[{"_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\": \"545811d0d8d4646ccd419e8c8c8384a8af05e6417a54ba422882949f37478d60\", \"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\": \"fn main() {\\n Log!(\\\"version:\\\", Version());\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n Log(\\\"version:\\\", Version());\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The system version number is the version number of the hosting program (docker/agent).\"], \"returns\": [{\"info\": \"The current system version number, for example: ```3.6```.\", \"type\": \"string\"}], \"syntax\": [\"Version()\"], \"title\": \"Version\"}, {\"_src_hash\": \"e09ce864ef490d24c73cd3e960d3887399ef021e234f21bfd105e955246365b4\", \"args\": [{\"info\": \"The ```millisecond``` parameter is used to set the sleep duration, in milliseconds.\", \"name\": \"millisecond\", \"required\": true, \"type\": \"number\"}], \"desc\": [\"The sleep function pauses program execution for a specified period of 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\": \"fn main() {\\n Sleep(1000 * 10); // Wait for 10 seconds\\n Log!(\\\"Waited for 10 seconds\\\");\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n Sleep(1000 * 10);\\n Log(\\\"Waited for 10 seconds\\\");\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"For example, when executing the ```Sleep(1000)``` function, the program will sleep for 1 second. This function supports sleep operations of less than 1 millisecond, such as ```Sleep(0.1)```. The minimum supported parameter is ```0.000001```, i.e. nanosecond-level sleep, where 1 nanosecond equals ```1e-6``` milliseconds.\", \"When writing strategies in ```Python```, for operations such as polling intervals and time waiting, you should use the ```Sleep(millisecond)``` function rather than the ```time.sleep(second)``` function from ```Python```'s ```time``` library. This is because if a strategy uses the ```time.sleep(second)``` function during backtesting, it will cause the strategy program to actually wait for a period of time (instead of skipping ahead on the backtesting system's time series), resulting in very slow backtesting speed.\"], \"syntax\": [\"Sleep(millisecond)\"], \"title\": \"Sleep\"}, {\"_src_hash\": \"591e420ec7775cfd153dc1600e093f756145c30f4ae6ebb3af497a6ed10eb942\", \"desc\": [\"Used to determine whether the strategy's runtime environment is the 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\": \"fn main() {\\n if IsVirtual() {\\n Log!(\\\"Currently in backtest environment.\\\");\\n } else {\\n Log!(\\\"Currently in live trading environment.\\\");\\n }\\n}\", \"lang\": \"rust\"}, {\"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\": [\"Used to determine whether the current runtime environment is the backtesting system, in order to accommodate the differences between the backtesting and live trading environments.\"], \"returns\": [{\"info\": \"When the strategy runs in the backtesting system environment, it returns a truthy value, for example: ```true```; when the strategy runs in the live trading environment, it returns a falsy value, for example: ```false```.\", \"type\": \"bool\"}], \"syntax\": [\"IsVirtual()\"], \"title\": \"IsVirtual\"}, {\"_src_hash\": \"a276272fab038884291105a232a06a71fcfba188057a48add9ba797f7215f930\", \"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\": \"Used to specify the ```SMTP``` service password of the email sender's mailbox.\", \"name\": \"smtpPassword\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Used to specify the email address of the email recipient.\", \"name\": \"mailTo\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The email subject.\", \"name\": \"title\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The email body.\", \"name\": \"body\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Send an 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\": \"fn main() {\\n Mail(\\\"smtp.163.com\\\", \\\"asdf@163.com\\\", \\\"password\\\", \\\"111@163.com\\\", \\\"title\\\", \\\"body\\\");\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n Mail(\\\"smtp.163.com\\\", \\\"asdf@163.com\\\", \\\"password\\\", \\\"111@163.com\\\", \\\"title\\\", \\\"body\\\");\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```smtpPassword``` parameter sets the password for the ```SMTP``` service, not the mailbox login password.\", \"When setting the ```smtpServer``` parameter, if you need to change the port, you can append the port number directly in the ```smtpServer``` parameter. For example: the ```smtp.qq.com:587``` port of QQ Mail has been tested and works.\", \"If the error ```unencryped connection``` occurs, you need to modify the ```smtpServer``` parameter of the ```Mail``` function to the format ```ssl://xxx.com:xxx```. For example, the ```ssl``` method for QQ Mail ```SMTP``` is ```ssl://smtp.qq.com:465```, or use ```smtp://xxx.com:xxx```.\", \"This function does not work in the backtesting system.\"], \"returns\": [{\"info\": \"Returns a truthy value, such as ```true```, when the email is sent successfully; returns a falsy value, such as ```false```, when 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\": \"4662f04d5a520f64005052f810d865536af8388edf063c190090a7f48328d74e\", \"args\": [{\"info\": \"A regular expression string.\", \"name\": \"filters\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Filters 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\": \"fn main() {\\n SetErrorFilter(\\\"502:|503:|tcp|character|unexpected|network|timeout|WSARecv|Connect|GetAddr|no such|reset|http|received|EOF|reused\\\");\\n}\", \"lang\": \"rust\"}, {\"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 (id 123) to deliberately trigger an interface error\\n var order = exchange.GetOrder(\\\"123\\\")\\n Log(order)\\n // Filter http 502 errors and GetOrder interface errors; after setting the error filter, the second call to GetOrder will no longer 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\": \"fn main() {\\n // Query a non-existent order (id 123) to deliberately trigger an interface error\\n let orderId = OrderId { S: \\\"123\\\".to_string(), ..Default::default() };\\n let order = exchange.GetOrder(&orderId);\\n Log!(order);\\n // Filter http 502 errors and GetOrder interface errors; after setting the error filter, the second call to GetOrder will no longer report an error\\n SetErrorFilter(\\\"502:|GetOrder\\\");\\n let order = exchange.GetOrder(&orderId);\\n Log!(order);\\n}\", \"lang\": \"rust\"}, {\"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 error messages from a specific interface.\"}], \"remarks\": [\"Error logs that match this regular expression will no longer be uploaded to the logging system. This function can be called multiple times (with no limit on the number of calls) to set multiple filter conditions; regular expressions set across multiple calls accumulate and take effect simultaneously. You can pass an empty string to reset the regular expression used to filter error logs: ```SetErrorFilter(\\\"\\\")```. Filtered logs will no longer be written to the database file corresponding to the live trading Id under the docker directory, thereby preventing the database file from bloating due to frequent errors.\"], \"syntax\": [\"SetErrorFilter(filters)\"], \"title\": \"SetErrorFilter\"}, {\"_src_hash\": \"a99ff3256c0c60f856ef7ea7691c3a6fefd195ad5d57fc060257ba227f02ab78\", \"desc\": [\"Get the ID 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\": \"fn main() {\\n let id = GetPid();\\n Log!(id);\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n auto id = GetPid();\\n Log(id);\\n}\", \"lang\": \"cpp\"}]}], \"returns\": [{\"info\": \"Returns the ID of the live trading process.\", \"type\": \"string\"}], \"syntax\": [\"GetPid()\"], \"title\": \"GetPid\"}, {\"_src_hash\": \"351c971e614948a921d8c4760d9e31497132e07a406547fe8f33573b5fdde1c9\", \"desc\": [\"Retrieves the most recent error message.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // Since order number 123 does not exist, this will trigger an error\\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\": \"fn main() {\\n // Since order number 123 does not exist, this will trigger an error\\n // Rust's GetOrder accepts a &OrderId parameter; the string id must be placed in the S field\\n let id = OrderId { S: \\\"123\\\".to_string(), ..Default::default() };\\n let _ = exchange.GetOrder(&id);\\n let error = GetLastError();\\n Log!(error);\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n // The order ID is of type TId, so a string cannot be passed in; here we place an order that does not conform to the exchange's specifications to trigger an error\\n exchange.GetOrder(exchange.Buy(1, 1));\\n auto error = GetLastError();\\n Log(error);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"This function does not work in the backtesting system.\"], \"returns\": [{\"info\": \"The most recent error message.\", \"type\": \"string\"}], \"syntax\": [\"GetLastError()\"], \"title\": \"GetLastError\"}, {\"_src_hash\": \"ee762509e26b8d625e5477025fd33f7442fc3e3351cb3f82a71e48f46b83cb5e\", \"desc\": [\"Get the strategy's interactive command.\"], \"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\": \"fn main() {\\n loop {\\n // Rust's GetCommand() requires a timeout parameter (milliseconds) and returns Option, which is None when there is no command\\n if let Some(cmd) = GetCommand(0) {\\n Log!(cmd);\\n }\\n Sleep(1000);\\n }\\n}\", \"lang\": \"rust\"}, {\"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 when an interactive command is detected, use the ```Log``` function to output it.\"}, {\"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\": \"fn main() {\\n loop {\\n LogStatus!(_D(None));\\n if let Some(cmd) = GetCommand(0) {\\n Log!(\\\"cmd:\\\", cmd);\\n let arr: Vec<&str> = cmd.split(':').collect();\\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\": \"rust\"}, {\"code\": \"#include \\n#include \\n#include \\n#include \\n\\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, in the strategy's interactive controls, add a control without an input box, name it ```buy```, with the control description ```Buy```; this is a button control. Then add a control with an input box, name it ```sell```, with the control description ```Sell```; this is an interactive control composed of a button and an input box. Write interactive code in the strategy to respond to the different interactive controls:\"}], \"remarks\": [\"This function is invalid in the backtesting system.\"], \"returns\": [{\"info\": \"The returned command format is ```ControlName:Data```, where ```ControlName``` is the name of the control and ```Data``` is the data entered in the control. If the interactive control does not contain input components such as an input box or dropdown box (for example, a button control without an input box), then the returned command format is ```ControlName```, i.e. only the control name is returned.\", \"type\": \"string\"}], \"syntax\": [\"GetCommand()\"], \"title\": \"GetCommand\"}, {\"_src_hash\": \"84d2ec646a4078082dc9c0569b88bf298f0592b120edaf475533fc131832ae53\", \"desc\": [\"Get the ```Meta``` value written when generating the strategy registration code.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // The maximum asset value of the quote currency allowed by the strategy\\n var maxBaseCurrency = null\\n\\n // Get the metadata when creating the registration code\\n var level = GetMeta()\\n\\n // Check the condition 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 the asset value\\n var acc = exchange.GetAccount()\\n if (maxBaseCurrency != -1 && maxBaseCurrency < acc.Stocks + acc.FrozenStocks) {\\n // Stop executing the 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 // Normally output the status bar information\\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 # Normally output the status bar information\\n LogStatus(_D(), \\\"level:\\\", level, \\\"Strategy running normally! ticker data:\\\\n\\\", ticker)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // The maximum asset value of the quote currency allowed by the strategy\\n let maxBaseCurrency;\\n\\n // Get the metadata when creating the registration code, Rust's GetMeta() returns a JsonValue type\\n let meta = GetMeta();\\n let level = meta.as_str().unwrap_or(\\\"\\\");\\n\\n // Check the condition corresponding to Meta\\n if level == \\\"level1\\\" {\\n // -1 means no limit\\n maxBaseCurrency = -1.0;\\n } else if level == \\\"level2\\\" {\\n maxBaseCurrency = 10.0;\\n } else if level == \\\"level3\\\" {\\n maxBaseCurrency = 1.0;\\n } else {\\n maxBaseCurrency = 0.5;\\n }\\n\\n loop {\\n Sleep(1000);\\n let ticker = exchange.GetTicker(None).unwrap();\\n\\n // Check the asset value\\n let acc = exchange.GetAccount().unwrap();\\n if maxBaseCurrency != -1.0 && maxBaseCurrency < acc.Stocks + acc.FrozenStocks {\\n // Stop executing the strategy trading logic\\n LogStatus!(_D(None), \\\"level:\\\", level, \\\"Position exceeds registration code limit, strategy trading logic will not execute!\\\");\\n continue;\\n }\\n\\n // Other trading logic\\n\\n // Normally output the status bar information\\n LogStatus!(_D(None), \\\"level:\\\", level, \\\"Strategy running normally! ticker data:\\\\n\\\", ticker);\\n }\\n}\", \"lang\": \"rust\"}, {\"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 the 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 // Normally output the status bar information\\n LogStatus(_D(), \\\"level:\\\", level, \\\"Strategy running normally! ticker data:\\\\n\\\", ticker);\\n }\\n}\", \"lang\": \"cpp\"}], \"value\": \"Application scenario example: Use ```Meta``` to limit the number of assets the strategy can operate.\"}], \"remarks\": [\"Application scenario: You need to impose fund restrictions on different strategy lessees. The length of the ```Meta``` value set when generating the registration code cannot exceed 190 characters. The ```GetMeta()``` function is only supported in live trading and does not work in the backtesting system. If the metadata (```Meta```) is not set when generating the strategy registration code, the ```GetMeta()``` function will return an empty value.\"], \"returns\": [{\"info\": \"```Meta``` data.\", \"type\": \"string\"}], \"syntax\": [\"GetMeta()\"], \"title\": \"GetMeta\"}, {\"_src_hash\": \"d011f15a15e5cba509f4760a9d43201c579971d5d4ed401d17338fd4d59e7112\", \"args\": [{\"info\": \"The request address.\", \"name\": \"address\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The timeout period (unit: seconds).\", \"name\": \"timeout\", \"required\": false, \"type\": \"number\"}, {\"info\": \"Configuration options.\", \"name\": \"options\", \"required\": false, \"type\": \"object\"}], \"desc\": [\"Used for raw ```Socket``` access, supporting the ```tcp```, ```udp```, ```tls```, and ```unix``` protocols. Supports 4 mainstream messaging protocols: ```mqtt```, ```nats```, ```amqp```, and ```kafka```. Also supports connecting to databases, with available databases including: ```sqlite3```, ```mysql```, ```postgres```, and ```clickhouse```.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // Dial supports the tcp://, udp://, tls://, and unix:// protocols, and accepts a parameter specifying the timeout in seconds\\n var client = Dial(\\\"tls://www.baidu.com:443\\\")\\n if (client) {\\n // write can take an additional numeric parameter to specify a timeout, and returns the number of bytes successfully sent\\n client.write(\\\"GET / HTTP/1.1\\\\nConnection: Closed\\\\n\\\\n\\\")\\n while (true) {\\n // read can take an additional numeric parameter to specify a timeout, in milliseconds; returning null indicates an error, timeout, or that the socket has been 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\": \"fn main() {\\n // Dial supports the tcp://, udp://, tls://, and unix:// protocols, and you can use Dial::new(addr, timeout) to specify the timeout in seconds\\n let mut client = Dial(\\\"tls://www.baidu.com:443\\\");\\n if client.Valid() {\\n // The second numeric parameter of write is used to specify a timeout, and it returns the number of bytes successfully sent\\n client.write(\\\"GET / HTTP/1.1\\\\nConnection: Closed\\\\n\\\\n\\\", 0);\\n loop {\\n // The numeric parameter of read is used to specify a timeout, in milliseconds; returning an empty string indicates an error, timeout, or that the socket has been closed\\n let buf = client.read(0);\\n if buf == \\\"\\\" {\\n break;\\n }\\n Log!(buf);\\n }\\n client.close();\\n }\\n}\", \"lang\": \"rust\"}, {\"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's 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 received after read is called\\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\": \"fn main() {\\n LogStatus!(\\\"Connecting...\\\");\\n // Access Binance's WebSocket interface\\n let mut client = Dial(\\\"wss://stream.binance.com:9443/ws/!ticker@arr\\\");\\n if !client.Valid() {\\n Log!(\\\"Connection failed, exiting\\\");\\n return;\\n }\\n\\n loop {\\n // read only returns data received after read is called\\n let buf = client.read(0);\\n if buf == \\\"\\\" {\\n break;\\n }\\n let obj = JSONParse(&buf).unwrap();\\n // The Rust SDK has no JSON serialization; here we use string concatenation to build the JSON text for the status bar table\\n let mut rows = String::new();\\n if let Some(arr) = obj.as_array() {\\n for ticker in arr {\\n if !rows.is_empty() {\\n rows += \\\",\\\";\\n }\\n rows += &format!(r#\\\"[\\\"{}\\\",\\\"{}\\\",\\\"{}\\\",\\\"{}\\\",\\\"{}\\\",\\\"{}\\\",\\\"{}\\\",\\\"{}\\\"]\\\"#,\\n ticker[\\\"s\\\"].as_str().unwrap_or(\\\"\\\"), ticker[\\\"h\\\"].as_str().unwrap_or(\\\"\\\"),\\n ticker[\\\"l\\\"].as_str().unwrap_or(\\\"\\\"), ticker[\\\"b\\\"].as_str().unwrap_or(\\\"\\\"),\\n ticker[\\\"a\\\"].as_str().unwrap_or(\\\"\\\"), ticker[\\\"c\\\"].as_str().unwrap_or(\\\"\\\"),\\n ticker[\\\"q\\\"].as_str().unwrap_or(\\\"\\\"), _D(ticker[\\\"E\\\"].as_i64().unwrap_or(0)));\\n }\\n }\\n let table = format!(r#\\\"{{\\\"type\\\":\\\"table\\\",\\\"title\\\":\\\"Market Chart\\\",\\\"cols\\\":[\\\"Symbol\\\",\\\"High\\\",\\\"Low\\\",\\\"Bid\\\",\\\"Ask\\\",\\\"Last Price\\\",\\\"Volume\\\",\\\"Update Time\\\"],\\\"rows\\\":[{}]}}\\\"#, rows);\\n LogStatus!(format!(\\\"`{}`\\\", table));\\n }\\n client.close();\\n}\", \"lang\": \"rust\"}, {\"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\": \"Access Binance's 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\": \"fn main() {\\n // In Rust, use Dial::with_options() and pass options as a JSON string to set the request headers\\n let options = r#\\\"{\\\"headers\\\": {\\\"X-MBX-APIKEY\\\": \\\"your access key\\\"}}\\\"#;\\n let random = format!(\\\"fmz{}\\\", UnixNano());\\n let ts = Unix() * 1000;\\n let secretKey = \\\"your secret key\\\";\\n let topic = \\\"com_announcement_en\\\";\\n let payload = format!(\\\"random={}&topic={}&recvWindow=30000×tamp={}\\\", random, topic, ts);\\n let signature = Encode(\\\"sha256\\\", \\\"string\\\", \\\"hex\\\", &payload, \\\"string\\\", secretKey);\\n let query = format!(\\\"?{}&signature={}\\\", payload, signature);\\n\\n Log!(\\\"query:\\\", query);\\n let mut conn = Dial::with_options(&format!(\\\"wss://api.binance.com/sapi/wss{}\\\", query), options);\\n\\n for _i in 0..10 {\\n let ret = conn.read(0);\\n Log!(ret);\\n }\\n}\", \"lang\": \"rust\"}, {\"code\": \"// Not supported yet\", \"lang\": \"cpp\"}], \"value\": \"Access Binance's WebSocket interface and set the 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 enable reconnection mode, and specify payload as the message to be sent upon reconnection. When the WebSocket connection is disconnected, it will automatically reconnect and automatically send this 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\": \"fn main() {\\n let param = r#\\\"{\\\"op\\\":\\\"subscribe\\\",\\\"args\\\":[{\\\"channel\\\":\\\"tickers\\\",\\\"instId\\\":\\\"BTC-USDT\\\"}]}\\\"#;\\n // When calling the Dial function, specify reconnect=true to enable reconnection mode, and specify payload as the message to be sent upon reconnection. When the WebSocket connection is disconnected, it will automatically reconnect and automatically send this message\\n let mut ws = Dial(&format!(\\\"wss://ws.okx.com:8443/ws/v5/public|compress=gzip_raw&mode=recv&reconnect=true&payload={}\\\", param));\\n if ws.Valid() {\\n let pingCyc = 1000 * 20;\\n let mut lastPingTime = Unix() * 1000;\\n loop {\\n let nowTime = Unix() * 1000;\\n let ret = ws.read(0);\\n Log!(\\\"ret:\\\", ret);\\n if nowTime - lastPingTime > pingCyc {\\n let retPing = ws.write(\\\"ping\\\", 0);\\n lastPingTime = nowTime;\\n Log!(\\\"Sending: ping\\\", \\\"#FF0000\\\");\\n }\\n LogStatus!(\\\"Current time:\\\", _D(None));\\n Sleep(1000);\\n }\\n }\\n // In Rust, the connection object is automatically closed when it goes out of scope; you can also explicitly call ws.close()\\n}\", \"lang\": \"rust\"}, {\"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\": \"Access OKX's 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 the 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 the 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\": \"fn main() {\\n let param = r#\\\"{\\\"sub\\\":\\\"market.btcusdt.detail\\\",\\\"id\\\":\\\"id1\\\"}\\\"#;\\n let mut ws = Dial(&format!(\\\"wss://api.huobi.pro/ws|compress=gzip&mode=recv&reconnect=true&payload={}\\\", param));\\n if ws.Valid() {\\n loop {\\n let ret = ws.read(0);\\n Log!(\\\"ret:\\\", ret);\\n // Respond to the heartbeat packet; in Rust use JSONParse() to parse, which returns None on parse failure\\n if let Some(jsonRet) = JSONParse(&ret) {\\n if jsonRet[\\\"ping\\\"].is_number() {\\n let strPong = format!(r#\\\"{{\\\"pong\\\":{}}}\\\"#, jsonRet[\\\"ping\\\"].as_i64().unwrap_or(0));\\n ws.write(&strPong, 0);\\n Log!(\\\"Responding to ping, sending pong:\\\", strPong, \\\"#FF0000\\\");\\n }\\n }\\n\\n LogStatus!(\\\"Current time:\\\", _D(None));\\n Sleep(1000);\\n }\\n }\\n // In Rust the connection object is automatically closed when it leaves scope; you can also explicitly call ws.close()\\n}\", \"lang\": \"rust\"}, {\"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 the 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\": \"Access the Huobi exchange's WebSocket market data interface:\"}, {\"examples\": [{\"code\": \"function getLogin(pAccessKey, pSecretKey, pPassphrase) {\\n // Signature function, used to generate the login request\\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 has a timeout set, timeout errors need to be filtered, otherwise redundant error output will be produced\\n SetErrorFilter(\\\"timeout\\\")\\n\\n // Subscription information for the positions channel\\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) // You cannot subscribe to private channels immediately after login; you need to wait for the 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 // Reconnect after detecting a disconnection\\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\": \"fn getLogin(pAccessKey: &str, pSecretKey: &str, pPassphrase: &str) -> String {\\n // Signature function, used to generate the login request. There is no exchange.Encode member function in Rust, so the global Encode function is used to compute the signature\\n let ts = format!(\\\"{}\\\", Unix());\\n let sign = Encode(\\\"sha256\\\", \\\"string\\\", \\\"base64\\\", &format!(\\\"{}GET/users/self/verify\\\", ts), \\\"string\\\", pSecretKey);\\n format!(r#\\\"{{\\\"op\\\":\\\"login\\\",\\\"args\\\":[{{\\\"apiKey\\\":\\\"{}\\\",\\\"passphrase\\\":\\\"{}\\\",\\\"timestamp\\\":\\\"{}\\\",\\\"sign\\\":\\\"{}\\\"}}]}}\\\"#, pAccessKey, pPassphrase, ts, sign)\\n}\\n\\nfn main() {\\n // Since the read function has a timeout set, timeout errors need to be filtered, otherwise redundant error output will be produced\\n SetErrorFilter(\\\"timeout\\\");\\n\\n // Subscription information for the positions channel\\n let posSubscribe = r#\\\"{\\\"op\\\":\\\"subscribe\\\",\\\"args\\\":[{\\\"channel\\\":\\\"positions\\\",\\\"instType\\\":\\\"ANY\\\"}]}\\\"#;\\n\\n let accessKey = \\\"xxx\\\";\\n let secretKey = \\\"xxx\\\";\\n let passphrase = \\\"xxx\\\";\\n\\n let mut client_private = Dial(\\\"wss://ws.okx.com:8443/ws/v5/private\\\");\\n client_private.write(&getLogin(accessKey, secretKey, passphrase), 0);\\n Sleep(3000); // You cannot subscribe to private channels immediately after login; you need to wait for the server response\\n client_private.write(posSubscribe, 0);\\n if client_private.Valid() {\\n let mut lastPingTS = Unix() * 1000;\\n loop {\\n let buf = client_private.read(-1);\\n if buf != \\\"\\\" {\\n Log!(buf);\\n }\\n\\n // Reconnect after detecting a disconnection\\n if buf == \\\"\\\" && client_private.write(posSubscribe, 0) == 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), 0);\\n Sleep(3000);\\n client_private.write(posSubscribe, 0);\\n }\\n\\n // Send heartbeat packet\\n let nowPingTS = Unix() * 1000;\\n if nowPingTS - lastPingTS > 10 * 1000 {\\n client_private.write(\\\"ping\\\", 0);\\n lastPingTS = nowPingTS;\\n }\\n }\\n }\\n}\", \"lang\": \"rust\"}, {\"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\": \"Access 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 push\\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\": \"fn main() {\\n let accessKey = \\\"your accessKey\\\";\\n\\n let ts = Unix() * 1000;\\n // Rust does not have the exchange.Encode member function and cannot use the {{secretkey}} template substitution, so use the global Encode function to pass the secret key directly to compute the signature\\n let signature = Encode(\\\"sha256\\\", \\\"string\\\", \\\"hex\\\", &format!(\\\"{}\\\", ts), \\\"string\\\", \\\"your secretKey\\\");\\n Log!(\\\"signature:\\\", signature);\\n\\n // The Rust SDK does not have JSON serialization, so use string concatenation to construct the payload's JSON text\\n let payload = format!(r#\\\"{{\\\"id\\\":1,\\\"method\\\":\\\"server.sign\\\",\\\"params\\\":{{\\\"access_id\\\":\\\"{}\\\",\\\"signed_str\\\":\\\"{}\\\",\\\"timestamp\\\":{}}}}}\\\"#, accessKey, signature, ts);\\n Log!(\\\"payload:\\\", payload);\\n\\n let mut conn = Dial(&format!(\\\"wss://socket.coinex.com/v2/futures|compress=gzip&mode=recv&payload={}\\\", payload));\\n if !conn.Valid() {\\n Panic!(\\\"stop\\\");\\n }\\n Log!(\\\"Dial ... \\\", conn.read(0));\\n\\n // Subscribe to position push\\n conn.write(r#\\\"{\\\"method\\\":\\\"position.subscribe\\\",\\\"params\\\":{\\\"market_list\\\":[\\\"BTCUSDT\\\"]},\\\"id\\\":1}\\\"#, 0);\\n\\n loop {\\n let msg = conn.read(0);\\n if msg != \\\"\\\" {\\n Log!(\\\"msg:\\\", msg);\\n }\\n }\\n}\", \"lang\": \"rust\"}, {\"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\": \"The following example demonstrates how to access the ```Websocket``` interface of the MEXC exchange, subscribe to the ```public.aggre.deals.v3.api.pb``` channel, and use ```protobuf.js``` to decode the binary data:\"}, {\"examples\": [{\"code\": \"var client = null\\nfunction main() {\\n // client = Dial(\\\"sqlite3://:memory:\\\") // Use an 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 the 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\": \"fn main() {\\n // let mut client = Dial(\\\"sqlite3://:memory:\\\"); // Use an in-memory database\\n let mut client = Dial(\\\"sqlite3://test1.db\\\"); // Open/connect to the database file in the docker's directory\\n\\n // Rust's connection object does not support the fd() method\\n\\n // Query the tables in the database\\n let ret = client.exec(\\\"SELECT name FROM sqlite_master WHERE type='table'\\\");\\n Log!(format!(\\\"{:?}\\\", ret));\\n\\n Log!(\\\"Executing client.close()\\\");\\n client.close();\\n}\", \"lang\": \"rust\"}, {\"code\": \"// Not supported\", \"lang\": \"cpp\"}], \"value\": \"The connection object returned when the Dial function connects to a database has 2 unique methods:\\n\\n\\n - ```exec(sqlString)```: Used to execute SQL statements, with usage similar to the ```DBExec()``` function.\\n\\n\\n - ```fd()```: This function returns a handle (for example, a handle variable named handle), used for reconnecting in other threads. Even if the connection object created by Dial has already been closed via the ```close()``` function, you can still pass this handle into the ```Dial()``` function (for example, ```Dial(handle)```) to reuse the connection.\\n\\n\\n The following is an example of using the Dial function to connect to a ```sqlite3``` database.\"}], \"remarks\": [\"```address``` parameter details: after the standard 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 instead. The portion after the separator specifies the functional parameter settings, with individual parameters joined by the ```&``` character.\\n\\n\\nFor example, to set both an ```ss5``` proxy and compression parameters at the same time, you can write:\\n\\n\\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=value | compress specifies the compression method. Available values include gzip_raw, gzip, etc. If the gzip used is not standard gzip, you can use the extended form: gzip_raw |\\n| Parameters related to WebSocket protocol data compression: mode=value | mode specifies the compression mode, with three options: dual, send, and recv. dual indicates bidirectional compression, i.e., sending and receiving compressed data simultaneously; send indicates only sending compressed data; recv indicates only receiving compressed data and decompressing it locally. |\\n| Enable the WebSocket protocol compression setting: enableCompression=true | Use enableCompression=false to disable this setting. It is disabled by default. |\\n| Parameters for configuring underlying auto-reconnection of the WebSocket protocol: reconnect=value | reconnect sets whether to auto-reconnect. reconnect=true enables reconnection. If this parameter is not set, reconnection is disabled by default. |\\n| Parameters for configuring underlying auto-reconnection of the WebSocket protocol: interval=value | interval is the retry interval, in milliseconds. For example, interval=10000 means a retry interval of 10 seconds; when not set, it defaults to 1 second, i.e., interval=1000. |\\n| Parameters for configuring underlying auto-reconnection of the WebSocket protocol: payload=value | payload is the subscription message to be sent when the WebSocket reconnects, for example: payload=okok. |\\n| Parameters related to the socks5 proxy: proxy=value | proxy configures the ss5 proxy. The value format is: socks5://name:pwd@192.168.0.1:1080. Here name is the username of the ss5 server, pwd is the login password of the ss5 server, and 1080 is the port of the ss5 service. |\", \"The ```Dial()``` function is only supported in live trading.\", \"When using the Dial function to connect to a database, you can refer to the Go language driver project corresponding to each database for how to write the connection string.\\n\\n\\n| Supported databases | Driver project | Connection String | Notes |\\n| - | - | - | - |\\n| sqlite3 | github.com/mattn/go-sqlite3 | sqlite3://file:test.db?cache=shared&mode=memory | The ```sqlite3://``` prefix indicates that the sqlite3 database is used. Example call: ```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 how the ```Dial``` function parses the ```address``` parameter. See the example below.\\n\\nExample of calling the backPack exchange websocket private interface:\\n```js\\nvar client = null\\n\\nfunction main() {\\n // The 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 a base64 encoding, it may contain the character \\\"=\\\"\\n var signature = signEd25519(data)\\n\\n // After being JSON-encoded, payload may contain the character \\\"=\\\"\\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\\nUsing the following calling approach in the code works properly:\\n```js\\nclient = Dial(\\\"wss://ws.backpack.exchange\\\")\\nclient.write(JSON.stringify(payload))\\n```\\n\\nIf it is written directly into the ```payload``` (in the address), it will not work properly, for example:\\n```js\\nclient = Dial(\\\"wss://ws.backpack.exchange|payload=\\\" +\\nJSON.stringify(payload))\\n```\", \"Currently, only the JavaScript language supports using the ```mqtt```, ```nats```, ```amqp```, and ```kafka``` communication protocols in the Dial function. The following uses JavaScript strategy code as an example to demonstrate how to use the four protocols ```mqtt```, ```nats```, ```amqp```, and ```kafka```:\\n\\n```js\\n// You need to first configure and deploy the proxy servers for each protocol\\n// For ease of demonstration, both subscribing to (read operation) and publishing to (write operation) the topic test_topic are performed within this current 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 a detailed introduction, please refer to the documentation: [Exploring FMZ: Practices of Communication Protocols Between Live Trading Strategies](https://www.fmz.com/bbs-topic/10479)\"], \"returns\": [{\"info\": [\"If the call times out, the ```Dial()``` function returns a null value; on a normal call, it returns a connection object. This connection object contains three methods: ```read```, ```write```, and ```close```. Among them, 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, the function blocks and does not return until a message arrives. For example: ```ws.read()```.\\n- When a parameter is passed, the unit is milliseconds, used to specify the timeout for waiting for a message. For example: ```ws.read(2000)``` means the timeout is two seconds (2000 milliseconds).\\n- The following two parameters are valid only for WebSocket:\\n Passing the parameter ```-1``` means the function returns immediately regardless of whether there is a message. For example: ```ws.read(-1)```.\\n Passing the parameter ```-2``` means the function returns immediately regardless of whether there is a message, but only returns the latest message, and the remaining messages in the buffer are discarded. For example: ```ws.read(-2)```.\", \"```read()``` function buffer notes:\\n\\nFor data pushed via the WebSocket protocol, if the time interval between two calls of the ```read()``` function in the strategy is too long, data may accumulate. This data is stored in the buffer, whose data structure is a queue with an upper limit of 2000 entries. When the amount of data exceeds 2000, the newest data enters the buffer and the oldest data is cleared.\\n\\n| Scenario | No parameter | Parameter: -1 | Parameter: -2 | Parameter: 2000 (in milliseconds) |\\n| - | - | - | - | - |\\n| Buffer already has data | Immediately returns the oldest data | Immediately returns the oldest data | Immediately returns the newest data | Immediately returns the oldest data |\\n| Buffer has no data | Blocks until data is available, then returns | Immediately returns null | Immediately returns null | Waits 2000 milliseconds; returns null if there is no data, or returns the data if available |\\n| When the WebSocket connection is disconnected or the underlying layer reconnects | The read() function returns an empty string (i.e. \\\"\\\"), and the write() function returns 0, which can be used to detect this situation. At this point you can use the close() function to close the connection; if automatic reconnection has been configured, there is no need to close it manually, as the system will reconnect automatically at the underlying level. |\\n-- | -- | -- |\"], \"type\": \"object\"}], \"syntax\": [\"Dial(address)\", \"Dial(address, timeout)\", \"Dial(address, options)\"], \"title\": \"Dial\"}, {\"_src_hash\": \"a5851324777cc134a17c2968912819531be9755aad3d91eaf531a4865e7ffaaf\", \"args\": [{\"info\": \"The URL of the HTTP request.\", \"name\": \"url\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Settings related to the HTTP request, for example 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: Used to set the request method.\\n- body: Used to set the request body content, typically used for requests such as POST and PUT.\\n- cookie: Used to set the Cookie in the request, typically used to carry authentication information or session identifiers.\\n- headers: Used to set the request header information, which can be used to specify the content type, authentication information, etc.\\n- debug: When set to ```true```, this ```HttpQuery``` function call returns the complete response message; when set to ```false```, it returns only the data in the response message ```Body```.\\n- timeout: Timeout setting; setting it to 1000 means the timeout is 1 second.\\n- charset: Supports transcoding the response data of the request, for example: GB18030, supporting common encodings.\\n\\nAll fields in this structure are optional; for example, the ```headers``` field may be omitted.\", \"name\": \"options\", \"required\": false, \"type\": \"object\"}], \"desc\": [\"Sends an HTTP request.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // An example of a GET request without parameters\\n var info = JSON.parse(HttpQuery(\\\"https://www.okx.com/api/v5/public/time\\\"))\\n Log(info)\\n // An example of a GET request with parameters\\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 does not support Python; you can use the urllib/urllib2 library instead\\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\": \"fn main() {\\n // An example of a GET request without parameters; in Rust, the return value type annotation determines whether the Body string (String) or the complete response (HttpRet) is returned\\n let body: String = HttpQuery(\\\"https://www.okx.com/api/v5/public/time\\\", None);\\n let info = JSONParse(&body).unwrap();\\n Log!(info);\\n // An example of a GET request with parameters\\n let body2: String = HttpQuery(\\\"https://www.okx.com/api/v5/market/books?instId=BTC-USDT\\\", None);\\n let ticker = JSONParse(&body2).unwrap();\\n Log!(ticker);\\n}\", \"lang\": \"rust\"}, {\"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\": \"An example of accessing the OKX public market data API interface.\"}, {\"examples\": [{\"code\": \"function main() {\\n // This sets a proxy and sends an HTTP request, with no username and no password; this HTTP request will be sent through the proxy\\n HttpQuery(\\\"socks5://127.0.0.1:8889/http://www.baidu.com/\\\")\\n\\n // This sets a proxy and sends an HTTP request, providing a username and password, effective only for the current call to HttpQuery; subsequent calls to HttpQuery(\\\"http://www.baidu.com\\\") will not use the proxy\\n HttpQuery(\\\"socks5://username:password@127.0.0.1:8889/http://www.baidu.com/\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"# HttpQuery does not support Python; you can use Python's urllib2 library\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // This sets a proxy and sends an HTTP request, with no username and no password; this HTTP request will be sent through the proxy\\n let ret1: String = HttpQuery(\\\"socks5://127.0.0.1:8889/http://www.baidu.com/\\\", None);\\n\\n // This sets a proxy and sends an HTTP request, providing a username and password, effective only for the current call to HttpQuery; subsequent calls to HttpQuery(\\\"http://www.baidu.com\\\") will not use the proxy\\n let ret2: String = HttpQuery(\\\"socks5://username:password@127.0.0.1:8889/http://www.baidu.com/\\\", None);\\n}\", \"lang\": \"rust\"}, {\"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\": \"An example of using proxy settings with the HttpQuery function.\"}], \"remarks\": [\"The ```HttpQuery()``` function only supports the ```JavaScript``` and ```C++``` languages; in ```Python```, you can use the ```urllib``` library to send HTTP requests directly. ```HttpQuery()``` is mainly used to access exchange interfaces that do not require signing, such as public interfaces like market data.\\n\\n\\nIn the backtesting system, ```HttpQuery()``` can be used to send requests (only ```GET``` requests are supported) to obtain data. During backtesting, the number of times different ```URL```s can be accessed is limited to 20, and ```HttpQuery()``` caches the accessed data; on the second access to the same ```URL```, the ```HttpQuery()``` function returns the cached data instead of making 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``` strategies, and the ```json::parse()``` function in ```C++``` strategies. In the ```options``` parameter structure, if ```debug``` is set to true, 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\": \"57ec37b38a5c24d719d3c50efbe3395ad9bc93b7e80e507cc7d8b6b75508da2c\", \"args\": [{\"info\": \"The ```algo``` parameter is used to specify the algorithm used in the encoding computation. It supports being set to one of the following values: \\\"raw\\\" (no algorithm used), \\\"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\\nThe ```algo``` parameter also supports \\\"text.encoder.utf8\\\", \\\"text.decoder.utf8\\\", \\\"text.encoder.gbk\\\", \\\"text.decoder.gbk\\\", which are used to encode or decode strings.\\n\\n\\nThe ```algo``` parameter also supports the \\\"ed25519\\\" algorithm, which can be used in combination with different hash algorithms. For example, the ```algo``` parameter can be written as \\\"ed25519.md5\\\", \\\"ed25519.sha512\\\", etc., and ```ed25519.seed``` computation is also supported.\", \"name\": \"algo\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Used to specify the data format of the ```data``` parameter. The ```inputFormat``` parameter supports being set to one of \\\"raw\\\", \\\"hex\\\", \\\"base64\\\", \\\"string\\\". \\\"raw\\\" indicates raw data, \\\"hex\\\" indicates ```hex```-encoded data, \\\"base64\\\" indicates ```base64```-encoded data, and \\\"string\\\" indicates string data.\", \"name\": \"inputFormat\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Used to specify the output data format. The ```outputFormat``` parameter supports being set to one of \\\"raw\\\", \\\"hex\\\", \\\"base64\\\", \\\"string\\\". \\\"raw\\\" indicates raw data, \\\"hex\\\" indicates ```hex```-encoded data, \\\"base64\\\" indicates ```base64```-encoded data, and \\\"string\\\" indicates string data.\", \"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 being set to one of \\\"raw\\\", \\\"hex\\\", \\\"base64\\\", \\\"string\\\". \\\"raw\\\" indicates raw data, \\\"hex\\\" indicates ```hex```-encoded data, \\\"base64\\\" indicates ```base64```-encoded data, and \\\"string\\\" indicates string data.\", \"name\": \"keyFormat\", \"required\": false, \"type\": \"string\"}, {\"info\": \"The ```key``` parameter is the key used for ```HMAC``` encryption.\\n\\n\\nWhen the ```algo``` parameter is set to \\\"sign\\\" or \\\"signTx\\\", the ```key``` parameter must be passed in.\\n\\n\\nWhen the ```algo``` parameter is set to \\\"raw\\\", the ```key``` parameter is not used for ```HMAC``` encryption (because HMAC encryption must specify an algorithm).\", \"name\": \"key\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"This function encodes data according to 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\": \"fn main() {\\n // In Rust, all 6 parameters of the Encode() function are required; when not encrypting, simply pass empty strings for keyFormat and key\\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\": \"rust\"}, {\"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\": \"Example of calling the Encode function.\"}, {\"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\": \"fn main() {\\n // In Rust, all 6 parameters of the Encode() function are required; when not encrypting, pass empty strings for keyFormat and key\\n let ret1 = Encode(\\\"text.encoder.utf8\\\", \\\"raw\\\", \\\"hex\\\", \\\"你好\\\", \\\"\\\", \\\"\\\"); // e4bda0e5a5bd\\n Log!(ret1);\\n let ret2 = Encode(\\\"text.decoder.utf8\\\", \\\"hex\\\", \\\"string\\\", &ret1, \\\"\\\", \\\"\\\");\\n Log!(ret2);\\n\\n let ret3 = Encode(\\\"text.encoder.gbk\\\", \\\"raw\\\", \\\"hex\\\", \\\"你好\\\", \\\"\\\", \\\"\\\"); // c4e3bac3\\n Log!(ret3);\\n let ret4 = Encode(\\\"text.decoder.gbk\\\", \\\"hex\\\", \\\"string\\\", &ret3, \\\"\\\", \\\"\\\");\\n Log!(ret4);\\n}\", \"lang\": \"rust\"}, {\"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\\\", which are used to encode and decode strings.\"}], \"remarks\": [\"The ```Encode()``` function is only supported in live trading. If the ```key``` and ```keyFormat``` parameters are not passed in, no ```key``` encryption is performed.\"], \"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\": \"96facb949b7cf78e66686fc365cb96b140153afe42a828fccf15b14f18645cec\", \"desc\": [\"Get the nanosecond-level timestamp of the current moment.\"], \"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\": \"fn main() {\\n let time = UnixNano() / 1000000;\\n Log!(_N(time, 0));\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n auto time = UnixNano();\\n Log(time);\\n}\", \"lang\": \"cpp\"}], \"value\": \"If you need to get a millisecond-level timestamp, you can use the following code:\"}], \"returns\": [{\"info\": \"The ```UnixNano()``` function returns a nanosecond-level timestamp.