type\": \"number\"}, {\"_src_hash\": \"7f0a2b597f066899548bc79dd478907117c2ff90a10059f66aa442e69f1dfb76\", \"desc\": [\"Constant representing the 30-minute candlestick period, with a value of 1800 seconds.\"], \"seeAlso\": [\"{@fun/Market/exchange.GetRecords exchange.GetRecords}, {@var/PERIOD/PERIOD_M1 PERIOD_M1}, {@var/PERIOD/PERIOD_M3 PERIOD_M3}, {@var/PERIOD/PERIOD_M5 PERIOD_M5}, {@var/PERIOD/PERIOD_M15 PERIOD_M15}, {@var/PERIOD/PERIOD_H1 PERIOD_H1}, {@var/PERIOD/PERIOD_H2 PERIOD_H2}, {@var/PERIOD/PERIOD_H4 PERIOD_H4}, {@var/PERIOD/PERIOD_H6 PERIOD_H6}, {@var/PERIOD/PERIOD_H12 PERIOD_H12}, {@var/PERIOD/PERIOD_D1 PERIOD_D1}, {@var/PERIOD/PERIOD_D3 PERIOD_D3}, {@var/PERIOD/PERIOD_W1 PERIOD_W1}\"], \"title\": \"PERIOD_M30\", \"type\": \"number\"}, {\"_src_hash\": \"93ac91f1661731f828d174fe5170cbf3c5bb9d2a1505c3ca7d65be7e26b0618f\", \"desc\": [\"Constant representing 1-hour candlestick period, with a value of 3600.\"], \"seeAlso\": [\"{@fun/Market/exchange.GetRecords exchange.GetRecords}, {@var/PERIOD/PERIOD_M1 PERIOD_M1}, {@var/PERIOD/PERIOD_M3 PERIOD_M3}, {@var/PERIOD/PERIOD_M5 PERIOD_M5}, {@var/PERIOD/PERIOD_M15 PERIOD_M15}, {@var/PERIOD/PERIOD_M30 PERIOD_M30}, {@var/PERIOD/PERIOD_H2 PERIOD_H2}, {@var/PERIOD/PERIOD_H4 PERIOD_H4}, {@var/PERIOD/PERIOD_H6 PERIOD_H6}, {@var/PERIOD/PERIOD_H12 PERIOD_H12}, {@var/PERIOD/PERIOD_D1 PERIOD_D1}, {@var/PERIOD/PERIOD_D3 PERIOD_D3}, {@var/PERIOD/PERIOD_W1 PERIOD_W1}\"], \"title\": \"PERIOD_H1\", \"type\": \"number\"}, {\"_src_hash\": \"3c2c73429d2ec72062caff03a4b2848deaa24f0d258d8318bf78c4de9b61b740\", \"desc\": [\"Constant representing the 2-hour candlestick period, with a value of 7200.\"], \"seeAlso\": [\"{@fun/Market/exchange.GetRecords exchange.GetRecords}, {@var/PERIOD/PERIOD_M1 PERIOD_M1}, {@var/PERIOD/PERIOD_M3 PERIOD_M3}, {@var/PERIOD/PERIOD_M5 PERIOD_M5}, {@var/PERIOD/PERIOD_M15 PERIOD_M15}, {@var/PERIOD/PERIOD_M30 PERIOD_M30}, {@var/PERIOD/PERIOD_H1 PERIOD_H1}, {@var/PERIOD/PERIOD_H4 PERIOD_H4}, {@var/PERIOD/PERIOD_H6 PERIOD_H6}, {@var/PERIOD/PERIOD_H12 PERIOD_H12}, {@var/PERIOD/PERIOD_D1 PERIOD_D1}, {@var/PERIOD/PERIOD_D3 PERIOD_D3}, {@var/PERIOD/PERIOD_W1 PERIOD_W1}\"], \"title\": \"PERIOD_H2\", \"type\": \"number\"}, {\"_src_hash\": \"a06d33ed39f6e28cc4790fea3198147f2ad36cb7966a218ab5232a7103b27832\", \"desc\": [\"Constant representing the 4-hour candlestick period, with a value of 14400.