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/Global/Unix Unix}\"], \"syntax\": [\"UnixNano()\"], \"title\": \"UnixNano\"}, {\"_src_hash\": \"d42a28f41ee62d81689e7d21d55eb89ac51370159077e8c5e9cfe8736f4e9659\", \"desc\": [\"Get the second-level timestamp of the current moment.\"], \"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\": \"fn main() {\\n let t = Unix();\\n Log!(t);\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n auto t = Unix();\\n Log(t);\\n}\", \"lang\": \"cpp\"}]}], \"returns\": [{\"info\": \"Returns the second-level timestamp.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/Global/UnixNano UnixNano}\"], \"syntax\": [\"Unix()\"], \"title\": \"Unix\"}, {\"_src_hash\": \"b919980c20a57737050f371406d52a33338be4834ba87ac80eb0278943ae1421\", \"desc\": [\"Retrieves the operating system information of the device hosting the bot.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n Log(\\\"GetOS:\\\", GetOS())\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(\\\"GetOS:\\\", GetOS())\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n Log!(\\\"GetOS:\\\", GetOS());\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n Log(\\\"GetOS:\\\", GetOS());\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"For example, a bot running on the **Mac OS** operating system may return ```darwin/amd64``` when calling the ```GetOS()``` function. Since Apple computers use various hardware architectures, the return value includes the specific architecture information. Here, ```darwin``` is the kernel name of the **Mac OS** system.\"], \"returns\": [{\"info\": \"Operating system information.\", \"type\": \"string\"}], \"syntax\": [\"GetOS()\"], \"title\": \"GetOS\"}, {\"_src_hash\": \"4e9037ee32457c7db03a586e80a6eb565ab23979f68e3bb7bf49f590c6ee7438\", \"args\": [{\"info\": \"The data on which to perform the MD5 calculation.\", \"name\": \"data\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Calculate the MD5 hash 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\": \"fn main() {\\n Log!(\\\"MD5\\\", MD5(\\\"hello world\\\"));\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n Log(\\\"MD5\\\", MD5(\\\"hello world\\\"));\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"After calling the ```MD5(\\\"hello world\\\")``` function, the return value is: ```5eb63bbbe01eeed093cb22bb8f5acdc3```.\"], \"returns\": [{\"info\": \"The MD5 hash value.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/Global/Encode Encode}\"], \"syntax\": [\"MD5(data)\"], \"title\": \"MD5\"}, {\"_src_hash\": \"b23ac38654a4bd9047d6e452ff9839b5d2199c7628358278ac2f5da444f64b11\", \"args\": [{\"info\": \"The **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 // Add a record\\n Log(DBExec(\\\":INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);\\\"))\\n\\n // Query data\\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 # Add a record\\n Log(DBExec(\\\":INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);\\\"))\\n\\n # Query data\\n Log(DBExec(\\\":SELECT * FROM TEST_TABLE;\\\"))\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let 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 let strSql = arr.join(\\\"\\\");\\n let ret = DBExec(&strSql);\\n Log!(format!(\\\"{:?}\\\", ret));\\n\\n // Add a record\\n Log!(format!(\\\"{:?}\\\", DBExec(\\\":INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);\\\")));\\n\\n // Query data\\n Log!(format!(\\\"{:?}\\\", DBExec(\\\":SELECT * FROM TEST_TABLE;\\\")));\\n}\", \"lang\": \"rust\"}, {\"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 // Add a record\\n Log(DBExec(\\\":INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);\\\"));\\n\\n // Query data\\n Log(DBExec(\\\":SELECT * FROM TEST_TABLE;\\\"));\\n}\", \"lang\": \"cpp\"}], \"value\": \"Supports in-memory databases. For the parameter of the ```DBExec``` function, if the **sql** statement begins with ```:```, the operation is executed in the in-memory database; since there is no need to write to a file, it is faster. This approach is suitable for database operations that do not 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\": \"fn main() {\\n let 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 let strSql = arr.join(\\\"\\\");\\n let ret = DBExec(&strSql);\\n Log!(format!(\\\"{:?}\\\", ret));\\n}\", \"lang\": \"rust\"}, {\"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 data 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 // Insert a record\\n Log(DBExec(\\\"INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);\\\"))\\n\\n // Query data\\n Log(DBExec(\\\"SELECT * FROM TEST_TABLE;\\\"))\\n\\n // Update data\\n Log(DBExec(\\\"UPDATE TEST_TABLE SET HIGH=? WHERE TS=?\\\", 110, 1518970320000))\\n\\n // Delete data\\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 # Insert a record\\n Log(DBExec(\\\"INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);\\\"))\\n\\n # Query data\\n Log(DBExec(\\\"SELECT * FROM TEST_TABLE;\\\"))\\n\\n # Update data\\n Log(DBExec(\\\"UPDATE TEST_TABLE SET HIGH=? WHERE TS=?\\\", 110, 1518970320000))\\n\\n # Delete data\\n Log(DBExec(\\\"DELETE FROM TEST_TABLE WHERE HIGH=?\\\", 110))\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let 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 let strSql = arr.join(\\\"\\\");\\n Log!(format!(\\\"{:?}\\\", DBExec(&strSql)));\\n\\n // Insert a record\\n Log!(format!(\\\"{:?}\\\", DBExec(\\\"INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);\\\")));\\n\\n // Query data\\n Log!(format!(\\\"{:?}\\\", DBExec(\\\"SELECT * FROM TEST_TABLE;\\\")));\\n\\n // Update data. Rust's DBExec() function only accepts a single SQL statement string argument and does not support the ? placeholder for passing parameters; parameter values are written directly in the statement\\n Log!(format!(\\\"{:?}\\\", DBExec(\\\"UPDATE TEST_TABLE SET HIGH=110 WHERE TS=1518970320000;\\\")));\\n\\n // Delete data\\n Log!(format!(\\\"{:?}\\\", DBExec(\\\"DELETE FROM TEST_TABLE WHERE HIGH=110;\\\")));\\n}\", \"lang\": \"rust\"}, {\"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 // Insert a record\\n Log(DBExec(\\\"INSERT INTO TEST_TABLE (TS, HIGH, OPEN, LOW, CLOSE, VOLUME) VALUES (1518970320000, 100, 99.1, 90, 100, 12345.6);\\\"));\\n\\n // Query data\\n Log(DBExec(\\\"SELECT * FROM TEST_TABLE;\\\"));\\n\\n // Update data\\n Log(DBExec(\\\"UPDATE TEST_TABLE SET HIGH=? WHERE TS=?\\\", 110, 1518970320000));\\n\\n // Delete data\\n Log(DBExec(\\\"DELETE FROM TEST_TABLE WHERE HIGH=?\\\", 110));\\n}\", \"lang\": \"cpp\"}], \"value\": \"Perform insert, delete, query, and update operations on records in a data table.\"}], \"remarks\": [\"- By passing an argument to the ```DBExec()``` function, you can operate on the live trading database (SQLite database).\\n\\n - It supports insert, delete, query, and update operations on data in the live trading database, and supports **SQLite** syntax.\\n\\n - The system-reserved tables in the live trading database include: ```kvdb```, ```cfg```, ```log```, ```profit```, ```chart```. Please do not operate on these tables.\\n\\n - **Transactions** are currently not supported, and such operations are not recommended, as they may cause system conflicts.\\n\\n - The ```DBExec()``` function only supports live trading.\"], \"returns\": [{\"info\": \"An object containing the execution result of the **sql** statement, for example:\\n\\n ```json\\n\\n {\\\"columns\\\":[\\\"TS\\\",\\\"HIGH\\\",\\\"OPEN\\\",\\\"LOW\\\",\\\"CLOSE\\\",\\\"VOLUME\\\"],\\\"values\\\":[[1518970320000,100,99.1,90,100,12345.6]]}\\n\\n ```\", \"type\": \"object\"}], \"seeAlso\": [\"{@fun/Global/_G _G}\"], \"syntax\": [\"DBExec(sql)\"], \"title\": \"DBExec\"}, {\"_src_hash\": \"f7bd6b4533588dc99a344142751e82664ab41d844649be53e0945c944877ef3d\", \"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\": \"fn main() {\\n let uuid1 = UUID();\\n let uuid2 = UUID();\\n Log!(uuid1, uuid2);\\n}\", \"lang\": \"rust\"}, {\"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.\"], \"returns\": [{\"info\": \"A 32-bit UUID.\", \"type\": \"string\"}], \"syntax\": [\"UUID()\"], \"title\": \"UUID\"}, {\"_src_hash\": \"7b96263eab5b542305d4d7d45addfc223b9ac35d2cd81248fd6c32e01a30d328\", \"args\": [{\"info\": \"The ```timeout``` parameter is used to set the timeout period, in milliseconds.\\n\\nWhen ```timeout``` is set to 0, the function will wait indefinitely and return only when an event occurs; when ```timeout``` is greater than 0, it specifies the timeout period for waiting on events; when ```timeout``` is less than 0, it returns the most recent event immediately.\", \"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()``` or ```HttpQuery_Go()``` complete.\"], \"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 a Sleep statement is used here, it will cause the subsequent EventLoop function to miss the previous events. Because after waiting 2 seconds, the concurrent functions have already received data, and only then does the EventLoop listening mechanism start, so these events will be missed\\n // Unless EventLoop(-1) is called on the very first line to initialize the EventLoop listening mechanism first, these events will not be missed\\n\\n // Log(\\\"GetDepth:\\\", routine_getDepth.wait()) If the wait function is called here in advance to retrieve the result of the concurrent GetDepth function call, the event of this 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\": \"fn main() {\\n // In Rust, exchange.Go uses typed tokens (such as Go::GetTicker) instead of method-name strings; pass () when there are no arguments\\n let routine_getTicker = exchange.Go(Go::GetTicker, ());\\n let routine_getDepth = exchange.Go(Go::GetDepth, ());\\n let routine_getTrades = exchange.Go(Go::GetTrades, ());\\n\\n // Sleep(2000), if a Sleep statement is used here, it will cause the subsequent EventLoop function to miss the previous events. Because after waiting 2 seconds, the concurrent functions have already received data, and only then does the EventLoop listening mechanism start, so these events will be missed\\n // Unless EventLoop(-1) is called on the very first line to initialize the EventLoop listening mechanism first, these events will not be missed\\n\\n // Log!(\\\"GetDepth:\\\", routine_getDepth.wait(0)) If the wait function is called here in advance to retrieve the result of the concurrent GetDepth function call, the event of this GetDepth function receiving the request result will not be returned in the EventLoop function\\n let ts1 = Unix() * 1000;\\n let ret1 = EventLoop(0);\\n\\n let ts2 = Unix() * 1000;\\n let ret2 = EventLoop(0);\\n\\n let ts3 = Unix() * 1000;\\n let 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(0).unwrap());\\n Log!(\\\"GetDepth:\\\", routine_getDepth.wait(0).unwrap());\\n Log!(\\\"GetTrades:\\\", routine_getTrades.wait(0).unwrap());\\n}\", \"lang\": \"rust\"}, {\"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 first called after an event callback has already occurred, that earlier event will be missed. The queue structure encapsulated at the system's underlying level can cache at most 500 event callbacks; if the program does not call the ```EventLoop()``` function in time to retrieve them, later event callbacks exceeding the 500-cache limit will be lost.\\n\\n\\nCalling the ```EventLoop()``` function does not affect the underlying WebSocket cache queue of the system, nor does it affect the cache of concurrent functions such as ```exchange.Go()```. The data in these caches must still be retrieved using their respective methods. For data that has already been retrieved before the ```EventLoop()``` function returns, no return event will be generated again in the ```EventLoop()``` function.\\n\\n\\nThe main purpose of the ```EventLoop()``` function is to notify the strategy layer that the system's underlying level has received new network data, thereby driving the entire strategy in an event-driven manner. When the ```EventLoop()``` function returns an event, you only need to iterate through all data sources (such as WebSocket connections and objects created by ```exchange.Go()```) and attempt to retrieve the data.\\n\\n\\nThe ```EventLoop()``` function is only supported in live trading.\", \"When called in the main function ```main()```, it listens for events on the main thread. In strategies written in ```JavaScript```, it can also be called in the execution function of a thread created by the ```threading.Thread()``` function to listen for events on the current thread.\"], \"returns\": [{\"info\": \"If the returned object is not empty, the ```Event``` field in the returned content indicates the trigger type of the event. For example, the following return value structure:\\n\\n\\n```json\\n\\n\\n{\\\"Seq\\\":1,\\\"Event\\\":\\\"Exchange_GetTrades\\\",\\\"ThreadId\\\":0,\\\"Index\\\":3,\\\"Nano\\\":1682068771309583400}\\n\\n\\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\": \"bd134e576d479f5386dbd9c78237feb130d3afa178bbcb3b7689d76387f2503b\", \"args\": [{\"info\": \"The parameter ```k``` is the key name in the key-value pair to be stored; it is case-insensitive.\", \"name\": \"k\", \"required\": false, \"type\": \"string / null\"}, {\"info\": \"The parameter ```v``` is the value in the key-value pair to be stored; it can be any data that can be ```JSON``` serialized.\", \"name\": \"v\", \"required\": false, \"type\": \"string / number / bool / object / array / null\"}], \"desc\": [\"Persistently store data. This function implements a persistently stored global dictionary, saving data as key-value (KV) pairs permanently in the local database file of the hosting device (docker).\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // Set a global variable num with a value of 1\\n _G(\\\"num\\\", 1)\\n // Change the global variable num to the string value ok\\n _G(\\\"num\\\", \\\"ok\\\")\\n // Delete the global variable num\\n _G(\\\"num\\\", null)\\n // Return the value of the global variable num\\n Log(_G(\\\"num\\\"))\\n // Delete all global variables\\n _G(null)\\n // Return the live trading bot 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\": \"fn main() {\\n // Set a global variable num with a value of 1\\n _G!(\\\"num\\\", 1);\\n // Change the global variable num to the string value ok\\n _G!(\\\"num\\\", \\\"ok\\\");\\n // Delete the global variable num\\n _G!(\\\"num\\\", null);\\n // Return the value of the global variable num\\n Log!(_G!(\\\"num\\\"));\\n // Rust does not support the _G!(null) form for deleting all global variables\\n // Return the live trading bot ID\\n let robotId = _G!();\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n _G(\\\"num\\\", 1);\\n _G(\\\"num\\\", \\\"ok\\\");\\n _G(\\\"num\\\", NULL);\\n Log(_G(\\\"num\\\"));\\n _G(NULL);\\n // auto robotId = _G(); is not supported\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"Each live trading bot corresponds to a separate database. After the strategy restarts or the hosting device (docker) stops running, the data saved by the ```_G()``` function will still persist. However, after a backtest ends, the data saved by the ```_G()``` function in the backtesting system will be cleared. When using the ```_G()``` function to persistently store data, use it reasonably according to the memory and disk space of the hardware device, and never abuse it.\", \"In live trading, when the ```_G()``` function is called without passing any parameters, the ```_G()``` function returns the ```Id``` of the current live trading bot.\\n\\n\\nWhen calling the ```_G()``` function, passing a null value for the parameter ```v``` indicates deleting the corresponding ```k-v``` key-value pair.\\n\\n\\nWhen calling the ```_G()``` function, if only the parameter ```k``` is passed as a string, then the ```_G()``` function returns the stored value corresponding to the parameter ```k```.\\n\\n\\nWhen calling the ```_G()``` function, if only the parameter ```k``` is passed as a null value, it indicates deleting all recorded ```k-v``` key-value pairs.\\n\\n\\nAfter a ```k-v``` key-value pair has been persistently stored, calling the ```_G()``` function again and passing the persistently stored key name as the parameter ```k``` and a new value as the parameter ```v``` will update that ```k-v``` key-value pair.\", \"Taking a live trading bot with Id ```123456``` as an example, the K-V key-value data persistently stored using the ```_G()``` function is stored in the ```/logs/storage/123456/123456.db3``` database file located in the directory of the hosting device (docker) to which the live trading bot (i.e., the strategy instance program) belongs, and the data is recorded in the ```kvdb``` table.\"], \"returns\": [{\"info\": \"The value data in the persistently stored ```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\": \"2f2f39c6cbdb4304ff7e3f3dac8b488b0a3885c43fb8aab7d9968317d7d40e28\", \"args\": [{\"info\": \"A millisecond-level timestamp or a ```Date``` object.\", \"name\": \"timestamp\", \"required\": false, \"type\": \"number / object\"}, {\"info\": \"The format string. Default format for ```JavaScript```: ```yyyy-MM-dd hh:mm:ss```; default format for ```Python```: ```%Y-%m-%d %H:%M:%S```; default format for ```C++```: ```%Y-%m-%d %H:%M:%S```.\", \"name\": \"fmt\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"Convert a millisecond-level timestamp or a ```Date``` object into a 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\": \"fn main() {\\n let time = _D(None);\\n Log!(time);\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n auto strTime = _D();\\n Log(strTime);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Get and print the current time string:\"}, {\"examples\": [{\"code\": \"function main() {\\n Log(_D(1574993606000))\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # Running on a server set to Beijing time, the result is: 2019-11-29 10:13:26; while running this code on a docker on a server in another region gives the result: 2019-11-29 02:13:26\\n Log(_D(1574993606))\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n Log!(_D(1574993606000));\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n Log(_D(1574993606000));\\n}\", \"lang\": \"cpp\"}], \"value\": \"The timestamp is 1574993606000; convert it with 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\": \"fn main() {\\n // Rust's _D() function does not support the fmt argument; it only supports the default format: yyyy-MM-dd hh:mm:ss\\n Log!(_D(1574993606000)); // 2019-11-29 10:13:26\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n Log(_D(1574993606000, \\\"%Y--%m--%d %H--%M--%S\\\")); // 2019--11--29 10--13--26\\n}\", \"lang\": \"cpp\"}], \"value\": \"Format using the ```fmt``` argument. The format strings for ```JavaScript```, ```Python```, and ```C++``` differ; please refer to the following examples for details:\"}], \"remarks\": [\"If no argument is passed, the current time string is returned. When using the ```_D()``` function in a ```Python``` strategy, note that the argument passed in is a second-level timestamp (in JavaScript and C++ strategies it is a millisecond-level timestamp; 1 second equals 1000 milliseconds). When using the ```_D()``` function in live trading to parse a timestamp into a readable time string, note the time zone and time settings of the operating system on which the docker (hosting program) runs, because the parsing result of the ```_D()``` function depends on the docker system's time.\"], \"returns\": [{\"info\": \"The time string.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/Global/UnixNano UnixNano}, {@fun/Global/Unix Unix}\"], \"syntax\": [\"_D()\", \"_D(timestamp)\", \"_D(timestamp, fmt)\"], \"title\": \"_D\"}, {\"_src_hash\": \"0d4f8ccd5c08761ae8c8dbea34c300852debc2d660b2fa8dcf411ccbcf630e7f\", \"args\": [{\"info\": \"The floating-point number to be formatted.\", \"name\": \"num\", \"required\": true, \"type\": \"number\"}, {\"info\": \"Used to set the formatting precision. The parameter ```precision``` is an integer, with a default value of 4.\", \"name\": \"precision\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Format a floating-point number.\"], \"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\": \"fn main() {\\n let i = 3.1415;\\n Log!(i);\\n let ii = _N(i, 2);\\n Log!(ii);\\n}\", \"lang\": \"rust\"}, {\"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)``` keeps ```3.1415``` to two decimal places, removes the remaining digits, and the function returns ```3.14```.\"}, {\"examples\": [{\"code\": \"function main(){\\n var i = 1300\\n Log(i)\\n var ii = _N(i, -3)\\n // Check the log and you will see it is 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\": \"fn main() {\\n let i = 1300;\\n Log!(i);\\n let ii = _N(i, -3);\\n // Check the log and you will see it is 1000\\n Log!(ii);\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n auto i = 1300;\\n Log(i);\\n auto ii = _N(i, -3);\\n Log(ii);\\n}\", \"lang\": \"cpp\"}], \"value\": \"If you need to set the N digits to the left of the decimal point all to 0, you can write it like this:\"}], \"remarks\": [\"The parameter ```precision``` can be a positive integer or a negative integer.\"], \"returns\": [{\"info\": \"The floating-point number formatted 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\": \"6bcaf300d6710af526834e31c1df57574e3faad5cf0427fd3a478590c82b4a5a\", \"args\": [{\"info\": \"The parameter ```pfn``` is a function reference, i.e. a **callback function**.\", \"name\": \"pfn\", \"required\": true, \"type\": \"function\"}, {\"info\": \"The parameters of the **callback function**. There can be multiple ```arg``` parameters. The type and number of the ```arg``` parameters are determined by the parameters of the **callback function**.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / object / array / function / any (any type supported by the platform)\"}], \"desc\": [\"A retry function used for fault-tolerant handling of interface calls.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n var ticker = _C(exchange.GetTicker)\\n // Change the retry interval of the _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\": \"fn main() {\\n let ticker = _C!(exchange.GetTicker(None));\\n // Change the retry interval of the _C!() macro to 2 seconds\\n _CDelay(2000);\\n let depth = _C!(exchange.GetDepth(None));\\n Log!(ticker);\\n Log!(depth);\\n}\", \"lang\": \"rust\"}, {\"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\": \"Apply fault-tolerant handling to a function 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\": \"fn main() {\\n let records = _C!(exchange.GetRecords(None, PERIOD_D1, None));\\n Log!(records);\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n auto records = _C(exchange.GetRecords, PERIOD_D1);\\n Log(records);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Apply fault-tolerant handling to a function 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\": \"fn test(a: i64, b: i64) -> Result {\\n let time = Unix();\\n if time % b == 3 {\\n Log!(\\\"Condition met!\\\", \\\"#FF0000\\\");\\n return Ok(true);\\n }\\n Log!(\\\"Retrying!\\\", \\\"#FF0000\\\");\\n Err(Error::Api(\\\"retry\\\".to_string()))\\n}\\n\\nfn main() {\\n // In Rust, a custom function can use the _C! macro for fault tolerance as long as it returns a Result type; it will retry when Err is returned\\n let ret = _C!(test(1, 5));\\n Log!(ret);\\n}\", \"lang\": \"rust\"}, {\"code\": \"// C++ does not support this way of applying fault tolerance to custom functions\", \"lang\": \"cpp\"}], \"value\": \"It can also be used to apply fault-tolerant handling to custom functions:\"}], \"remarks\": [\"The ```_C()``` function repeatedly calls the specified function until it returns successfully (when the function referenced by the parameter ```pfn``` returns a **null value** or a **false value** upon being called, the call to ```pfn``` will be retried).\\n\\n\\nFor example, ```_C(exchange.GetTicker)```. The default retry interval is 3 seconds, and you can call the ```_CDelay()``` function to set the retry interval.\\n\\n\\nFor example, ```_CDelay(1000)``` means changing the retry interval of the ```_C()``` function to 1 second.\", \"Fault-tolerant handling can be applied to the following functions (but is not limited to them):\\n\\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\\n\\nAll of the above functions can be called through the ```_C()``` function to achieve fault tolerance. The fault tolerance of the ```_C()``` function is not limited to the functions listed above. Please note that the parameter ```pfn``` is a function reference rather than a function call, i.e. it should be written as ```_C(exchange.GetTicker)```, not ```_C(exchange.GetTicker())```.\"], \"returns\": [{\"info\": \"The return value after the callback function is executed.\", \"type\": \"All types supported by the platform except **false values** and **null values** (any).\"}], \"syntax\": [\"_C(pfn)\", \"_C(pfn, ...args)\"], \"title\": \"_C\"}, {\"_src_hash\": \"053d9c5c5cd7d4e09f3c98eac5fb928dc3a1fc0b7537195a902717027fd0d29d\", \"args\": [{\"info\": \"An array whose elements are of type ```number```.\", \"name\": \"arr1\", \"required\": true, \"type\": \"array\"}, {\"info\": \"An array whose elements are of type ```number```.\", \"name\": \"arr2\", \"required\": true, \"type\": \"array\"}], \"desc\": [\"Returns the number of crossover periods between array ```arr1``` and array ```arr2```.\"], \"examples\": [{\"examples\": [{\"code\": \"// Fast line indicator\\nvar arr1 = [1,2,3,4,5,6,8,8,9]\\n// Slow line indicator\\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\": \"fn main() {\\n // Fast line indicator\\n let arr1 = [1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 8.0, 8.0, 9.0];\\n // Slow line indicator\\n let arr2 = [2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 7.0, 7.0, 7.0];\\n Log!(\\\"_Cross(arr1, arr2) : \\\", _Cross(&arr1, &arr2));\\n Log!(\\\"_Cross(arr2, arr1) : \\\", _Cross(&arr2, &arr1));\\n}\", \"lang\": \"rust\"}, {\"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 the ```_Cross()``` function is positive, it indicates the number of periods since the upward cross (golden cross); when negative, it indicates the number of periods since the downward cross (death cross); when 0, it indicates that the current prices are equal. For detailed usage instructions, please refer to: [Analysis and Usage Instructions for the Built-in Function _Cross](https://www.fmz.com/bbs-topic/1140).\"], \"returns\": [{\"info\": \"The number of crossover periods between array ```arr1``` and array ```arr2```.\", \"type\": \"number\"}], \"syntax\": [\"_Cross(arr1, arr2)\"], \"title\": \"_Cross\"}, {\"_src_hash\": \"61c2af556f9db292e80fb2937bc1c767febcbbc6953e504c36266619cd228e82\", \"args\": [{\"info\": \"This parameter is the ```JSON``` string that needs to be decoded (parsed).\", \"name\": \"s\", \"required\": true, \"type\": \"string\"}, {\"info\": \"When this parameter is set to ```true```, if a value that may exceed the precision range is encountered during parsing, it will be returned as a string to avoid precision loss or numeric 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 to decode (parse) a JSON string. The FMZ Quant Trading Platform has extended it with an additional parameter ```safeStr``` on this basis.\"], \"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\": \"# You can use Python's third-party libraries to handle large numeric data.\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Rust uses the JSONParse() function to parse JSON strings, without the safeStr parameter\\n // Large numeric values that exceed the precision range will be parsed as f64, which may lose precision\\n let s1 = r#\\\"{\\\"num\\\": 8754613216564987646512354656874651651358}\\\"#;\\n Log!(\\\"JSONParse:\\\", JSONParse(s1).unwrap()[\\\"num\\\"].as_f64().unwrap_or(0.0)); // JSONParse: 8.754613216564987e39\\n\\n let s2 = r#\\\"{\\\"num\\\": 123}\\\"#;\\n Log!(\\\"JSONParse:\\\", JSONParse(s2).unwrap()[\\\"num\\\"].as_f64().unwrap_or(0.0)); // JSONParse: 123\\n}\", \"lang\": \"rust\"}, {\"code\": \"// Other solutions can be used to handle this.\", \"lang\": \"cpp\"}], \"value\": \"Decode (parse) a ```JSON``` string containing a large numeric value.\"}], \"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 the string type.\", \"The ```safeStr``` parameter position also supports passing in a ```reviver``` parameter, i.e. a function used to transform the result, which is called once for each member of the object; for specific usage, please refer to the relevant materials, which will not be elaborated here.\", \"Only the JavaScript language is supported.\", \"The ```safeStr``` parameter feature of the ```JSON.parse()``` function is not supported in the backtesting system.\"], \"returns\": [{\"info\": \"The return value is a ```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\": \"ddec8dcd12f922882ea5e2d32276e2cde89076b96e9fae1ebba827eaf617da54\", \"args\": [{\"info\": \"The data to be published to the channel. It can be any data structure that supports ```JSON``` serialization, and is typically an object containing the live trading bot's status information.\", \"name\": \"data\", \"required\": true, \"type\": \"object / array / string / number / bool / null\"}], \"desc\": [\"Publishes the latest status data to a channel. This function is used for communication between live trading bots, allowing the current bot's status data to be broadcast to a channel for other live trading bots to subscribe to and retrieve.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var updateId = 0\\n var robotId = _G() // Get current live bot ID\\n\\n while(true) {\\n // Get real-time market price\\n var ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if (!ticker) {\\n Sleep(5000)\\n continue\\n }\\n\\n // Construct 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 the latest state on the channel (overwrites the 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 once per minute\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n updateId = 0\\n robotId = _G() # Get current live bot ID\\n\\n while True:\\n # Get real-time market price\\n ticker = exchange.GetTicker(\\\"BTC_USDT\\\")\\n if not ticker:\\n Sleep(5000)\\n continue\\n\\n # Construct 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 the latest state on the channel (overwrites the 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 once per minute\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let mut updateId = 0;\\n let robotId = _G!(); // Get current live bot ID\\n\\n loop {\\n // Get real-time market price\\n let ticker = match exchange.GetTicker(\\\"BTC_USDT\\\") {\\n Ok(t) => t,\\n Err(_) => {\\n Sleep(5000);\\n continue;\\n }\\n };\\n\\n // Construct current channel state data\\n // Rust's SetChannelData only accepts a string argument, so use format! to build the JSON text\\n updateId += 1;\\n let timestamp = Unix() * 1000;\\n let channelState = format!(\\n r#\\\"{{\\\"robotId\\\": {}, \\\"updateId\\\": {}, \\\"timestamp\\\": {}, \\\"symbol\\\": \\\"BTC_USDT\\\", \\\"lastPrice\\\": {}, \\\"volume\\\": {}, \\\"high\\\": {}, \\\"low\\\": {}}}\\\"#,\\n robotId, updateId, timestamp, ticker.Last, ticker.Volume, ticker.High, ticker.Low\\n );\\n\\n // Publish the latest state on the channel (overwrites the old state)\\n SetChannelData(&channelState);\\n\\n // Display current channel state\\n LogStatus!(format!(\\n \\\"Channel Broadcaster [Bot ID: {}]\\\\nUpdate ID: #{}\\\\nTime: {}\\\\nSymbol: BTC_USDT\\\\nLast Price: ${:.2}\\\\nVolume: {:.4}\\\\nHigh: ${:.2}\\\\nLow: ${:.2}\\\",\\n robotId, updateId, _D(timestamp), ticker.Last, ticker.Volume, ticker.High, ticker.Low\\n ));\\n\\n Sleep(60000); // Update channel state once per minute\\n }\\n}\", \"lang\": \"rust\"}, {\"code\": \"\", \"lang\": \"cpp\"}], \"value\": \"Channel Broadcaster Example - Publishing BTC Market Price Data\"}, {\"examples\": [{\"code\": \"// This example demonstrates how to use HttpQuery to send an HTTP POST request, simulating an external platform sending data to an FMZ live bot\\n// In a real scenario, external platforms (such as TradingView's Webhook alert URL, third-party trading systems, etc.) directly call the FMZ API endpoint\\n\\nfunction main() {\\n let uuid = \\\"6BC42A119B5DBFA2188A8279DA3B5C30\\\"\\n let robotId = 123456 // Target live bot ID (the live bot used to receive data)\\n let baseUrl = \\\"https://www.fmz.com\\\"\\n\\n while (true) {\\n // Prepare the data to send (can be JSON, text, or other formats)\\n let sendData = {\\n \\\"action\\\": \\\"buy\\\",\\n \\\"symbol\\\": \\\"BTC_USDT\\\",\\n \\\"price\\\": 50000,\\n \\\"timestamp\\\": Date.now()\\n }\\n\\n // Construct the HTTP POST request\\n let options = {\\n method: \\\"POST\\\",\\n body: JSON.stringify(sendData) // body can be a JSON string, plain text, etc.\\n }\\n let url = `${baseUrl}/api/v1?method=pub&robot=${robotId}&channel=${uuid}`\\n\\n // Send the data\\n let ret = HttpQuery(url, options)\\n Log(\\\"Simulated external platform sending data, result:\\\", ret)\\n\\n Sleep(10000) // Send once every 10 seconds\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"# This example demonstrates how to use HttpQuery to send an HTTP POST request, simulating an external platform sending data to an FMZ live bot\\n# In a real scenario, external platforms (such as TradingView's Webhook alert URL, third-party trading systems, etc.) directly call the FMZ API endpoint\\n\\nimport json\\n\\ndef main():\\n uuid = \\\"6BC42A119B5DBFA2188A8279DA3B5C30\\\"\\n robotId = 123456 # Target live bot ID (the live bot used 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 the HTTP POST request\\n options = {\\n \\\"method\\\": \\\"POST\\\",\\n \\\"body\\\": json.dumps(sendData) # body can be a JSON string, plain text, etc.\\n }\\n url = \\\"{}/api/v1?method=pub&robot={}&channel={}\\\".format(baseUrl, robotId, uuid)\\n\\n # Send the data\\n ret = HttpQuery(url, options)\\n Log(\\\"Simulated external platform sending data, result:\\\", ret)\\n\\n Sleep(10000) # Send once every 10 seconds\", \"lang\": \"python\"}, {\"code\": \"// This example demonstrates how to use HttpQuery to send an HTTP POST request, simulating an external platform sending data to an FMZ live bot\\n// In a real scenario, external platforms (such as TradingView's Webhook alert URL, third-party trading systems, etc.) directly call the FMZ API endpoint\\n\\nfn main() {\\n let uuid = \\\"6BC42A119B5DBFA2188A8279DA3B5C30\\\";\\n let robotId = 123456; // Target live bot ID (the live bot used to receive data)\\n let baseUrl = \\\"https://www.fmz.com\\\";\\n\\n loop {\\n // Prepare the data to send (can be JSON, text, or other formats)\\n let sendData = format!(\\n r#\\\"{{\\\"action\\\": \\\"buy\\\", \\\"symbol\\\": \\\"BTC_USDT\\\", \\\"price\\\": 50000, \\\"timestamp\\\": {}}}\\\"#,\\n Unix() * 1000\\n );\\n\\n // Construct the HTTP POST request; {:?} escapes body into a valid JSON string value\\n let options = format!(r#\\\"{{\\\"method\\\": \\\"POST\\\", \\\"body\\\": {:?}}}\\\"#, sendData);\\n let url = format!(\\\"{}/api/v1?method=pub&robot={}&channel={}\\\", baseUrl, robotId, uuid);\\n\\n // Send the data\\n let ret: String = HttpQuery(&url, options.as_str());\\n Log!(\\\"Simulated external platform sending data, result:\\\", ret);\\n\\n Sleep(10000); // Send once every 10 seconds\\n }\\n}\", \"lang\": \"rust\"}, {\"code\": \"\", \"lang\": \"cpp\"}], \"value\": \"Cross-platform sending example - Simulate an external platform (such as TradingView) sending data to an FMZ live bot\"}], \"remarks\": [\"The ```SetChannelData()``` function is a non-blocking call; it returns immediately after being called and does not wait for the data transmission to complete.\", \"Each live trading bot has its own dedicated channel, and the channel ID is the bot ID (which can be obtained via the ```_G()``` function).\", \"The channel only stores the latest status data. Each call to ```SetChannelData()``` overwrites the previously published data rather than appending to a message history.\", \"Channel data supports broadcasting across live trading bots, across dockers, and across servers, and multiple bots can subscribe to the same channel.\", \"The subscriber side uses the ```GetChannelData()``` function to subscribe to channel data.\", \"Channel communication is intended for live trading environments; this feature may be restricted in the backtesting system.\", \"The byte length of the passed-in ```data``` parameter after JSON serialization must not exceed 1024 bytes. Exceeding this limit may cause the data publishing to fail. It is recommended to transmit only the necessary status information and to avoid transmitting overly large data objects.\", \"The published data should be used reasonably according to the memory and network bandwidth of the hardware device; avoid publishing overly large data objects.\", \"The data published by the ```SetChannelData()``` function can not only be subscribed to by other live trading bots within the FMZ platform, but also supports cross-platform data sending. External platforms (such as TradingView Webhook alerts, third-party trading systems, monitoring software, etc.) can send data to a specified FMZ live trading bot via HTTP POST requests.\", \"**How to send data across platforms:** External systems send data to the FMZ platform API endpoint via an HTTP POST request: ```https://www.fmz.com/api/v1?method=pub&robot={robotId}&channel={uuid}```, where ```robotId``` is the target live trading bot 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, plain text, or other formats. Note: a live trading bot must already be subscribed to the specified UUID channel before an external system can successfully send data; the broadcast data will be sent to all live trading bots under the same docker as the ```robotId``` bot, and any bot under that docker subscribed to the UUID channel can receive the data.\"], \"returns\": [{\"info\": \"This function has no return value.\", \"type\": \"null\"}], \"seeAlso\": [\"{@fun/Global/GetChannelData GetChannelData}\", \"{@fun/Global/G _G}\"], \"syntax\": [\"SetChannelData(data)\"], \"title\": \"SetChannelData\"}, {\"_src_hash\": \"62e4fc0605598362a8efb496a5c2911f857c31e332c472f94d77cbf321fbfd75\", \"args\": [{\"info\": \"The channel identifier, which supports the following two types:\\n\\n\\n1. **Bot ID**: Used to subscribe to the channel data of other live trading bots (i.e., inter-bot communication). The bot ID can be obtained via the ```_G()``` function.\\n\\n\\n2. **32-bit UUID**: Used to subscribe to data sent across platforms (i.e., data sent to the FMZ platform by external systems via the HTTP API).\", \"name\": \"channelId\", \"required\": true, \"type\": \"string / number\"}], \"desc\": [\"Subscribes to the channel data of a specified live trading bot. This function is used for inter-bot communication, allowing you to retrieve the latest status data published by other live trading bots via the ```SetChannelData()``` function.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // The two channel IDs to subscribe to (modify according to your actual situation)\\n var channelId1 = \\\"632799\\\" // Live trading bot ID of channel 1\\n var channelId2 = \\\"632800\\\" // Live trading bot ID of channel 2\\n\\n while(true) {\\n // Subscribe to the current state of channel 1\\n var state1 = GetChannelData(channelId1)\\n\\n // Subscribe to the current state of channel 2\\n var state2 = GetChannelData(channelId2)\\n\\n // Build the status display\\n var statusMsg = \\\"Channel Subscriber - Current Subscription State\\\\n\\\\n\\\"\\n\\n // Display channel 1 state\\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 += \\\"Trading Pair: \\\" + state1.symbol + \\\"\\\\n\\\"\\n statusMsg += \\\"Last Price: $\\\" + state1.lastPrice.toFixed(2) + \\\"\\\\n\\\"\\n statusMsg += \\\"Volume: \\\" + state1.volume.toFixed(4) + \\\"\\\\n\\\"\\n } else {\\n statusMsg += \\\"State: Waiting... (first call returns null)\\\\n\\\"\\n }\\n\\n statusMsg += \\\"\\\\n\\\"\\n\\n // Display channel 2 state\\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 += \\\"Trading Pair: \\\" + state2.symbol + \\\"\\\\n\\\"\\n statusMsg += \\\"Last Price: $\\\" + state2.lastPrice.toFixed(2) + \\\"\\\\n\\\"\\n statusMsg += \\\"Volume: \\\" + state2.volume.toFixed(4) + \\\"\\\\n\\\"\\n } else {\\n statusMsg += \\\"State: Waiting... (first call returns null)\\\\n\\\"\\n }\\n\\n LogStatus(statusMsg)\\n\\n Sleep(5000) // Subscribe to the channel every 5 seconds\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # The two channel IDs to subscribe to (modify according to your actual situation)\\n channelId1 = \\\"632799\\\" # Live trading bot ID of channel 1\\n channelId2 = \\\"632800\\\" # Live trading bot ID of channel 2\\n\\n while True:\\n # Subscribe to the current state of channel 1\\n state1 = GetChannelData(channelId1)\\n\\n # Subscribe to the current state of channel 2\\n state2 = GetChannelData(channelId2)\\n\\n # Build the status display\\n statusMsg = \\\"Channel Subscriber - Current Subscription State\\\\n\\\\n\\\"\\n\\n # Display channel 1 state\\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 += \\\"Trading Pair: {}\\\\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 += \\\"State: Waiting... (first call returns None)\\\\n\\\"\\n\\n statusMsg += \\\"\\\\n\\\"\\n\\n # Display channel 2 state\\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 += \\\"Trading Pair: {}\\\\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 += \\\"State: Waiting... (first call returns None)\\\\n\\\"\\n\\n LogStatus(statusMsg)\\n\\n Sleep(5000) # Subscribe to the channel every 5 seconds\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Rust's GetChannelData() function does not accept a channel ID parameter; it can only read the current live trading bot's own channel\\n // (i.e. the latest data published by this bot via SetChannelData()); it cannot subscribe to the channels of other live trading bots\\n loop {\\n // Subscribe to the current state of the channel\\n let state = GetChannelData();\\n\\n // Build the status display\\n let mut statusMsg = String::from(\\\"Channel Subscriber - Current Subscription State\\\\n\\\\n\\\");\\n\\n if !state.is_null() {\\n statusMsg += &format!(\\\"Update ID: #{}\\\\n\\\", state[\\\"updateId\\\"].as_i64().unwrap_or(0));\\n statusMsg += &format!(\\\"Time: {}\\\\n\\\", _D(state[\\\"timestamp\\\"].as_i64().unwrap_or(0)));\\n statusMsg += &format!(\\\"Trading Pair: {}\\\\n\\\", state[\\\"symbol\\\"].as_str().unwrap_or(\\\"\\\"));\\n statusMsg += &format!(\\\"Last Price: ${:.2}\\\\n\\\", state[\\\"lastPrice\\\"].as_f64().unwrap_or(0.0));\\n statusMsg += &format!(\\\"Volume: {:.4}\\\\n\\\", state[\\\"volume\\\"].as_f64().unwrap_or(0.0));\\n } else {\\n statusMsg += \\\"State: Waiting... (first call returns null)\\\\n\\\";\\n }\\n\\n LogStatus!(statusMsg);\\n\\n Sleep(5000); // Subscribe to the channel every 5 seconds\\n }\\n}\", \"lang\": \"rust\"}, {\"code\": \"\", \"lang\": \"cpp\"}], \"value\": \"Channel Subscriber Example - Subscribe to Channel Data from Two Live Trading Bots\"}, {\"examples\": [{\"code\": \"function main() {\\n // Use a 32-bit UUID as the channel identifier\\n let uuid = \\\"6BC42A119B5DBFA2188A8279DA3B5C30\\\"\\n\\n while (true) {\\n // Subscribe to data on the 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 a 32-bit UUID as the channel identifier\\n uuid = \\\"6BC42A119B5DBFA2188A8279DA3B5C30\\\"\\n\\n while True:\\n # Subscribe to data on the 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\": \"fn main() {\\n // Rust's GetChannelData() function does not accept a channel ID parameter, so it cannot use a 32-bit UUID to subscribe to cross-platform data;\\n // it can only read the latest data from the current live trading bot's own channel (i.e., data published by this bot via SetChannelData())\\n loop {\\n // Subscribe to the channel's data\\n let data = GetChannelData();\\n\\n if !data.is_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\": \"rust\"}, {\"code\": \"\", \"lang\": \"cpp\"}], \"value\": \"Cross-platform subscription example - Using UUID to subscribe to data sent from external systems\"}], \"remarks\": [\"The ```GetChannelData()``` function is a non-blocking call. It returns immediately after being called and does not wait for data reception to complete.\", \"The first time the ```GetChannelData()``` function is called, it returns ```null```. You need to retry and wait for the channel data synchronization to complete.\", \"Each call retrieves the latest status data on the channel, rather than a historical message queue.\", \"A single live trading bot can subscribe to the channels of multiple different bots simultaneously; simply call ```GetChannelData()``` multiple times, passing in a different bot ID each time.\", \"The current live trading bot can also subscribe to its own channel, meaning the ```robotId``` parameter can be the ID of the current bot.\", \"Channel data can be transmitted across bots, across administrators, and across servers.\", \"The broadcasting end uses the ```SetChannelData()``` function to publish channel data.\", \"Channel communication is suitable for the live trading environment; this feature may be limited in the backtesting system.\", \"The ```GetChannelData()``` function supports cross-platform subscription. When a 32-bit UUID is used as the channel identifier, it can receive data sent by external systems outside the FMZ platform via the HTTP API. The external system must specify both the bot ID and the UUID in order to send data; all live trading bots under the same administrator can subscribe to the data of that UUID channel, while bots under different administrators cannot subscribe.\"], \"returns\": [{\"info\": \"Returns the latest status data of the subscribed channel. It returns ```null``` on the first call, in which case a retry is required. The data structure is determined by the data published by the broadcasting end.\", \"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\": \"7d48ea6a5e943c9b33dd4d89dc6bd48658df8238de108ef82f243ecbfcf0e877\", \"args\": [{\"info\": \"The parameter ```msg``` is the content to be output. Multiple ```msg``` parameters can be passed in.\", \"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\": \"fn main() {\\n Log!(\\\"msg1\\\", \\\"msg2\\\", \\\"msg3\\\");\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n Log(\\\"msg1\\\", \\\"msg2\\\", \\\"msg3\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"Multiple ```msg``` parameters can be passed in:\"}, {\"examples\": [{\"code\": \"function main() {\\n Log(\\\"Hello FMZ Quant !@\\\")\\n Sleep(1000 * 5)\\n // Adding #ff0000 within the string makes the printed log display in red and pushes the message\\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\": \"fn main() {\\n Log!(\\\"Hello FMZ Quant !@\\\");\\n Sleep(1000 * 5);\\n // Adding #ff0000 within the string makes the printed log display in red and pushes the message\\n Log!(\\\"Hello, #ff0000@\\\");\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n Log(\\\"Hello FMZ Quant !@\\\");\\n Sleep(1000 * 5);\\n Log(\\\"Hello, #ff0000@\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"Setting the color of the output message is supported. If you need to set both the color and push simultaneously, set the color first and then use the ```@``` character to set push at the end.\"}, {\"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\": \"fn main() {\\n Log!(\\\"`data:image/png;base64,AAAA`\\\");\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n Log(\\\"`data:image/png;base64,AAAA`\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"The ```Log()``` function supports printing ```base64```-encoded images. The content starts with ``` ` ``` and ends 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``` object. 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\": \"fn main() {\\n Log!(\\\"[trans]中文|abc[/trans]\\\");\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n Log(\\\"[trans]中文|abc[/trans]\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"The ```Log()``` function supports language switching. Its output text will automatically switch to the corresponding language according to the language setting of the platform page, for example:\"}], \"remarks\": [\"The ```Log()``` function outputs a log message to the log area of the live trading or backtesting system. During live trading, the logs will be saved in the live trading database. If the content output by the ```Log()``` function ends with the ```@``` character, that log will enter the message push queue and be pushed to the email address, WebHook address, etc. configured in the [Push Settings](https://www.fmz.com/m/account) of the current FMZ Quant Trading Platform account. The [Debugging Tool](https://www.fmz.com/m/debug) and the backtesting system do not support message push. Message push is subject to frequency limits, with the specific rules as follows: within each 20-second cycle of live trading, only the last push message is retained and pushed, while the rest are filtered out and not pushed (the push logs output via the Log function are still printed and displayed normally in the log area).\", \"If the content output by the ```Log()``` function ends with the ```&``` character, that log will be marked as a private log. When the live trading is publicly displayed, that log is hidden from other users, but remains visible from the perspective of the live trading owner's account. This feature can be used to record sensitive information such as API keys, account balances, etc. For example: ```Log(\\\"Private information\\\", \\\"&\\\")```.\", \"Regarding ```WebHook``` push, 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 the [Push Settings](https://www.fmz.com/m/account): ```http://XXX.XX.XXX.XX:9090/data?data=Hello_FMZ```. After running the written ```Golang``` service program, you can start running the live trading strategy. The following is a strategy written in ```JavaScript```; when the strategy runs, it executes the ```Log()``` function and pushes the message:\\n```js\\nfunction main() {\\n Log(\\\"msg\\\", \\\"@\\\")\\n}\\n```\\n\\nAfter the service program written in ```Golang``` receives the push, it prints the following 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\": \"0e9a167fdddd788de15ad5d03d67db07efa5c1a0e521fe7fb0162338c92ee971\", \"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 parameter, used to output additional information to this profit log. Multiple ```arg``` parameters can be passed in.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / object / array / any (any type supported by the platform)\"}], \"desc\": [\"Records and prints the profit/loss value, and plots the equity curve based on the profit/loss value.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Plot 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\": \"fn main() {\\n // Plot 30 points on the profit chart\\n // In Rust, LogProfit only accepts the profit value parameter and does not support extended parameters such as '&'\\n for i in 0..30 {\\n LogProfit(i);\\n Sleep(500);\\n }\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n for(int i = 0; i < 30; i++) {\\n LogProfit(i, '&');\\n Sleep(500);\\n }\\n}\", \"lang\": \"cpp\"}], \"value\": \"When calling the ```LogProfit``` function, if the last parameter is the character ```&```, the log will not be written to the database and only the profit chart will be updated. Using the ```&``` parameter can avoid generating a large number of logs from frequent profit records, thereby keeping the logs clean. For example:\"}], \"seeAlso\": [\"{@fun/Log/LogProfitReset LogProfitReset}\"], \"syntax\": [\"LogProfit(profit)\", \"LogProfit(profit, ...args)\"], \"title\": \"LogProfit\"}, {\"_src_hash\": \"be00bcd93c8ddbca35517f10e5a90d05382c004c1a802698bf06c7e6782c0749\", \"args\": [{\"info\": \"The ```remain``` parameter is used to specify the number of log entries to retain (an integer).\", \"name\": \"remain\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Clear all profit logs and the profit chart.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Print 30 data points on the profit chart, then reset, keeping only the last 10 data points\\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\": \"fn main() {\\n // Print 30 data points on the profit chart, then reset, keeping only the last 10 data points\\n for i in 0..30 {\\n LogProfit(i);\\n Sleep(500);\\n }\\n LogProfitReset(10);\\n}\", \"lang\": \"rust\"}, {\"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\": \"5fc593ed221d34f4f465f590b335312020439a6b1122970fe0e5aee8606958c9\", \"args\": [{\"info\": \"The parameter ```msg``` is the content to be output. Multiple ```msg``` parameters can be passed in.\", \"name\": \"msg\", \"required\": false, \"type\": \"string / number / bool / object / array / any (any type supported by the platform)\"}], \"desc\": [\"Outputs information to the status bar on the backtesting system or the 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\": \"fn 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\": \"rust\"}, {\"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 the 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 at both ends of the string to have it recognized as a complex message format (tables are currently supported)\\n LogStatus('`' + JSON.stringify(table) + '`')\\n // Table information can also be displayed within multi-line text\\n LogStatus('First line message\\\\n`' + JSON.stringify(table) + '`\\\\nThird line message')\\n // Multiple tables can be displayed simultaneously, and will be grouped and shown as tabs (TAB)\\n LogStatus('`' + JSON.stringify([table, table]) + '`')\\n\\n // Buttons can also be constructed within the table; the strategy receives the content of the cmd property via 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 // Button styles can be customized (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\": \"fn main() {\\n let table = r#\\\"{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Position Info\\\", \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\"], \\\"rows\\\": [[\\\"abc\\\", \\\"def\\\"], [\\\"ABC\\\", \\\"support color #ff0000\\\"]]}\\\"#;\\n // Add ` characters at both ends of the JSON string to have it recognized as a complex message format (tables are currently supported)\\n LogStatus!(format!(\\\"`{}`\\\", table));\\n // Table information can also be displayed within multi-line text\\n LogStatus!(format!(\\\"First line message\\\\n`{}`\\\\nThird line message\\\", table));\\n // Multiple tables can be displayed simultaneously, and will be grouped and shown as tabs (TAB)\\n LogStatus!(format!(\\\"`[{},{}]`\\\", table, table));\\n\\n // Buttons can also be constructed within the table; the strategy receives the content of the cmd property via GetCommand\\n let table = String::from(r#\\\"{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Position Operation\\\", \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\", \\\"Action\\\"], \\\"rows\\\": [\\\"#)\\n + r#\\\"[\\\"abc\\\", \\\"def\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"Close All\\\"}]\\\"#\\n + r#\\\"]}\\\"#;\\n LogStatus!(format!(\\\"`{}`\\\", table));\\n // Or construct a standalone button\\n LogStatus!(format!(\\\"`{}`\\\", r#\\\"{\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"Close All\\\"}\\\"#));\\n // Button styles can be customized (bootstrap button attributes)\\n LogStatus!(format!(\\\"`{}`\\\", r#\\\"{\\\"type\\\": \\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-danger\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"Close All\\\"}\\\"#));\\n}\", \"lang\": \"rust\"}, {\"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\": \"Example of data output in the status bar:\"}, {\"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\": \"fn main() {\\n let table = String::from(r#\\\"{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Status Bar Button Styles\\\", \\\"cols\\\": [\\\"Default\\\", \\\"Primary\\\", \\\"Success\\\", \\\"Info\\\", \\\"Warning\\\", \\\"Danger\\\"], \\\"rows\\\": [[\\\"#)\\n + r#\\\"{\\\"type\\\": \\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-default\\\", \\\"name\\\": \\\"Default\\\"},\\\"#\\n + r#\\\"{\\\"type\\\": \\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-primary\\\", \\\"name\\\": \\\"Primary\\\"},\\\"#\\n + r#\\\"{\\\"type\\\": \\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-success\\\", \\\"name\\\": \\\"Success\\\"},\\\"#\\n + r#\\\"{\\\"type\\\": \\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-info\\\", \\\"name\\\": \\\"Info\\\"},\\\"#\\n + r#\\\"{\\\"type\\\": \\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-warning\\\", \\\"name\\\": \\\"Warning\\\"},\\\"#\\n + r#\\\"{\\\"type\\\": \\\"button\\\", \\\"class\\\": \\\"btn btn-xs btn-danger\\\", \\\"name\\\": \\\"Danger\\\"}\\\"#\\n + r#\\\"]]}\\\"#;\\n LogStatus!(format!(\\\"`{}`\\\", table));\\n}\", \"lang\": \"rust\"}, {\"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\": \"Supports 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\": \"fn main() {\\n let button1 = r#\\\"{\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 1\\\", \\\"cmd\\\": \\\"button1\\\", \\\"description\\\": \\\"This is the first button\\\"}\\\"#;\\n let button2 = r#\\\"{\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 2\\\", \\\"cmd\\\": \\\"button2\\\", \\\"description\\\": \\\"This is the second button, set to disabled\\\", \\\"disabled\\\": true}\\\"#;\\n let button3 = r#\\\"{\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 3\\\", \\\"cmd\\\": \\\"button3\\\", \\\"description\\\": \\\"This is the third button, set to enabled\\\", \\\"disabled\\\": false}\\\"#;\\n let table = format!(\\n r#\\\"{{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Status Bar Button Disable and Description Test\\\", \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\", \\\"Column 3\\\"], \\\"rows\\\": [[{}, {}, {}]]}}\\\"#,\\n button1, button2, button3\\n );\\n LogStatus!(format!(\\\"`{}`\\\", table));\\n}\", \"lang\": \"rust\"}, {\"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\": \"Configure the disable and description features of status bar buttons (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\": \"fn test1() {\\n Log!(\\\"Calling custom function\\\");\\n}\\n\\nfn main() {\\n loop {\\n let table = String::from(r#\\\"{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Operation\\\", \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\", \\\"Action\\\"], \\\"rows\\\": [\\\"#)\\n + r#\\\"[\\\"a\\\", \\\"1\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"CoverAll\\\", \\\"name\\\": \\\"Close All\\\"}],\\\"#\\n + r#\\\"[\\\"b\\\", \\\"1\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": 10, \\\"name\\\": \\\"Send Number\\\"}],\\\"#\\n + &format!(r#\\\"[\\\"c\\\", \\\"1\\\", {{\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"{}\\\", \\\"name\\\": \\\"Call Function\\\"}}],\\\"#, _D(None))\\n + r#\\\"[\\\"d\\\", \\\"1\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"test1\\\", \\\"name\\\": \\\"Call Custom Function\\\"}]\\\"#\\n + r#\\\"]}\\\"#;\\n LogStatus!(_D(None), \\\"\\\\n\\\", format!(\\\"`{}`\\\", table));\\n\\n if let Some(str_cmd) = GetCommand(0) {\\n Log!(\\\"Received interaction data str_cmd:\\\", \\\"Type:\\\", \\\"String\\\", \\\"Value:\\\", &str_cmd);\\n if str_cmd == \\\"test1\\\" {\\n test1();\\n }\\n }\\n\\n Sleep(500);\\n }\\n}\", \"lang\": \"rust\"}, {\"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\": \"In combination with the ```GetCommand()``` function, build the interactive functionality of status bar buttons (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\": \"fn main() {\\n let tbl = String::from(r#\\\"{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Operation\\\", \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\"], \\\"rows\\\": [\\\"#)\\n + r#\\\"[\\\"Open Position\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"open\\\", \\\"name\\\": \\\"Open\\\", \\\"input\\\": {\\\"name\\\": \\\"Quantity\\\", \\\"type\\\": \\\"number\\\", \\\"defValue\\\": 1}}],\\\"#\\n + r#\\\"[\\\"Close Position\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"Close All\\\"}]\\\"#\\n + r#\\\"]}\\\"#;\\n\\n LogStatus!(_D(None), \\\"\\\\n\\\", format!(\\\"`{}`\\\", tbl));\\n loop {\\n if let Some(cmd) = GetCommand(0) {\\n Log!(\\\"cmd:\\\", cmd);\\n }\\n Sleep(1000);\\n }\\n}\", \"lang\": \"rust\"}, {\"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, and the interaction command is ultimately captured by the ```GetCommand()``` function.\\n\\n\\nBy adding an ```input``` field to the data structure of a status bar button control (legacy button structure) — for example, adding ```\\\"input\\\": {\\\"name\\\": \\\"Quantity\\\", \\\"type\\\": \\\"number\\\", \\\"defValue\\\": 1}``` to ```{\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"open\\\", \\\"name\\\": \\\"Open\\\"}``` — the button, when clicked, will pop up a dialog containing an input field control (the default value in the input field is 1, i.e. the value set by ```defValue```), so that a value can be entered and sent together with the button command. For example, when running the following test code, clicking the \\\"Open Position\\\" button will pop up a dialog with an input field; entering 111 in the input field and clicking \\\"OK\\\" will cause the ```GetCommand()``` function to 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 the 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 // A single cell of a status bar table supports setting multiple buttons, i.e. the data in a single 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\": \"fn main() {\\n // Create the group button control structure\\n let group_btn = String::from(r#\\\"{\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"open\\\", \\\"name\\\": \\\"Open\\\", \\\"group\\\": [\\\"#)\\n + r#\\\"{\\\"name\\\": \\\"orderType\\\", \\\"description\\\": \\\"下单方式|order type\\\", \\\"type\\\": \\\"selected\\\", \\\"defValue\\\": \\\"市价单|挂单\\\"},\\\"#\\n + r#\\\"{\\\"name\\\": \\\"tradePrice@orderType==1\\\", \\\"description\\\": \\\"交易价格|trade price\\\", \\\"type\\\": \\\"number\\\", \\\"defValue\\\": 100},\\\"#\\n + r#\\\"{\\\"name\\\": \\\"orderAmount\\\", \\\"description\\\": \\\"委托数量|order amount\\\", \\\"type\\\": \\\"string\\\", \\\"defValue\\\": 100},\\\"#\\n + r#\\\"{\\\"name\\\": \\\"boolean\\\", \\\"description\\\": \\\"是/否|boolean\\\", \\\"type\\\": \\\"boolean\\\", \\\"defValue\\\": true}\\\"#\\n + r#\\\"]}\\\"#;\\n\\n // Test button 1, test button 2\\n let test_btn1 = r#\\\"{\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"Button 1\\\", \\\"cmd\\\": \\\"button1\\\", \\\"description\\\": \\\"This is the first button\\\"}\\\"#;\\n let test_btn2 = r#\\\"{\\\"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; a single cell of a status bar table supports setting multiple buttons, i.e. the data in a single cell is an array of button structures: [testBtn1, testBtn2]\\n let tbl = format!(\\n r#\\\"{{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Group Button Control Demo\\\", \\\"cols\\\": [\\\"Operation\\\"], \\\"rows\\\": [[{}], [[{}, {}]]]}}\\\"#,\\n group_btn, test_btn1, test_btn2\\n );\\n\\n loop {\\n LogStatus!(format!(\\\"`{}`\\\", tbl), \\\"\\\\n\\\", \\\"Group button controls can be set directly on the status bar in addition to status bar tables:\\\", format!(\\\"`{}`\\\", group_btn));\\n if let Some(cmd) = GetCommand(0) {\\n Log!(\\\"cmd:\\\", cmd);\\n }\\n Sleep(5000);\\n }\\n}\", \"lang\": \"rust\"}, {\"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\": \"Group button controls are supported (the legacy button structure). Their functionality is identical to the **status bar button that supports data input** (configured via the \\\"input\\\" field), and the interaction commands are ultimately captured by the ```GetCommand()``` function. The difference is that group buttons are configured via the ```\\\"group\\\"``` field: when a button is clicked to trigger an interaction, the dialog box that pops up on the page displays a pre-configured **set** of input controls, allowing a group of data to be entered all at once.\\nRegarding the ```\\\"group\\\"``` field in the structure of status bar button controls and group button controls, note the following points:\\n- The ```type``` property in group only supports the following 4 types, and the ```defValue``` property is used to set the default value.\\n \\\"selected\\\": drop-down box control; use the ```|``` symbol to separate the options in the drop-down box.\\n \\\"number\\\": numeric input box control.\\n \\\"string\\\": string input box control.\\n \\\"boolean\\\": checkbox control; checked means (boolean) true, unchecked means (boolean) false.\\n- Controls for interactive input support dependency settings:\\n For example, the ```\\\"name\\\": \\\"tradePrice@orderType==1\\\"``` setting in the example below makes the **trade price** (```tradePrice```) input control available only when the **order type** (orderType) drop-down box control is set to **limit order**.\\n- The names of controls for interactive input support bilingual settings.\\n For example, the \\\"description\\\": \\\"下单方式|order type\\\" setting in the example below uses the ```|``` symbol to separate the Chinese and English description content.\\n- Although the ```name``` and ```description``` in group share the same field names as the ```name``` and ```description``` in the button structure, their definitions are not the same.\\n The ```name``` in group is also defined differently from the ```name``` in input.\\n- After a group button control is triggered, the format of the interaction content sent is: the button's cmd field value plus the group field-related data. For example, when testing the example below, the content output by the ```Log(\\\"cmd:\\\", cmd)``` statement is:\\n ```cmd: open:{\\\"orderType\\\":1,\\\"tradePrice\\\":99,\\\"orderAmount\\\":\\\"99\\\",\\\"boolean\\\":true}```, that is, the content returned by the ```GetCommand()``` function when the interaction operation occurs: ```open:{\\\"orderType\\\":1,\\\"tradePrice\\\":99,\\\"orderAmount\\\":\\\"99\\\",\\\"boolean\\\":true}```.\\n- The ```type``` property of button controls only supports ```\\\"button\\\"```:\\n For button controls that support data input, i.e. controls with the ```input``` property set, the ```type``` property in the ```input``` field configuration supports multiple control types.\\n\\nRefer to the following example:\"}, {\"examples\": [{\"code\": \"function main() {\\n // In the page triggered by the status bar button control (implemented by setting the input field) testBtn1 button, the dropdown control uses the options field to set options, and uses the defValue field to set the default option. This differs from the approach in other examples of this chapter that set options directly using defValue.\\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 In the page triggered by the status bar button control (implemented by setting the input field) testBtn2 button, the dropdown control uses the options field to set options. The options in the options field support not only strings,\\n but also the ```{text: \\\"description\\\", value: \\\"value\\\"}``` structure. Use the defValue field to set the default option; the default option supports multi-select (implemented via an array structure). For multi-select, you need to additionally set the multiple field 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 // In the page triggered by the status bar group button control (implemented by setting the group field) testBtn3 button, the dropdown control uses the options field to set options, and also supports setting options directly using defValue.\\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\": \"fn main() {\\n // In the page triggered by the status bar button control (implemented by setting the input field) testBtn1 button, the dropdown control uses the options field to set options, and uses the defValue field to set the default option. This differs from the approach in other examples of this chapter that set options directly using defValue.\\n let test_btn1 = r#\\\"{\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"testBtn1\\\", \\\"cmd\\\": \\\"cmdTestBtn1\\\", \\\"input\\\": {\\\"name\\\": \\\"testBtn1ComboBox\\\", \\\"type\\\": \\\"selected\\\", \\\"options\\\": [\\\"A\\\", \\\"B\\\"], \\\"defValue\\\": 1}}\\\"#;\\n\\n /*\\n In the page triggered by the status bar button control (implemented by setting the input field) testBtn2 button, the dropdown control uses the options field to set options. The options in the options field support not only strings,\\n but also the {\\\"text\\\": \\\"description\\\", \\\"value\\\": \\\"value\\\"} structure. Use the defValue field to set the default option; the default option supports multi-select (implemented via an array structure). For multi-select, you need to additionally set the multiple field to a truthy value (true).\\n */\\n let test_btn2 = String::from(r#\\\"{\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"testBtn2\\\", \\\"cmd\\\": \\\"cmdTestBtn2\\\", \\\"input\\\": {\\\"#)\\n + r#\\\"\\\"name\\\": \\\"testBtn2MultiComboBox\\\", \\\"type\\\": \\\"selected\\\", \\\"description\\\": \\\"Implement multi-select dropdown\\\",\\\"#\\n + r#\\\"\\\"options\\\": [{\\\"text\\\": \\\"Option A\\\", \\\"value\\\": \\\"A\\\"}, {\\\"text\\\": \\\"Option B\\\", \\\"value\\\": \\\"B\\\"}, {\\\"text\\\": \\\"Option C\\\", \\\"value\\\": \\\"C\\\"}],\\\"#\\n + r#\\\"\\\"defValue\\\": [\\\"A\\\", \\\"C\\\"], \\\"multiple\\\": true}}\\\"#;\\n\\n // In the page triggered by the status bar group button control (implemented by setting the group field) testBtn3 button, the dropdown control uses the options field to set options, and also supports setting options directly using defValue.\\n let test_btn3 = String::from(r#\\\"{\\\"type\\\": \\\"button\\\", \\\"name\\\": \\\"testBtn3\\\", \\\"cmd\\\": \\\"cmdTestBtn3\\\", \\\"group\\\": [\\\"#)\\n + r#\\\"{\\\"name\\\": \\\"comboBox1\\\", \\\"label\\\": \\\"labelComboBox1\\\", \\\"description\\\": \\\"Dropdown 1\\\", \\\"type\\\": \\\"selected\\\", \\\"defValue\\\": 1, \\\"options\\\": [\\\"A\\\", \\\"B\\\"]},\\\"#\\n + r#\\\"{\\\"name\\\": \\\"comboBox2\\\", \\\"label\\\": \\\"labelComboBox2\\\", \\\"description\\\": \\\"Dropdown 2\\\", \\\"type\\\": \\\"selected\\\", \\\"defValue\\\": \\\"A|B\\\"},\\\"#\\n + r#\\\"{\\\"name\\\": \\\"comboBox3\\\", \\\"label\\\": \\\"labelComboBox3\\\", \\\"description\\\": \\\"Dropdown 3\\\", \\\"type\\\": \\\"selected\\\", \\\"defValue\\\": [0, 2], \\\"multiple\\\": true, \\\"options\\\": [\\\"A\\\", \\\"B\\\", \\\"C\\\"]},\\\"#\\n + r#\\\"{\\\"name\\\": \\\"comboBox4\\\", \\\"label\\\": \\\"labelComboBox4\\\", \\\"description\\\": \\\"Dropdown 4\\\", \\\"type\\\": \\\"selected\\\", \\\"defValue\\\": [\\\"A\\\", \\\"C\\\"], \\\"multiple\\\": true, \\\"options\\\": [{\\\"text\\\": \\\"Option A\\\", \\\"value\\\": \\\"A\\\"}, {\\\"text\\\": \\\"Option B\\\", \\\"value\\\": \\\"B\\\"}, {\\\"text\\\": \\\"Option C\\\", \\\"value\\\": \\\"C\\\"}, {\\\"text\\\": \\\"Option D\\\", \\\"value\\\": \\\"D\\\"}]}\\\"#\\n + r#\\\"]}\\\"#;\\n\\n loop {\\n LogStatus!(format!(\\\"`{}`\\\\n\\\", test_btn1), format!(\\\"`{}`\\\\n\\\", test_btn2), format!(\\\"`{}`\\\\n\\\", test_btn3));\\n if let Some(cmd) = GetCommand(0) {\\n Log!(cmd);\\n }\\n Sleep(5000);\\n }\\n}\", \"lang\": \"rust\"}, {\"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 the 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 the 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\": \"fn main() {\\n let symbols = [\\\"BTC_USDT.swap\\\", \\\"ETH_USDT.swap\\\", \\\"LTC_USDT.swap\\\", \\\"BNB_USDT.swap\\\", \\\"SOL_USDT.swap\\\"];\\n\\n // Btn: button template; the first element of \\\"group\\\" is the trading symbol control, __SYMBOL__ is a placeholder that is replaced when constructing the button\\n let tmp_btn_open = String::from(r#\\\"{\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"open\\\", \\\"name\\\": \\\"Open Position\\\", \\\"group\\\": [\\\"#)\\n + r#\\\"{\\\"type\\\": \\\"string\\\", \\\"name\\\": \\\"symbol\\\", \\\"label\\\": \\\"Symbol\\\", \\\"default\\\": \\\"__SYMBOL__\\\", \\\"settings\\\": {\\\"required\\\": true}},\\\"#\\n + r#\\\"{\\\"type\\\": \\\"selected\\\", \\\"name\\\": \\\"tradeType\\\", \\\"label\\\": \\\"Order Type\\\", \\\"description\\\": \\\"Market order, Limit order\\\", \\\"default\\\": 0, \\\"group\\\": \\\"Trade Settings\\\", \\\"settings\\\": {\\\"options\\\": [\\\"Market Order\\\", \\\"Limit Order\\\"], \\\"required\\\": true}},\\\"#\\n + r#\\\"{\\\"type\\\": \\\"selected\\\", \\\"name\\\": \\\"direction\\\", \\\"label\\\": \\\"Trade Direction\\\", \\\"description\\\": \\\"Buy, Sell\\\", \\\"default\\\": \\\"buy\\\", \\\"group\\\": \\\"Trade Settings\\\", \\\"settings\\\": {\\\"render\\\": \\\"segment\\\", \\\"required\\\": true, \\\"options\\\": [{\\\"name\\\": \\\"Buy\\\", \\\"value\\\": \\\"buy\\\"}, {\\\"name\\\": \\\"Sell\\\", \\\"value\\\": \\\"sell\\\"}]}},\\\"#\\n + r#\\\"{\\\"type\\\": \\\"number\\\", \\\"name\\\": \\\"price\\\", \\\"label\\\": \\\"Price\\\", \\\"description\\\": \\\"Order price\\\", \\\"group\\\": \\\"Trade Settings\\\", \\\"filter\\\": \\\"tradeType==1\\\", \\\"settings\\\": {\\\"required\\\": true}},\\\"#\\n + r#\\\"{\\\"type\\\": \\\"number\\\", \\\"name\\\": \\\"amount\\\", \\\"label\\\": \\\"Order Amount\\\", \\\"description\\\": \\\"Order amount\\\", \\\"group\\\": \\\"Trade Settings\\\", \\\"settings\\\": {\\\"required\\\": true}}\\\"#\\n + r#\\\"]}\\\"#;\\n\\n loop {\\n let mut rows: Vec = Vec::new();\\n for symbol in &symbols {\\n let btn_open = tmp_btn_open.replace(\\\"__SYMBOL__\\\", symbol);\\n rows.push(format!(r#\\\"[\\\"{}\\\", {}]\\\"#, symbol, btn_open));\\n }\\n let tbl = format!(r#\\\"{{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"dashboard\\\", \\\"cols\\\": [\\\"symbol\\\", \\\"actionOpen\\\"], \\\"rows\\\": [{}]}}\\\"#, rows.join(\\\",\\\"));\\n\\n if let Some(cmd) = GetCommand(0) {\\n Log!(\\\"Received interaction:\\\", &cmd);\\n\\n // Parse the 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 if cmd.starts_with(\\\"open:\\\") {\\n let msg = JSONParse(&cmd[5..]).unwrap();\\n let trade_type = msg[\\\"tradeType\\\"].as_i64().unwrap_or(0);\\n Log!(\\\"Symbol:\\\", msg[\\\"symbol\\\"].as_str().unwrap_or(\\\"\\\"),\\n \\\", Direction:\\\", msg[\\\"direction\\\"].as_str().unwrap_or(\\\"\\\"),\\n \\\", Order type:\\\", if trade_type == 0 { \\\"Market order\\\" } else { \\\"Limit order\\\" },\\n if trade_type == 0 { \\\", Price: Current market price\\\".to_string() } else { format!(\\\", Price:{}\\\", msg[\\\"price\\\"].as_f64().unwrap_or(0.0)) },\\n \\\", Amount:\\\", msg[\\\"amount\\\"].as_f64().unwrap_or(0.0));\\n }\\n }\\n\\n LogStatus!(_D(None), \\\"\\\\n\\\", format!(\\\"`{}`\\\", tbl));\\n Sleep(1000);\\n }\\n}\", \"lang\": \"rust\"}, {\"code\": \"// Omitted...\", \"lang\": \"cpp\"}], \"value\": \"Based on the current latest button structure, construct the buttons in the status bar table; when clicking a button triggers an interaction, pop up a dialog box containing multiple controls.\\n\\n\\nFor more details, refer to: [User Guide - Interactive Controls in the 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\": \"fn main() {\\n let table_tpl = String::from(r#\\\"{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Position Operation\\\", \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\", \\\"Action\\\"], \\\"rows\\\": [\\\"#)\\n + r#\\\"[\\\"abc\\\", \\\"def\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"Close\\\"}],\\\"#\\n + r#\\\"__ROW2__\\\"#\\n + r#\\\"]}\\\"#;\\n\\n let ticker = exchange.GetTicker(None).unwrap();\\n let json_ticker = format!(\\n r#\\\"{{\\\"Buy\\\": {}, \\\"Sell\\\": {}, \\\"High\\\": {}, \\\"Low\\\": {}, \\\"Volume\\\": {}, \\\"Last\\\": {}, \\\"Time\\\": {}}}\\\"#,\\n ticker.Buy, ticker.Sell, ticker.High, ticker.Low, ticker.Volume, ticker.Last, ticker.Time\\n );\\n // Add a row of data, merge the first and second cells, and output the ticker data in the merged cell\\n // body is a string (corresponding to JS's JSON.stringify(ticker)); its internal quotes must be escaped before being embedded into the JSON\\n let row2 = format!(r#\\\"[{{\\\"body\\\": \\\"{}\\\", \\\"colspan\\\": 2}}, \\\"abc\\\"]\\\"#, json_ticker.replace('\\\"', \\\"\\\\\\\\\\\\\\\"\\\"));\\n let table = table_tpl.replace(\\\"__ROW2__\\\", &row2);\\n LogStatus!(format!(\\\"`{}`\\\", table));\\n}\", \"lang\": \"rust\"}, {\"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 into the first cell of the previous row\\n table.rows.push([\\\"B4\\\", \\\"C4\\\"])\\n // A2 is merged into 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\": \"fn main() {\\n // For ease of testing, constructed data is used here to keep the code short and readable\\n let json_ticker = r#\\\"{\\\"High\\\": 0, \\\"Low\\\": 0, \\\"Buy\\\": 0, \\\"Sell\\\": 0, \\\"Last\\\": 0, \\\"Time\\\": 0, \\\"Volume\\\": 0}\\\"#;\\n let name = exchange.GetName();\\n\\n let mut rows: Vec = Vec::new();\\n rows.push(String::from(r#\\\"[\\\"A1\\\", \\\"B1\\\", {\\\"type\\\": \\\"button\\\", \\\"cmd\\\": \\\"coverAll\\\", \\\"name\\\": \\\"C1\\\"}]\\\"#));\\n // body is a string, and the quotes inside it must be escaped before they can be embedded in JSON\\n let body = format!(\\\"A2 + B2:{}\\\", json_ticker).replace('\\\"', \\\"\\\\\\\\\\\\\\\"\\\");\\n rows.push(format!(r#\\\"[{{\\\"body\\\": \\\"{}\\\", \\\"colspan\\\": 2}}, \\\"C2\\\"]\\\"#, body));\\n rows.push(format!(r#\\\"[{{\\\"body\\\": \\\"A3 + A4 + A5:{}\\\", \\\"rowspan\\\": 3}}, \\\"B3\\\", \\\"C3\\\"]\\\"#, name));\\n // A3 is merged into the first cell of the previous row\\n rows.push(String::from(r#\\\"[\\\"B4\\\", \\\"C4\\\"]\\\"#));\\n // A2 is merged into the first cell of the previous row\\n rows.push(String::from(r#\\\"[\\\"B5\\\", \\\"C5\\\"]\\\"#));\\n rows.push(String::from(r#\\\"[\\\"A6\\\", \\\"B6\\\", \\\"C6\\\"]\\\"#));\\n\\n let table = format!(r#\\\"{{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Table Demo\\\", \\\"cols\\\": [\\\"Column A\\\", \\\"Column B\\\", \\\"Column C\\\"], \\\"rows\\\": [{}]}}\\\"#, rows.join(\\\",\\\"));\\n LogStatus!(format!(\\\"`{}`\\\", table));\\n}\", \"lang\": \"rust\"}, {\"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 ease of testing, constructed data is used here to keep the code short and readable\\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 a 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\": \"fn main() {\\n let table1 = r#\\\"{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"table1\\\", \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\"], \\\"rows\\\": [[\\\"abc\\\", \\\"def\\\"], [\\\"ABC\\\", \\\"support color #ff0000\\\"]]}\\\"#;\\n let table2 = r#\\\"{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"table2\\\", \\\"cols\\\": [\\\"Column 1\\\", \\\"Column 2\\\"], \\\"rows\\\": [[\\\"abc\\\", \\\"def\\\"], [\\\"ABC\\\", \\\"support color #ff0000\\\"]]}\\\"#;\\n LogStatus!(format!(\\\"`[{},{}]`\\\", table1, table2));\\n}\", \"lang\": \"rust\"}, {\"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\": \"Display tables with pagination in the status bar:\"}, {\"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\": \"fn main() {\\n // In Rust, write the row data directly into the JSON string\\n let tab1 = r#\\\"{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Table 1\\\", \\\"cols\\\": [\\\"1\\\", \\\"2\\\"], \\\"rows\\\": [[\\\"jack\\\", \\\"lucy\\\"]]}\\\"#;\\n let tab2 = r#\\\"{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Table 2\\\", \\\"cols\\\": [\\\"1\\\", \\\"2\\\", \\\"3\\\"], \\\"rows\\\": [[\\\"A\\\", \\\"B\\\", \\\"C\\\"]]}\\\"#;\\n let tab3 = r#\\\"{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Table 3\\\", \\\"cols\\\": [\\\"A\\\", \\\"B\\\", \\\"C\\\"], \\\"rows\\\": [[\\\"A\\\", \\\"B\\\", \\\"C\\\"]]}\\\"#;\\n\\n LogStatus!(format!(\\\"`{}`\\\\n`{}`\\\\n`{}`\\\", tab1, tab2, tab3));\\n\\n Log!(\\\"exit\\\");\\n}\", \"lang\": \"rust\"}, {\"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 displaying tables with pagination, you can also arrange multiple tables 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\": \"fn main() {\\n let tbl_tpl = String::from(r#\\\"{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"test scroll\\\", \\\"scroll\\\": \\\"auto\\\", \\\"cols\\\": [\\\"#)\\n + r#\\\"\\\"col 0\\\", \\\"col 1\\\", \\\"col 2\\\", \\\"col 3\\\", \\\"col 4\\\", \\\"col 5\\\", \\\"col 6\\\", \\\"col 7\\\", \\\"col 8\\\", \\\"col 9\\\", \\\"col 10\\\",\\\"#\\n + r#\\\"\\\"col 11\\\", \\\"col 12\\\", \\\"col 13\\\", \\\"col 14\\\", \\\"col 15\\\", \\\"col 16\\\", \\\"col 17\\\", \\\"col 18\\\", \\\"col 19\\\", \\\"col 20\\\"\\\"#\\n + r#\\\"], \\\"rows\\\": [__ROWS__]}\\\"#;\\n\\n let mut rows: Vec = Vec::new();\\n for index in 1..100 {\\n let i = index.to_string();\\n rows.push(format!(\\n r#\\\"[{}, \\\"1,{}\\\", \\\"2,{}\\\", \\\"3,{}\\\", \\\"4,{}\\\", \\\"5,{}\\\", \\\"6,{}\\\", \\\"7,{}\\\", \\\"8,{}\\\", \\\"9,{}\\\", \\\"10,{}\\\", \\\"11,{}\\\", \\\"12,{}\\\", \\\"13,{}\\\", \\\"14,{}\\\", \\\"15,{}\\\", \\\"16,{}\\\", \\\"17,{}\\\", \\\"18,{}\\\", \\\"19,{}\\\", \\\"20,{}\\\"]\\\"#,\\n i, i, i, i, i, i, i, i, i, i, i, i, i, i, i, i, i, i, i, i, i\\n ));\\n }\\n\\n let tbl = tbl_tpl.replace(\\\"__ROWS__\\\", &rows.join(\\\",\\\"));\\n LogStatus!(format!(\\\"`{}`\\\", tbl));\\n}\", \"lang\": \"rust\"}, {\"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. After setting the ```scroll``` attribute to ```\\\"auto\\\"```, when the number of vertical rows in the status bar table exceeds 20, the content will scroll automatically; when the number of horizontal columns exceeds the visible range of the page, horizontal scrolling will be applied. Using the ```scroll``` attribute can help mitigate the lag caused by writing large amounts of data to the status bar during live trading.\\n\\n\\nRefer 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 content of the current live trading status bar.\", \"The ```LogStatus()``` function supports printing ```base64```-encoded images. The image string starts with ``` ` ``` and ends with ``` ` ```. For example: ```LogStatus(\\\"`data:image/png;base64,AAAA`\\\")```.\", \"The ```LogStatus()``` function supports directly passing in a ```Python``` ```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 a strategy is running live, if you scroll through the historical records on the live trading page, the status bar enters a dormant state and stops updating; the status bar data is only refreshed when the log is on the first page. The status bar supports outputting ```base64```-encoded images, and also supports outputting ```base64```-encoded images within tables displayed in the status bar. Since encoded image string data is usually very long, no example code is shown here.\"], \"seeAlso\": [\"{@fun/Global/GetCommand GetCommand}\"], \"syntax\": [\"LogStatus(...msgs)\"], \"title\": \"LogStatus\"}, {\"_src_hash\": \"07e0aed6de2e48db02a6f909ad5c504d582c13ad82afd9586fa9644cf7d98498\", \"args\": [{\"info\": \"When the ```enable``` parameter is set to a falsy value (e.g. ```false```), order logs (i.e. the logs generated by functions such as ```exchange.Buy()```) will not be printed, nor will they be written to the live trading database.\", \"name\": \"enable\", \"required\": true, \"type\": \"bool\"}], \"desc\": [\"Enable or disable logging of order information.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n EnableLog(false)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n EnableLog(False)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n EnableLog(false);\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n EnableLog(false);\\n}\", \"lang\": \"cpp\"}]}], \"seeAlso\": [\"{@fun/Trade/exchange.Buy exchange.Buy}, {@fun/Trade/exchange.Sell exchange.Sell},\\n{@fun/Trade/exchange.CancelOrder exchange.CancelOrder}\"], \"syntax\": [\"EnableLog(enable)\"], \"title\": \"EnableLog\"}, {\"_src_hash\": \"69cdd43008543dd30d42710da62f42ea11f62377bf12136fa7cda2b04f3af067\", \"args\": [{\"info\": \"The ```options``` parameter is the chart configuration. The ```options``` parameter of the ```Chart()``` function is a ```JSON```-serializable ```Highcharts.StockChart``` parameter of ```HighStocks```. Compared with the native parameters, it adds an additional ```__isStock``` property. If the ```__isStock``` property is set to a falsy value (e.g. ```false```), it is displayed as an ordinary chart, i.e. using a ```Highcharts``` chart; if the ```__isStock``` property is set to a truthy value (e.g. ```true```), a ```Highstocks``` chart is used (by default ```__isStock``` is truthy, e.g. ```true```). For details, refer to the [HighStocks chart library](http://api.highcharts.com/highstock).\", \"name\": \"options\", \"required\": true, \"type\": \"object / object array\"}], \"desc\": [\"Custom chart plotting function.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var cfgA = {\\n extension: {\\n layout: 'single', // Not included in grouping, displayed separately; the 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 the initial data, there is no need to use the add function to update; you can update the data series simply by modifying the chart configuration directly.\\n }]\\n };\\n var cfgD = {\\n extension: {\\n layout: 'single',\\n col: 8, // Specify the number of units the width occupies; the total number of units 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 // Append a data point to the pie chart; add can only update data points that were added via the 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 is actually equivalent to 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\": \"fn main() {\\n // In Rust, the chart configuration is a JSON string; variable parts are represented with placeholders, which are replaced when updating to rebuild the configuration\\n let cfg_a_tpl = r#\\\"{\\n \\\"extension\\\": {\\n \\\"layout\\\": \\\"single\\\",\\n \\\"height\\\": 300\\n },\\n \\\"title\\\": {\\\"text\\\": \\\"Order Book Chart\\\"},\\n \\\"subtitle\\\": {\\\"text\\\": \\\"__SUBTITLE__\\\"},\\n \\\"xAxis\\\": {\\\"type\\\": \\\"datetime\\\"},\\n \\\"series\\\": [{\\\"name\\\": \\\"Bid 1\\\", \\\"data\\\": []}, {\\\"name\\\": \\\"Ask 1\\\", \\\"data\\\": []}]\\n }\\\"#;\\n let cfg_b_tpl = r#\\\"{\\n \\\"title\\\": {\\\"text\\\": \\\"Spread Chart\\\"},\\n \\\"subtitle\\\": {\\\"text\\\": \\\"__SUBTITLE__\\\"},\\n \\\"xAxis\\\": {\\\"type\\\": \\\"datetime\\\"},\\n \\\"series\\\": [{\\\"name\\\": \\\"Spread\\\", \\\"type\\\": \\\"column\\\", \\\"data\\\": []}]\\n }\\\"#;\\n let cfg_c_tpl = r#\\\"{\\n \\\"__isStock\\\": false,\\n \\\"title\\\": {\\\"text\\\": \\\"Pie Chart\\\"},\\n \\\"series\\\": [{\\n \\\"type\\\": \\\"pie\\\",\\n \\\"name\\\": \\\"one\\\",\\n \\\"data\\\": [[\\\"A\\\", __Y__], [\\\"B\\\", 25], [\\\"C\\\", 25], [\\\"D\\\", 25]]\\n }]\\n }\\\"#;\\n let cfg_d = r#\\\"{\\n \\\"extension\\\": {\\n \\\"layout\\\": \\\"single\\\",\\n \\\"col\\\": 8,\\n \\\"height\\\": \\\"300px\\\"\\n },\\n \\\"title\\\": {\\\"text\\\": \\\"Order Book Chart\\\"},\\n \\\"xAxis\\\": {\\\"type\\\": \\\"datetime\\\"},\\n \\\"series\\\": [{\\\"name\\\": \\\"Bid 1\\\", \\\"data\\\": []}, {\\\"name\\\": \\\"Ask 1\\\", \\\"data\\\": []}]\\n }\\\"#;\\n let cfg_e_tpl = r#\\\"{\\n \\\"__isStock\\\": false,\\n \\\"extension\\\": {\\n \\\"layout\\\": \\\"single\\\",\\n \\\"col\\\": 4,\\n \\\"height\\\": \\\"300px\\\"\\n },\\n \\\"title\\\": {\\\"text\\\": \\\"Pie Chart 2\\\"},\\n \\\"series\\\": [{\\n \\\"type\\\": \\\"pie\\\",\\n \\\"name\\\": \\\"one\\\",\\n \\\"data\\\": [[\\\"A\\\", __Y__], [\\\"B\\\", 25], [\\\"C\\\", 25], [\\\"D\\\", 25]]\\n }]\\n }\\\"#;\\n\\n let cfg_a = cfg_a_tpl.replace(\\\"__SUBTITLE__\\\", \\\"\\\");\\n let cfg_b = cfg_b_tpl.replace(\\\"__SUBTITLE__\\\", \\\"\\\");\\n let cfg_c = cfg_c_tpl.replace(\\\"__Y__\\\", \\\"25\\\");\\n let cfg_e = cfg_e_tpl.replace(\\\"__Y__\\\", \\\"25\\\");\\n\\n let chart = Chart::new(&format!(\\\"[{},{},{},{},{}]\\\", cfg_a, cfg_b, cfg_c, cfg_d, cfg_e));\\n chart.reset(0);\\n // Append a data point to the pie chart; add can only update data points that were added via the add method, built-in data points cannot be updated later\\n let y = (UnixNano() % 100) as f64; // Use the timestamp to simulate a random number\\n chart.add(3, &format!(r#\\\"{{\\\"name\\\": \\\"ZZ\\\", \\\"y\\\": {}}}\\\"#, y), -1);\\n loop {\\n Sleep(1000);\\n let ticker = match exchange.GetTicker(None) {\\n Ok(t) => t,\\n Err(_) => continue,\\n };\\n let diff = ticker.Sell - ticker.Buy;\\n let cfg_a = cfg_a_tpl.replace(\\\"__SUBTITLE__\\\", &format!(\\\"Bid {}, Ask {}\\\", ticker.Buy, ticker.Sell));\\n let cfg_b = cfg_b_tpl.replace(\\\"__SUBTITLE__\\\", &format!(\\\"Spread {}\\\", diff));\\n\\n let now = Unix() * 1000;\\n chart.add(0, &format!(\\\"[{}, {}]\\\", now, ticker.Buy), -1);\\n chart.add(1, &format!(\\\"[{}, {}]\\\", now, ticker.Sell), -1);\\n // Equivalent to updating the first data series of the second chart\\n chart.add(2, &format!(\\\"[{}, {}]\\\", now, diff), -1);\\n chart.add(4, &format!(\\\"[{}, {}]\\\", now, ticker.Buy), -1);\\n chart.add(5, &format!(\\\"[{}, {}]\\\", now, ticker.Buy), -1);\\n let cfg_c = cfg_c_tpl.replace(\\\"__Y__\\\", &format!(\\\"{}\\\", (UnixNano() % 100) as f64));\\n let cfg_e = cfg_e_tpl.replace(\\\"__Y__\\\", &format!(\\\"{}\\\", (UnixNano() % 100) as f64));\\n // update is actually equivalent to resetting the chart configuration\\n chart.update(&format!