\"], \"seeAlso\": [\"{@fun/Market/exchange.GetRecords exchange.GetRecords}, {@var/PERIOD/PERIOD_M1 PERIOD_M1}, {@var/PERIOD/PERIOD_M3 PERIOD_M3}, {@var/PERIOD/PERIOD_M5 PERIOD_M5}, {@var/PERIOD/PERIOD_M15 PERIOD_M15}, {@var/PERIOD/PERIOD_M30 PERIOD_M30}, {@var/PERIOD/PERIOD_H1 PERIOD_H1}, {@var/PERIOD/PERIOD_H2 PERIOD_H2}, {@var/PERIOD/PERIOD_H6 PERIOD_H6}, {@var/PERIOD/PERIOD_H12 PERIOD_H12}, {@var/PERIOD/PERIOD_D1 PERIOD_D1}, {@var/PERIOD/PERIOD_D3 PERIOD_D3}, {@var/PERIOD/PERIOD_W1 PERIOD_W1}\"], \"title\": \"PERIOD_H4\", \"type\": \"number\"}, {\"_src_hash\": \"d23a00e8891f9ce994f72f8437cffa6dddaec4e02a31142e7edf418a26c77f99\", \"desc\": [\"Constant representing the 6-hour candlestick period, with a value of 21600.\"], \"seeAlso\": [\"{@fun/Market/exchange.GetRecords exchange.GetRecords}, {@var/PERIOD/PERIOD_M1 PERIOD_M1}, {@var/PERIOD/PERIOD_M3 PERIOD_M3}, {@var/PERIOD/PERIOD_M5 PERIOD_M5}, {@var/PERIOD/PERIOD_M15 PERIOD_M15}, {@var/PERIOD/PERIOD_M30 PERIOD_M30}, {@var/PERIOD/PERIOD_H1 PERIOD_H1}, {@var/PERIOD/PERIOD_H2 PERIOD_H2}, {@var/PERIOD/PERIOD_H4 PERIOD_H4}, {@var/PERIOD/PERIOD_H12 PERIOD_H12}, {@var/PERIOD/PERIOD_D1 PERIOD_D1}, {@var/PERIOD/PERIOD_D3 PERIOD_D3}, {@var/PERIOD/PERIOD_W1 PERIOD_W1}\"], \"title\": \"PERIOD_H6\", \"type\": \"number\"}, {\"_src_hash\": \"1dda658818505570447d398a0d0d5d2e2bcfc6ca3fd267b21508b851e7550cfb\", \"desc\": [\"Constant representing the 12-hour candlestick period, with a value of 43200.\"], \"seeAlso\": [\"{@fun/Market/exchange.GetRecords exchange.GetRecords}, {@var/PERIOD/PERIOD_M1 PERIOD_M1}, {@var/PERIOD/PERIOD_M3 PERIOD_M3}, {@var/PERIOD/PERIOD_M5 PERIOD_M5}, {@var/PERIOD/PERIOD_M15 PERIOD_M15}, {@var/PERIOD/PERIOD_M30 PERIOD_M30}, {@var/PERIOD/PERIOD_H1 PERIOD_H1}, {@var/PERIOD/PERIOD_H2 PERIOD_H2}, {@var/PERIOD/PERIOD_H4 PERIOD_H4}, {@var/PERIOD/PERIOD_H6 PERIOD_H6}, {@var/PERIOD/PERIOD_D1 PERIOD_D1}, {@var/PERIOD/PERIOD_D3 PERIOD_D3}, {@var/PERIOD/PERIOD_W1 PERIOD_W1}\"], \"title\": \"PERIOD_H12\", \"type\": \"number\"}, {\"_src_hash\": \"f633c4b2ba26aa7972001ac229d8e6d1dd44dcbb31e6e8bcdeef5c8e6347c4b5\", \"desc\": [\"Constant representing 1-day candlestick period, with a value of 86400.\"], \"seeAlso\": [\"{@fun/Market/exchange.GetRecords exchange.GetRecords}, {@var/PERIOD/PERIOD_M1 PERIOD_M1}, {@var/PERIOD/PERIOD_M3 PERIOD_M3}, {@var/PERIOD/PERIOD_M5 PERIOD_M5}, {@var/PERIOD/PERIOD_M15 PERIOD_M15}, {@var/PERIOD/PERIOD_M30 PERIOD_M30}, {@var/PERIOD/PERIOD_H1 PERIOD_H1}, {@var/PERIOD/PERIOD_H2 PERIOD_H2}, {@var/PERIOD/PERIOD_H4 PERIOD_H4}, {@var/PERIOD/PERIOD_H6 PERIOD_H6}, {@var/PERIOD/PERIOD_H12 PERIOD_H12}, {@var/PERIOD/PERIOD_D3 PERIOD_D3}, {@var/PERIOD/PERIOD_W1 PERIOD_W1}\"], \"title\": \"PERIOD_D1\", \"type\": \"number\"}, {\"_src_hash\": \"072f7c9701ea995ee0269bc3d09c62523e97e175fe8377aa565ecde81d345f13\", \"desc\": [\"Constant representing the 3-day candlestick period, with a value of 259200.