(\\\"[{},{},{},{},{}]\\\", cfg_a, cfg_b, cfg_c, cfg_d, cfg_e));\\n }\\n}\", \"lang\": \"rust\"}, {\"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\\\"] = str_format(\\\"Bid %f , Ask %f\\\", ticker.Buy, ticker.Sell);\\n cfgA[\\\"subtitle\\\"] = cfgASubTitle;\\n\\n json cfgBSubTitle = R\\\"({\\\"text\\\" : \\\"\\\"})\\\"_json;\\n cfgBSubTitle[\\\"text\\\"] = str_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 drawing configuration notes:\\n- ```extension.layout``` property\\n When this property is set to \\\"single\\\", the chart will not be displayed stacked with other charts (i.e., it is not presented as tabbed pages), but is instead tiled separately.\\n- ```extension.height``` property\\n This property is used to set the height of the chart. The value can be a numeric type, or it can be set in the form of \\\"300px\\\".\\n- ```extension.col``` property\\n This property is used to set the width of the chart. The page width is divided into 12 units in total; setting it to 8 means the chart occupies 8 units of width.\"}, {\"examples\": [{\"code\": \"// In JavaScript, chart is an object; before calling the Chart function, we need to declare an object variable chart used to configure the chart\\nvar chart = {\\n // This field marks whether the chart is an ordinary chart; interested readers can change it to false and run it to see the effect\\n __isStock: true,\\n // Tooltip\\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 (i.e., the x-axis); the currently set type is: datetime\\n xAxis: { type: 'datetime'},\\n // Vertical axis (i.e., the y-axis); by default the values are automatically adjusted according to the data size\\n yAxis : {\\n // Title\\n title: {text: 'Spread'},\\n // Whether to enable the right-side vertical axis\\n opposite: false\\n },\\n // Data series; this property holds each data series (line charts, candlestick charts, labels, etc.)\\n series : [\\n // Index 0; the data array stores the data for the series at this index\\n {name : \\\"line1\\\", id : \\\"Line 1,buy1Price\\\", data : []},\\n // Index 1; dashStyle: 'shortdash' is set, i.e., it is set as a dashed line\\n {name : \\\"line2\\\", id : \\\"Line 2,lastPrice\\\", dashStyle : 'shortdash', data : []}\\n ]\\n}\\n\\nfunction main(){\\n // Call the 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 poll (i.e., a millisecond-level timestamp), used to determine the X-axis position written to the chart\\n var nowTime = new Date().getTime()\\n // Get the ticker data\\n var ticker = _C(exchange.GetTicker)\\n // Get the best bid price from the return value of the ticker data\\n var buy1Price = ticker.Buy\\n // Get the last traded price; to prevent the two lines from overlapping, add 1 to it here\\n var lastPrice = ticker.Last + 1\\n // Pass the timestamp as the X value and the best bid price as the Y value into the 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\": \"fn main() {\\n // In Rust, the chart configuration is a JSON string; before calling the Chart::new function, define the chart configuration first\\n let 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\\\": \\\"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 \\\"xAxis\\\": {\\\"type\\\": \\\"datetime\\\"},\\n \\\"yAxis\\\": {\\n \\\"title\\\": {\\\"text\\\": \\\"Spread\\\"},\\n \\\"opposite\\\": false\\n },\\n \\\"series\\\": [\\n {\\\"name\\\": \\\"line1\\\", \\\"id\\\": \\\"Line 1,buy1Price\\\", \\\"data\\\": []},\\n {\\\"name\\\": \\\"line2\\\", \\\"id\\\": \\\"Line 2,lastPrice\\\", \\\"dashStyle\\\": \\\"shortdash\\\", \\\"data\\\": []}\\n ]\\n }\\\"#;\\n\\n // Call the Chart::new function to initialize the chart\\n let obj_chart = Chart::new(chart);\\n // Clear\\n obj_chart.reset(0);\\n loop {\\n // Get the timestamp of this poll (i.e., a millisecond-level timestamp), used to determine the X-axis position written to the chart\\n let now_time = Unix() * 1000;\\n // Get the ticker data\\n let ticker = _C!(exchange.GetTicker(None));\\n // Get the best bid price from the return value of the ticker data\\n let buy1_price = ticker.Buy;\\n // Get the last traded price; to prevent the two lines from overlapping, add 1 to it here\\n let last_price = ticker.Last + 1.0;\\n // Pass the timestamp as the X value and the best bid price as the Y value into the data series at index 0\\n obj_chart.add(0, &format!(\\\"[{}, {}]\\\", now_time, buy1_price), -1);\\n // Same as above\\n obj_chart.add(1, &format!(\\\"[{}, {}]\\\", now_time, last_price), -1);\\n Sleep(2000);\\n }\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n // When writing a strategy in C++, try not to declare global variables of non-primitive types, so the chart configuration object is declared inside the 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\": \"A simple charting example:\"}, {\"examples\": [{\"code\": \"// Configuration object used to initialize the chart\\nvar chart = {\\n // Chart title\\n title: {text: \\\"Line value triggers plotLines value\\\"},\\n // Y-axis related settings\\n yAxis: {\\n // A horizontal line perpendicular to the Y-axis, used as a trigger line; this is an array of structs, and multiple trigger lines can be set\\n plotLines: [{\\n // The value of the trigger line; the line will be displayed at the corresponding numerical position\\n value: 0,\\n // Set the color of the trigger line\\n color: 'red',\\n // Line width\\n width: 2,\\n // The displayed label\\n label: {\\n // Label text\\n text: 'Trigger Value',\\n // Center-align the label\\n align: 'center'\\n }\\n }]\\n },\\n // X-axis related settings; here the type is set to a datetime axis\\n xAxis: {type: \\\"datetime\\\"},\\n series: [\\n {name: \\\"sin\\\", type: \\\"spline\\\", data: []},\\n // Data series; multiple can be set and controlled via array indices\\n {name: \\\"cos\\\", type: \\\"spline\\\", data: []}\\n ]\\n}\\nfunction main(){\\n // Pi\\n var pi = 3.1415926535897\\n // Variable used to record the timestamp\\n var time = 0\\n // Angle\\n var angle = 0\\n // The y-coordinate value, used to receive the sine or cosine value\\n var y = 0\\n // Call the API interface to initialize the chart using the chart object\\n var objChart = Chart(chart)\\n // Clear the chart during initialization\\n objChart.reset()\\n // Set the value of the trigger line to 1\\n chart.yAxis.plotLines[0].value = 1\\n // Loop\\n while(true){\\n // Get the timestamp of the current moment\\n time = new Date().getTime()\\n // Every 500ms, increase the angle by 5 degrees and calculate the sine value\\n y = Math.sin(angle * 2 * pi / 360)\\n // Write the calculated y value into the data series at the corresponding index in the chart; the first parameter of the add function is the specified data series index\\n objChart.add(0, [time, y])\\n // Calculate the 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 plotting too frequently and data growing too fast\\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\": \"fn main() {\\n // JSON configuration string used to initialize the chart; the trigger line value is set directly to 1 in the configuration\\n let chart = r#\\\"{\\n \\\"title\\\": {\\\"text\\\": \\\"Line value triggers plotLines value\\\"},\\n \\\"yAxis\\\": {\\n \\\"plotLines\\\": [{\\n \\\"value\\\": 1,\\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 }\\\"#;\\n // Pi\\n let pi = 3.1415926535897_f64;\\n // Angle\\n let mut angle = 0.0_f64;\\n // Call the API interface to initialize the chart using the chart configuration\\n let obj_chart = Chart::new(chart);\\n // Clear the chart during initialization\\n obj_chart.reset(0);\\n // Loop\\n loop {\\n // Get the millisecond timestamp of the current moment\\n let ts = Unix() * 1000;\\n // Increase the angle by 5 degrees and calculate the sine value\\n let mut y = (angle * 2.0 * pi / 360.0).sin();\\n // Write the calculated y value into the data series at the corresponding index in the chart; the first parameter of the add function is the specified data series index\\n obj_chart.add(0, &format!(\\\"[{}, {}]\\\", ts, y), -1);\\n // Calculate the cosine value\\n y = (angle * 2.0 * pi / 360.0).cos();\\n obj_chart.add(1, &format!(\\\"[{}, {}]\\\", ts, y), -1);\\n // Increase by 5 degrees\\n angle += 5.0;\\n // Pause for 5 seconds to avoid plotting too frequently and data growing too fast\\n Sleep(5000);\\n }\\n}\", \"lang\": \"rust\"}, {\"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\": \"Example of drawing trigonometric function curves:\"}, {\"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\\nfn main() {\\n // In Rust, the chart configuration is represented as a JSON string; the pie chart data is marked with the placeholder __PIE_DATA__, which is replaced to rebuild the configuration on update\\n let chart_cfg_tpl = r##\\\"{\\n \\\"subtitle\\\": {\\\"text\\\": \\\"subtitle\\\"},\\n \\\"yAxis\\\": [{\\n \\\"height\\\": \\\"40%\\\",\\n \\\"lineWidth\\\": 2,\\n \\\"title\\\": {\\\"text\\\": \\\"PnL\\\"},\\n \\\"tickPixelInterval\\\": 20,\\n \\\"minorGridLineWidth\\\": 1,\\n \\\"minorTickWidth\\\": 0,\\n \\\"opposite\\\": true,\\n \\\"labels\\\": {\\\"align\\\": \\\"right\\\", \\\"x\\\": -3}\\n }, {\\n \\\"title\\\": {\\\"text\\\": \\\"Profit\\\"},\\n \\\"top\\\": \\\"42%\\\",\\n \\\"height\\\": \\\"18%\\\",\\n \\\"offset\\\": 0,\\n \\\"lineWidth\\\": 2\\n }, {\\n \\\"title\\\": {\\\"text\\\": \\\"Vol\\\"},\\n \\\"top\\\": \\\"62%\\\",\\n \\\"height\\\": \\\"18%\\\",\\n \\\"offset\\\": 0,\\n \\\"lineWidth\\\": 2\\n }, {\\n \\\"title\\\": {\\\"text\\\": \\\"Asset\\\"},\\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\\\": {\\\"xDateFormat\\\": \\\"%Y-%m-%d %H:%M:%S\\\"},\\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\\\": __PIE_DATA__,\\n \\\"center\\\": [\\\"3%\\\", \\\"6%\\\"],\\n \\\"size\\\": \\\"15%\\\",\\n \\\"dataLabels\\\": {\\\"enabled\\\": false},\\n \\\"startAngle\\\": -90,\\n \\\"endAngle\\\": 90\\n }]\\n }\\\"##;\\n\\n let c = Chart::new(&chart_cfg_tpl.replace(\\\"__PIE_DATA__\\\", \\\"[]\\\"));\\n let mut pre_ticker: Option = None;\\n loop {\\n let t = exchange.GetTicker(None).unwrap();\\n\\n c.add(0, &format!(\\\"[{}, {}]\\\", t.Time, t.Last), -1); // PnL\\n let profit = if let Some(p) = &pre_ticker { t.Last - p.Last } else { 0.0 };\\n c.add(1, &format!(\\\"[{}, {}]\\\", t.Time, profit), -1); // profit\\n let r = (UnixNano() % 100) as f64 / 100.0; // use the timestamp to simulate a random number\\n let pos = (t.Time / 86400) as f64;\\n c.add(2, &format!(\\\"[{}, {}]\\\", t.Time, pos / 2.0), -1); // Vol\\n c.add(3, &format!(\\\"[{}, {}]\\\", t.Time, if r > 0.8 { pos.to_string() } else { \\\"null\\\".to_string() }), -1); // Long\\n c.add(4, &format!(\\\"[{}, {}]\\\", t.Time, if r < 0.8 { (-pos).to_string() } else { \\\"null\\\".to_string() }), -1); // Short\\n c.add(5, &format!(\\\"[{}, {}]\\\", t.Time, (UnixNano() % 10000) as f64 / 100.0), -1); // Asset\\n // update pie\\n let pie = format!(r#\\\"[[\\\"A\\\", {}], [\\\"B\\\", {}]]\\\"#, (UnixNano() % 100) as f64, (UnixNano() % 100) as f64);\\n c.update(&chart_cfg_tpl.replace(\\\"__PIE_DATA__\\\", &pie));\\n pre_ticker = Some(t);\\n }\\n}\", \"lang\": \"rust\"}, {\"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\": \"A complex example using a mixed chart:\"}, {\"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// In Rust the chart configuration is a JSON string; rebuild the configuration containing the new data and then call update to refresh the chart\\nlet pie = format!(r#\\\"[[\\\"A\\\", {}], [\\\"B\\\", {}]]\\\"#, (UnixNano() % 100) as f64, (UnixNano() % 100) as f64);\\nc.update(&chart_cfg_tpl.replace(\\\"__PIE_DATA__\\\", &pie));\", \"lang\": \"rust\"}, {\"code\": \"// update pie\\njson pie = R\\\"([[\\\"A\\\", 0], [\\\"B\\\", 0]])\\\"_json;\\npie[0][1] = rand() % 100;\\npie[1][1] = rand() % 100;\\nchartCfg[\\\"series\\\"][chartCfg[\\\"series\\\"].size() - 1][\\\"data\\\"] = pie;\\nc.update(chartCfg);\", \"lang\": \"cpp\"}], \"value\": \"The ```pie``` type chart does not have a time axis, so you need to update the chart configuration directly when updating the data. For example, in the code of the example above, after updating the data, simply call ```c.update(chartCfg)``` to refresh the chart, as shown below:\"}], \"remarks\": [\"The ```Chart()``` function returns a chart object, which contains 4 methods: ```add()```, ```reset()```, ```update()```, ```del()```.\\n- 1. ```update()``` method:\\n The ```update()``` method is used to update the chart's configuration information. Its parameter is a Chart chart configuration object (JSON).\\n- 2. ```del()``` method:\\n The ```del()``` method deletes the data series at the specified index according to the passed series parameter.\\n- 3. ```add()``` method:\\n The ```add()``` method is used to write data into the chart. Its parameters are, in order:\\n - ```series```: used to set the index of the data series, an integer.\\n - ```data```: used to set the specific data to be written, an array.\\n - ```index``` (optional): used to set the data index, an integer, specifying the exact index position of the data to be modified. Negative numbers are supported; setting it to ```-1``` indicates the last data point of the data set.\\n For example, when drawing a line, to modify the data of the last point on the line: ```chart.add(0, [1574993606000, 13.5], -1)```, i.e. change the data of the last point in the chart's ```series[0].data```. When the ```index``` parameter is not set, it means appending data to the end of the current data series (series).\\n- 4. ```reset()``` method:\\n The ```reset()``` method is used to clear the chart data. It can take one parameter ```remain```, used to specify the number of data entries to retain. When the ```remain``` parameter is not passed, it means clearing all data.\"], \"returns\": [{\"info\": \"Chart object.\", \"type\": \"object\"}], \"seeAlso\": [\"{@fun/Log/KLineChart KLineChart}\"], \"syntax\": [\"Chart(options)\"], \"title\": \"Chart\"}, {\"_src_hash\": \"39e040f3ebfa84fc1bea59d9b4234380da390fef04ac1addde0e117bbee9f487\", \"args\": [{\"info\": \"The ```options``` parameter is a chart configuration object that supports the following properties:\\n\\n\\n- ```overlay```: Boolean value, used to set whether the drawing content is overlaid onto the main chart. When set to ```true```, it is displayed on the main chart; when set to ```false```, it is displayed on the sub-chart.\\n\\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 keeps 2 decimal places, and setting it to 0 keeps no decimal places (rounded to an integer).\\n\\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 keeps 2 decimal places, and setting it to 0 keeps no decimal places (rounded to an integer).\", \"name\": \"options\", \"required\": true, \"type\": \"object / object array\"}], \"desc\": [\"This function is used to perform custom drawing while a strategy is running, using a drawing approach similar to the ```Pine``` language.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Call the KLineChart function to create the chart control object c\\n let c = KLineChart({\\n overlay: true\\n })\\n\\n // Test with a spot exchange object to obtain K-line data. If testing with a futures exchange object, you need to set the contract first\\n let bars = exchange.GetRecords()\\n if (!bars) {\\n return\\n }\\n\\n // Iterate over the K-line data to perform drawing operations. Each drawing operation must start with a ```c.begin(bar)``` function call and end with a ```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 the KLineChart function to create the chart control object c\\n c = KLineChart({\\n \\\"overlay\\\": True\\n })\\n\\n # Test with a spot exchange object to obtain K-line data. If testing with a futures exchange object, 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\": \"fn main() {\\n // Call KLineChart::new to create the chart control object c\\n let mut c = KLineChart::new(r#\\\"{\\\"overlay\\\": true}\\\"#);\\n\\n // Test with a spot exchange object to obtain K-line data. If testing with a futures exchange object, you need to set the contract first\\n let bars = exchange.GetRecords(None, None, None).unwrap();\\n\\n // Iterate over the K-line data to perform drawing operations. Each drawing operation must start with a c.begin(bar) function call and end with a c.close() function call.\\n for bar in &bars {\\n c.begin(bar);\\n c.barcolor(if bar.Close > bar.Open { \\\"rgba(255, 0, 0, 0.2)\\\" } else { \\\"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, r#\\\"{\\\"title\\\": \\\"high\\\"}\\\"#);\\n let l = c.plot(bar.Low, r#\\\"{\\\"title\\\": \\\"low\\\"}\\\"#);\\n\\n c.fill(h, l, if bar.Close > bar.Open { r#\\\"{\\\"color\\\": \\\"rgba(255, 0, 0, 0.2)\\\"}\\\"# } else { r#\\\"{\\\"color\\\": \\\"rgba(255, 0, 0, 0.2)\\\"}\\\"# });\\n c.hline(bar.High, \\\"{}\\\");\\n c.plotarrow(bar.Close - bar.Open, \\\"{}\\\");\\n c.plotshape(bar.Low > 0.0, r#\\\"{\\\"style\\\": \\\"diamond\\\"}\\\"#);\\n c.plotchar(bar.Close > 0.0, r#\\\"{\\\"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, \\\"long\\\");\\n } else if bar.Close < bar.Open {\\n c.signal(\\\"closelong\\\", bar.Low, 1.5, \\\"closelong\\\");\\n }\\n c.close();\\n }\\n}\", \"lang\": \"rust\"}, {\"code\": \"// Not supported yet\", \"lang\": \"cpp\"}], \"value\": \"If you need to draw on the strategy's custom chart area, you must first create a chart control object, which can be created using the ```KLineChart()``` function. The argument of the ```KLineChart()``` function is a chart configuration structure. The chart configuration 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 falsy value (for example ```false```), then all the chart content will be output on the sub-chart; if you need to specify that a certain drawing function draws on the main chart, you can also specify the argument ```overlay``` as a truthy value (for example ```true```) in the specific function call.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Create the chart control object, setting both price precision and volume precision to 0 (i.e., display integers)\\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 the appropriate trading pair based on the 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 over the K-line data and draw the 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 the chart control object, setting both price precision and volume precision to 0 (i.e., display integers)\\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 the appropriate trading pair based on the 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 over the K-line data and draw the 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\": \"fn main() {\\n // Create the chart control object, setting both price precision and volume precision to 0 (i.e., display integers)\\n // pricePrecision is the price data precision; set to 2 to keep 2 decimal places; volumePrecision is the volume data precision\\n let mut c = KLineChart::new(r#\\\"{\\\"overlay\\\": true, \\\"pricePrecision\\\": 0, \\\"volumePrecision\\\": 0}\\\"#);\\n\\n // Select the appropriate trading pair based on the exchange type\\n let symbol = if exchange.GetName().contains(\\\"Futures_\\\") { \\\"ETH_USDT.swap\\\" } else { \\\"ETH_USDT\\\" };\\n Log!(\\\"Test symbol:\\\", symbol);\\n\\n // Get K-line data\\n let bars = exchange.GetRecords(symbol, None, None).unwrap();\\n\\n // Iterate over the K-line data and draw the chart\\n for bar in &bars {\\n c.begin(bar);\\n c.barcolor(if bar.Close > bar.Open { \\\"rgba(255, 0, 0, 0.2)\\\" } else { \\\"rgba(0, 0, 0, 0.2)\\\" }, \\\"{}\\\");\\n c.plot(bar.High, r#\\\"{\\\"title\\\": \\\"high\\\"}\\\"#);\\n c.plot(bar.Low, r#\\\"{\\\"title\\\": \\\"low\\\"}\\\"#);\\n c.close();\\n }\\n}\", \"lang\": \"rust\"}, {\"code\": \"// Not supported yet\", \"lang\": \"cpp\"}], \"value\": \"Use the ```pricePrecision``` and ```volumePrecision``` parameters to control the display precision of the chart data. You can set the display precision for price and volume according to your actual needs. For example, for instruments with large price fluctuations, you can set the precision to 0 to display integers; for instruments with finer price granularity, you can set it to 2 or a higher precision.\"}, {\"examples\": [{\"code\": \"c.barcolor(bar.Close > bar.Open ? 'rgba(255, 0, 0, 0.2)' : 'rgba(0, 0, 0, 0.2)') // The usage is the same as the reference code in the example above, so it will not be repeated here\", \"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\": \"c.barcolor(if bar.Close > bar.Open { \\\"rgba(255, 0, 0, 0.2)\\\" } else { \\\"rgba(0, 0, 0, 0.2)\\\" }, \\\"{}\\\"); // The usage is the same as the reference code in the example above, so it will not be repeated here\", \"lang\": \"rust\"}, {\"code\": \"// Not supported yet\", \"lang\": \"cpp\"}], \"value\": \"The ```Pine``` language drawing interface functions supported in drawing operations are as follows:\\n\\n\\n```barcolor```: Sets the color of the candlesticks.\\n\\n\\n> barcolor(color, offset, editable, show_last, title, display)\\n\\n\\n> The available values for the display parameter are: \\\"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\": \"c.bgcolor(\\\"rgba(0, 255, 0, 0.5)\\\", \\\"{}\\\");\", \"lang\": \"rust\"}, {\"code\": \"// Not supported yet\", \"lang\": \"cpp\"}], \"value\": \"```bgcolor```: Fills the candlestick background with the specified color.\\n\\n\\n> bgcolor(color, offset, editable, show_last, title, display, overlay)\\n\\n\\n> The available values for the display parameter are: \\\"none\\\", \\\"all\\\"\"}, {\"examples\": [{\"code\": \"c.plot(bar.High, 'high')\\n\\n\\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')\\n\\n\\nh = c.plot(None if bar.Open < bar.Close else bar.Close, \\\"Close\\\", style = \\\"linebr\\\") # Supports plotting discontinuous data lines\", \"lang\": \"python\"}, {\"code\": \"let h = c.plot(bar.High, r#\\\"{\\\"title\\\": \\\"high\\\"}\\\"#);\\n\\n\\nc.plot(if bar.Open < bar.Close { f64::NAN } else { bar.Close }, r#\\\"{\\\"title\\\": \\\"Close\\\", \\\"style\\\": \\\"linebr\\\"}\\\"#); // Supports plotting discontinuous data lines\", \"lang\": \"rust\"}, {\"code\": \"// Not supported yet\", \"lang\": \"cpp\"}], \"value\": \"```plot```: Plots a series of data on the chart.\\n\\n\\n> plot(series, title, color, linewidth, style, trackprice, histbase, offset, join, editable, show_last, display)\\n\\n\\n> The available values for the style parameter are: \\\"stepline_diamond\\\", \\\"stepline\\\", \\\"cross\\\", \\\"areabr\\\", \\\"area\\\", \\\"circles\\\", \\\"columns\\\", \\\"histogram\\\", \\\"linebr\\\", \\\"line\\\"\\n\\n\\n> The available values for the display parameter are: \\\"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\": \"let h = c.plot(bar.High, r#\\\"{\\\"title\\\": \\\"high\\\"}\\\"#);\\nlet l = c.plot(bar.Low, r#\\\"{\\\"title\\\": \\\"low\\\"}\\\"#);\\nc.fill(h, l, if bar.Close > bar.Open { r#\\\"{\\\"color\\\": \\\"rgba(255, 0, 0, 0.2)\\\"}\\\"# } else { r#\\\"{\\\"color\\\": \\\"rgba(255, 0, 0, 0.2)\\\"}\\\"# });\", \"lang\": \"rust\"}, {\"code\": \"// Not supported yet\", \"lang\": \"cpp\"}], \"value\": \"```fill```, fills the background area between two plots or ```hline```s with a specified color. > fill(hline1, hline2, color, title, editable, fillgaps, display) > display parameter options: \\\"none\\\", \\\"all\\\"\\n\\n\\nSince the ```JavaScript``` language cannot pass arguments by parameter name, to solve this problem you can use the ```{key: value}``` structure to pass arguments to specified parameter names. For example, the reference code uses ```{color: bar.Close > bar.Open ? 'rgba(255, 0, 0, 0.2)' : 'rgba(255, 0, 0, 0.2)'}``` to assign a value to the ```color``` parameter of the ```fill``` function.\\n\\n\\nTo pass arguments to multiple parameter names consecutively, you can use ```{key1: value1, key2: value2, key3: value3}```.\\n\\n\\nFor example, this sample additionally specifies a ```title``` parameter: ```{color: bar.Close > bar.Open ? 'rgba(255, 0, 0, 0.2)' : 'rgba(255, 0, 0, 0.2)', title: 'fill'}```.\\n\\n\\nColor values can be set either 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\": \"c.hline(bar.High, \\\"{}\\\");\", \"lang\": \"rust\"}, {\"code\": \"// Not supported yet\", \"lang\": \"cpp\"}], \"value\": \"```hline```, draws a horizontal line at a given fixed price level.\\n\\n\\n> hline(price, title, color, linestyle, linewidth, editable, display)\\n\\n\\n> linestyle parameter options: \\\"dashed\\\", \\\"dotted\\\", \\\"solid\\\"\\n\\n\\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\": \"c.plotarrow(bar.Close - bar.Open, \\\"{}\\\");\", \"lang\": \"rust\"}, {\"code\": \"// Not supported yet\", \"lang\": \"cpp\"}], \"value\": \"```plotarrow```, draws up and down arrows on the chart.\\n\\n\\n> plotarrow(series, title, colorup, colordown, offset, minheight, maxheight, editable, show_last, display)\\n\\n\\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\": \"c.plotshape(bar.Low > 0.0, r#\\\"{\\\"style\\\": \\\"diamond\\\"}\\\"#);\", \"lang\": \"rust\"}, {\"code\": \"// Not supported yet\", \"lang\": \"cpp\"}], \"value\": \"```plotshape```, draws visual shapes on the chart.\\n\\n> plotshape(series, title, style, location, color, offset, text, textcolor, editable, size, show_last, display)\\n\\n> The style parameter can be: \\\"diamond\\\", \\\"square\\\", \\\"label_down\\\", \\\"label_up\\\", \\\"arrow_down\\\", \\\"arrow_up\\\", \\\"circle\\\", \\\"flag\\\", \\\"triangle_down\\\", \\\"triangle_up\\\", \\\"cross\\\", \\\"xcross\\\"\\n\\n> The location parameter can be: \\\"abovebar\\\", \\\"belowbar\\\", \\\"top\\\", \\\"bottom\\\", \\\"absolute\\\"\\n\\n> The size parameter can be: \\\"10px\\\", \\\"14px\\\", \\\"20px\\\", \\\"40px\\\", \\\"80px\\\", corresponding respectively to size.tiny, size.small, size.normal, size.large, and size.huge in the Pine language.\\n\\n> size.auto is equivalent to size.small.\\n\\n> The display parameter can be: \\\"none\\\", \\\"all\\\"\"}, {\"examples\": [{\"code\": \"c.plotchar(bar.Close, {char: 'X'})\", \"lang\": \"javascript\"}, {\"code\": \"c.plotchar(bar.Close, char = 'X')\", \"lang\": \"python\"}, {\"code\": \"c.plotchar(bar.Close > 0.0, r#\\\"{\\\"char\\\": \\\"X\\\"}\\\"#);\", \"lang\": \"rust\"}, {\"code\": \"// Not supported yet\", \"lang\": \"cpp\"}], \"value\": \"```plotchar```, draws visual shapes on the chart using any given Unicode character.\\n\\n> plotchar(series, title, char, location, color, offset, text, textcolor, editable, size, show_last, display)\\n\\n> The location parameter can be: \\\"abovebar\\\", \\\"belowbar\\\", \\\"top\\\", \\\"bottom\\\", \\\"absolute\\\"\\n\\n> The size parameter can be: \\\"10px\\\", \\\"14px\\\", \\\"20px\\\", \\\"40px\\\", \\\"80px\\\", corresponding respectively to size.tiny, size.small, size.normal, size.large, and size.huge in the Pine language.\\n\\n> size.auto is equivalent to size.small.\\n\\n> The display parameter can be: \\\"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\": \"c.plotcandle(bar.Open * 0.9, bar.High * 0.9, bar.Low * 0.9, bar.Close * 0.9, \\\"{}\\\");\", \"lang\": \"rust\"}, {\"code\": \"// Not supported yet\", \"lang\": \"cpp\"}], \"value\": \"```plotcandle```, draws a candlestick chart on the chart.\\n\\n> plotcandle(open, high, low, close, title, color, wickcolor, editable, show_last, bordercolor, display)\\n\\n> The display parameter can be: \\\"none\\\", \\\"all\\\"\"}, {\"examples\": [{\"code\": \"c.signal(\\\"long\\\", bar.High, 1.5)\", \"lang\": \"javascript\"}, {\"code\": \"c.signal(\\\"long\\\", bar.High, 1.5)\", \"lang\": \"python\"}, {\"code\": \"c.signal(\\\"long\\\", bar.High, 1.5, \\\"long\\\");\", \"lang\": \"rust\"}, {\"code\": \"// Not supported yet\", \"lang\": \"cpp\"}], \"value\": \"```signal```, this is a function that does not exist in the Pine language; here it is used to draw buy/sell signals.\\n\\n> signal(direction, price, qty, id)\\n\\n\\nThe parameter \\\"long\\\" indicates the trade direction, which can be \\\"long\\\", \\\"closelong\\\", \\\"short\\\", or \\\"closeshort\\\". The parameter ```bar.High``` indicates the position of the signal marker on the Y-axis.\\n\\nThe parameter 1.5 indicates the trade quantity of the signal. A fourth parameter can be passed to replace the default text drawn; 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\": \"c.reset(0);\", \"lang\": \"rust\"}, {\"code\": \"// Not supported yet\", \"lang\": \"cpp\"}], \"value\": \"```reset```, this is a function that does not exist in the Pine language; it is used to clear chart data.\\n\\n> reset(remain)\\n\\n\\nThe ```reset()``` method accepts a parameter ```remain```, used to specify the number of data entries to retain. If the ```remain``` parameter is not passed, it means all data will be cleared.\"}], \"remarks\": [\"For custom drawing in a strategy, you can only choose one of the two methods: the ```KLineChart()``` function or the ```Chart()``` function. For settings such as colors and styles involved when calling the ```KLineChart()``` function, please refer to the [topic article on drawing with the 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 displays data using the default precision. After the precision parameters are set, 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\\n\\nThe chart object returned by the ```KLineChart()``` function contains multiple methods, among which ```begin(bar)``` and ```close(bar)``` deserve special attention. When iterating over K-line data to perform drawing operations, each drawing operation must start with a call to the ```begin(bar)``` function and end with a call to the ```close(bar)``` function.\", \"type\": \"object\"}], \"seeAlso\": [\"{@fun/Log/Chart Chart}\"], \"syntax\": [\"KLineChart(options)\"], \"title\": \"KLineChart\"}, {\"_src_hash\": \"aa0914c6efe00347a850f00b99a3a7f6c44b769afce13a0c49be215887b20290\", \"args\": [{\"info\": \"The ```remain``` parameter is used to set the number of most recent log entries to retain.\", \"name\": \"remain\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Clear the logs.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Retain the 10 most recent log entries and clear the rest\\n LogReset(10)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n LogReset(10)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Retain the 10 most recent log entries and clear the rest\\n LogReset(10);\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n LogReset(10);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The startup log generated each time a live trading strategy starts is counted as one entry. Therefore, if no parameter is passed and the strategy produces no log output when it starts, the logs will not be displayed at all, and you will need to wait for the docker to send back the logs (this is normal behavior, not an error).\"], \"seeAlso\": [\"{@fun/Log Log}, {@fun/Log/LogVacuum LogVacuum}\"], \"syntax\": [\"LogReset(remain)\"], \"title\": \"LogReset\"}, {\"_src_hash\": \"678de4d99fd5d5d660fa1a2ffeba79bacd060c0e3f1d437995789b77508ee948\", \"desc\": [\"Used to reclaim the storage space occupied by deleted data in **SQLite** after clearing logs with the ```LogReset()``` function.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n LogReset()\\n LogVacuum()\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n LogReset()\\n LogVacuum()\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n LogReset(0);\\n LogVacuum();\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n LogReset();\\n LogVacuum();\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The reason is that ```SQLite``` does not immediately reclaim the occupied storage space when deleting data; the ```VACUUM``` command must be executed to clean up the data tables and free up space. This function triggers a file move operation when called, resulting in significant latency, so it is recommended to call it at appropriate time 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\": \"b6661643fa5bdd043a663c54a0e7c0cce31402f2714408e4ea88ff802072e6eb\", \"args\": [{\"info\": \"The parameter ```symbol``` is used to specify the exact trading pair and contract code corresponding to the requested {@struct/Ticker Ticker} data. If this parameter is not passed, the market data of the currently configured trading pair and contract code is requested by default.\\n\\n\\nWhen calling the ```exchange.GetTicker(symbol)``` function and ```exchange``` is a spot exchange object, if you need to request market data with USDT as the quote currency and BTC as the trading currency, the parameter ```symbol``` is: ```\\\"BTC_USDT\\\"```, whose format is the trading pair format defined by the FMZ platform.\\n\\n\\nWhen calling the ```exchange.GetTicker(symbol)``` function and ```exchange``` is a futures exchange object, if you need to request market data of the BTC USDT-margined perpetual contract, the parameter ```symbol``` is: ```\\\"BTC_USDT.swap\\\"```, whose format is the combination of the **trading pair** and **contract code** defined by the FMZ platform, separated by the character \\\".\\\".\\n\\n\\nWhen calling the ```exchange.GetTicker(symbol)``` function and ```exchange``` is a futures exchange object, if you need to request market data of the BTC USDT-margined options contract, the parameter ```symbol``` is: ```\\\"BTC_USDT.BTC-240108-40000-C\\\"``` (taking the Binance option BTC-240108-40000-C as an example), whose format is the combination of the **trading pair** defined by the FMZ platform and the specific options contract code defined by the exchange, separated by the character \\\".\\\".\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"Retrieves the {@struct/Ticker Ticker} structure (i.e., the market data) corresponding to the spot or contract of the currently configured trading pair and contract code. The ```GetTicker()``` function is a member function of the exchange object {@var/EXCHANGE exchange}. The purpose of the member functions (methods) of the ```exchange``` object is related only to ```exchange```, which will not be repeated in the subsequent documentation.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // If it is a futures exchange object, first set the contract code, for example, set it to a perpetual contract\\n // exchange.SetContractType(\\\"swap\\\")\\n\\n var ticker = exchange.GetTicker()\\n /*\\n Due to network reasons, the exchange interface may be inaccessible (even if the device where the docker program is located can open the exchange website, the API interface may still be unreachable)\\n In this case, ticker is null, and accessing ticker.High will cause an error, so when testing this code, make sure the exchange interface 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\": \"fn main() {\\n // If it is a futures exchange object, first set the contract code, for example, set it to a perpetual contract\\n // exchange.SetContractType(\\\"swap\\\").unwrap();\\n\\n let ticker = exchange.GetTicker(None).unwrap();\\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\": \"rust\"}, {\"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 a futures exchange object (i.e., ```exchange``` or ```exchanges[0]```), you need to first use the ```exchange.SetContractType()``` function to set the contract code before calling the market data functions, which will not be repeated in the 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\": \"fn main() {\\n let ticker = exchange.GetTicker(\\\"BTC_USDT\\\").unwrap();\\n Log!(ticker);\\n}\", \"lang\": \"rust\"}, {\"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 of a specific instrument (spot instrument).\"}], \"remarks\": [\"In the backtesting system, in the ```Ticker``` data returned by the ```exchange.GetTicker()``` function, ```High``` and ```Low``` are simulated values, taken from the best ask price and best bid price of the order book at that time.\\n\\n\\nIn live trading, in the ```Ticker``` data returned by the ```exchange.GetTicker()``` function, the values of ```High``` and ```Low``` are determined based on the data returned by the wrapped exchange's ```Tick``` interface. This data contains the highest price and lowest price within a certain period (usually a 24-hour period).\", \"Exchanges that do not support the ```exchange.GetTicker()``` function:\\n\\n\\n| Function Name | Unsupported Spot Exchanges | Unsupported Futures Exchanges |\\n| - | - | - |\\n| GetTicker | -- | Futures_Aevo |\"], \"returns\": [{\"info\": \"The ```exchange.GetTicker()``` function returns the {@struct/Ticker Ticker} structure when the data request succeeds, and returns a null value when the data request fails.\", \"type\": \"{@struct/Ticker Ticker} / null value\"}], \"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 limiting control)\"], \"syntax\": [\"exchange.GetTicker()\", \"exchange.GetTicker(symbol)\"], \"title\": \"exchange.GetTicker\"}, {\"_src_hash\": \"3f0006adeb574b083bde6c9afc809f6341e7c3ddedda4abf6cca154e27635e7a\", \"args\": [{\"info\": \"The ```symbol``` parameter is used to specify the exact trading pair or contract code corresponding to the requested {@struct/Depth Depth} data. If this parameter is not passed, the order book data of the currently set trading pair and contract code is requested by default.\\n\\n\\nWhen calling the ```exchange.GetDepth(symbol)``` function, if ```exchange``` is a spot exchange object and you need to request the order book data with USDT as the quote currency and BTC as the trading currency, then the ```symbol``` parameter should be ```\\\"BTC_USDT\\\"```, whose format is the trading pair format defined by the FMZ platform.\\n\\n\\nWhen calling the ```exchange.GetDepth(symbol)``` function, if ```exchange``` is a futures exchange object and you need to request the order book data of the BTC USDT-margined perpetual contract, then the ```symbol``` parameter should be ```\\\"BTC_USDT.swap\\\"```, whose format is a combination of the **trading pair** and **contract code** defined by the FMZ platform, separated by the character \\\".\\\".\\n\\n\\nWhen calling the ```exchange.GetDepth(symbol)``` function, if ```exchange``` is a futures exchange object and you need to request the order book data of a BTC USDT-margined options contract, then the ```symbol``` parameter should be ```\\\"BTC_USDT.BTC-240108-40000-C\\\"``` (taking the Binance option BTC-240108-40000-C as an example), whose format is a combination of the **trading pair** defined by the FMZ platform and the specific options contract code defined by the exchange, separated by the character \\\".\\\".\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"Gets the {@struct/Depth Depth} structure, i.e. the order book data, of the spot or contract 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 reasons, the exchange interface may be inaccessible (even if the device where the docker program runs can open the exchange website, the API interface may still be unreachable)\\n In this case depth is null, and accessing depth.Asks[1].Price will cause an error, so when testing this code make sure the exchange interface 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\": \"fn main() {\\n let depth = exchange.GetDepth(None).unwrap();\\n let price = depth.Asks[1].Price;\\n Log!(\\\"Second ask price:\\\", price);\\n}\", \"lang\": \"rust\"}, {\"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\": \"fn main() {\\n // BTC USDT-margined perpetual contract\\n let depth = exchange.GetDepth(\\\"BTC_USDT.swap\\\").unwrap();\\n Log!(depth);\\n}\", \"lang\": \"rust\"}, {\"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 the order book data of a specified instrument (futures instrument).\"}], \"remarks\": [\"In the backtesting system, when backtesting with **Simulated-level Tick**, all levels of the data returned by the ```exchange.GetDepth()``` function are simulated values.\\n\\n\\nIn the backtesting system, when backtesting with **Live-level Tick**, the data returned by the ```exchange.GetDepth()``` function is a second-level depth snapshot.\"], \"returns\": [{\"info\": \"The ```exchange.GetDepth()``` function returns the {@struct/Depth Depth} structure when the data request succeeds, 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\": \"98b009f074a6d7588e79c1f4e02a22033b8d442deb334f8a6cdc6ef030cf0b53\", \"args\": [{\"info\": \"The parameter ```symbol``` is used to specify the exact trading pair and contract code corresponding to the requested {@struct/Trade Trade} array data. If this parameter is not passed, the most recent trade records of the currently set trading pair and contract code are requested by default.\\n\\n\\nWhen calling the ```exchange.GetTrades(symbol)``` function, if ```exchange``` is a spot exchange object and you need to request the trade data with USDT as the quote currency and BTC as the base currency, then the parameter ```symbol``` is: ```\\\"BTC_USDT\\\"```, whose format is the trading pair format defined by the FMZ platform.\\n\\n\\nWhen calling the ```exchange.GetTrades(symbol)``` function, if ```exchange``` is a futures exchange object and you need to request the trade data of BTC's USDT-margined perpetual contract, then the parameter ```symbol``` is: ```\\\"BTC_USDT.swap\\\"```, whose format is a combination of the **trading pair** and **contract code** defined by the FMZ platform, separated by the character \\\".\\\".\\n\\n\\nWhen calling the ```exchange.GetTrades(symbol)``` function, if ```exchange``` is a futures exchange object and you need to request the trade data of BTC's USDT-margined options contract, then the parameter ```symbol``` is: ```\\\"BTC_USDT.BTC-240108-40000-C\\\"``` (taking Binance option BTC-240108-40000-C as an example), whose format is a combination of the **trading pair** defined by the FMZ platform and the specific options contract code defined by the exchange, separated by the character \\\".\\\".\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"Gets the {@struct/Trade Trade} structure array of the spot or futures corresponding to the currently set trading pair and contract code, i.e. the market's trade (tick) data.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n var trades = exchange.GetTrades()\\n /*\\n Due to network reasons, the exchange interface may be inaccessible (even if the device where the docker program is located can open the exchange website, the API interface may still be unreachable)\\n In this case trades is null, and accessing trades[0].Id will cause an error, so when testing this code, make sure the exchange interface 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\": \"fn main() {\\n let trades = exchange.GetTrades(None).unwrap();\\n Log!(\\\"id:\\\", trades[0].Id, \\\"time:\\\", trades[0].Time, \\\"Price:\\\", trades[0].Price, \\\"Amount:\\\", trades[0].Amount, \\\"type:\\\", trades[0].Type);\\n}\", \"lang\": \"rust\"}, {\"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's 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\": \"fn main() {\\n // BTC's USDT-margined perpetual contract\\n let trades = exchange.GetTrades(\\\"BTC_USDT.swap\\\").unwrap();\\n Log!(trades);\\n}\", \"lang\": \"rust\"}, {\"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 the market trade record data of a specific instrument (futures instrument).\"}], \"remarks\": [\"The ```exchange.GetTrades()``` function is used to get the trade history (not your own trades) of the market corresponding to the current trading pair and contract. Some exchanges do not support this function, and the specific range of trade records returned varies from exchange to exchange, which needs to be handled according to the actual situation. The returned data is an array, in which the time order of each element is consistent with the order of the data returned by the ```exchange.GetRecords()``` function, i.e. the last element of the array is the data closest to the current time.\", \"In the backtesting system, when backtesting with **simulation-level Tick**, the ```exchange.GetTrades()``` function returns an empty array.\\n\\n\\nIn the backtesting system, when backtesting with **live-trading-level Tick**, the data returned by the ```exchange.GetTrades()``` function is order flow snapshot data, i.e. the {@struct/Trade Trade} structure array.\", \"Exchanges that do not support the ```exchange.GetTrades()``` function:\\n\\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 the {@struct/Trade Trade} structure array when the data request succeeds, 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\": \"fcac96e3372febe0bacea3179c883c7eba492d467ab68f95f509debb50557caf\", \"args\": [{\"info\": \"The ```symbol``` parameter is used to specify the exact trading pair or contract code corresponding to the requested {@struct/Record Record} array data. If this parameter is not passed, the K-line data of the currently set trading pair or contract code is requested by default.\\n\\n\\nWhen calling the ```exchange.GetRecords(symbol)``` function, if ```exchange``` is a spot exchange object and you need to request K-line data with USDT as the quote currency and BTC as the base currency, then the ```symbol``` parameter is: ```\\\"BTC_USDT\\\"```, which follows the trading pair format defined by the FMZ platform.\\n\\n\\nWhen calling the ```exchange.GetRecords(symbol)``` function, if ```exchange``` is a futures exchange object and you need to request K-line data for BTC's USDT-margined perpetual contract, then the ```symbol``` parameter is: ```\\\"BTC_USDT.swap\\\"```, which follows the format defined by the FMZ platform combining the **trading pair** and the **contract code**, separated by the character \\\".\\\".\\n\\n\\nWhen calling the ```exchange.GetRecords(symbol)``` function, if ```exchange``` is a futures exchange object and you need to request K-line data for BTC's USDT-margined options contract, then the ```symbol``` parameter is: ```\\\"BTC_USDT.BTC-240108-40000-C\\\"``` (taking the Binance option BTC-240108-40000-C as an example), which follows the format defined by the FMZ platform combining the **trading pair** with the specific option contract code defined by the exchange, separated by the character \\\".\\\".\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}, {\"info\": \"The ```period``` parameter is used to specify 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 accepting the predefined standard periods, the ```period``` parameter can also accept an integer value in seconds. If this parameter is not passed, the requested K-line data period defaults to the default K-line period configured for the current strategy's live trading/backtest.\", \"name\": \"period\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```limit``` parameter is used to specify the length of the requested K-line data. If this parameter is not passed, the default requested length is the maximum number of K-line bars that the exchange's K-line interface can request at once. This parameter may trigger paginated queries of the exchange's K-line data, and the call duration of this function will increase accordingly when paginated queries are performed.\", \"name\": \"limit\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"Get the {@struct/Record Record} structure array (i.e. K-line data) of the spot or contract corresponding to the currently set trading pair or contract code.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Print K-line data with a K-line period of 120 seconds (2 minutes)\\n Log(exchange.GetRecords(60 * 2))\\n // Print K-line data with a K-line 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\": \"fn main() {\\n // Print K-line data with a K-line period of 120 seconds (2 minutes)\\n Log!(exchange.GetRecords(None, 60 * 2, None));\\n // Print K-line data with a K-line period of 5 minutes\\n Log!(exchange.GetRecords(None, PERIOD_M5, None));\\n}\", \"lang\": \"rust\"}, {\"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 for a custom period.\"}, {\"examples\": [{\"code\": \"function main() {\\n var records = exchange.GetRecords(PERIOD_H1)\\n /*\\n Due to network reasons, it may not be possible to access the exchange interface (even if the device running the docker program can open the exchange website, the API interface may still be inaccessible)\\n In this case, records is null, and accessing records[0].Time will cause an error. Therefore, when testing this code, please make sure you can access the exchange interface normally\\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\": \"fn main() {\\n let records = exchange.GetRecords(None, PERIOD_H1, None).unwrap();\\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.len() - 1], \\\"Previous K-line\\\", records[records.len() - 2]);\\n}\", \"lang\": \"rust\"}, {\"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\": \"fn main() {\\n let records = exchange.GetRecords(\\\"BTC_USDT.swap\\\", 60, 100).unwrap();\\n Log!(records);\\n}\", \"lang\": \"rust\"}, {\"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, you can use the ```symbol```, ```period```, and ```limit``` parameters to request K-line data for a specified instrument (futures instrument).\"}], \"remarks\": [\"The default K-line period can be set on the backtesting and live trading pages. When calling the ```exchange.GetRecords()``` function, if a parameter is specified, it retrieves the K-line data for the period specified by that parameter; if no parameter is specified, it returns the K-line data for the period set in the backtesting or live trading parameters.\", \"The return value is a ```Record``` structure array. The returned K-line data accumulates continuously over time, and the upper limit of the accumulated number of K-line bars is affected by the setting of the ```exchange.SetMaxBarLen()``` function. When not set, the default upper limit is 5000 K-line bars. Once the K-line data reaches the accumulation limit, each time a new K-line bar is added, the earliest K-line bar is deleted (similar to the first-in-first-out behavior of a queue). Some exchanges do not provide a K-line interface, in which case the docker collects market trade record data (a ```Trade``` structure array) in real time to synthesize K-lines.\", \"If the exchange's K-line interface supports paginated queries, when calling the ```exchange.SetMaxBarLen()``` function to set a large K-line length, the system will initiate multiple API requests.\", \"When the ```exchange.GetRecords()``` function is called for the first time, the number of K-line bars obtained differs between the backtesting and live trading environments:\\n\\n - The backtesting system pre-fetches a certain number of K-line bars prior to the start time of the backtesting time range (5000 by default; the relevant settings and data volume of the backtesting system will affect the final returned number) as the initial K-line data.\\n\\n - In live trading, the actual number of K-line bars obtained depends on the maximum amount of data that the exchange's K-line interface can provide.\", \"Setting the ```period``` parameter to 5 means requesting K-line data with a period of 5 seconds. If the ```period``` parameter is not divisible by 60 (i.e., the represented period cannot be expressed in units of minutes), the underlying system will use the relevant interface of ```exchange.GetTrades()``` to obtain trade record data in order to synthesize the required K-line data; if the ```period``` parameter is divisible by 60, then 1-minute K-line data is used at minimum (using as large a period as possible) to synthesize the required K-line data.\", \"In the simulation-level backtesting of the backtesting system, because the underlying K-line period must be set (during simulation-level backtesting, the system uses the corresponding K-line data to generate Tick data based on the configured underlying K-line period), the following must be noted: 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, the K-line data of each period is synthesized from the K-line data corresponding to the underlying K-line period.\", \"In the ```C++``` language, if you need to construct K-line data yourself, you can refer to the following 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 displays: Records[10]\\n Log(r);\\n auto ma = TA.MA(r,10);\\n // Output displays: [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 the data request succeeds, and returns a null value when the data request fails.\", \"type\": \"{@struct/Record Record} array / null value\"}], \"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\": \"3b8d4a0cba74dedd60e6c23943f7bffba8da13c1d1e31a9af71b09a1393007c4\", \"desc\": [\"Retrieves the K-line period configured on the FMZ Quant Trading platform website page when running a strategy in backtesting or live trading, i.e., the default K-line period used when calling the ```exchange.GetRecords()``` function without passing any parameters.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // For example, 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\": \"fn main() {\\n // For example, the K-line period set on the FMZ Quant Trading platform website page during backtesting or live trading is 1 hour\\n let period = exchange.GetPeriod();\\n Log!(\\\"K-line period:\\\", period as f64 / (60.0 * 60.0), \\\"hours\\\");\\n}\", \"lang\": \"rust\"}, {\"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, an integer value, in seconds.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/Market/exchange.GetRecords exchange.GetRecords}\"], \"syntax\": [\"exchange.GetPeriod()\"], \"title\": \"exchange.GetPeriod\"}, {\"_src_hash\": \"f53e8580b0cdf175b0b67c6c84a59ac744dc467bf2376e81012f12bd90869d6f\", \"args\": [{\"info\": \"The parameter ```len``` is used to specify the maximum length of the K-line.\", \"name\": \"len\", \"required\": true, \"type\": \"number\"}], \"desc\": [\"Set the maximum length of the K-line (candlestick chart).\"], \"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\": \"fn main() {\\n exchange.SetMaxBarLen(50);\\n let records = exchange.GetRecords(None, None, None).unwrap();\\n Log!(records.len(), records);\\n}\", \"lang\": \"rust\"}, {\"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 affects the following two aspects when a cryptocurrency strategy is running:\\n\\n\\n- It affects the number of K-line bars (Bar) obtained on the first call.\\n\\n\\n- It affects the upper limit on the number of K-line bars (Bar).\"], \"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\": \"50e88afb6157f96bc3f2f6b1db15ce63c9aa32015f7a51bd7c4aa5216e2c907e\", \"desc\": [\"Get the exchange rate currently 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\": \"fn main() {\\n Log!(exchange.GetTicker(None));\\n // Set exchange rate conversion\\n exchange.SetRate(7);\\n Log!(exchange.GetTicker(None));\\n Log!(\\\"Current rate:\\\", exchange.GetRate());\\n}\", \"lang\": \"rust\"}, {\"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 the conversion rate has not been set by calling ```exchange.SetRate()```, the ```exchange.GetRate()``` function will return the default rate value ```1```, meaning that the data related to the currently displayed quote currency (quoteCurrency) has not been converted by any exchange rate.\", \"If an exchange rate value has been set using ```exchange.SetRate()```, for example ```exchange.SetRate(7)```, then all price information obtained through the ```exchange``` exchange object—such as tickers, market depth, and order prices—will be multiplied by the set rate ```7``` for conversion.\", \"If ```exchange``` corresponds to an exchange that uses the US dollar as its quote currency, after calling ```exchange.SetRate(7)```, all prices in live trading will be multiplied by ```7```, converting them to prices close to the Chinese yuan (CNY). At this point, the rate value obtained through ```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\": \"6a6f3d82d3d04f311e1ea29b66557c868676cf5fe0bd086918673d060f2ecaa5\", \"args\": [{\"info\": \"The name of the data collection.\", \"name\": \"key\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The data to be loaded by the ```exchange.SetData()``` function, whose data structure is an array. This data structure is the same as the format required by the ```exchange.GetData()``` function when requesting external data, namely: ```\\\"schema\\\": [\\\"time\\\", \\\"data\\\"]```.\", \"name\": \"value\", \"required\": true, \"type\": \"array\"}], \"desc\": [\"The ```exchange.SetData()``` function is used to set the data loaded when the strategy is running.\"], \"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\\nfn main() {\\n // In the Rust SDK, the data argument of SetData is a JSON string\\n let data = r#\\\"[\\n [1579536000000, \\\"abc\\\"],\\n [1579622400000, 123],\\n [1579708800000, {\\\"price\\\": 123}],\\n [1579795200000, [\\\"abc\\\", 123, {\\\"price\\\": 123}]]\\n ]\\\"#;\\n exchange.SetData(\\\"test\\\", data);\\n loop {\\n Log!(exchange.GetData(\\\"test\\\"));\\n Sleep(1000);\\n }\\n}\", \"lang\": \"rust\"}, {\"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 required by the ```value``` parameter is like the ```data``` variable in the following example. As you can see, the timestamp ```1579622400000``` corresponds to the time ```2020-01-22 00:00:00```. When the running time of the strategy program exceeds this time and is before the timestamp ```1579708800000``` of the next data entry (i.e. the time ```2020-01-23 00:00:00```), calling the ```exchange.GetData()``` function will always retrieve the content of this data entry ```[1579622400000, 123]```. As the program continues to run and time passes, and so on, the data can be retrieved entry by entry.\\n\\n\\nIn the following example, when the current moment of the runtime (backtesting or live trading) reaches or exceeds the timestamp ```1579795200000```, calling the ```exchange.GetData()``` function returns: ```{\\\"Time\\\":1579795200000,\\\"Data\\\":[\\\"abc\\\",123,{\\\"price\\\":123}]}```. Here ```\\\"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 indicator, industry data, related index, etc., used to quantitatively evaluate various types of quantifiable information within the strategy.\"], \"returns\": [{\"info\": \"The string length of the ```value``` parameter after being JSON-encoded.\", \"type\": \"number\"}], \"seeAlso\": [\"{@fun/Market/exchange.GetData exchange.GetData}\"], \"syntax\": [\"exchange.SetData(key, value)\"], \"title\": \"exchange.SetData\"}, {\"_src_hash\": \"308d60dc7c660bc6651400af495bd0a3fba63892947accdb5be0632c563e6709\", \"args\": [{\"info\": \"The name of the dataset, or the data request URL.\", \"name\": \"key\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Used to set the cache timeout period, in milliseconds. In live trading, the default cache timeout 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 an external link.\"], \"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*/\\nfn main() {\\n // In the Rust SDK, the data parameter of SetData is a JSON string; use format! to concatenate the data\\n let data = format!(r#\\\"[[1579536000000, \\\"{}\\\"], [1579622400000, \\\"{}\\\"], [1579708800000, \\\"{}\\\"]]\\\"#, _D(1579536000000), _D(1579622400000), _D(1579708800000));\\n exchange.SetData(\\\"test\\\", &data);\\n loop {\\n Log!(exchange.GetData(\\\"test\\\"));\\n Sleep(1000 * 60 * 60 * 24);\\n }\\n}\", \"lang\": \"rust\"}, {\"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\": \"How to call the method for writing data directly.\"}, {\"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\\nfn main() {\\n loop {\\n Log!(exchange.GetData(\\\"http://xxx.xx.x.xx:9090/data\\\"));\\n Sleep(1000);\\n }\\n}\", \"lang\": \"rust\"}, {\"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\": \"Data can be requested through external links. The data format returned by the request is as follows:\\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\\nHere ```schema``` defines the data format of each record in the data body. This format is fixed as ```[\\\"time\\\",\\\"data\\\"]```, corresponding one-to-one with the format of each piece of data in the ```data``` attribute. The ```data``` attribute is used to store the data body, where each piece of data consists of a millisecond-level timestamp and the data content (the data content can be any JSON-encodable data).\\n\\nThe following is a test 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\\nThe response data returned by the program after receiving the 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\\nThe test strategy code is as follows:\"}, {\"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\": \"fn 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\": \"rust\"}, {\"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\": \"How to call the method for fetching data from external links.\"}, {\"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 code of the query data; xxx here is just an example\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n Log(exchange.GetData(\\\"https://www.datadata.com/api/v1/query/xxx/data\\\"))\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n Log!(exchange.GetData(\\\"https://www.datadata.com/api/v1/query/xxx/data\\\")); // The xxx part in the link is the code of the query data; xxx here is just an example\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n Log(exchange.GetData(\\\"https://www.datadata.com/api/v1/query/xxx/data\\\"));\\n}\", \"lang\": \"cpp\"}], \"value\": \"Request the query data created on the [datadata](https://www.datadata.com) platform. The response data format must meet the following requirements (the schema must describe the time and data fields):\\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 fields defined in the \\\"schema\\\". When calling the ```exchange.GetData()``` function, a JSON object is returned, for example: ```{\\\"Time\\\":1579795200000, \\\"Data\\\":\\\"...\\\"}```.\"}], \"remarks\": [\"In backtesting, the data is retrieved all at once; in live trading, the data is cached for one minute. In the backtesting system, when requesting data via an access interface, the backtesting system automatically adds parameters such as ```from``` (timestamp, in seconds), ```to``` (timestamp, in seconds), and ```period``` (the underlying K-line period, timestamp, in milliseconds) to the request, in order to determine the time range of the data to be retrieved.\"], \"returns\": [{\"info\": \"The records in the dataset, or the data returned by the request.\", \"type\": \"object / null value\"}], \"seeAlso\": [\"{@fun/Market/exchange.SetData exchange.SetData}\"], \"syntax\": [\"exchange.GetData(key)\", \"exchange.GetData(key, timeout)\"], \"title\": \"exchange.GetData\"}, {\"_src_hash\": \"f02da6f7d1d42b3fb31ffcaa4bad70d2249539cbd7fc56e931f7d29c6e167856\", \"desc\": [\"The ```exchange.GetMarkets()``` function is used to retrieve market information from the exchange.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var markets = exchange.GetMarkets()\\n var currency = exchange.GetCurrency()\\n\\n // To get the current contract code you can also use the exchange.GetContractType() function\\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\": \"fn main() {\\n let markets = exchange.GetMarkets();\\n let currency = exchange.GetCurrency();\\n\\n // To get the current contract code you can also use the exchange.GetContractType() function\\n let ct = \\\"swap\\\";\\n\\n let key = format!(\\\"{}.{}\\\", currency, ct);\\n Log!(key, \\\":\\\", format!(\\\"{:?}\\\", markets.get(&key)));\\n}\", \"lang\": \"rust\"}, {\"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\": \"Call example for a 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\\nfn marketToJson(key: &str, market: &Market) -> String {\\n format!(r#\\\"[\\\"{}\\\", \\\"{}\\\", \\\"{}\\\", \\\"{}\\\", {}, {}, {}, {}, {}, {}, {}, {}, {}]\\\"#, 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\\nfn main() {\\n let arrSymbol = [\\\"SOL_USDT.swap\\\", \\\"BTC_USDT.quarter\\\", \\\"ETH_USDT.swap\\\", \\\"ETH_USDT.quarter\\\"];\\n\\n // The Rust SDK has no JSON serialization feature; here format! is used to concatenate the table's JSON text\\n let markets1 = exchange.GetMarkets();\\n let mut rows1: Vec = Vec::new();\\n for (key, market) in &markets1 {\\n rows1.push(marketToJson(key, market));\\n }\\n let tbl1 = format!(r#\\\"{{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"markets1\\\", \\\"cols\\\": [\\\"key\\\", \\\"Symbol\\\", \\\"BaseAsset\\\", \\\"QuoteAsset\\\", \\\"TickSize\\\", \\\"AmountSize\\\", \\\"PricePrecision\\\", \\\"AmountPrecision\\\", \\\"MinQty\\\", \\\"MaxQty\\\", \\\"MinNotional\\\", \\\"MaxNotional\\\", \\\"CtVal\\\"], \\\"rows\\\": [{}]}}\\\"#, rows1.join(\\\",\\\"));\\n\\n for symbol in arrSymbol {\\n exchange.GetTicker(symbol);\\n }\\n\\n let markets2 = exchange.GetMarkets();\\n let mut rows2: Vec = Vec::new();\\n for (key, market) in &markets2 {\\n rows2.push(marketToJson(key, market));\\n }\\n let tbl2 = format!(r#\\\"{{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"markets2\\\", \\\"cols\\\": [\\\"key\\\", \\\"Symbol\\\", \\\"BaseAsset\\\", \\\"QuoteAsset\\\", \\\"TickSize\\\", \\\"AmountSize\\\", \\\"PricePrecision\\\", \\\"AmountPrecision\\\", \\\"MinQty\\\", \\\"MaxQty\\\", \\\"MinNotional\\\", \\\"MaxNotional\\\", \\\"CtVal\\\"], \\\"rows\\\": [{}]}}\\\"#, rows2.join(\\\",\\\"));\\n\\n LogStatus!(format!(\\\"`[{},{}]`\\\", tbl1, tbl2));\\n}\", \"lang\": \"rust\"}, {\"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\": \"In the backtesting system, use the futures exchange object to call the ```exchange.GetMarkets()``` function. Before calling any market data function, GetMarkets only returns the market data of the current default trading pair; after calling a market data function, it returns the market data of all symbols that have already been requested. Refer to the following test example:\"}], \"remarks\": [\"The return value of the ```exchange.GetMarkets()``` function is a dictionary. For spot exchanges, the key is the trading instrument name, in a fixed trading pair format, for example:\\n```json\\n{\\n \\\"BTC_USDT\\\" : {...}, // The value is a Market structure\\n \\\"LTC_USDT\\\" : {...},\\n ...\\n}\\n```\\n\\nFor futures contract exchanges, since the same instrument may have multiple contracts—for example, the ```BTC_USDT``` trading pair includes perpetual contracts, quarterly contracts, etc.—the keys in the dictionary returned by the ```exchange.GetMarkets()``` function are a combination of the trading pair and the contract code, for example:\\n```json\\n{\\n \\\"BTC_USDT.swap\\\" : {...}, // The value is a Market structure\\n \\\"BTC_USDT.quarter\\\" : {...},\\n \\\"LTC_USDT.swap\\\" : {...},\\n ...\\n}\\n```\", \"- The ```exchange.GetMarkets()``` function is supported by both live trading and the backtesting system.\\n\\n- The ```exchange.GetMarkets()``` function only returns market information for trading instruments that are already listed on the exchange.\\n\\n- The ```exchange.GetMarkets()``` function 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\": \"A dictionary containing {@struct/Market Market} structures.\", \"type\": \"object / null\"}], \"seeAlso\": [\"{@struct/Market Market}\"], \"syntax\": [\"exchange.GetMarkets()\"], \"title\": \"exchange.GetMarkets\"}, {\"_src_hash\": \"54cb93dd61cafd46dff13b9ff12681717e538f5e56637577edf329e509d7f23a\", \"desc\": [\"The ```exchange.GetTickers()``` function is used to retrieve aggregated market data from the exchange (an array of {@struct/Ticker Ticker} structures). When ```exchange``` is a spot exchange object, it returns the ticker market data for all trading pairs; when ```exchange``` is a futures exchange object, it returns the ticker 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\": \"fn main() {\\n if let Ok(tickers) = exchange.GetTickers() {\\n if tickers.len() > 0 {\\n Log!(\\\"Number of tradable symbols:\\\", tickers.len());\\n }\\n }\\n}\", \"lang\": \"rust\"}, {\"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 retrieve aggregated market ticker 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 the market data of other trading pairs, 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 the market data of other trading pairs\\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\\nfn tickerToJson(ticker: &Ticker) -> String {\\n format!(r#\\\"[\\\"{}\\\", {}, {}, {}, {}, {}, {}, {}, {}]\\\"#, ticker.Symbol, ticker.High, ticker.Open, ticker.Low, ticker.Last, ticker.Buy, ticker.Sell, ticker.Time, ticker.Volume)\\n}\\n\\nfn main() {\\n let arrSymbol = [\\\"ADA_USDT\\\", \\\"LTC_USDT\\\", \\\"ETH_USDT\\\", \\\"SOL_USDT\\\"];\\n\\n // Before requesting the market data of other trading pairs, call GetTickers\\n // The Rust SDK has no JSON serialization, so use format! to concatenate the JSON text of the table\\n let tickers1 = exchange.GetTickers().unwrap();\\n let rows1 = tickers1.iter().map(tickerToJson).collect::>().join(\\\",\\\");\\n let tbl1 = format!(r#\\\"{{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"tickers1\\\", \\\"cols\\\": [\\\"Symbol\\\", \\\"High\\\", \\\"Open\\\", \\\"Low\\\", \\\"Last\\\", \\\"Buy\\\", \\\"Sell\\\", \\\"Time\\\", \\\"Volume\\\"], \\\"rows\\\": [{}]}}\\\"#, rows1);\\n\\n // Request the market data of other trading pairs\\n for symbol in arrSymbol {\\n exchange.GetTicker(symbol);\\n }\\n\\n // Call GetTickers again\\n let tickers2 = exchange.GetTickers().unwrap();\\n let rows2 = tickers2.iter().map(tickerToJson).collect::>().join(\\\",\\\");\\n let tbl2 = format!(r#\\\"{{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"tickers2\\\", \\\"cols\\\": [\\\"Symbol\\\", \\\"High\\\", \\\"Open\\\", \\\"Low\\\", \\\"Last\\\", \\\"Buy\\\", \\\"Sell\\\", \\\"Time\\\", \\\"Volume\\\"], \\\"rows\\\": [{}]}}\\\"#, rows2);\\n\\n LogStatus!(format!(\\\"`[{},{}]`\\\", tbl1, tbl2));\\n}\", \"lang\": \"rust\"}, {\"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\": \"Use a spot exchange object and call the ```exchange.GetTickers()``` function in the backtesting system. Before calling any market data function, GetTickers only returns the ticker data of the current default trading pair; after calling a market data function, it returns the ticker data of all trading pairs that have been requested. You can refer to the following test example:\"}], \"remarks\": [\"Notes:\\n\\n\\n- This function requests the exchange's aggregated market data interface. There is no need to set a trading pair or contract code before calling it, and it only returns market data for trading instruments that are already listed on the exchange.\\n\\n\\n- The backtesting system supports this function.\\n\\n\\n- Exchange objects that do not provide an aggregated market data interface do not support this function.\\n\\n\\n- This function does not support options contracts.\", \"Exchanges that do not support the ```exchange.GetTickers()``` function:\\n\\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 succeeds, 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\": \"a0bbb2e1b5585fee78bf906a7f2c24eeaa08ddd35931b99db9ac559565262be2\", \"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 amount.\", \"name\": \"amount\", \"required\": true, \"type\": \"number\"}, {\"info\": \"Extension parameter used to output accompanying information to this order log. Multiple ```arg``` parameters can be passed in.\", \"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 the member functions (methods) of the ```exchange``` object is only related to ```exchange```, which will not be repeated in the rest of this document.\"], \"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\": \"fn main() {\\n let id = exchange.Buy(100, 1).unwrap();\\n Log!(\\\"id:\\\", id);\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n auto id = exchange.Buy(100, 1);\\n Log(\\\"id:\\\", id);\\n}\", \"lang\": \"cpp\"}], \"value\": \"The order number 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 the short direction\\n exchange.SetDirection(\\\"sell\\\")\\n // Placing a buy order will report an error; shorting can only sell\\n var id = exchange.Buy(50, 1)\\n\\n // Set the long direction\\n exchange.SetDirection(\\\"buy\\\")\\n // Placing a sell order will report an error; going long can only buy\\n var id2 = exchange.Sell(60, 1)\\n\\n // Set the close-long direction\\n exchange.SetDirection(\\\"closebuy\\\")\\n // Placing a buy order will report an error; closing long can only sell\\n var id3 = exchange.Buy(-1, 1)\\n\\n // Set the close-short direction\\n exchange.SetDirection(\\\"closesell\\\")\\n // Placing a sell order will report an error; closing 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\\nfn main() {\\n let _ = exchange.SetContractType(\\\"quarter\\\");\\n\\n // Set the short direction\\n let _ = exchange.SetDirection(\\\"sell\\\");\\n // Placing a buy order will report an error; shorting can only sell\\n let id = exchange.Buy(50, 1);\\n\\n // Set the long direction\\n let _ = exchange.SetDirection(\\\"buy\\\");\\n // Placing a sell order will report an error; going long can only buy\\n let id2 = exchange.Sell(60, 1);\\n\\n // Set the close-long direction\\n let _ = exchange.SetDirection(\\\"closebuy\\\");\\n // Placing a buy order will report an error; closing long can only sell\\n let id3 = exchange.Buy(-1, 1);\\n\\n // Set the close-short direction\\n let _ = exchange.SetDirection(\\\"closesell\\\");\\n // Placing a sell order will report an error; closing short can only buy\\n let id4 = exchange.Sell(-1, 1);\\n}\", \"lang\": \"rust\"}, {\"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 an order for a cryptocurrency futures contract, you must pay attention to whether the trading direction is set correctly. If the trading direction does not match the trading function, an error will be reported:\\n\\n\\n ```log\\n\\n direction is sell, invalid order type Buy\\n\\n direction is buy, invalid order type Sell\\n\\n direction is closebuy, invalid order type Buy\\n\\n direction is closesell, invalid order type Sell\\n\\n ```\"}, {\"examples\": [{\"code\": \"// For example, trading pair: ETH_BTC, market order buy\\nfunction main() {\\n // Place a market order to buy, buying 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\": \"// For example, trading pair: ETH_BTC, market order buy\\nfn main() {\\n // Place a market order to buy, buying ETH worth 0.1 BTC (quote currency)\\n let _ = exchange.Buy(-1, 0.1);\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n exchange.Buy(-1, 0.1);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Spot market order.\"}], \"remarks\": [\"When placing an order for a futures contract, you must pay attention to whether the trading direction is set correctly. If the trading direction does not match the trading function, an error will be reported. Unless otherwise specified, the order amount on cryptocurrency futures contract exchanges is denominated in number of contracts.\", \"When the ```price``` parameter is set to ```-1```, it is used to place a market order. This feature requires the exchange's order placement interface to support market orders. When placing a buy order for cryptocurrency spot in the form of a market order, the order amount parameter ```amount``` is the amount denominated in the quote currency. When placing an order for a cryptocurrency futures contract in the form of a market order, the unit of the order amount parameter ```amount``` is number of contracts. In live trading, a few cryptocurrency exchanges do not support the market order interface. For a few spot exchanges, the order amount of a market buy order is the number of trading coins. For details, please refer to the **Exchange Special Notes** in the \\\"User Guide\\\".\", \"If you are using an older version of the docker, the order ```Id``` returned by the ```exchange.Buy()``` function may differ from the return value order ```Id``` described in the current document.\", \"It should be noted that the order placement interfaces of the following three exchanges are relatively special. For spot market buy orders, the order amount is the number of coins rather than the amount.\\n\\n - ```AscendEx```\\n\\n - ```BitMEX```\\n\\n - ```Bitfinex```\"], \"returns\": [{\"info\": \"Returns the order Id if the order is placed successfully, and returns a null value if the order fails. The ```Id``` attribute of the order {@struct/Order Order} structure on the FMZ platform consists of the exchange symbol code and the exchange's original order Id, separated by an English comma. For example, the ```Id``` attribute format of an order for the OKX exchange spot trading pair ```ETH_USDT``` is: ```ETH-USDT,1547130415509278720```. When calling the ```exchange.Buy()``` function to place an order, the returned order ```Id``` is consistent with the ```Id``` attribute of the order {@struct/Order Order} structure.\", \"type\": \"string / null value\"}], \"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 limit control; the Buy function is affected by the CreateOrder rate limit setting)\"], \"syntax\": [\"exchange.Buy(price, amount)\", \"exchange.Buy(price, amount, ...args)\"], \"title\": \"exchange.Buy\"}, {\"_src_hash\": \"0492e1c126d73f63b77debbad9a3059fd56998f2dfa72f949d3706616fc14a97\", \"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 size.\", \"name\": \"amount\", \"required\": true, \"type\": \"number\"}, {\"info\": \"An extension parameter used to output additional information attached to this order log. Multiple ```arg``` parameters can be passed in.\", \"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\": \"fn main() {\\n let id = exchange.Sell(100, 1).unwrap();\\n Log!(\\\"id:\\\", id);\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n auto id = exchange.Sell(100, 1);\\n Log(\\\"id:\\\", id);\\n}\", \"lang\": \"cpp\"}], \"value\": \"The order number 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 the short direction\\n exchange.SetDirection(\\\"sell\\\")\\n // Placing a buy order will report an error; shorting can only sell\\n var id = exchange.Buy(50, 1)\\n\\n // Set the long direction\\n exchange.SetDirection(\\\"buy\\\")\\n // Placing a sell order will report an error; going long can only buy\\n var id2 = exchange.Sell(60, 1)\\n\\n // Set the close-long direction\\n exchange.SetDirection(\\\"closebuy\\\")\\n // Placing a buy order will report an error; closing a long can only sell\\n var id3 = exchange.Buy(-1, 1)\\n\\n // Set the close-short direction\\n exchange.SetDirection(\\\"closesell\\\")\\n // Placing a sell order will report an error; closing a 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\\nfn main() {\\n let _ = exchange.SetContractType(\\\"quarter\\\");\\n\\n // Set the short direction\\n let _ = exchange.SetDirection(\\\"sell\\\");\\n // Placing a buy order will report an error; shorting can only sell\\n let id = exchange.Buy(50, 1);\\n\\n // Set the long direction\\n let _ = exchange.SetDirection(\\\"buy\\\");\\n // Placing a sell order will report an error; going long can only buy\\n let id2 = exchange.Sell(60, 1);\\n\\n // Set the close-long direction\\n let _ = exchange.SetDirection(\\\"closebuy\\\");\\n // Placing a buy order will report an error; closing a long can only sell\\n let id3 = exchange.Buy(-1, 1);\\n\\n // Set the close-short direction\\n let _ = exchange.SetDirection(\\\"closesell\\\");\\n // Placing a sell order will report an error; closing a short can only buy\\n let id4 = exchange.Sell(-1, 1);\\n}\", \"lang\": \"rust\"}, {\"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 pay attention to whether the trading direction is set correctly. If the trading direction does not match the trading function, an error will be reported:\\n\\n\\n```log\\n\\ndirection is sell, invalid order type Buy\\n\\ndirection is buy, invalid order type Sell\\n\\ndirection is closebuy, invalid order type Buy\\n\\ndirection is closesell, invalid order type Sell\\n\\n```\"}, {\"examples\": [{\"code\": \"// For example, trading pair: ETH_BTC, sell with a market order\\nfunction main() {\\n // Note: place a market order to sell, selling 0.2 ETH\\n exchange.Sell(-1, 0.2)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.Sell(-1, 0.2)\", \"lang\": \"python\"}, {\"code\": \"// For example, trading pair: ETH_BTC, sell with a market order\\nfn main() {\\n // Note: place a market order to sell, selling 0.2 ETH\\n let _ = exchange.Sell(-1, 0.2);\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n exchange.Sell(-1, 0.2);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Spot market order.\"}], \"remarks\": [\"When placing orders for futures contracts, you must pay attention to whether the trading direction is set correctly. If the trading direction does not match the trading function, an error will be reported. For cryptocurrency futures contract exchanges, the order size is denominated in number of contracts unless otherwise specified.\", \"When the ```price``` parameter is set to ```-1```, it is used to place a market order, which requires the exchange's order interface to support market orders. When trading cryptocurrency spot with market orders, when placing a sell order, the order size parameter ```amount``` is denominated in the trading currency. When trading cryptocurrency futures contracts with market orders, the order size parameter ```amount``` is denominated in number of contracts. In live trading, a few cryptocurrency exchanges do not support the market order interface.\", \"If you are using an older version of the docker, the order ```Id``` returned by the ```exchange.Sell()``` function may differ from the returned order ```Id``` described in the current documentation.\"], \"returns\": [{\"info\": \"Returns the order Id when the order is placed successfully, and returns a null value when the order fails. 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 of an order for the spot trading pair ```ETH_USDT``` on the OKX exchange is: ```ETH-USDT,1547130415509278720```. When calling the ```exchange.Sell()``` function to place an order, the returned order ```Id``` is consistent with the ```Id``` property of the order {@struct/Order Order} structure.\", \"type\": \"string / null value\"}], \"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 limit control; the Sell function is affected by the CreateOrder rate limit setting)\"], \"syntax\": [\"exchange.Sell(price, amount)\", \"exchange.Sell(price, amount, ...args)\"], \"title\": \"exchange.Sell\"}, {\"_src_hash\": \"c83913ec0d5ad9da851c4c2c1d2bb54eccd062d11eb1535ca501b71da4862782\", \"args\": [{\"info\": \"The ```symbol``` parameter is used to specify the trading pair or contract code corresponding to the order.\\n\\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 ```symbol``` parameter is: ```\\\"BTC_USDT\\\"```, using the trading pair format defined by the FMZ platform.\\n\\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 USDT-margined perpetual contract order for BTC, then the ```symbol``` parameter is: ```\\\"BTC_USDT.swap\\\"```, using the format defined by the FMZ platform that combines the **trading pair** and **contract code**, with the two separated by the character \\\".\\\".\\n\\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 USDT-margined options contract order for BTC, then the ```symbol``` parameter is: ```\\\"BTC_USDT.BTC-240108-40000-C\\\"``` (taking the Binance option BTC-240108-40000-C as an example), using the format that combines the **trading pair** defined by the FMZ platform and the specific options contract code defined by the exchange, with the two separated by the character \\\".\\\".\", \"name\": \"symbol\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The ```side``` parameter is used to specify the trading direction of the order.\\n\\n\\nFor spot exchange objects, the available values for the ```side``` parameter are: ```buy```, ```sell```. Here ```buy``` means buy, and ```sell``` means sell.\\n\\n\\nFor futures exchange objects, the available values for the ```side``` parameter are: ```buy```, ```closebuy```, ```sell```, ```closesell```. Here ```buy``` means open long, ```closebuy``` means close long, ```sell``` means open short, and ```closesell``` means close short.\\n\\n\\n\\n**Supports additional parameters (option)**: You can pass additional parameters via the ```side``` parameter, in the format: ```\\\"side;{JSON object}\\\"``` or ```\\\"side;key=value&key=value\\\"```.\\n\\n\\nFor example: ```'buy;{\\\"type\\\":\\\"TRAILING_STOP_MARKET\\\",\\\"activationPrice\\\":\\\"2300\\\"}'``` or ```\\\"buy;type=TRAILING_STOP_MARKET&activationPrice=2300\\\"```.\\n\\n\\nAdditional parameters are used to pass exchange-specific parameters (such as order type, time-in-force rules, etc.); the specific parameters supported depend on the exchange API.\", \"name\": \"side\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The ```price``` parameter 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 ```amount``` parameter is used to set the order quantity. Note that when the order is a **spot market buy order**, the order quantity represents the purchase amount; for a few spot exchanges, the order quantity of a market buy order is the quantity of the base currency—please refer to the **Exchange Special Notes** 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 denominated in number of contracts.\", \"name\": \"amount\", \"required\": true, \"type\": \"number\"}, {\"info\": \"An extension parameter used to output accompanying information to the log of this order; the ```arg``` parameter can be passed in multiple times.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / object / array / any (any type supported by the platform)\"}], \"desc\": [\"```exchange.CreateOrder()``` function is used to place orders.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var id = exchange.CreateOrder(\\\"BTC_USDT\\\", \\\"buy\\\", 60000, 0.01) // Spot exchange object places an order, trading the BTC_USDT spot trading pair\\n // var id = exchange.CreateOrder(\\\"BTC_USDT.swap\\\", \\\"buy\\\", 60000, 0.01) // Futures exchange object places an order, trading BTC's 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 an order, trading the BTC_USDT spot trading pair\\n # id = exchange.CreateOrder(\\\"BTC_USDT.swap\\\", \\\"buy\\\", 60000, 0.01) # Futures exchange object places an order, trading BTC's USDT-margined perpetual contract\\n Log(\\\"Order Id:\\\", id)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let id = exchange.CreateOrder(\\\"BTC_USDT\\\", \\\"buy\\\", 60000, 0.01); // Spot exchange object places an order, trading the BTC_USDT spot trading pair\\n // let id = exchange.CreateOrder(\\\"BTC_USDT.swap\\\", \\\"buy\\\", 60000, 0.01); // Futures exchange object places an order, trading BTC's USDT-margined perpetual contract\\n Log!(\\\"Order Id:\\\", id);\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n auto id = exchange.CreateOrder(\\\"BTC_USDT\\\", \\\"buy\\\", 60000, 0.01); // Spot exchange object places an order, trading the BTC_USDT spot trading pair\\n // auto id = exchange.CreateOrder(\\\"BTC_USDT.swap\\\", \\\"buy\\\", 60000, 0.01); // Futures exchange object places an order, trading BTC's USDT-margined perpetual contract\\n Log(\\\"Order Id:\\\", id);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Both spot exchange objects and futures exchange objects place orders by calling the ```exchange.CreateOrder()``` function.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Pass the 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 the 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\": \"fn main() {\\n // Pass the option parameter in JSON format (Rust does not support JSON.stringify, so construct the JSON text directly using a raw string)\\n let option = r#\\\"{\\\"type\\\": \\\"TRAILING_STOP_MARKET\\\", \\\"activationPrice\\\": \\\"2300\\\", \\\"callbackRate\\\": \\\"0.1\\\"}\\\"#;\\n let sideWithOption = format!(\\\"buy;{}\\\", option);\\n let id = exchange.CreateOrder(\\\"SOL_USDT.swap\\\", &sideWithOption, -1, 1).unwrap();\\n Log!(\\\"Order Id:\\\", id);\\n\\n Sleep(2000);\\n Log!(exchange.GetOrder(&id));\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n // Pass the 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 an order with additional parameters (option), used to pass exchange-specific parameters.\"}], \"remarks\": [\"Additional parameters (option) can be passed via the ```side``` parameter to specify exchange-specific parameters. The additional parameters must be merged into 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\\\\\\\"}\\\"```.\", \"The option parameters supported by different exchanges vary. The specific supported parameters are subject to the exchange's API documentation. Common parameters include: order type (type), time in force (timeInForce), activation price (activationPrice), callback rate (callbackRate), etc.\", \"When using the option parameters, you still need to provide the ```price``` and ```amount``` parameters. If certain parameters have already been passed via option, these base parameters may be overridden by the corresponding parameters in option; the specific behavior depends on the exchange's API implementation.\"], \"returns\": [{\"info\": \"Returns the order Id when the order is placed successfully, and returns a null value when the order fails. 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 a comma. For example, the ```Id``` property of an order for the spot trading pair ```ETH_USDT``` on the OKX exchange has the format: ```ETH-USDT,1547130415509278720```.\\n\\n\\nWhen calling the ```exchange.CreateOrder(symbol, side, price, amount)``` function to place an order, the returned order ```Id``` is consistent with the ```Id``` property of the order {@struct/Order Order} structure.\", \"type\": \"string / null value\"}], \"seeAlso\": [\"{@fun/Trade/exchange.Buy exchange.Buy}, {@fun/Trade/exchange.Sell exchange.Sell},\\n {@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\": \"0f59767f7286eb3e56a39c5b2ccaa86e7a1d521e43cf179ae0295d01466fb906\", \"args\": [{\"info\": \"The parameter ```orderId``` is used to specify the order to be canceled.\", \"name\": \"orderId\", \"required\": true, \"type\": \"string\"}, {\"info\": \"An extension parameter used to output accompanying information into this order-cancellation log; multiple ```arg``` parameters can be passed in.