\"], \"seeAlso\": [\"{@fun/Market/exchange.GetRecords exchange.GetRecords}, {@var/PERIOD/PERIOD_M1 PERIOD_M1}, {@var/PERIOD/PERIOD_M3 PERIOD_M3}, {@var/PERIOD/PERIOD_M5 PERIOD_M5}, {@var/PERIOD/PERIOD_M15 PERIOD_M15}, {@var/PERIOD/PERIOD_M30 PERIOD_M30}, {@var/PERIOD/PERIOD_H1 PERIOD_H1}, {@var/PERIOD/PERIOD_H2 PERIOD_H2}, {@var/PERIOD/PERIOD_H4 PERIOD_H4}, {@var/PERIOD/PERIOD_H6 PERIOD_H6}, {@var/PERIOD/PERIOD_H12 PERIOD_H12}, {@var/PERIOD/PERIOD_D1 PERIOD_D1}, {@var/PERIOD/PERIOD_W1 PERIOD_W1}\"], \"title\": \"PERIOD_D3\", \"type\": \"number\"}, {\"_src_hash\": \"e7777e44d1a8ef234fe633aa806ef380bcd1a3c684e3a7c13ce1787a93bb6c54\", \"desc\": [\"Constant representing 1-week candlestick period, with a value of 604800 seconds.\"], \"seeAlso\": [\"{@fun/Market/exchange.GetRecords exchange.GetRecords}, {@var/PERIOD/PERIOD_M1 PERIOD_M1}, {@var/PERIOD/PERIOD_M3 PERIOD_M3}, {@var/PERIOD/PERIOD_M5 PERIOD_M5}, {@var/PERIOD/PERIOD_M15 PERIOD_M15}, {@var/PERIOD/PERIOD_M30 PERIOD_M30}, {@var/PERIOD/PERIOD_H1 PERIOD_H1}, {@var/PERIOD/PERIOD_H2 PERIOD_H2}, {@var/PERIOD/PERIOD_H4 PERIOD_H4}, {@var/PERIOD/PERIOD_H6 PERIOD_H6}, {@var/PERIOD/PERIOD_H12 PERIOD_H12}, {@var/PERIOD/PERIOD_D1 PERIOD_D1}, {@var/PERIOD/PERIOD_D3 PERIOD_D3}\"], \"title\": \"PERIOD_W1\", \"type\": \"number\"}], \"title\": \"PERIOD\"}, {\"_src_hash\": \"0b9903fdb1ad734404a13bb84c010ce46b70bf7c72c918f7d7b3916513b84627\", \"children\": [{\"_src_hash\": \"2ffc80259926a34bdc7494cd3d937d412cef1b332d8594b5345edc1fef4cd2fd\", \"desc\": [\"LOG_TYPE_BUY is an optional value for the ```LogType``` parameter of the {@fun/Trade/exchange.Log exchange.Log} function, used to set the log type printed by the ```exchange.Log``` function as a buy order log.\", \"The value of LOG_TYPE_BUY is 0.\"], \"seeAlso\": [\"{@var/LOG_TYPE/LOG_TYPE_SELL LOG_TYPE_SELL}, 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Name	Type	Description
Id	string	Unique identifier for the market trade record. If the exchange API does not provide an Id, it will be filled with a timestamp.
Time	number	Timestamp in milliseconds.
Price	number	Execution price.
Amount	number	Execution quantity.
Type	number	Order type, refer to `ORDER_TYPE_BUY`, `ORDER_TYPE_SELL`.