\", \"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. In the order {@struct/Order Order} structure of the FMZ platform, the property ```Id``` is composed of the exchange's symbol code and the exchange's original order Id, separated by an English comma. For example, for an order of the OKX exchange spot trading pair ```ETH_USDT```, the format of its ```Id``` property is: ```ETH-USDT,1547130415509278720```.\\n\\n\\nWhen calling the ```exchange.CancelOrder()``` function to cancel an order, the passed-in parameter ```orderId``` is consistent with the ```Id``` property 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\": \"fn main() {\\n let id = exchange.Sell(99999, 1).unwrap();\\n let _ = exchange.CancelOrder(&id);\\n}\", \"lang\": \"rust\"}, {\"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\": \"fn main() {\\n if exchange.GetName().contains(\\\"Futures_\\\") {\\n Log!(\\\"Set contract to: perpetual swap, set direction to: open long.\\\");\\n let _ = exchange.SetContractType(\\\"swap\\\");\\n let _ = exchange.SetDirection(\\\"buy\\\");\\n }\\n\\n let ticker = exchange.GetTicker(None).unwrap();\\n let _ = exchange.Buy(ticker.Last * 0.5, 0.1);\\n\\n let orders = exchange.GetOrders(None).unwrap();\\n for i in 0..orders.len() {\\n // Rust does not support appending output parameters after the required parameters of CancelOrder; after canceling the order, call the Log! macro separately to output the accompanying information\\n let _ = exchange.CancelOrder(&orders[i].Id);\\n Log!(\\\"Canceled order:\\\", orders[i]);\\n Sleep(500);\\n }\\n}\", \"lang\": \"rust\"}, {\"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\": \"Among FMZ's API functions, functions that can produce log output (such as ```Log()```, ```exchange.Buy()```, ```exchange.CancelOrder()```, etc.) can all be accompanied by some output parameters after the required parameters.\\n\\n\\nFor example: ```exchange.CancelOrder(orders[i].Id, orders[i])```, that is, when canceling the order with Id ```orders[i].Id```, additionally output the information of that order, i.e. the {@struct/Order Order} structure ```orders[i]```.\"}], \"remarks\": [\"If you are using an older version of the docker (hosting agent), the parameter ```orderId``` of the ```exchange.CancelOrder()``` function may differ from the ```orderId``` described in the current documentation.\"], \"returns\": [{\"info\": \"The ```exchange.CancelOrder()``` function returning a truthy value (e.g. ```true```) indicates that the order-cancellation request was sent successfully, while returning a falsy value (e.g. ```false```) indicates that the order-cancellation request failed to be sent. 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 check.\", \"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\": \"4c80e479a9be193d763fd0cec9ef48e89f67c7c92412178f873e61378487fde7\", \"args\": [{\"info\": \"The ```orderId``` parameter is used to specify the order to be queried. The ```Id``` attribute of the FMZ platform 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``` attribute of an order for the spot trading pair ```ETH_USDT``` on the OKX exchange has the format: ```ETH-USDT,1547130415509278720```.\\n\\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 obtain order information.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n var id = exchange.Sell(1000, 1)\\n // The parameter id is the order number; fill in the number of the order 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\": \"fn main() {\\n let id = exchange.Sell(1000, 1).unwrap();\\n // The parameter id is the order number; fill in the number of the order you want to query\\n let order = exchange.GetOrder(&id).unwrap();\\n Log!(\\\"Id:\\\", order.Id, \\\"Price:\\\", order.Price, \\\"Amount:\\\", order.Amount, \\\"DealAmount:\\\",\\n order.DealAmount, \\\"Status:\\\", order.Status, \\\"Type:\\\", order.Type);\\n}\", \"lang\": \"rust\"}, {\"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 return value {@struct/Order Order} structure is the average filled price; some exchanges do not support this field, and if it is not supported it will be set to 0.\", \"If you are 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\": \"Queries order details based on the order Id. Returns the {@struct/Order Order} structure when the query is successful, and returns a null value when the query fails.\", \"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\": \"64ad1004fde0a713881a535209c84365bfb472de26c84c986970fd11dc462e42\", \"args\": [{\"info\": \"The ```symbol``` parameter is used to specify the **trading instrument** or **range of trading instruments** to be queried.\\n\\n\\nFor a spot exchange object, if the ```symbol``` parameter is not passed in, the unfilled order data for all spot instruments is requested.\\n\\n\\nFor a futures exchange object, if the ```symbol``` parameter is not passed in, the unfilled order data for all instruments within the dimension range of the current trading pair and contract code is requested by default.\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"The ```exchange.GetOrders()``` function is used to obtain the current 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 // Print the information once and then return, to prevent orders from being filled during subsequent 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\\\":\\\"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\\nfn main() {\\n let arrSymbol = [\\\"ETH_USDT\\\", \\\"BTC_USDT\\\", \\\"LTC_USDT\\\", \\\"SOL_USDT\\\"];\\n\\n for symbol in arrSymbol {\\n let t = exchange.GetTicker(symbol).unwrap();\\n let _ = exchange.CreateOrder(symbol, \\\"buy\\\", t.Last / 2.0, 0.01);\\n }\\n\\n let spotOrders = exchange.GetOrders(None).unwrap();\\n\\n // Rust does not support JSON.stringify, use format! to build the table's JSON text\\n let mut tbls = Vec::new();\\n for orders in [&spotOrders] {\\n let mut rows = Vec::new();\\n for order in orders {\\n rows.push(format!(r#\\\"[\\\"{}\\\", \\\"{}\\\", {}, {}, {}, {}, {}, {}, {}, \\\"{}\\\"]\\\"#,\\n order.Symbol, order.Id, order.Price, order.Amount, order.DealAmount, order.AvgPrice, order.Status, order.Type, order.Offset, order.ContractType));\\n }\\n let tbl = format!(r#\\\"{{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"test GetOrders\\\", \\\"cols\\\": [\\\"Symbol\\\", \\\"Id\\\", \\\"Price\\\", \\\"Amount\\\", \\\"DealAmount\\\", \\\"AvgPrice\\\", \\\"Status\\\", \\\"Type\\\", \\\"Offset\\\", \\\"ContractType\\\"], \\\"rows\\\": [{}]}}\\\"#,\\n rows.join(\\\",\\\"));\\n tbls.push(tbl);\\n }\\n\\n LogStatus!(format!(\\\"`[{}]`\\\", tbls.join(\\\",\\\")));\\n\\n // Print the information once and then return, to prevent orders from being filled during subsequent backtesting, which would affect data observation\\n return;\\n}\", \"lang\": \"rust\"}, {\"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 a spot exchange object, place buy orders for multiple different trading pairs at half of the current price as the order price, then query the information of unfilled orders.\"}, {\"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 // Print the output once and then return immediately, to prevent orders from being filled later in the backtest and affecting the 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 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\\nfn main() {\\n let arrSymbol = [\\\"BTC_USDT.swap\\\", \\\"BTC_USDT.quarter\\\", \\\"ETH_USDT.swap\\\", \\\"ETH_USDT.quarter\\\"];\\n\\n for symbol in arrSymbol {\\n let t = exchange.GetTicker(symbol).unwrap();\\n let _ = exchange.CreateOrder(symbol, \\\"buy\\\", t.Last / 2.0, 1);\\n let _ = exchange.CreateOrder(symbol, \\\"sell\\\", t.Last * 2.0, 1);\\n }\\n\\n let defaultOrders = exchange.GetOrders(None).unwrap();\\n let swapOrders = exchange.GetOrders(\\\"USDT.swap\\\").unwrap();\\n let futuresOrders = exchange.GetOrders(\\\"USDT.futures\\\").unwrap();\\n let btcUsdtSwapOrders = exchange.GetOrders(\\\"BTC_USDT.swap\\\").unwrap();\\n\\n // Rust does not support JSON.stringify, so format! is used here to assemble the JSON text of the table\\n let mut tbls = Vec::new();\\n let arr = [&defaultOrders, &swapOrders, &futuresOrders, &btcUsdtSwapOrders];\\n let tblDesc = [\\\"defaultOrders\\\", \\\"swapOrders\\\", \\\"futuresOrders\\\", \\\"btcUsdtSwapOrders\\\"];\\n for index in 0..arr.len() {\\n let orders = arr[index];\\n let mut rows = Vec::new();\\n for order in orders {\\n rows.push(format!(r#\\\"[\\\"{}\\\", \\\"{}\\\", {}, {}, {}, {}, {}, {}, {}, \\\"{}\\\"]\\\"#,\\n order.Symbol, order.Id, order.Price, order.Amount, order.DealAmount, order.AvgPrice, order.Status, order.Type, order.Offset, order.ContractType));\\n }\\n let tbl = format!(r#\\\"{{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"{}\\\", \\\"cols\\\": [\\\"Symbol\\\", \\\"Id\\\", \\\"Price\\\", \\\"Amount\\\", \\\"DealAmount\\\", \\\"AvgPrice\\\", \\\"Status\\\", \\\"Type\\\", \\\"Offset\\\", \\\"ContractType\\\"], \\\"rows\\\": [{}]}}\\\"#,\\n tblDesc[index], rows.join(\\\",\\\"));\\n tbls.push(tbl);\\n }\\n\\n LogStatus!(format!(\\\"`[{}]`\\\", tbls.join(\\\",\\\")));\\n\\n // Print the output once and then return immediately, to prevent orders from being filled later in the backtest and affecting the data observation\\n return;\\n}\", \"lang\": \"rust\"}, {\"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)); // The Id attribute in the Order struct is of type TId, so the FMZ platform's built-in C++ function to_string is used here for encoding\\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 the futures exchange object to place orders on multiple symbols with different trading pairs and contract codes. The order prices are set far away from the counterparty price at the top of the order book, keeping the orders in an unfilled state, and then query the orders in various ways.\"}, {\"examples\": [{\"code\": \"function main() {\\n var orders = exchange.GetOrders(\\\"BTC_USDT\\\") // Spot symbol example\\n // var orders = exchange.GetOrders(\\\"BTC_USDT.swap\\\") // Futures symbol example\\n Log(\\\"orders:\\\", orders)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n orders = exchange.GetOrders(\\\"BTC_USDT\\\") # Spot symbol example\\n # orders = exchange.GetOrders(\\\"BTC_USDT.swap\\\") # Futures symbol example\\n Log(\\\"orders:\\\", orders)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n let orders = exchange.GetOrders(\\\"BTC_USDT\\\"); // Spot symbol example\\n // let orders = exchange.GetOrders(\\\"BTC_USDT.swap\\\"); // Futures symbol example\\n Log!(\\\"orders:\\\", orders);\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n auto orders = exchange.GetOrders(\\\"BTC_USDT\\\"); // Spot symbol example\\n // auto orders = exchange.GetOrders(\\\"BTC_USDT.swap\\\"); // Futures symbol example\\n Log(\\\"orders:\\\", orders);\\n}\", \"lang\": \"cpp\"}], \"value\": \"When calling the ```exchange.GetOrders()``` function, you can pass in the ```Symbol``` parameter to request order data for a specific trading pair or contract code.\"}], \"remarks\": [\"In the ```GetOrders``` function, the use cases of the symbol parameter are summarized as follows:\\n\\n\\n| Exchange Object Category | symbol Parameter | Query Range | Remarks |\\n| - | - | - | - |\\n| Spot | Do not pass the symbol parameter | Query all spot trading pairs | Applicable to all calling scenarios; if the exchange interface does not support it, an error is reported and a null value is returned, which will not be repeated below |\\n| Spot | Specify a trading instrument, with the symbol parameter as: \\\"BTC_USDT\\\" | Query the specified BTC_USDT trading pair | For a spot exchange object, the format of the symbol parameter is: \\\"BTC_USDT\\\" |\\n| Futures | Do not pass the symbol parameter | Query all trading instruments within the dimension range of the current trading pair and contract code | If 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 a trading instrument, with the symbol parameter as: \\\"BTC_USDT.swap\\\" | Query the specified BTC USDT-margined perpetual contract | For a futures exchange object, the format of the symbol parameter is: a combination of the **trading pair** and **contract code** defined by the FMZ platform, separated by the character ```\\\".\\\"```. |\\n| Futures | Specify a range of trading instruments, with the symbol parameter as: \\\"USDT.swap\\\" | Query all USDT-margined perpetual contracts | - |\\n| Futures exchange supporting options | Do not pass the symbol parameter | Query all option contracts within the dimension range of the current trading pair | If the current trading pair is BTC_USDT and the contract is set to an option contract, for example the Binance option contract: BTC-240108-40000-C |\\n| Futures exchange supporting options | Specify a specific trading instrument | Query the specified option contract | For example, for the Binance futures exchange, the symbol parameter is: BTC_USDT.BTC-240108-40000-C |\\n| Futures exchange supporting options | Specify a range of trading instruments, with the symbol parameter as: \\\"USDT.option\\\" | Query all USDT-margined option contracts | - |\", \"In the ```GetOrders``` function, the query dimension ranges for a futures exchange object are summarized as follows:\\n\\n\\n| symbol Parameter | Request Range Definition | Remarks |\\n| - | - | - |\\n| USDT.swap | Range of USDT-margined perpetual contracts. | For dimensions not supported by the exchange API interface, an error is reported and a null value is returned when called. |\\n| USDT.futures | Range of USDT-margined delivery contracts. | - |\\n| USD.swap | Range of coin-margined perpetual contracts. | - |\\n| USD.futures | Range of coin-margined delivery contracts. | - |\\n| USDT.option | Range of USDT-margined option contracts. | - |\\n| USD.option | Range of coin-margined option contracts. | - |\\n| USDT.futures_combo | Range of spread combo contracts. | Futures_Deribit exchange |\\n| USD.futures_ff | Range of multi-collateral delivery contracts. | Futures_Kraken exchange |\\n| USD.swap_pf | Range of multi-collateral perpetual contracts. | Futures_Kraken exchange |\", \"When the account represented by the exchange object ```exchange``` has no open orders (i.e., active orders in an unfilled state) **within the query range** or on the **specified trading instrument**, calling this function will return an empty array, that is: ```[]```.\", \"The following exchanges require a symbol parameter to be passed in for the interface that queries current unfilled orders. When calling the GetOrders function on these exchanges, if the symbol parameter is not passed in, only the unfilled orders of the current instrument are requested, rather than the unfilled orders of all instruments (because the exchange interface does not support it).\\n\\n\\nZaif, MEXC, LBank, Korbit, Coinw, BitMart, Bithumb, BitFlyer, BigONE.\", \"Exchanges that do not support the ```exchange.GetOrders()``` function:\\n\\n\\n| Function Name | Unsupported Spot Exchanges | Unsupported Futures Exchanges |\\n| - | - | - |\\n| GetOrders | -- | Futures_Bibox |\"], \"returns\": [{\"info\": \"The ```exchange.GetOrders()``` function returns a {@struct/Order Order} structure array when the data request succeeds, and returns a null value when the 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\": \"5aa9dce4d79747a112ad62ab7b7e3e5475fb6bdef744c7435ef7f1703e723bb0\", \"args\": [{\"info\": \"The ```symbol``` parameter is used to specify the trading instrument. Take the ```BTC_USDT``` trading pair as an example: when ```exchange``` is a spot exchange object, the ```symbol``` parameter format is ```BTC_USDT```; when ```exchange``` is a futures exchange object, taking a perpetual contract as an example, the ```symbol``` parameter format is ```BTC_USDT.swap```.\\n\\n\\nIf querying order data for an options contract, the ```symbol``` parameter should be set to ```\\\"BTC_USDT.BTC-240108-40000-C\\\"``` (taking the Binance option BTC-240108-40000-C as an example). Its format is a combination of the **trading pair** defined by the FMZ platform and the specific options contract code defined by the exchange, separated by the character \\\".\\\". If this parameter is not passed, the order data for the currently set trading pair or contract code is requested by default.\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}, {\"info\": \"The ```since``` parameter is used to specify the starting timestamp of 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\": [\"```exchange.GetHistoryOrders()``` function is used to retrieve the historical orders of the current trading pair or contract, and supports specifying a particular trading instrument.\"], \"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\": \"fn main() {\\n let historyOrders = exchange.GetHistoryOrders(None, None, None);\\n Log!(historyOrders);\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n auto historyOrders = exchange.GetHistoryOrders();\\n Log(historyOrders);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"- When the ```symbol```, ```since```, and ```limit``` parameters are not specified, the historical orders of the current trading pair or contract are queried by default, i.e., the historical orders within a certain range closest to the current time are queried. The specific query range depends on the single-query range of the exchange's interface.\\n\\n\\n- When the ```symbol``` parameter is specified, the historical orders of the set trading instrument are queried.\\n\\n\\n- When the ```since``` parameter is specified, the query starts from the ```since``` timestamp and proceeds toward the current time.\\n\\n\\n- When the ```limit``` parameter is specified, the query returns once a sufficient number of records is reached.\\n\\n\\n- This function is only supported by exchanges that provide a historical order query interface.\", \"Exchanges that do not support the ```exchange.GetHistoryOrders()``` function:\\n\\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 a {@struct/Order Order} structure array when the data request succeeds, 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\": \"16602e6cd2dea878fb165020bbaf67685593bd1322543e3c645ac003dc7a5d1c\", \"args\": [{\"info\": \"The ```symbol``` parameter is used to specify the trading pair or contract code corresponding to the conditional order.\\n\\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's quote currency is USDT and the base currency is BTC, then the ```symbol``` parameter is: ```\\\"BTC_USDT\\\"```, whose format is the trading pair format defined by the FMZ platform.\\n\\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 ```symbol``` parameter is: ```\\\"BTC_USDT.swap\\\"```, whose format is a combination of the **trading pair** and **contract code** defined by the FMZ platform, separated by the character \\\".\\\".\\n\\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 ```symbol``` parameter is: ```\\\"BTC_USDT.BTC-240108-40000-C\\\"``` (taking the Binance option BTC-240108-40000-C as an example), whose format is a combination of the **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 ```side``` parameter is used to specify the trading direction of the conditional order.\\n\\n\\nFor a spot exchange object, the available values of the ```side``` parameter are: ```buy```, ```sell```. ```buy``` means buy, and ```sell``` means sell.\\n\\n\\nFor a futures exchange object, the available values of the ```side``` parameter are: ```buy```, ```closebuy```, ```sell```, ```closesell```. Among them, ```buy``` means open long position, ```closebuy``` means close long position, ```sell``` means open short position, and ```closesell``` means close short position.\\n\\n\\n**Additional parameters (option) are supported**: additional parameters can be passed through the ```side``` parameter, in the format: ```\\\"side;{JSON object}\\\"``` or ```\\\"side;key=value&key=value\\\"```.\\n\\n\\nFor example: ```\\\"buy;{\\\\\\\"type\\\\\\\":\\\\\\\"TRAILING_STOP_MARKET\\\\\\\",\\\\\\\"activatePrice\\\\\\\":\\\\\\\"300\\\\\\\"}\\\"``` or ```\\\"buy;type=TRAILING_STOP_MARKET&activatePrice=300\\\"```.\\n\\n\\nAdditional parameters are used to pass exchange-specific parameters (such as order type, effective rules, etc.). The specific supported parameters depend on the exchange API.\", \"name\": \"side\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The ```amount``` parameter is used to set the order size of the conditional order. Note that when the order is a **spot market buy order**, the order size represents the purchase amount; for some individual spot exchanges, the order size of a market buy order is the quantity of the base currency. For details, please refer to the **Exchange Special Notes** in the \\\"User Guide\\\". For a futures exchange object, the order size parameter ```amount``` is always measured in the number of contracts.\", \"name\": \"amount\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```condition``` parameter is an object used to set the trigger conditions and execution price of the conditional order. The structure of this object refers to the {@struct/Condition Condition} structure and contains the following properties:\\n\\n\\n- ```ConditionType``` (number): the 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\\n- ```TpTriggerPrice``` (number): the take-profit trigger price.\\n\\n\\n- ```TpOrderPrice``` (number): the take-profit execution price, -1 indicates a market order.\\n\\n\\n- ```SlTriggerPrice``` (number): the stop-loss trigger price.\\n\\n\\n- ```SlOrderPrice``` (number): the stop-loss execution price, -1 indicates a market order.\", \"name\": \"condition\", \"required\": true, \"type\": \"object\"}, {\"info\": \"An extension parameter used to output additional information to the log of this conditional order. Multiple ```arg``` parameters can be passed in.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / object / array / any (any type supported by the platform)\"}], \"desc\": [\"The ```exchange.CreateConditionOrder()``` function is used to create a conditional order. A conditional order is a type of order that is automatically executed when specific trigger conditions are met.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Create a take-profit order: when the BTC_USDT price rises to 65000, sell 0.01 BTC at the price of 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 a 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 a take-profit order: when the BTC_USDT price rises to 65000, sell 0.01 BTC at the price of 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 a market order\\n }\\n id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition)\\n Log(\\\"TP order Id:\\\", id)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Create a take-profit order: when the BTC_USDT price rises to 65000, sell 0.01 BTC at the price of 65000\\n let condition = OrderCondition {\\n ConditionType: ORDER_CONDITION_TYPE_TP, // Take-profit order\\n TpTriggerPrice: 65000.0, // Trigger price\\n TpOrderPrice: 65000.0, // Execution price, can also be set to -1 for a market order\\n ..Default::default()\\n };\\n let id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, &condition);\\n Log!(\\\"TP order Id:\\\", id);\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n // Create a take-profit order: when the BTC_USDT price rises to 65000, sell 0.01 BTC at the price of 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 a stop-loss order: when the 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 indicates a 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 a stop-loss order: when the 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 indicates a market order\\n }\\n id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, condition)\\n Log(\\\"SL order Id:\\\", id)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Create a stop-loss order: when the BTC_USDT price drops to 58000, sell 0.01 BTC at market price\\n let condition = OrderCondition {\\n ConditionType: ORDER_CONDITION_TYPE_SL, // Stop-loss order\\n SlTriggerPrice: 58000.0, // Trigger price\\n SlOrderPrice: -1.0, // -1 indicates a market order\\n ..Default::default()\\n };\\n let id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, &condition);\\n Log!(\\\"SL order Id:\\\", id);\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n // Create a stop-loss order: when the 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): when the price drops to the stop-loss trigger price, automatically sell in the configured manner.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Create an 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 an 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\": \"fn main() {\\n // Create an OCO order: take-profit price 65000, stop-loss price 58000\\n let condition = OrderCondition {\\n ConditionType: ORDER_CONDITION_TYPE_OCO, // OCO order\\n TpTriggerPrice: 65000.0, // Take-profit trigger price\\n TpOrderPrice: 65000.0, // Take-profit execution price\\n SlTriggerPrice: 58000.0, // Stop-loss trigger price\\n SlOrderPrice: 58000.0 // Stop-loss execution price\\n };\\n let id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, &condition);\\n Log!(\\\"OCO order Id:\\\", id);\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n // Create an 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 an OCO order: set take-profit and stop-loss simultaneously. Once either one is triggered, the other is automatically canceled.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Pass the option parameter in 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 the option parameter in 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\": \"fn main() {\\n // Pass the option parameter in JSON format (Rust has no JSON serialization capability, so a raw string is used directly here to construct it)\\n let option = r#\\\"{\\\"type\\\": \\\"TRAILING_STOP_MARKET\\\", \\\"activatePrice\\\": \\\"300\\\", \\\"callbackRate\\\": \\\"0.1\\\"}\\\"#;\\n let sideWithOption = format!(\\\"buy;{}\\\", option);\\n let condition = OrderCondition {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 77.0,\\n TpOrderPrice: 71.0,\\n ..Default::default()\\n };\\n let id = exchange.CreateConditionOrder(\\\"SOL_USDT.swap\\\", &sideWithOption, 1, &condition).unwrap();\\n Log!(\\\"Condition Order Id:\\\", id);\\n\\n Sleep(2000);\\n Log!(exchange.GetConditionOrder(&id));\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n // Pass the option parameter in 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 conditional order with an additional parameter (option), used to pass exchange-specific parameters.\"}], \"remarks\": [\"Whether conditional orders are supported depends on the specific exchange; some exchanges may not support conditional orders.\", \"A conditional order does not lock up account funds before it is triggered; the order is only actually placed and funds are only committed after it is triggered.\", \"Different exchanges may vary in their level of support for conditional orders and in the specific parameters involved. Please consult the API documentation of the corresponding exchange before use.\", \"Additional parameters (option) can be passed via the ```side``` parameter to supply exchange-specific parameters. The additional parameters must be merged into 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\\\\\\\"}\\\"```.\", \"The option parameters supported vary from exchange to exchange; 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), and so on.\", \"When using option parameters, you still need to provide the ```amount``` and ```condition``` parameters. If certain parameters in the exchange API have already been passed via option, these base parameters may be overridden by the corresponding parameters in option; the exact behavior depends on the exchange API's implementation.\"], \"returns\": [{\"info\": \"When the conditional order is created successfully, the conditional order Id is returned; when creation fails, a null value is returned. The format of the conditional order Id is similar to that of an ordinary order Id, consisting of the exchange symbol code and the exchange's original conditional order Id, separated by an English 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\": \"45961d1ebbcfea0ec590477fdda14bedebfebb09ef35594ec7ba4b4c11061f35\", \"args\": [{\"info\": \"The ```orderId``` parameter is used to specify the ID of the original order to be modified. The order ID format is consistent with the order ID returned by the {@fun/Trade/exchange.CreateOrder exchange.CreateOrder} function, consisting of the exchange symbol code and the exchange's original order ID, separated by an English comma. For example: ```\\\"ETH-USDT,1547130415509278720\\\"```.\", \"name\": \"orderId\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The ```side``` parameter is used to specify the order's trade direction.\\n\\n\\nFor spot exchange objects, the available values for the ```side``` parameter are: ```buy```, ```sell```. Here, ```buy``` means buy and ```sell``` means sell.\\n\\n\\nFor futures exchange objects, the available values for the ```side``` parameter are: ```buy```, ```closebuy```, ```sell```, ```closesell```. Here, ```buy``` means open long position, ```closebuy``` means close long position, ```sell``` means open short position, and ```closesell``` means close short position.\\n\\n\\n\\n**Supports additional parameters (option)**: Additional parameters can be passed via the ```side``` parameter, in the format ```\\\"side;{JSON object}\\\"``` or ```\\\"side;key=value&key=value\\\"```.\\n\\n\\nFor example: ```\\\"buy;{\\\\\\\"priceMatch\\\\\\\":\\\\\\\"QUEUE_20\\\\\\\"}\\\"``` or ```\\\"buy;priceMatch=QUEUE_20\\\"```.\\n\\n\\nAdditional parameters are used to modify other order attributes (such as the price match mode, etc.); the specific parameters supported depend on the exchange API.\", \"name\": \"side\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The ```price``` parameter is used to set the new price of the order. When the price is -1, it means the price is not modified, or depending on the exchange API implementation, it may be converted to a market order.\", \"name\": \"price\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```amount``` parameter is used to set the new order quantity. When the quantity is -1, it means the quantity is not modified. Note that when the order is a **spot market buy order**, the order quantity represents the buy amount; for the market buy orders of certain spot exchanges, the order quantity is the amount of the trading currency.\", \"name\": \"amount\", \"required\": true, \"type\": \"number\"}], \"desc\": [\"The ```exchange.ModifyOrder()``` function is used to modify an existing regular order, allowing you to modify the order's price and quantity. This function supports modifying other order attributes via additional parameters (depending on the support of the exchange API).\"], \"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 the original order info\\n var order = exchange.GetOrder(id)\\n Log(\\\"Original Order Info:\\\", order)\\n Sleep(1000)\\n\\n // Modify the order's price and quantity\\n var newId = exchange.ModifyOrder(id, \\\"buy\\\", 77, 2)\\n Log(\\\"Modified Order ID:\\\", newId)\\n Sleep(2000)\\n\\n // Query the modified order info\\n var newOrder = exchange.GetOrder(newId)\\n Log(\\\"Modified Order Info:\\\", newOrder)\\n\\n // Cancel the 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 the original order info\\n order = exchange.GetOrder(id)\\n Log(\\\"Original Order Info:\\\", order)\\n Sleep(1000)\\n\\n # Modify the order's price and quantity\\n newId = exchange.ModifyOrder(id, \\\"buy\\\", 77, 2)\\n Log(\\\"Modified Order ID:\\\", newId)\\n Sleep(2000)\\n\\n # Query the modified order info\\n newOrder = exchange.GetOrder(newId)\\n Log(\\\"Modified Order Info:\\\", newOrder)\\n\\n # Cancel the order\\n exchange.CancelOrder(newId)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Create a limit buy order\\n let id = exchange.CreateOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 88, 1).unwrap();\\n Log!(\\\"Original Order ID:\\\", id);\\n Sleep(2000);\\n\\n // Query the original order info\\n let order = exchange.GetOrder(&id).unwrap();\\n Log!(\\\"Original Order Info:\\\", order);\\n Sleep(1000);\\n\\n // Modify the order's price and quantity\\n let newId = exchange.ModifyOrder(&id, \\\"buy\\\", 77, 2).unwrap();\\n Log!(\\\"Modified Order ID:\\\", newId);\\n Sleep(2000);\\n\\n // Query the modified order info\\n let newOrder = exchange.GetOrder(&newId).unwrap();\\n Log!(\\\"Modified Order Info:\\\", newOrder);\\n\\n // Cancel the order\\n let _ = exchange.CancelOrder(&newId);\\n}\", \"lang\": \"rust\"}, {\"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 the original order info\\n auto order = exchange.GetOrder(id);\\n Log(\\\"Original Order Info:\\\", order);\\n Sleep(1000);\\n\\n // Modify the order's price and quantity\\n auto newId = exchange.ModifyOrder(id, \\\"buy\\\", 77, 2);\\n Log(\\\"Modified Order ID:\\\", newId);\\n Sleep(2000);\\n\\n // Query the modified order info\\n auto newOrder = exchange.GetOrder(newId);\\n Log(\\\"Modified Order Info:\\\", newOrder);\\n\\n // Cancel the 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 the order and set the price match mode to QUEUE_20\\n // Pass the additional parameter (JSON format) via the 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 the modified order information\\n var newOrder = exchange.GetOrder(newId)\\n Log(\\\"Modified Order Info:\\\", newOrder)\\n\\n // Cancel the 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 the order and set the price match mode to QUEUE_20\\n # Pass the additional parameter (JSON format) via the 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 the modified order information\\n newOrder = exchange.GetOrder(newId)\\n Log(\\\"Modified Order Info:\\\", newOrder)\\n\\n # Cancel the order\\n exchange.CancelOrder(newId)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Create a limit buy order\\n let id = exchange.CreateOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 77, 1).unwrap();\\n Log!(\\\"Original Order ID:\\\", id);\\n Sleep(2000);\\n\\n // Modify the order and set the price match mode to QUEUE_20\\n // Pass the additional parameter (JSON format) via the side parameter; Rust does not support JSON.stringify, so construct the JSON text directly using a raw string\\n let option = r#\\\"{\\\"priceMatch\\\": \\\"QUEUE_20\\\"}\\\"#;\\n let sideWithOption = format!(\\\"buy;{}\\\", option);\\n\\n let newId = exchange.ModifyOrder(&id, &sideWithOption, -1, 2).unwrap();\\n Log!(\\\"Modified Order ID:\\\", newId);\\n Sleep(2000);\\n\\n // Query the modified order information\\n let newOrder = exchange.GetOrder(&newId).unwrap();\\n Log!(\\\"Modified Order Info:\\\", newOrder);\\n\\n // Cancel the order\\n let _ = exchange.CancelOrder(&newId);\\n}\", \"lang\": \"rust\"}, {\"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 the order and set the price match mode to QUEUE_20\\n // Pass the additional parameter (JSON format) via the 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 the modified order information\\n auto newOrder = exchange.GetOrder(newId);\\n Log(\\\"Modified Order Info:\\\", newOrder);\\n\\n // Cancel the order\\n exchange.CancelOrder(newId);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Use the additional parameter (option) to modify the order's price match mode.\"}], \"remarks\": [\"The order ID returned by the ```exchange.ModifyOrder()``` function may behave differently depending on the exchange API implementation. Some exchange APIs return an updated 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 the validity of parameters according to the exchange interface rules, but instead submits the parameters directly to the exchange API. When invalid parameters are passed in (such as a price or quantity of -1), the parameters may be ignored by the exchange, and the order will retain its original attributes unchanged.\", \"Supports passing additional parameters (option) via the ```side``` parameter to modify other order attributes. Additional parameters must be merged with the ```side``` parameter before being passed in, in the format ```\\\"side;{JSON object}\\\"``` (recommended) or ```\\\"side;key=value\\\"``` (URL-encoded format). For example, to modify the price match mode: ```\\\"buy;{\\\\\\\"priceMatch\\\\\\\":\\\\\\\"QUEUE_20\\\\\\\"}\\\"```.\", \"For modifying market orders among regular orders, you need to check specifically whether the exchange API supports it. Some exchanges do not support modifying market orders.\", \"When modifying an order, the order's other attributes (such as order type, position mode, account mode, leverage, order time-in-force rules, etc.) usually retain the settings of the original order. If you need to modify these attributes, they can be passed in via additional parameters (option), provided the exchange API supports it.\", \"Certain exchange APIs may convert an order into a market order when the price parameter is not received (price is -1 or null). For spot market buy orders, note that the unit of the order quantity may be the amount rather than the number of coins.\", \"Support for the order modification feature depends on the specific exchange; some exchanges may not support the order modification feature, or may only support modifying certain parameters. Please consult the API documentation of the corresponding exchange before use.\"], \"returns\": [{\"info\": \"Returns the order ID when the order modification succeeds, and returns a null value when the modification fails. The returned order ID may be the same as the original order ID or different, depending on the exchange API implementation. Some exchanges return a new order ID after modifying the order, while others keep the order ID unchanged.\", \"type\": \"string / null value\"}], \"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\": \"372608d7ff1f661a9b3bc0a6346f404d0bfb3497ee2c5b7953fe569cf137dfab\", \"args\": [{\"info\": \"The ```orderId``` parameter is used to specify the ID of the original conditional order to be modified. The format of the conditional order ID is consistent with the conditional order ID returned by the {@fun/Trade/exchange.CreateConditionOrder exchange.CreateConditionOrder} function, consisting of the exchange symbol code and the exchange's original conditional order ID, separated by an English comma. For example: ```\\\"SOL-USDT-SWAP,3196255845130256384\\\"```.\", \"name\": \"orderId\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The ```side``` parameter is used to specify the trading direction of the conditional order.\\n\\nFor spot exchange objects, the available values for the ```side``` parameter are: ```buy```, ```sell```. ```buy``` means buying, ```sell``` means selling.\\n\\nFor futures exchange objects, the available values for the ```side``` parameter are: ```buy```, ```closebuy```, ```sell```, ```closesell```. ```buy``` means opening a long position, ```closebuy``` means closing a long position, ```sell``` means opening a short position, ```closesell``` means closing a short position.\\n\\n\\n**Additional parameters (option) supported**: 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 properties of the conditional order (such as the trigger price type, etc.), and the specific parameters supported depend on the exchange API.\", \"name\": \"side\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The ```amount``` parameter is used to set the new order amount of the conditional order. When the amount is -1, it indicates that the order amount is not modified. For futures exchange objects, the order amount parameter ```amount``` is denominated in the number of contracts.\", \"name\": \"amount\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```condition``` parameter is an object used to set the new trigger condition and execution price of the conditional order. The structure of this object refers to the {@struct/Condition Condition} structure, and contains the following properties:\\n\\n- ```ConditionType``` (number): The 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): The take-profit trigger price.\\n\\n- ```TpOrderPrice``` (number): The take-profit execution price, -1 indicates a market order.\\n\\n- ```SlTriggerPrice``` (number): The stop-loss trigger price.\\n\\n- ```SlOrderPrice``` (number): The stop-loss execution price, -1 indicates a 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 amount, trigger condition, and execution price of the conditional order. It supports modifying other properties of the conditional order through additional parameters (depending on the specific support of the exchange API).\"], \"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 the original conditional order information\\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 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\": \"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 the original conditional order information\\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 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\": \"fn main() {\\n // Create a take-profit conditional order\\n let condition = OrderCondition {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 77.0,\\n TpOrderPrice: 76.0,\\n ..Default::default()\\n };\\n let id = exchange.CreateConditionOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 1, &condition).unwrap();\\n Log!(\\\"Original Condition Order ID:\\\", id);\\n Sleep(2000);\\n\\n // Query the original conditional order information\\n let 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 let newCondition = OrderCondition {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 75.0,\\n TpOrderPrice: 71.0,\\n ..Default::default()\\n };\\n let newId = exchange.ModifyConditionOrder(&id, \\\"buy\\\", 2, &newCondition).unwrap();\\n Log!(\\\"Modified Condition Order ID:\\\", newId);\\n Sleep(2000);\\n\\n // Query the modified conditional order information\\n let newOrder = exchange.GetConditionOrder(&newId);\\n Log!(\\\"Modified Condition Order Info:\\\", newOrder);\\n\\n // Cancel the conditional order\\n let _ = exchange.CancelConditionOrder(&newId);\\n}\", \"lang\": \"rust\"}, {\"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 the original conditional order information\\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 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\": \"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 (index)\\n // Pass the additional parameter via the side parameter (in JSON format)\\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 (index)\\n # Pass the additional parameter via the side parameter (in JSON format)\\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\": \"fn main() {\\n // Create a take-profit conditional order\\n let condition = OrderCondition {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 77.0,\\n TpOrderPrice: 76.0,\\n ..Default::default()\\n };\\n let id = exchange.CreateConditionOrder(\\\"SOL_USDT.swap\\\", \\\"buy\\\", 1, &condition).unwrap();\\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 (index)\\n // Pass the additional parameter via the side parameter (in JSON format; Rust has no JSON serialization here, so a raw string literal is used directly)\\n let sideWithOption = r#\\\"buy;{\\\"newTpTriggerPxType\\\": \\\"index\\\"}\\\"#;\\n\\n let newCondition = OrderCondition {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 75.0,\\n TpOrderPrice: 71.0,\\n ..Default::default()\\n };\\n let newId = exchange.ModifyConditionOrder(&id, sideWithOption, 2, &newCondition).unwrap();\\n Log!(\\\"Modified Condition Order ID:\\\", newId);\\n Sleep(2000);\\n\\n // Query the modified conditional order information\\n let newOrder = exchange.GetConditionOrder(&newId);\\n Log!(\\\"Modified Condition Order Info:\\\", newOrder);\\n\\n // Cancel the conditional order\\n let _ = exchange.CancelConditionOrder(&newId);\\n}\", \"lang\": \"rust\"}, {\"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 (index)\\n // Pass the additional parameter via the side parameter (in JSON format)\\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 the additional parameter (option) to modify the trigger price type of a conditional order.\"}], \"remarks\": [\"The conditional order ID returned by the ```exchange.ModifyConditionOrder()``` function may exhibit different behaviors 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 the validity of the parameters according to the exchange interface rules, but submits the parameters directly to the exchange API. When invalid parameters are passed in (such as an amount of -1), the parameter may be ignored by the exchange, and the conditional order retains its original properties unchanged.\", \"Passing additional parameters (option) through the ```side``` parameter is supported, used to modify other properties of the conditional order. The 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 specifically check whether the exchange API supports it. Setting ```TpOrderPrice``` or ```SlOrderPrice``` in the ```condition``` parameter to -1 indicates a market order.\", \"When modifying a conditional order, other properties of the conditional order (such as condition type, position mode, account mode, leverage, etc.) are usually retained from the original conditional order's settings. If you need to modify these properties, you can pass them in through additional parameters (option), provided that the exchange API supports it.\", \"The trigger price type can be modified through additional parameters, for example, changing the trigger price type from the last price (last) to the index price (index) or the mark price (mark). The specific parameter names and support status depend on the exchange API documentation.\", \"The support for the conditional order modification feature depends on the specific exchange. Some exchanges may not support the conditional order modification feature, or may only support modifying some parameters. Please consult the API documentation of the corresponding exchange before use.\"], \"returns\": [{\"info\": \"When the conditional order is successfully modified, the conditional order ID is returned; when the modification fails, a null value is returned. The returned conditional order ID may be the same as the original conditional order ID, or it may be different, depending on the specific implementation of the exchange API. Some exchanges return a new conditional order ID after modifying the conditional order, while some exchanges 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\": \"d1172ec2801abd2208dce8d2a63cf307622a756e96f55da69c24b8aef8771a5c\", \"args\": [{\"info\": \"The ```conditionOrderId``` parameter is used to specify the conditional order to be canceled.\", \"name\": \"conditionOrderId\", \"required\": true, \"type\": \"string\"}, {\"info\": \"An extended parameter used to output additional information to the log of this canceled conditional order. Multiple ```arg``` parameters can be passed in.\", \"name\": \"arg\", \"required\": false, \"type\": \"string / number / bool / object / array / any (any type supported by the platform)\"}], \"desc\": [\"```exchange.CancelConditionOrder()``` function is used to cancel a conditional order. The format of the conditional order Id is similar to that of a regular order Id, consisting of the exchange symbol code and the exchange's original conditional order Id, separated by an English comma.\\n\\n\\nWhen calling the ```exchange.CancelConditionOrder()``` function to cancel a conditional order, the ```conditionOrderId``` parameter passed in is consistent with the ```Id``` attribute 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\": \"fn main() {\\n // Create a stop-loss conditional order\\n let condition = OrderCondition {\\n ConditionType: ORDER_CONDITION_TYPE_SL,\\n SlTriggerPrice: 58000.0,\\n SlOrderPrice: -1.0, // Market order\\n ..Default::default()\\n };\\n let id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, &condition).unwrap();\\n Sleep(1000);\\n let _ = exchange.CancelConditionOrder(&id);\\n}\", \"lang\": \"rust\"}, {\"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\": \"fn main() {\\n // Create several condition orders\\n let condition1 = OrderCondition {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 65000.0,\\n TpOrderPrice: 65000.0,\\n ..Default::default()\\n };\\n let _ = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, &condition1);\\n\\n let condition2 = OrderCondition {\\n ConditionType: ORDER_CONDITION_TYPE_SL,\\n SlTriggerPrice: 58000.0,\\n SlOrderPrice: 58000.0,\\n ..Default::default()\\n };\\n let _ = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, &condition2);\\n Sleep(1000);\\n\\n let orders = exchange.GetConditionOrders(None).unwrap();\\n for i in 0..orders.len() {\\n // In Rust, CancelConditionOrder does not support extended parameters; output the accompanying information with Log\\n let _ = exchange.CancelConditionOrder(&orders[i].Id);\\n Log!(\\\"Canceled condition order:\\\", orders[i]);\\n Sleep(500);\\n }\\n}\", \"lang\": \"rust\"}, {\"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, with condition order information output.\"}], \"remarks\": [\"The return value of the ```exchange.CancelConditionOrder()``` function only indicates whether the cancellation request was sent successfully or failed. To determine whether the exchange has actually canceled the conditional order, you can call the ```exchange.GetConditionOrders()``` function for confirmation.\", \"Only untriggered conditional orders can be canceled; conditional orders that have already been triggered and converted into regular orders cannot be canceled through this function.\"], \"returns\": [{\"info\": \"The ```exchange.CancelConditionOrder()``` function returns a truthy value (e.g. ```true```) to indicate that the request to cancel the conditional order was sent successfully, and returns a falsy value (e.g. ```false```) to indicate that the request to cancel the conditional order 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\": \"139138dacc9a9ba974863059efc8ebb0d9c06f070ba25b5264949c570ae3a7d9\", \"args\": [{\"info\": \"The ```conditionOrderId``` parameter is used to specify the conditional order to query. The format of the conditional order Id is similar to that of a regular order Id, consisting of the exchange symbol code and the exchange's original conditional order Id, separated by an English comma.\\n\\n\\nThe ```conditionOrderId``` parameter passed in when calling the ```exchange.GetConditionOrder()``` function to query a conditional order is consistent with the ```Id``` property of the conditional order structure.\", \"name\": \"conditionOrderId\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"The ```exchange.GetConditionOrder()``` function is used to retrieve information about a specified conditional order.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // Create a 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 number; fill in the number 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 a 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\": \"fn main() {\\n // Create a take-profit conditional order\\n let condition = OrderCondition {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 65000.0,\\n TpOrderPrice: 65000.0,\\n ..Default::default()\\n };\\n let id = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, &condition).unwrap();\\n Sleep(1000);\\n\\n // The parameter id is the conditional order number; fill in the number of the conditional order you want to query\\n let order = exchange.GetConditionOrder(&id).unwrap();\\n Log!(\\\"Id:\\\", order.Id, \\\"Price:\\\", order.Price, \\\"Amount:\\\", order.Amount,\\n \\\"Status:\\\", order.Status, \\\"Type:\\\", order.Type, \\\"Condition:\\\", order.Condition);\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n // Create a 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 the trigger condition, trigger price, and order status.\", \"Conditional order statuses include: not triggered, triggered, canceled, etc. The specific status values are determined by the exchange.\"], \"returns\": [{\"info\": \"Query the details of a conditional order by its conditional order Id. When the query succeeds, the {@struct/Order Order} structure is returned; when the query fails, a null value is returned.\\n\\n\\nThe returned Order structure contains a {@struct/Condition Condition} field, which holds the 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\": \"e0860f753a0fe43f8ef3591a6a045b1cd437aa72f3ee86074f0d9c0b38078162\", \"args\": [{\"info\": \"The ```symbol``` parameter is used to specify the **trading instrument** or **range of trading instruments** to be queried.\\n\\n\\nFor spot exchange objects, when the ```symbol``` parameter is not passed, the unfinished conditional order data of all spot instruments will be requested.\\n\\n\\nFor futures exchange objects, when the ```symbol``` parameter is not passed, by default it requests the unfinished conditional order data of all instruments within the dimension range of the current trading pair and contract code.\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"```exchange.GetConditionOrders()``` function is used to obtain unfinished conditional orders (conditional orders that have not yet 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\": \"fn main() {\\n // Create multiple condition orders\\n let condition1 = OrderCondition {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 65000.0,\\n TpOrderPrice: 65000.0,\\n ..Default::default()\\n };\\n let _ = exchange.CreateConditionOrder(\\\"BTC_USDT\\\", \\\"sell\\\", 0.01, &condition1);\\n\\n let condition2 = OrderCondition {\\n ConditionType: ORDER_CONDITION_TYPE_TP,\\n TpTriggerPrice: 3200.0,\\n TpOrderPrice: 3200.0,\\n ..Default::default()\\n };\\n let _ = exchange.CreateConditionOrder(\\\"ETH_USDT\\\", \\\"sell\\\", 0.1, &condition2);\\n Sleep(1000);\\n\\n // Query all pending condition orders\\n let orders = exchange.GetConditionOrders(None).unwrap();\\n Log!(\\\"Pending condition orders count:\\\", orders.len());\\n for i in 0..orders.len() {\\n Log!(\\\"Condition order\\\", i + 1, \\\":\\\", orders[i]);\\n }\\n}\", \"lang\": \"rust\"}, {\"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 the spot exchange object to create multiple condition orders, then query the pending condition order information.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Query the pending condition orders for the 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 the pending condition orders for the BTC_USDT trading pair\\n orders = exchange.GetConditionOrders(\\\"BTC_USDT\\\")\\n Log(\\\"BTC_USDT pending condition orders:\\\", orders)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Query the pending condition orders for the BTC_USDT trading pair\\n let orders = exchange.GetConditionOrders(\\\"BTC_USDT\\\");\\n Log!(\\\"BTC_USDT pending condition orders:\\\", orders);\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n // Query the pending condition orders for the BTC_USDT trading pair\\n auto orders = exchange.GetConditionOrders(\\\"BTC_USDT\\\");\\n Log(\\\"BTC_USDT pending condition orders:\\\", orders);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Query the pending condition orders for a specified trading pair.\"}], \"remarks\": [\"In the ```GetConditionOrders``` function, the use cases of the symbol parameter are summarized as follows:\\n| Exchange Object Category | symbol Parameter | Query Scope | Remarks |\\n| - | - | - | - |\\n| Spot | symbol parameter not passed | Query all spot trading pairs | Applicable to all call scenarios; if the exchange interface does not support it, an error is reported and a null value is returned, which will not be repeated below |\\n| Spot | Specify a trading instrument, with symbol parameter as: \\\"BTC_USDT\\\" | Query the specified BTC_USDT trading pair | For spot exchange objects, the format of the symbol parameter is: \\\"BTC_USDT\\\" |\\n| Futures | symbol parameter not passed | Query all trading instruments within the dimension range of the current trading pair and contract code | Assuming the current trading pair is BTC_USDT and the contract code is swap, this queries all USDT-margined perpetual contracts. Equivalent to calling ```GetConditionOrders(\\\"USDT.swap\\\")``` |\\n| Futures | Specify a trading instrument, with symbol parameter as: \\\"BTC_USDT.swap\\\" | Query the specified BTC USDT-margined perpetual contract | For futures exchange objects, the format of the symbol parameter is: a combination of the **trading pair** and **contract code** defined by the FMZ platform, with the two separated by the character ```\\\".\\\"```. |\\n| Futures | Specify a range of trading instruments, with symbol parameter as: \\\"USDT.swap\\\" | Query all USDT-margined perpetual contracts | - |\\n| Futures exchange supporting options | symbol parameter not passed | Query all option contracts within the dimension range of the current trading pair | Assuming the current trading pair is BTC_USDT and the contract is set to an option contract, such as a Binance option contract: BTC-240108-40000-C |\\n| Futures exchange supporting options | Specify a specific trading instrument | Query the specified option contract | For example, for the Binance futures exchange, the symbol parameter is: BTC_USDT.BTC-240108-40000-C |\\n| Futures exchange supporting options | Specify a range of trading instruments, with symbol parameter as: \\\"USDT.option\\\" | Query all USDT-margined option contracts | - |\", \"In the ```GetConditionOrders``` function, the query dimension ranges of the futures exchange object are summarized as follows:\\n| symbol Parameter | Request Scope Definition | Remarks |\\n| - | - | - |\\n| USDT.swap | USDT-margined perpetual contract range. | For dimensions not supported by the exchange API interface, an error is reported and a null value is 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 unfinished conditional orders **within the query scope** or on the **specified trading instrument**, calling this function will return 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 a {@struct/Order Order} structure array when the data request is successful, and returns a null value when the data request fails.\\n\\n\\nThe returned Order structure contains a {@struct/Condition Condition} field, which contains the 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\": \"0ef653620ec30e617dd2a31a65dcd81390c1316de74ab2be08ac8800c0fea790\", \"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 format of the ```symbol``` parameter is: ```BTC_USDT```; if it is a futures exchange object, taking a perpetual contract as an example, the format of the ```symbol``` parameter is: ```BTC_USDT.swap```.\\n\\n\\nIf you are querying conditional order data for an options contract, set the ```symbol``` parameter to ```\\\"BTC_USDT.BTC-240108-40000-C\\\"``` (taking the Binance option BTC-240108-40000-C as an example). Its 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 \\\".\\\". If this parameter is not passed, the conditional order data for the currently set trading pair and contract code is requested by default.\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}, {\"info\": \"The ```since``` parameter is used to specify the starting timestamp of 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 retrieve the historical conditional orders (including triggered, canceled, and expired conditional orders) for the current trading pair or contract, and supports specifying a particular trading instrument.\"], \"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 the 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 the 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\": \"fn main() {\\n let historyConditionOrders = exchange.GetHistoryConditionOrders(None, None, None).unwrap();\\n Log!(\\\"Historical condition orders count:\\\", historyConditionOrders.len());\\n\\n // Iterate and display; orders are sorted in ascending order by the Time property\\n for i in 0..historyConditionOrders.len() {\\n Log!(\\\"Order\\\", i + 1, \\\"Created at:\\\", historyConditionOrders[i].Time,\\n \\\"ID:\\\", historyConditionOrders[i].Id,\\n \\\"Status:\\\", historyConditionOrders[i].Status);\\n }\\n}\", \"lang\": \"rust\"}, {\"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 the 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. The returned results are sorted in ascending order by time.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Query the 10 most recent historical conditional orders for the 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 10 most recent historical conditional orders for the BTC_USDT trading pair\\n historyConditionOrders = exchange.GetHistoryConditionOrders(\\\"BTC_USDT\\\", 0, 10)\\n Log(\\\"BTC_USDT historical condition orders:\\\", historyConditionOrders)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Query the 10 most recent historical conditional orders for the BTC_USDT trading pair\\n let historyConditionOrders = exchange.GetHistoryConditionOrders(\\\"BTC_USDT\\\", 0, 10);\\n Log!(\\\"BTC_USDT historical condition orders:\\\", historyConditionOrders);\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n // Query the 10 most recent historical conditional orders for the 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 the historical conditional orders of a specified trading pair, and limit the number of results returned.\"}, {\"examples\": [{\"code\": \"function main() {\\n // Query historical conditional orders starting from the 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 the 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\": \"fn main() {\\n // Query historical conditional orders starting from the specified timestamp\\n let startTime: i64 = 1704067200000; // Timestamp for 2024-01-01\\n // In Rust, passing None for the symbol parameter means the current trading pair\\n let historyConditionOrders = exchange.GetHistoryConditionOrders(None, startTime, 50);\\n Log!(\\\"Historical condition orders since:\\\", historyConditionOrders);\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n // Query historical conditional orders starting from the specified timestamp\\n auto startTime = 1704067200000; // Timestamp for 2024-01-01\\n // In C++, the symbol parameter cannot be omitted; pass \\\"\\\" to indicate the current trading pair\\n auto historyConditionOrders = exchange.GetHistoryConditionOrders(\\\"\\\", startTime, 50);\\n Log(\\\"Historical condition orders since:\\\", historyConditionOrders);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Query historical conditional orders by time range.\"}], \"remarks\": [\"- When the ```symbol```, ```since```, and ```limit``` parameters are not specified, the historical conditional orders of the current trading pair or contract are queried by default, i.e., the historical conditional orders within a certain range closest to the current time are queried. The query range depends on the single-query range of the exchange interface.\\n\\n\\n- When the ```symbol``` parameter is specified, the historical conditional orders of the set trading instrument are queried.\\n\\n\\n- When the ```since``` parameter is specified, the query starts from the ```since``` timestamp and proceeds toward the current time.\\n\\n\\n- When the ```limit``` parameter is specified, the query returns after a sufficient number of records has been found.\\n\\n\\n- This function is only supported by exchanges that provide a historical conditional order query interface.\", \"Historical conditional orders include conditional orders in states such as triggered (converted to regular orders), canceled, and expired.\", \"The returned array of historical conditional orders is sorted in ascending order by order creation time (the ```Time``` attribute), i.e., orders with the earliest time are at the front of the array, and orders with the latest time are at the back.\", \"Support for the conditional order feature depends on the specific exchange. Some exchanges may not support the conditional order feature or the historical conditional order query feature.\"], \"returns\": [{\"info\": \"The ```exchange.GetHistoryConditionOrders()``` function returns an array of {@struct/Order Order} structures when the data request is successful, and returns null when the data request fails.\\n\\n\\nThe returned Order structure contains a {@struct/Condition Condition} field, which holds the detailed configuration information of 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\": \"b5a64168d3c660fb45bc82044dc220d06359ac1da84c56ef1d7b92a1ce14577b\", \"args\": [{\"info\": \"The ```pricePrecision``` parameter is used to set the precision of the price data.\", \"name\": \"pricePrecision\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```amountPrecision``` parameter is used to set the precision of the order amount data.\", \"name\": \"amountPrecision\", \"required\": true, \"type\": \"number\"}], \"desc\": [\"The ```exchange.SetPrecision()``` function is used to set the precision of the **price** and **order amount** for the ```exchange``` exchange object. Once set, the system will automatically ignore any excess portion of the data that exceeds the specified precision.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // Set the price decimal precision to 2 digits and the order amount decimal precision to 3 digits\\n exchange.SetPrecision(2, 3)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.SetPrecision(2, 3)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Set the price decimal precision to 2 digits and the order amount decimal precision to 3 digits\\n exchange.SetPrecision(2, 3);\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n exchange.SetPrecision(2, 3);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The backtesting system does not support this function; the numerical precision in the backtesting system is handled automatically by the system.\"], \"seeAlso\": [\"{@fun/Trade/exchange.Buy exchange.Buy}, {@fun/Trade/exchange.Sell exchange.Sell}\"], \"syntax\": [\"exchange.SetPrecision(pricePrecision, amountPrecision)\"], \"title\": \"exchange.SetPrecision\"}, {\"_src_hash\": \"27321a9b8b01f842a63615fbc00040475b00123bfd701480a220eceaf8a5a7ec\", \"args\": [{\"info\": \"The ```rate``` parameter is used to specify the conversion rate.\", \"name\": \"rate\", \"required\": true, \"type\": \"number\"}], \"desc\": [\"Sets the current exchange rate for the exchange object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n Log(exchange.GetTicker())\\n // Set the exchange rate conversion\\n exchange.SetRate(7)\\n Log(exchange.GetTicker())\\n // Set to 1, no conversion\\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\": \"fn main() {\\n Log!(exchange.GetTicker(None));\\n // Set the exchange rate conversion\\n exchange.SetRate(7);\\n Log!(exchange.GetTicker(None));\\n // Set to 1, no conversion\\n exchange.SetRate(1);\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n Log(exchange.GetTicker());\\n exchange.SetRate(7);\\n Log(exchange.GetTicker());\\n exchange.SetRate(1);\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"If you set an exchange rate value using the ```exchange.SetRate()``` function (for example, set it to 7), then all price information represented by the current ```exchange``` object — such as tickers, depth, order prices, and so on — will be multiplied by the set rate of 7 for conversion.\\n\\n\\nFor example, ```exchange``` is an exchange with USD as its quote currency. After executing ```exchange.SetRate(7)```, all prices in live trading will be multiplied by 7, converting them to prices close to those quoted in **CNY**.\"], \"seeAlso\": [\"{@fun/Market/exchange.GetRate exchange.GetRate}\"], \"syntax\": [\"exchange.SetRate(rate)\"], \"title\": \"exchange.SetRate\"}, {\"_src_hash\": \"ee8916ed65c5b35f28e15d3eeb5630c961cbd3781ec029706e7055e9131ac7b0\", \"args\": [{\"info\": \"Call type identifier. Different values correspond to different functions; please refer to the descriptions in each section below for details.\", \"name\": \"k\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Extended parameters. Different parameters need to be passed in according to the different ```k``` values, and their number and types are not fixed.\", \"name\": \"arg\", \"required\": true, \"type\": \"string / number / bool / object / array / any\"}], \"desc\": [\"```exchange.IO()``` function is used to call other interfaces related to 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 placement 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\": \"fn main() {\\n // Rust has no JSON serialization; construct the order array directly using a raw string\\n let 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 ]\\\"#;\\n\\n // Call exchange.IO to directly access the exchange's batch order placement interface; multiple parameters are passed in as a tuple\\n let ret = exchange.IO((\\\"api\\\", \\\"POST\\\", \\\"/api/v5/trade/batch-orders\\\", \\\"\\\", arrOrders));\\n Log!(ret);\\n}\", \"lang\": \"rust\"}, {\"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\": \"Use the ```\\\"api\\\"``` mode to call the OKX futures batch order placement interface, and pass the JSON-formatted order data via the ```raw``` parameter:\"}, {\"examples\": [{\"code\": \"var amount = 1\\nvar price = 10\\nvar basecurrency = \\\"ltc\\\"\\nfunction main () {\\n // Note that there is a ' character on both the left and right sides of amount.toString() and price.toString()\\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\": \"fn main() {\\n let amount = 1;\\n let price = 10;\\n let basecurrency = \\\"ltc\\\";\\n // Note that there is a ' character on both the left and right sides of the amount and price parameter values\\n let message = format!(\\\"symbol={}&amount='{}'&price='{}'&side=buy&type=limit\\\", basecurrency, amount, price);\\n let id = exchange.IO((\\\"api\\\", \\\"POST\\\", \\\"/v1/order/new\\\", message));\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n auto amount = 1.0;\\n auto price = 10.0;\\n auto basecurrency = \\\"ltc\\\";\\n string message = str_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 value of a key in the ```params``` parameter is of string type, you need to wrap the parameter value 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\": \"fn main() {\\n let ret = exchange.IO((\\\"api\\\", \\\"GET\\\", \\\"https://www.okx.com/api/v5/account/max-withdrawal\\\", \\\"ccy=BTC\\\"));\\n Log!(ret);\\n}\", \"lang\": \"rust\"}, {\"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 passing in a complete URL:\"}, {\"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\": \"fn main() {\\n let ret = exchange.IO((\\\"api\\\", \\\"GET\\\", \\\"/api/v5/trade/orders-pending\\\", \\\"instType=SPOT\\\"));\\n Log!(ret);\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n auto ret = exchange.IO(\\\"api\\\", \\\"GET\\\", \\\"/api/v5/trade/orders-pending\\\", \\\"instType=SPOT\\\");\\n Log(ret);\\n}\", \"lang\": \"cpp\"}], \"value\": \"A GET request that does not use the ```raw``` parameter:\"}, {\"examples\": [{\"code\": \"function main() {\\n // For example, when the live bot starts, the exchange object's current trading pair is BTC_USDT; print the ticker of the current trading pair\\n Log(exchange.GetTicker())\\n // Switch the 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\": \"fn main() {\\n // For example, when the live bot starts, the exchange object's current trading pair is BTC_USDT; print the ticker of the current trading pair\\n Log!(exchange.GetTicker(None));\\n // Switch the trading pair to LTC_BTC\\n let _ = exchange.IO((\\\"currency\\\", \\\"LTC_BTC\\\"));\\n Log!(exchange.GetTicker(None));\\n}\", \"lang\": \"rust\"}, {\"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 the live bot was created\\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\": \"fn main() {\\n // exchanges[0] is the first exchange object added when the live bot was created\\n let _ = exchanges[0].IO((\\\"base\\\", \\\"https://api.huobi.pro\\\"));\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n exchanges[0].IO(\\\"base\\\", \\\"https://api.huobi.pro\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"Switch the exchange API 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\": \"fn main() {\\n exchange.SetBase(\\\"https://api.bitfinex.com\\\");\\n let _ = exchange.IO((\\\"mbase\\\", \\\"https://api-pub.bitfinex.com\\\"));\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n exchange.SetBase(\\\"https://api.bitfinex.com\\\");\\n exchange.IO(\\\"mbase\\\", \\\"https://api-pub.bitfinex.com\\\");\\n}\", \"lang\": \"cpp\"}], \"value\": \"Switch the market data API 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\": \"fn main() {\\n let _ = exchange.IO((\\\"simulate\\\", true)); // Switch to demo trading environment\\n // ... trading logic ...\\n let _ = exchange.IO((\\\"simulate\\\", false)); // Switch back to live trading environment\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n exchange.IO(\\\"simulate\\\", true);\\n // ... trading logic ...\\n exchange.IO(\\\"simulate\\\", false);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Switch between the 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\": \"fn main() {\\n let _ = exchange.IO((\\\"dual\\\", true)); // Switch to hedge mode (dual position)\\n let _ = exchange.IO((\\\"dual\\\", false)); // Switch to one-way mode\\n\\n let _ = exchange.SetContractType(\\\"swap\\\");\\n let _ = exchange.IO((\\\"cross\\\", true)); // Switch to cross margin\\n let _ = exchange.IO((\\\"cross\\\", false)); // Switch to isolated margin\\n}\", \"lang\": \"rust\"}, {\"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\": \"fn main() {\\n let _ = exchange.IO((\\\"unified\\\", true)); // Switch to unified account mode\\n let _ = exchange.IO((\\\"unified\\\", false)); // Switch to normal mode\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n exchange.IO(\\\"unified\\\", true);\\n exchange.IO(\\\"unified\\\", false);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Switch to 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\": \"fn main() {\\n // \\\"NONE\\\" means disable STP mode, other parameters: \\\"EXPIRE_TAKER\\\", \\\"EXPIRE_MAKER\\\", \\\"EXPIRE_BOTH\\\"\\n let _ = exchange.IO((\\\"selfTradePreventionMode\\\", \\\"NONE\\\"));\\n}\", \"lang\": \"rust\"}, {\"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\": \"fn main() {\\n let strJson = 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 }\\\"#;\\n let signature = exchange.IO((\\\"calcOrderHashAndSign\\\", strJson));\\n Log!(signature);\\n}\", \"lang\": \"rust\"}, {\"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 calculates the order Hash and signs it:\"}, {\"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\": \"fn main() {\\n let _ = exchange.IO((\\\"rate\\\", \\\"GetTicker\\\", 10, \\\"1s\\\"));\\n\\n for _i in 0..20 {\\n // GetTicker returns Err when the limit is exceeded\\n match exchange.GetTicker(\\\"BTC_USDT\\\") {\\n Ok(ticker) => Log!(\\\"Ticker:\\\", ticker.Last),\\n Err(_) => Log!(\\\"Rate limit exceeded\\\"),\\n }\\n }\\n}\", \"lang\": \"rust\"}, {\"code\": \"// C++ is not supported yet\", \"lang\": \"cpp\"}], \"value\": \"rate mode rate limiting - Limit GetTicker to a maximum of 10 calls per second; returns null when the limit is 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\": \"fn main() {\\n let _ = exchange.IO((\\\"rate\\\", \\\"GetTicker\\\", 10, \\\"1s\\\", \\\"delay\\\"));\\n\\n for i in 0..20 {\\n let ticker = exchange.GetTicker(\\\"BTC_USDT\\\").unwrap();\\n Log!(\\\"Call\\\", i + 1, \\\"Ticker:\\\", ticker.Last);\\n }\\n}\", \"lang\": \"rust\"}, {\"code\": \"// C++ is not supported yet\", \"lang\": \"cpp\"}], \"value\": \"rate mode rate limiting - Use the ```\\\"delay\\\"``` parameter to automatically wait instead of returning null when the limit is exceeded:\"}, {\"examples\": [{\"code\": \"function main() {\\n // GetTicker and GetDepth share the rate limit quota, with a 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\": \"fn main() {\\n // GetTicker and GetDepth share the rate limit quota, with a combined maximum of 10 calls per second\\n let _ = exchange.IO((\\\"rate\\\", \\\"GetTicker,GetDepth\\\", 10, \\\"1s\\\"));\\n\\n for i in 0..20 {\\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\": \"rust\"}, {\"code\": \"// C++ is not supported yet\", \"lang\": \"cpp\"}], \"value\": \"Multiple functions sharing a 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\": \"fn main() {\\n let _ = exchange.IO((\\\"rate\\\", \\\"*\\\", 100, \\\"1m\\\"));\\n\\n for i in 0..10 {\\n let _ = exchange.GetTicker(\\\"BTC_USDT\\\");\\n let _ = exchange.GetDepth(\\\"BTC_USDT\\\");\\n let _ = exchange.GetAccount();\\n Log!(\\\"Round\\\", i + 1, \\\"completed\\\");\\n Sleep(1000);\\n }\\n}\", \"lang\": \"rust\"}, {\"code\": \"// C++ is not supported yet\", \"lang\": \"cpp\"}], \"value\": \"Use a wildcard to uniformly limit the call frequency of all APIs:\"}, {\"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\": \"fn main() {\\n let _ = exchange.IO((\\\"quota\\\", \\\"GetTicker\\\", 3, \\\"1s\\\"));\\n\\n for _i in 0..10 {\\n match exchange.GetTicker(\\\"BTC_USDT\\\") {\\n Ok(ticker) => Log!(_D(None), \\\"Ticker:\\\", ticker.Last),\\n Err(_) => Log!(_D(None), \\\"Quota exceeded, waiting for next window\\\"),\\n }\\n Sleep(100);\\n }\\n}\", \"lang\": \"rust\"}, {\"code\": \"// C++ not supported yet\", \"lang\": \"cpp\"}], \"value\": \"quota mode - strict rate limiting aligned to time windows:\"}, {\"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\": \"fn main() {\\n let _ = exchange.IO((\\\"quota\\\", \\\"GetTicker\\\", 1000, \\\"@0815\\\"));\\n\\n let mut count = 0;\\n loop {\\n match exchange.GetTicker(\\\"BTC_USDT\\\") {\\n Ok(ticker) => {\\n count += 1;\\n Log!(\\\"Call count:\\\", count, \\\"Ticker:\\\", ticker.Last);\\n }\\n Err(_) => {\\n Log!(\\\"Daily quota exceeded, waiting for reset at 08:15\\\");\\n Sleep(60000); // Wait 1 minute\\n }\\n }\\n Sleep(1000);\\n }\\n}\", \"lang\": \"rust\"}, {\"code\": \"// C++ not supported yet\", \"lang\": \"cpp\"}], \"value\": \"quota mode - intraday quota, resets daily at the specified time:\"}, {\"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, cap of 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, cap of 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\": \"fn main() {\\n let _ = exchange.IO((\\\"rate\\\", \\\"GetTicker\\\", 10, \\\"1s\\\")); // GetTicker 10 times per second\\n let _ = exchange.IO((\\\"rate\\\", \\\"GetDepth\\\", 5, \\\"1s\\\")); // GetDepth 5 times per second\\n let _ = exchange.IO((\\\"rate\\\", \\\"CreateOrder\\\", 2, \\\"1s\\\")); // CreateOrder 2 times per second\\n let _ = exchange.IO((\\\"quota\\\", \\\"*\\\", 1000, \\\"@0000\\\")); // All APIs reset daily at 00:00, cap of 1000 calls\\n\\n Log!(\\\"Rate limits configured successfully\\\");\\n\\n for _i in 0..5 {\\n let _ = exchange.GetTicker(\\\"BTC_USDT\\\");\\n let _ = exchange.GetDepth(\\\"BTC_USDT\\\");\\n Sleep(200);\\n }\\n}\", \"lang\": \"rust\"}, {\"code\": \"// C++ is not supported yet\", \"lang\": \"cpp\"}], \"value\": \"Combining multiple rate-limiting rules:\"}], \"remarks\": [\"**I. Directly Calling Exchange APIs (```\\\"api\\\"``` mode)**\\n\\n\\n```javascript\\n\\nexchange.IO(\\\"api\\\", httpMethod, resource, params, raw)\\n\\n```\\n\\n\\nUsed to call the exchange's native API endpoints that are not wrapped by FMZ. FMZ automatically handles signature verification; you only need to fill in the request parameters.\\n\\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 | Request parameters in URL-encoded format |\\n| raw | string | No | Raw request body (JSON, etc.) |\\n\\n\\nReturns a null value on failure, and this mode is only supported in live trading.\", \"**II. Switching Trading Pairs at Runtime (```\\\"currency\\\"``` mode)**\\n\\n\\n```javascript\\n\\nexchange.IO(\\\"currency\\\", \\\"ETH_USDT\\\")\\n\\n```\\n\\n\\nUsed to dynamically switch trading pairs at runtime. The trading pair format is uppercase letters separated by an underscore. This instruction is equivalent to {@fun/Account/exchange.SetCurrency exchange.SetCurrency}.\\n\\n\\n> In backtesting mode, only spot is supported, and you can only switch to a trading pair with the same quote currency. After switching trading pairs for futures, you need to call ```exchange.SetContractType()``` again.\", \"**III. Switching the Base Address (```\\\"base\\\"``` / ```\\\"mbase\\\"``` mode)**\\n\\n\\n- ```\\\"base\\\"```: Switches the base address of the trading interface, equivalent to ```exchange.SetBase()```.\\n\\n- ```\\\"mbase\\\"```: Switches the base address of the market data interface, suitable for exchanges that use different domain names for market data and trading.\", \"**IV. Common Trading Mode Instructions**\\n\\n\\nThe following instructions are common across multiple exchanges. For the specific support of each exchange, please refer to the description in Section V.\\n\\n\\n| Instruction | 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\\n\\nAll exchanges support the ```\\\"api\\\"``` and ```\\\"currency\\\"``` commands; only the exchange-specific commands are listed below.\\n\\n\\n---\\n\\n\\n#### Spot Exchanges\\n\\n\\n**Binance**\\n\\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\\n**OKX**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```simulate``` | bool | Switch between demo and live trading |\\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 the trading mode; cross must be used in portfolio margin mode |\\n\\n\\n**Huobi**\\n\\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\\n**Bybit**\\n\\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\\n**Gate.io**\\n\\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\\n**Bitget**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```simulate``` | bool | Switch between demo and live trading |\\n\\n\\n**CoinEx**\\n\\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\\n**WOO**\\n\\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\\n**Crypto.com**\\n\\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\\n**AscendEx**\\n\\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\\n**Gemini**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```subAccount``` | string | Set the sub-account name |\\n\\n\\n**Poloniex**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```accountId``` | string | Set the account ID |\\n\\n\\n**Bitfinex**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```version``` | None | Get the current API version number |\\n\\n\\n**Backpack**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```selfTradePreventionMode``` | string | Self-trade prevention; options: ```Allow```/```RejectTaker```/```RejectMaker```/```RejectBoth```/```Ban``` |\\n\\n\\n**Hyperliquid (Spot)**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```source``` | \\\"a\\\"/\\\"b\\\" | Switch the API data source |\\n| ```vaultAddress``` | string | Set the vault address; pass an empty string to disable |\\n| ```walletAddress``` | string | Set the wallet address |\\n| ```expiresAfter``` | number | Order expiration time (milliseconds); set to 0 to disable |\\n\\n\\n---\\n\\n\\n#### Futures Exchanges\\n\\n\\n**Futures_Binance (Binance Futures)**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin |\\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 extended fields in the API response (comma-separated) |\\n\\n\\n**Futures_OKX (OKX Futures)**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```simulate``` | bool | Switch between demo and live trading |\\n| ```cross``` | bool | Cross/isolated margin; defaults to cross |\\n| ```dual``` | bool | Hedge (long_short_mode)/one-way (net_mode) position mode |\\n\\n\\n**Futures_HuobiDM (Huobi Futures)**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin; defaults to isolated. Only supported for ```XXX_USDT``` perpetual swaps (swap) |\\n| ```dual``` | bool | Hedge (dual_side)/one-way (single_side) position mode |\\n| ```unified``` | bool | Unified account mode |\\n| ```signHost``` | string | Set the API signature Host address; pass an empty string to disable |\\n\\n\\n**Futures_Bybit**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin |\\n| ```dual``` | bool | Hedge/one-way position mode |\\n\\n\\n**Futures_KuCoin**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin |\\n\\n\\n**Futures_GateIO**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin |\\n| ```dual``` | bool | Hedge/one-way position mode |\\n| ```unified``` | bool | Unified account mode |\\n\\n\\n**Futures_Bitget**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```simulate``` | bool | Switch between demo and live trading |\\n| ```cross``` | bool | Cross (crossed)/isolated (isolated) margin |\\n| ```dual``` | bool | Hedge (hedge_mode)/one-way (one_way_mode) position mode |\\n\\n\\n**Futures_MEXC**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin |\\n\\n\\n**Futures_BitMEX**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin |\\n\\n\\n**Futures_CoinEx**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin |\\n\\n\\n**Futures_WOO**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin |\\n| ```dual``` | bool | Hedge/one-way position mode |\\n\\n\\n**Futures_Kraken**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin (only supported for multi-collateral accounts) |\\n\\n\\n**Futures_Aevo**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```signingKey``` | string | Set the signing key and return the public key. Must be obtained from the exchange's API Key page; note that it is time-sensitive |\\n\\n\\n**Futures_Hyperliquid**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin |\\n| ```source``` | \\\"a\\\"/\\\"b\\\" | Switch the API data source |\\n| ```vaultAddress``` | string | Set the vault address; pass an empty string to disable |\\n| ```walletAddress``` | string | Set the wallet address |\\n| ```expiresAfter``` | number | Order expiration time (milliseconds); set to 0 to disable |\\n\\n\\n**Futures_Deepcoin**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin |\\n| ```merge``` | bool | Merge positions (true)/split positions (false) |\\n\\n\\n**Futures_DigiFinex**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```simulate``` | bool | Switch between demo and live trading |\\n| ```cross``` | bool | Cross/isolated margin |\\n\\n\\n**Futures_ApolloX**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin |\\n\\n\\n**Futures_Aster**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin |\\n| ```dual``` | bool | Hedge/one-way position mode |\\n\\n\\n**Futures_CoinW**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin |\\n\\n\\n**Futures_BitMart**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin |\\n\\n\\n**Futures_Backpack**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```selfTradePreventionMode``` | string | Self-trade prevention; options: ```Allow```/```RejectTaker```/```RejectMaker```/```RejectBoth```/```Ban``` |\\n\\n\\n**Futures_Lighter**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin |\\n| ```expiry``` | number | Order expiration timestamp (milliseconds); defaults to 29 days, minimum 4 minutes |\\n\\n\\n**Futures_Crypto.com**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```accountId``` | string | Set the trading account ID |\\n\\n\\n**Futures_Bitfinex**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```mbase``` | string | Set the market data API base address |\\n\\n\\n**Futures_edgeX**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```calcOrderHashAndSign``` | string(JSON) | Compute the order hash and sign it; returns the signature string |\\n\\n\\n**Futures_Bibox**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin; defaults to cross |\\n\\n\\n**Futures_Pionex**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```cross``` | bool | Cross/isolated margin |\\n| ```dual``` | bool | Hedge/one-way position mode |\\n\\n\\n**Futures_Phemex**\\n\\n\\n| Command | Parameter | Description |\\n| - | - | - |\\n| ```dual``` | bool | Hedge/one-way position mode. Cross/isolated margin must be set on the exchange's web interface |\\n\\n\\n**Futures_WooFi**\\n\\n\\n> Only the generic commands ```\\\"api\\\"``` and ```\\\"currency\\\"``` are supported; no exchange-specific commands.\", \"**VI. Special Platform IO Commands**\\n\\n**Polymarket (Prediction Market)**\\n\\n| Command | Parameters | Description |\\n| - | - | - |\\n| ```nonce``` | [number] | Gets or sets the order's nonce value. Returns the current nonce when no parameter is passed; sets a new nonce when a value is passed |\\n| ```proxyWalletAddress``` | None | Gets the proxy wallet address |\\n| ```redeem``` | symbol, [wait] | Redeems settled positions (gas-free via Relayer). wait defaults to true, waiting for transaction confirmation; when wait is false, returns ```{\\\"transactionID\\\": \\\"...\\\"}``` immediately |\\n| ```merge``` | symbol, [amount], [wait] | Merges and redeems YES+NO tokens into USDC (gas-free via Relayer). When amount is 0 or not passed, automatically takes the smaller position size of the two outcomes. wait defaults to true, waiting for transaction confirmation |\\n| ```l2_credentials``` | None | Gets L2 authentication information, returns ```{\\\"apiKey\\\":\\\"\\\",\\\"secret\\\":\\\"\\\",\\\"passphrase\\\":\\\"\\\"}```, used for scenarios such as WebSocket connections |\\n| ```batchOrders``` | array | Batch order placement; the parameter is an array of order objects, each object containing ```symbol```, ```side```, ```price```, ```amount``` fields, as well as an optional ```option``` field |\\n\\n**Web3 (Blockchain)**\\n\\n| Command | Parameters | Description |\\n| - | - | - |\\n| ```abi``` | contract address, ABI string | Registers a contract ABI |\\n| ```address``` | [private key] | Gets the wallet address |\\n| ```encode``` / ```pack``` | type, data... | ABI-encodes data |\\n| ```encodePacked``` | type, data... | ABI tightly-packed encodes data |\\n| ```hash``` | param 1-4 | Computes the hash value |\\n| ```decode``` / ```unpack``` | type, data... | ABI-decodes data |\\n| ```key``` | string | Switches the private key used for operations |\\n\\n**IB (Interactive Brokers)**\\n\\n| Command | Parameters | Description |\\n| - | - | - |\\n| ```status``` | None | Gets the connection status |\\n| ```time``` | None | Gets the IB server time |\\n| ```reqId``` | None | Forces retrieval of a new request ID |\\n| ```orderId``` | None | Gets the next available order ID |\\n| ```ignore``` | string (array) | Ignores the specified error codes |\\n| ```scan``` | string (JSON) | Executes the market scanner |\\n| ```wait``` | [number] | Waits for a market data event, with an optional 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; when caching is disabled, the rate limit is a maximum of 10 times per 30 seconds |\\n| ```accounts``` | None | Gets the list of all accounts |\\n| ```status``` | None | Gets the connection status |\\n| ```lock``` | None | Locks trading |\\n| ```unlock``` | None | Unlocks trading |\\n| ```wait``` | None | Waits for a market data event |\", \"**VII. API Rate Limiting Control (```\\\"rate\\\"``` / ```\\\"quota\\\"``` modes)**\\n\\n```javascript\\nexchange.IO(\\\"rate\\\", functionNames, maxCalls, period, [behavior])\\nexchange.IO(\\\"quota\\\", functionNames, maxCalls, period, [behavior])\\n```\\n\\n- **rate**: Smooth rate limiting, not strictly aligned to time windows.\\n- **quota**: Quota-based rate limiting, strictly aligned to time windows.\\n\\n| Parameter | Type | Description |\\n| - | - | - |\\n| functionNames | string | Function names, separated by commas for multiple; ```*``` means all |\\n| maxCalls | number | Maximum number of calls within a single time period |\\n| period | string | Time period (```\\\"1s\\\"```/```\\\"1m\\\"```/```\\\"1h\\\"```) or reset time point (```\\\"@0815\\\"```) |\\n| behavior | string | Optional; ```\\\"delay\\\"``` means wait when the limit is exceeded, defaults to returning null |\\n\\n> The rate limiting of ```Buy```/```Sell``` follows the settings of ```CreateOrder```; ```Go``` follows the settings of the actual concurrent function; ```IO/api``` only takes effect for ```exchange.IO(\\\"api\\\", ...)```.\"], \"returns\": [{\"info\": \"The ```exchange.IO()``` function is used to call other related interfaces of the exchange object. It returns the requested response data on a successful call, and returns a null value on a failed call.\", \"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\": \"1e554fd7a4b3e43a4ddcee3a9ed36ff4ca43916a2006b27b70288b0e3a4f6c8a\", \"args\": [{\"info\": \"The ```orderType``` parameter is used to set the type of log to output. The available 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 log.\", \"name\": \"price\", \"required\": true, \"type\": \"number\"}, {\"info\": \"The ```amount``` parameter is used to set the order quantity displayed in the log.\", \"name\": \"amount\", \"required\": true, \"type\": \"number\"}, {\"info\": \"An extension parameter used to output additional information to this log entry. Multiple ```arg``` parameters can be passed in.\", \"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 column area. When this function is called, it does not actually place an order; it is only used to output and record trading logs.\"], \"examples\": [{\"examples\": [{\"code\": \"var id = 123\\nfunction main() {\\n // Order type buy, price 999, quantity 0.1\\n exchange.Log(LOG_TYPE_BUY, 999, 0.1)\\n // Cancel order\\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\": \"fn main() {\\n let id = 123;\\n // Order type buy, price 999, quantity 0.1\\n exchange.Log(LOG_TYPE_BUY, 999, 0.1);\\n // Cancel order; when orderType is LOG_TYPE_CANCEL, the price parameter is the order Id to be canceled (in Rust the amount parameter is required and can be passed as 0)\\n exchange.Log(LOG_TYPE_CANCEL, id, 0);\\n}\", \"lang\": \"rust\"}, {\"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)``` allows you to perform live order-following tests and simulated order placement, and it can also assist in recording order information.\\n\\n The most common use case is: accessing the exchange's conditional order creation interface through the {@fun/Trade/exchange.IO exchange.IO} function, but calling the ```exchange.IO()``` function does not output trading log information in the live log.\\n\\n In this case, you can use the ```exchange.Log()``` function to supplement the log output in order to record the order information. The same applies to cancellation operations.\"}], \"remarks\": [\"When the ```orderType``` parameter is ```LOG_TYPE_CANCEL```, the ```price``` parameter represents the order Id to be canceled, which is used to print the cancellation log when canceling an order by directly calling the ```exchange.IO()``` function.\\n\\n The ```exchange.Log()``` function is a member function of the {@var/EXCHANGE exchange} exchange object, which is 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\": \"1b7665f7b7f434c99c85a3c1db954bdfa60c736839d392ed8a8cfdba16460e01\", \"args\": [{\"info\": \"The ```algo``` parameter is used to specify the algorithm used in the encoding computation.\\n\\nIt supports the following 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\\\", which are used to encode and decode strings.\\n\\nThe ```algo``` parameter also supports the \\\"ed25519\\\" algorithm, which can be combined with different hash algorithms. For example, the ```algo``` parameter can be written as \\\"ed25519.md5\\\", \\\"ed25519.sha512\\\", etc. The ```ed25519.seed``` computation is also supported.\", \"name\": \"algo\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Used to specify the data format of the ```data``` parameter. The ```inputFormat``` parameter supports being set to one of: \\\"raw\\\", \\\"hex\\\", \\\"base64\\\", \\\"string\\\". \\\"raw\\\" represents raw data, \\\"hex\\\" represents ```hex```-encoded data, \\\"base64\\\" represents ```base64```-encoded data, and \\\"string\\\" represents string data.\", \"name\": \"inputFormat\", \"required\": true, \"type\": \"string\"}, {\"info\": \"Used to specify the output data format. The ```outputFormat``` parameter supports being set to one of: \\\"raw\\\", \\\"hex\\\", \\\"base64\\\", \\\"string\\\". \\\"raw\\\" represents raw data, \\\"hex\\\" represents ```hex```-encoded data, \\\"base64\\\" represents ```base64```-encoded data, and \\\"string\\\" represents string data.\", \"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 being set to one of: \\\"raw\\\", \\\"hex\\\", \\\"base64\\\", \\\"string\\\". \\\"raw\\\" represents raw data, \\\"hex\\\" represents ```hex```-encoded data, \\\"base64\\\" represents ```base64```-encoded data, and \\\"string\\\" represents string data.\", \"name\": \"keyFormat\", \"required\": false, \"type\": \"string\"}, {\"info\": \"The ```key``` parameter is used to specify the key used in the signature computation. You can use a plaintext string, or you can use ```\\\"{{accesskey}}\\\"``` and ```\\\"{{secretkey}}\\\"``` to refer respectively to 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 to perform signature and encryption computations.\"], \"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 var bitmexData = JSON.parse(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\\\", str_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\": \"Example of BitMEX position change push (wss protocol):\"}], \"remarks\": [\"Only live trading supports calling the ```exchange.Encode()``` function. The reference methods ```\\\"{{accesskey}}\\\"``` and ```\\\"{{secretkey}}\\\"``` are only valid when calling the ```exchange.Encode()``` function.\"], \"returns\": [{\"info\": \"The ```exchange.Encode()``` function returns the computed 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\": \"087449cf32c3bebce143ff2cd8f2d00c1b325036187a86e991a27d8ae98d7c5b\", \"args\": [{\"info\": \"The ```method``` parameter is used to specify the name of the function to be executed concurrently. Please note that this parameter is a function name string, not a function reference.\", \"name\": \"method\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The parameters of the **concurrent execution function**. The ```arg``` parameter can appear multiple times. The type and number of the ```arg``` parameters depend on the parameter definition 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 can convert the operations of all supported functions into asynchronous concurrent execution.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // The following four operations execute concurrently in asynchronous multi-threaded mode; they take no 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 the wait method to wait for the result of the asynchronous ticker retrieval\\n var ticker = a.wait()\\n // Returns the depth data; it may also return null if the retrieval fails\\n var depth = b.wait()\\n // Returns the order ID with a 1-second timeout; returns undefined on timeout. If the previous wait timed out, this object can continue calling wait\\n var orderId = c.wait(1000)\\n if(typeof(orderId) == \\\"undefined\\\") {\\n // Timed out, retrieve 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\": \"fn main() {\\n // In Rust, exchange.Go uses a typed form: use the Go:: method token to specify the concurrent function; pass () for no arguments and a tuple for arguments\\n // The following four operations execute concurrently in asynchronous multi-threaded mode; they take no time and return immediately\\n let a = exchange.Go(Go::GetTicker, ());\\n let b = exchange.Go(Go::GetDepth, ());\\n // There is no Buy token in Rust; it is equivalent to CreateOrder, where the first argument \\\"\\\" indicates the current trading pair\\n let c = exchange.Go(Go::CreateOrder, (\\\"\\\", \\\"buy\\\", 1000, 0.1));\\n let d = exchange.Go(Go::GetRecords, (PERIOD_H1,));\\n\\n // Call the wait method to wait for the result of the asynchronous ticker retrieval; wait(0) blocks until the concurrent thread finishes running (corresponding to the parameterless wait() in JS)\\n let ticker = a.wait(0);\\n // Returns the depth data; it may also return Err if the retrieval fails\\n let depth = b.wait(0);\\n // Returns the order ID with a 1-second timeout; returns Err on timeout. If the previous wait timed out, this object can continue calling wait\\n // Note: Err may also indicate that the order placement itself failed (indistinguishable from a timeout); in this case, calling wait again will return Err and log the error message\\n let mut orderId = c.wait(1000);\\n if orderId.is_err() {\\n // Timed out, retrieve again\\n orderId = c.wait(0);\\n }\\n let records = d.wait(0);\\n}\", \"lang\": \"rust\"}, {\"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\": \"```exchange.Go()``` function usage example. When checking for ```undefined```, you must use ```typeof(xx) === \\\"undefined\\\"```, because ```null == undefined``` holds true in JavaScript.\"}, {\"examples\": [{\"code\": \"function main() {\\n var d = exchange.Go(\\\"GetRecords\\\", PERIOD_H1)\\n // Wait for the K-line data results to return\\n var records = d.wait()\\n // Calling wait again here on an asynchronous operation that has already been waited on and finished will return null and log an 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\": \"fn main() {\\n // In Rust, exchange.Go uses a typed syntax: specify the concurrent function via the Go:: method token\\n let d = exchange.Go(Go::GetRecords, (PERIOD_H1,));\\n // Wait for the K-line data results to return; wait(0) blocks until execution completes (equivalent to JS's parameterless wait())\\n let records = d.wait(0);\\n // Calling wait again here on an asynchronous operation that has already been waited on and finished will return Err and log an error message\\n let ret = d.wait(0);\\n}\", \"lang\": \"rust\"}, {\"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 raise 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\": \"fn main() {\\n loop {\\n let beginTS = UnixNano() / 1000000;\\n let mut arrRoutine = Vec::new();\\n let mut arrTicker = Vec::new();\\n let mut arrName = Vec::new();\\n for e in exchanges.iter() {\\n // In Rust, exchange.Go is a typed form; the token is Go::GetTicker\\n arrRoutine.push(e.Go(Go::GetTicker, ()));\\n arrName.push(e.GetName());\\n }\\n\\n // On failure, record None as a placeholder to stay index-aligned with arrName\\n for r in arrRoutine.iter() {\\n arrTicker.push(r.wait(0).ok());\\n }\\n let endTS = UnixNano() / 1000000;\\n\\n // Rust has no built-in JSON serialization; use format! to assemble the table's JSON text\\n let mut rows = String::new();\\n for i in 0..arrTicker.len() {\\n if let Some(ticker) = &arrTicker[i] {\\n if !rows.is_empty() {\\n rows.push(',');\\n }\\n rows += &format!(r#\\\"[{}, \\\"{}\\\", {}]\\\"#, i, arrName[i], ticker.Last);\\n }\\n }\\n let tbl = format!(r#\\\"{{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"Market Data\\\", \\\"cols\\\": [\\\"Index\\\", \\\"Name\\\", \\\"Last Price\\\"], \\\"rows\\\": [{}]}}\\\"#, rows);\\n\\n LogStatus!(_D(None), \\\"Total time for concurrent ticker retrieval:\\\", endTS - beginTS, \\\"ms\\\", \\\"\\\\n\\\", format!(\\\"`{}`\\\", tbl));\\n Sleep(500);\\n }\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n while(true) {\\n int length = exchanges.size();\\n auto beginTS = UnixNano() / 1000000;\\n vector arrTicker(length);\\n vector arrName(length);\\n\\n // Note: run the exchanges[n].Go function once for each exchange object you add. This example requires adding four exchange objects; adjust as needed\\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 vector arrRoutine = {&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] = str_format(\\\"%d\\\", i);\\n arr[1] = arrName[i];\\n arr[2] = str_format(\\\"%f\\\", arrTicker[i].Last);\\n tbl[\\\"rows\\\"].push_back(arr);\\n }\\n\\n LogStatus(_D(), \\\"Total time for concurrent ticker retrieval:\\\", str_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 the OKX futures order placement endpoint\\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\": \"fn main() {\\n /*\\n Test the OKX futures order placement endpoint\\n POST /api/v5/trade/order\\n */\\n\\n let beginTS = UnixNano() / 1000000;\\n // Rust does not support JSON serialization, so construct the parameters directly using a raw string\\n let param = r#\\\"{\\\"instId\\\":\\\"BTC-USDT-SWAP\\\",\\\"tdMode\\\":\\\"cross\\\",\\\"side\\\":\\\"buy\\\",\\\"ordType\\\":\\\"limit\\\",\\\"px\\\":\\\"16000\\\",\\\"sz\\\":\\\"1\\\",\\\"posSide\\\":\\\"long\\\"}\\\"#;\\n // In Rust, exchange.Go uses a typed form: the token is Go::IO, and the parameters are passed as a tuple\\n let ret1 = exchange.Go(Go::IO, (\\\"api\\\", \\\"POST\\\", \\\"/api/v5/trade/order\\\", \\\"\\\", param));\\n let ret2 = exchange.Go(Go::IO, (\\\"api\\\", \\\"POST\\\", \\\"/api/v5/trade/order\\\", \\\"\\\", param));\\n let ret3 = exchange.Go(Go::IO, (\\\"api\\\", \\\"POST\\\", \\\"/api/v5/trade/order\\\", \\\"\\\", param));\\n\\n let id1 = ret1.wait(0);\\n let id2 = ret2.wait(0);\\n let id3 = ret3.wait(0);\\n let 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\": \"rust\"}, {\"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\": \"Concurrently call the ```exchange.IO(\\\"api\\\", ...)``` function:\"}, {\"examples\": [{\"code\": \"function main() {\\n var counter = 0\\n var arr = [] // Variables used to test persistently referencing concurrent objects\\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 the concurrent object, used to call the r.wait() function to get the result; cleared every loop iteration\\n // arr.push(r) // If this line is used, the runtime will persistently reference the concurrent objects, preventing them from being automatically released; when the number of concurrent tasks exceeds 2000, it will report an error: ```InternalError: too many routine wait, max is 2000```.\\n counter++\\n }\\n\\n // Iterate over arrRoutine and call r.wait() to get the results\\n\\n LogStatus(_D(), \\\"routine number:\\\", counter)\\n Sleep(50)\\n }\\n}\", \"lang\": \"javascript\"}, {\"code\": \"fn main() {\\n let mut counter = 0;\\n let mut arr: Vec> = Vec::new(); // Variables used to test persistently referencing concurrent objects\\n let symbols = [\\\"BTC_USDT\\\", \\\"ETH_USDT\\\", \\\"SOL_USDT\\\", \\\"LTC_USDT\\\", \\\"EOS_USDT\\\"];\\n loop {\\n let mut arrRoutine = Vec::new();\\n for symbol in symbols {\\n // In Rust, exchange.Go uses a typed form, with the token being Go::GetTicker\\n let r = exchange.Go(Go::GetTicker, (symbol,));\\n arrRoutine.push(r); // Record the concurrent object, used to call the r.wait(0) function to get the result; cleared every loop iteration\\n // arr.push(r); // If this line is used, the runtime will persistently reference the concurrent objects, preventing them from being automatically released; when the number of concurrent tasks exceeds 2000, it will report an error: InternalError: too many routine wait, max is 2000.\\n counter += 1;\\n }\\n\\n // Iterate over arrRoutine and call r.wait(0) to get the results\\n\\n LogStatus!(_D(None), \\\"routine number:\\\", counter);\\n Sleep(50);\\n }\\n}\", \"lang\": \"rust\"}], \"value\": \"Testing the automatic release mechanism\"}], \"remarks\": [\"This function only creates multi-threaded execution tasks when running in live trading. Backtesting does not support multi-threaded concurrent execution of tasks (it can be used in backtesting, but is still executed sequentially).\", \"After the ```exchange.Go()``` function returns an object, you can call its ```wait()``` function through that object to obtain the data returned by the thread. When the concurrent multi-threaded tasks have finished executing and the related variables are no longer referenced, the underlying system will automatically handle resource reclamation.\", \"The ```wait()``` method supports a timeout parameter:\\n\\n 1. Do not set the timeout parameter, i.e. ```wait()```, or set the timeout parameter to 0, i.e. ```wait(0)```. In this case, the ```wait()``` function will block and wait until the concurrent thread finishes running, and return the execution result of the concurrent thread.\\n\\n 2. Set the timeout parameter to -1, i.e. ```wait(-1)```. In this case, the ```wait()``` function will return immediately. The return value differs across programming languages; for details, please refer to the call examples in this section.\\n\\n 3. Set a specific timeout parameter, i.e. ```wait(300)```. In this case, the ```wait()``` function will wait at most 300 milliseconds before returning.\", \"Although the underlying system has an automatic reclamation mechanism, if the related variables are continuously referenced, the 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. When these functions are called concurrently, they are all executed based on the current {@var/EXCHANGE exchange} exchange object.\", \"The difference between the Python language and the JavaScript language is that in Python, the ```wait()``` function of a concurrent object returns two values: the first is the result returned by the asynchronous API call, and the second indicates whether the asynchronous call is completed.\\n\\n```python\\ndef main():\\n d = exchange.Go(\\\"GetRecords\\\", PERIOD_D1)\\n # ok is guaranteed to return True, unless the strategy is stopped\\n ret, ok = d.wait()\\n # If the wait times out, or you wait on an instance that has already finished, 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 obtain 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\": \"35b3f840de032520e9626857665751b00ea47c3da12108c63666bc26be459c6f\", \"desc\": [\"The ```exchange.GetAccount()``` function is used to request the 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 the subsequent documentation.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // Switch the trading pair\\n exchange.IO(\\\"currency\\\", \\\"BTC_USDT\\\")\\n // Taking OKX Futures as an example, set the contract to the current-week contract. The current trading pair is BTC_USDT, so the current contract is the USDT-margined current-week contract of BTC\\n exchange.SetContractType(\\\"this_week\\\")\\n // Get the current account asset data\\n var account = exchange.GetAccount()\\n // Available balance with USDT as margin\\n Log(account.Balance)\\n // Frozen amount with USDT as margin\\n Log(account.FrozenBalance)\\n // Current asset equity\\n Log(account.Equity)\\n // Unrealized profit and loss of all positions with the current assets as margin\\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\": \"fn main() {\\n // Switch the trading pair\\n exchange.IO((\\\"currency\\\", \\\"BTC_USDT\\\")).unwrap();\\n // Taking OKX Futures as an example, set the contract to the current-week contract. The current trading pair is BTC_USDT, so the current contract is the USDT-margined current-week contract of BTC\\n exchange.SetContractType(\\\"this_week\\\").unwrap();\\n // Get the current account asset data\\n let account = exchange.GetAccount().unwrap();\\n // Available balance with USDT as margin\\n Log!(account.Balance);\\n // Frozen amount with USDT as margin\\n Log!(account.FrozenBalance);\\n // Current asset equity\\n Log!(account.Equity);\\n // Unrealized profit and loss of all positions with the current assets as margin\\n Log!(account.UPnL);\\n}\", \"lang\": \"rust\"}, {\"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 the trading pair and contract code, and get the current account information.\"}], \"remarks\": [\"If the exchange object is set to a cryptocurrency futures contract exchange and switched to a contract that uses ```USDT``` as margin (for the switching method, please refer to the {@fun/Account/exchange.SetCurrency exchange.SetCurrency} and {@fun/Futures/exchange.SetContractType exchange.SetContractType} functions), the assets are then denominated in ```USDT``` as margin 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 a coin-margined contract, the assets are then denominated in the coin as margin and recorded in the ```Stocks``` and ```FrozenStocks``` properties of the {@struct/Account Account} structure.\", \"When using a Binance Futures unified account, calling the ```exchange.GetAccount()``` function to request account information returns encapsulated data where all assets are converted into their value in **USD**, displayed in the ```Balance``` field of the {@struct/Account Account} structure. If you need to calculate the converted value of other assets, you can divide the USD-converted amount by the index price (of the asset to be converted), and then divide by the collateral ratio (of the asset to be converted).\"], \"returns\": [{\"info\": \"Queries the account asset information. Returns the {@struct/Account Account} structure when the query succeeds, and returns a null value when the query fails.\", \"type\": \"{@struct/Account Account} / null value\"}], \"seeAlso\": [\"{@struct/Account Account}, {@fun/Account/exchange.SetCurrency exchange.SetCurrency}, {@fun/Futures/exchange.SetContractType exchange.SetContractType}\"], \"syntax\": [\"exchange.GetAccount()\"], \"title\": \"exchange.GetAccount\"}, {\"_src_hash\": \"2a8e01201d0ea4974c416ee4b46a0892d625f6cd4c27016b03bdb63a6a9054b5\", \"desc\": [\"The ```exchange.GetAssets``` function is used to request the asset information of the exchange account.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // exchange.SetCurrency(\\\"BTC_USDT\\\") // You can set the trading pair\\n // exchange.SetContractType(\\\"swap\\\") // You can set the contract\\n var assets = exchange.GetAssets()\\n Log(assets)\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n # exchange.SetCurrency(\\\"BTC_USDT\\\") # You can set the trading pair\\n # exchange.SetContractType(\\\"swap\\\") # You can set the contract\\n assets = exchange.GetAssets()\\n Log(assets)\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // exchange.SetCurrency(\\\"BTC_USDT\\\"); // You can set the trading pair\\n // exchange.SetContractType(\\\"swap\\\").unwrap(); // You can set the contract\\n let assets = exchange.GetAssets().unwrap();\\n Log!(assets);\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n // exchange.SetCurrency(\\\"BTC_USDT\\\"); // You can set the trading pair\\n // exchange.SetContractType(\\\"swap\\\"); // You can set the contract\\n auto assets = exchange.GetAssets();\\n Log(assets);\\n}\", \"lang\": \"cpp\"}], \"value\": \"Get the asset information of the exchange account. The ```exchange.GetAssets()``` function returns an array with Asset structures as elements.\"}], \"remarks\": [\"The ```GetAssets()``` function of a futures exchange object returns the margin assets under the current trading pair (coin-margined, USDT-margined, USDC-margined, etc.).\"], \"returns\": [{\"info\": \"The ```exchange.GetAssets()``` function returns a {@struct/Asset Asset} structure array when the data request succeeds, and returns a null value when the data request fails.\", \"type\": \"{@struct/Asset Asset} array / null value\"}], \"seeAlso\": [\"{@struct/Asset Asset}\"], \"syntax\": [\"exchange.GetAssets()\"], \"title\": \"exchange.GetAssets\"}, {\"_src_hash\": \"28bd491070dcc6ec697c4ada51dd3fa4a15c80fa060079b9600009d1d554de38\", \"desc\": [\"The ```exchange.GetName()``` function is used to get the name of the exchange 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\": \"fn main() {\\n Log!(\\\"Check if exchange object is Binance spot, result:\\\", exchange.GetName() == \\\"Binance\\\");\\n}\", \"lang\": \"rust\"}, {\"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 typically used to identify the ```exchange``` or ```exchanges[1]```, ```exchanges[2]```, and other exchange objects in the strategy code. The name of a cryptocurrency futures contract exchange carries the 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\": \"6c62541483a925d3c050c40cacd98719c983d8bf4e74e1ecc8246237ff967961\", \"desc\": [\"The ```exchange.GetLabel()``` function is used to obtain 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\": \"fn main() {\\n Log!(\\\"exchange label:\\\", exchange.GetLabel());\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n Log(\\\"exchange label:\\\", exchange.GetLabel());\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"By means of the label that was set, you can identify the ```exchange``` or ```exchanges[1]```, ```exchanges[2]``` and other exchange objects in the strategy code.\"], \"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\": \"810c3545c27187d8387c5df2543c8794635a48bf166681e93f04431a2de961fa\", \"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\": \"fn main() {\\n Log!(\\\"Current trading pair:\\\", exchange.GetCurrency());\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n Log(\\\"Current trading pair:\\\", exchange.GetCurrency());\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The trading pair format uniformly uses uppercase, with an underscore separating ```baseCurrency``` and ```quoteCurrency```, for example: ```BTC_USDT```.\"], \"returns\": [{\"info\": \"The ```exchange.GetCurrency()``` function returns the trading pair set on the current {@var/EXCHANGE exchange} exchange object.\", \"type\": \"string\"}], \"seeAlso\": [\"{@fun/Account/exchange.SetCurrency exchange.SetCurrency}\"], \"syntax\": [\"exchange.GetCurrency()\"], \"title\": \"exchange.GetCurrency\"}, {\"_src_hash\": \"f8e75c0079ba5ed90c3daa500aa8acc005c3b61e3d45ca84f7baf725873597b8\", \"args\": [{\"info\": \"The ```currency``` parameter is used to specify the trading pair to switch to. The trading pair format is uniformly uppercase, using an 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 the 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\": \"fn main() {\\n let ticker = exchange.GetTicker(None).unwrap();\\n Log!(ticker);\\n Log!(exchange.GetAccount());\\n // Switch the 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 let ticker = exchange.GetTicker(None).unwrap();\\n Log!(ticker);\\n Log!(exchange.GetAccount());\\n}\", \"lang\": \"rust\"}, {\"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 the ```exchange.IO(\\\"currency\\\", \\\"BTC_USDT\\\")``` switching method, see {@fun excahnge.IO} for details.\\n\\n 2. Switching trading pairs is supported in the backtesting system, but when switching trading pairs in the backtesting system, the name of the quote currency cannot be changed. For example: ```BTC_USDT``` can be switched to ```LTC_USDT```, but cannot be switched to ```LTC_BTC```.\\n\\n 3. After switching to a trading pair other than the one initially set on the backtesting page, the amount of the base currency is 0. For example: during backtesting, the trading pair initially set on the backtesting page is ```BTC_USDT```, with 3 ```BTC``` and 10000 ```USDT```. If you immediately switch to ```LTC_USDT``` at this point, the amount of the base currency after switching is 0, i.e., the amount of ```LTC``` in the account is 0; the amount of ```USDT``` is shared after switching, i.e., the amount remains 10000.\"], \"seeAlso\": [\"{@fun/Account/exchange.GetCurrency exchange.GetCurrency}\"], \"syntax\": [\"exchange.SetCurrency(currency)\"], \"title\": \"exchange.SetCurrency\"}, {\"_src_hash\": \"05ac9738e76b799f73ce2219a32a096b1dff4efb961993ac02f3b96d574a5183\", \"desc\": [\"The ```exchange.GetQuoteCurrency()``` function is used to get the name of the quote currency 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\": \"fn 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\": \"rust\"}, {\"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: when 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```, then the ```exchange.GetQuoteCurrency()``` function returns ```BTC```.\"], \"returns\": [{\"info\": \"The ```exchange.GetQuoteCurrency()``` function returns the name of the quote currency 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\": \"27c7e925e154da41eed982c6d0b0a9d6b7bc024be01084d944beb9176dae7321\", \"args\": [{\"info\": \"The ```symbol``` parameter is used to specify the **trading instrument** or **range of trading instruments** to be queried.\\n\\n\\nWhen the ```symbol``` parameter is not passed in, by default it requests the position data of all instruments within the dimension range of the current trading pair and contract code.\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"```exchange.GetPositions()``` function is used to get position information; the ```GetPositions()``` function is a member function of the exchange object {@var/EXCHANGE exchange}.\\n\\n\\n```GetPositions()``` function is used to get the position information of the exchange account bound to the exchange object ```exchange```. The purpose of the member functions (methods) of the ```exchange``` object is only related to ```exchange```, which will not be repeated in the rest of this document.\"], \"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 // After printing the information once, return to prevent subsequent order fills during backtesting from affecting 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\\nfn main() {\\n let 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\\n let defaultPositions = exchange.GetPositions(None).unwrap();\\n let swapPositions = exchange.GetPositions(\\\"USDT.swap\\\").unwrap();\\n let futuresPositions = exchange.GetPositions(\\\"USDT.futures\\\").unwrap();\\n let btcUsdtSwapPositions = exchange.GetPositions(\\\"BTC_USDT.swap\\\").unwrap();\\n\\n // The Rust SDK has no JSON serialization; use format! to concatenate the table's JSON text\\n let mut tbls: Vec = Vec::new();\\n let arr = [defaultPositions, swapPositions, futuresPositions, btcUsdtSwapPositions];\\n let tblDesc = [\\\"defaultPositions\\\", \\\"swapPositions\\\", \\\"futuresPositions\\\", \\\"btcUsdtSwapPositions\\\"];\\n for (index, positions) in arr.iter().enumerate() {\\n let mut rows: Vec = Vec::new();\\n for pos in positions {\\n rows.push(format!(r#\\\"[\\\"{}\\\", {}, {}, {}, {}, {}, {}, \\\"{}\\\", {}]\\\"#, pos.Symbol, pos.MarginLevel, pos.Amount, pos.FrozenAmount, pos.Price, pos.Profit, pos.Type, pos.ContractType, pos.Margin));\\n }\\n let tbl = format!(r#\\\"{{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"{}\\\", \\\"cols\\\": [\\\"Symbol\\\", \\\"MarginLevel\\\", \\\"Amount\\\", \\\"FrozenAmount\\\", \\\"Price\\\", \\\"Profit\\\", \\\"Type\\\", \\\"ContractType\\\", \\\"Margin\\\"], \\\"rows\\\": [{}]}}\\\"#, tblDesc[index], rows.join(\\\",\\\"));\\n tbls.push(tbl);\\n }\\n\\n LogStatus!(format!(\\\"`[{}]`\\\", tbls.join(\\\",\\\")));\\n\\n // After printing the information once, return to prevent subsequent order fills during backtesting from affecting data observation\\n return;\\n}\", \"lang\": \"rust\"}, {\"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\": \"Using the futures exchange object, place market orders on multiple symbols with different trading pairs and contract codes, and query position information through various methods.\"}], \"remarks\": [\"Cryptocurrency futures contracts are different from cryptocurrency spot; spot only has a logical concept of position. In the FMZ Quant Trading Platform system, the specific instrument of a cryptocurrency futures contract is jointly identified by the **trading pair** and the **contract code**. Refer to the {@fun/Account/exchange.SetCurrency exchange.SetCurrency} and {@fun/Futures/exchange.SetContractType exchange.SetContractType} functions.\", \"In the ```GetPositions``` function, the usage scenarios of the symbol parameter are summarized as follows:\\n\\n\\n| Exchange Object Category | symbol Parameter | Query Scope | Remarks |\\n| - | - | - | - |\\n| Futures | symbol parameter not passed | Query all trading instruments within the dimension range of the current trading pair and contract code | If the current trading pair is BTC_USDT and the contract code is swap, it queries all USDT-margined perpetual contracts. Equivalent to calling ```GetPositions(\\\"USDT.swap\\\")``` |\\n| Futures | Specify a trading instrument, symbol parameter is: \\\"BTC_USDT.swap\\\" | Query the specified BTC USDT-margined perpetual contract | For a futures exchange object, the format of the symbol parameter is: the combination of the **trading pair** and **contract code** defined by the FMZ platform, separated by the character ```\\\".\\\"```. |\\n| Futures | Specify a range of trading instruments, symbol parameter is: \\\"USDT.swap\\\" | Query all USDT-margined perpetual contracts | - |\\n| Futures exchange supporting options | symbol parameter not passed | Query all option contracts within the dimension range of the current trading pair | If the current trading pair is BTC_USDT and the contract is set to an option contract, for example, a Binance option contract: BTC-240108-40000-C |\\n| Futures exchange supporting options | Specify a specific trading instrument | Query the specified option contract | For example, for the Binance futures exchange, the symbol parameter is: BTC_USDT.BTC-240108-40000-C |\\n| Futures exchange supporting options | Specify a range of trading instruments, symbol parameter is: \\\"USDT.option\\\" | Query all USDT-margined option contracts | - |\", \"In the ```GetPositions``` function, the query dimension ranges of the futures exchange object are summarized as follows:\\n\\n\\n| symbol Parameter | Request Scope Definition | Remarks |\\n| - | - | - |\\n| USDT.swap | Scope of USDT-margined perpetual contracts. | For dimensions not supported by the exchange API interface, calling it will report an error and return a null value. |\\n| USDT.futures | Scope of USDT-margined delivery contracts. | - |\\n| USD.swap | Scope of coin-margined perpetual contracts. | - |\\n| USD.futures | Scope of coin-margined delivery contracts. | - |\\n| USDT.option | Scope of USDT-margined option contracts. | - |\\n| USD.option | Scope of coin-margined option contracts. | - |\\n| USDT.futures_combo | Scope of spread combo contracts. | Futures_Deribit exchange |\\n| USD.futures_ff | Scope of mixed-margin delivery contracts. | Futures_Kraken exchange |\\n| USD.swap_pf | Scope of mixed-margin perpetual contracts. | Futures_Kraken exchange |\", \"Compatible with the ```exchange.GetPosition()``` call; ```GetPosition``` and ```GetPositions``` are used in exactly the same way.\", \"When the account represented by the exchange object ```exchange``` has no positions **within the query scope** or on the **specified trading instrument**, the ```exchange.GetPositions()``` function returns an empty array, for example: ```[]```.\"], \"returns\": [{\"info\": \"The ```exchange.GetPositions()``` function returns a {@struct/Position Position} structure array when the data request succeeds, and returns a null value when the data request fails.\", \"type\": \"{@struct/Position Position} array / null value\"}], \"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\": \"50ad4be0f85418736a19d7fa384fac079abf72de58dfa42e13d4df52b4005091\", \"args\": [{\"info\": \"The ```symbol``` parameter is used to specify the trading pair or contract whose leverage value needs to be adjusted. The format of the ```symbol``` parameter in the ```SetMarginLevel()``` function is consistent with the format of the ```symbol``` parameter in the ```GetTicker()``` function.\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}, {\"info\": \"The ```marginLevel``` parameter is used to set the leverage value. The leverage value of an exchange is usually an integer, and some exchanges also support setting the leverage value in floating-point form.\", \"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 is also compatible with a calling method that passes only the ```marginLevel``` parameter, which is used to set the leverage value of 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\": \"fn main() {\\n exchange.SetMarginLevel(10);\\n // In the Rust SDK, the SetMarginLevel function does not support the symbol parameter; it only sets the leverage value of the current trading pair or contract\\n // To set the leverage of the BTC_USDT.swap instrument to 15, you need to switch to that trading pair or contract first and then call exchange.SetMarginLevel(15)\\n}\", \"lang\": \"rust\"}, {\"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 the leverage value.\", \"For cryptocurrency futures contracts, the leverage mechanisms of different cryptocurrency futures contract exchanges are not unified.\\n\\n\\nOn some exchanges, the leverage value of a futures contract is a parameter in the order-placing interface. In this case, calling the ```exchange.SetMarginLevel()``` function does not generate a network request; it merely sets the underlying leverage variable in the FMZ system (used for passing parameters to the order-placing interface).\\n\\n\\nOn other exchanges, the leverage value of a futures contract is an independent setting of the exchange, which needs to be set through the exchange's website page or API interface. In this case, calling the ```exchange.SetMarginLevel()``` function will generate a network request and may fail to set the value. There can be various reasons for failure, for example: there are currently open positions or pending orders, which prevents a new leverage value from being set for that trading pair or contract.\", \"Exchanges that do not support the ```exchange.SetMarginLevel()``` function:\\n\\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\": \"35b9359debd4497dbcc009563d577917b4163e155553451e93de4df9ae729193\", \"args\": [{\"info\": \"The ```direction``` parameter is used to set the direction when placing a futures contract order. The available 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 calling the {@fun/Trade/exchange.Buy exchange.Buy} function or {@fun/Trade/exchange.Sell exchange.Sell} function to place futures contract orders.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // For example, set to OKX futures this-week contract\\n exchange.SetContractType(\\\"this_week\\\")\\n // Set leverage to 5x\\n exchange.SetMarginLevel(5)\\n // Set the order direction to long\\n exchange.SetDirection(\\\"buy\\\")\\n // Place an order at a price of 10000 with a quantity of 2 contracts\\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\": \"fn main() {\\n // Note: In the Rust SDK, using the SetDirection, Buy, and Sell functions is not recommended. It is advisable to prefer the CreateOrder function,\\n // CreateOrder can directly specify the side parameter (\\\"buy\\\", \\\"sell\\\", \\\"closebuy\\\", \\\"closesell\\\"), without needing to call SetDirection first\\n // For example, set to OKX futures this-week contract\\n exchange.SetContractType(\\\"this_week\\\").unwrap();\\n // Set leverage to 5x\\n exchange.SetMarginLevel(5);\\n // Set the order direction to long\\n exchange.SetDirection(\\\"buy\\\").unwrap();\\n // Place an order at a price of 10000 with a quantity of 2 contracts\\n exchange.Buy(10000, 2).unwrap();\\n exchange.SetMarginLevel(5);\\n exchange.SetDirection(\\\"closebuy\\\").unwrap();\\n exchange.Sell(1000, 2).unwrap();\\n}\", \"lang\": \"rust\"}, {\"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 ```exchange.SetDirection()``` function is used to set the correspondence between the futures contract trading direction and the order-placing functions:\\n\\n\\n\\n|Order Function|Direction Set by SetDirection|Remarks|\\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\": \"bbd646f4586eccc1e4304ba7c3d78046195ecee77e87e7271defeae758771348\", \"args\": [{\"info\": \"The ```symbol``` parameter is used to set the contract code. Optional values are: ```\\\"this_week\\\"```, ```\\\"next_week\\\"```, ```\\\"quarter\\\"```, ```\\\"next_quarter\\\"```, ```\\\"swap\\\"```, etc.\\n\\n\\nUnless otherwise specified, the codes for **delivery contracts** in cryptocurrency futures contracts generally include:\\n\\n\\n- ```this_week```: Current week contract.\\n\\n\\n- ```next_week```: Next week contract.\\n\\n\\n- ```quarter```: Current quarter contract.\\n\\n\\n- ```next_quarter```: Next quarter contract.\\n\\n\\n\\nUnless otherwise specified, the codes for **perpetual contracts** in cryptocurrency futures contracts generally include:\\n\\n\\n- ```swap```: Perpetual contract.\", \"name\": \"symbol\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"The ```exchange.SetContractType()``` function is used to set the current contract code of the {@var/EXCHANGE exchange} exchange object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Set to the current-week contract\\n exchange.SetContractType(\\\"this_week\\\")\\n}\", \"lang\": \"javascript\"}, {\"code\": \"def main():\\n exchange.SetContractType(\\\"this_week\\\")\", \"lang\": \"python\"}, {\"code\": \"fn main() {\\n // Set to the current-week contract\\n exchange.SetContractType(\\\"this_week\\\").unwrap();\\n}\", \"lang\": \"rust\"}, {\"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 // The default trading pair is BTC_USD; set the contract to current-week, which is a coin-margined contract\\n exchange.SetContractType(\\\"this_week\\\")\\n Log(\\\"ticker:\\\", exchange.GetTicker())\\n\\n // Switch the trading pair, then set the contract, switching to a USDT-margined contract, as distinct from a 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\": \"fn main() {\\n // The default trading pair is BTC_USD; set the contract to current-week, which is a coin-margined contract\\n exchange.SetContractType(\\\"this_week\\\").unwrap();\\n Log!(\\\"ticker:\\\", exchange.GetTicker(None));\\n\\n // Switch the trading pair, then set the contract, switching to a USDT-margined contract, as distinct from a coin-margined contract\\n exchange.IO((\\\"currency\\\", \\\"BTC_USDT\\\")).unwrap();\\n exchange.SetContractType(\\\"swap\\\").unwrap();\\n Log!(\\\"ticker:\\\", exchange.GetTicker(None));\\n}\", \"lang\": \"rust\"}, {\"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 that uses ```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 the contract to current-week\\n var ret = exchange.SetContractType(\\\"this_week\\\")\\n // Returns 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\": \"fn main() {\\n // Set the contract to current-week\\n let ret = exchange.SetContractType(\\\"this_week\\\").unwrap();\\n // Returns the information of the current-week contract\\n Log!(ret);\\n}\", \"lang\": \"rust\"}, {\"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, take switching to the ```BTC_USDT``` trading pair as an example:\\n\\n\\n After switching the trading pair using the ```exchange.SetCurrency(\\\"BTC_USDT\\\")``` or ```exchange.IO(\\\"currency\\\", \\\"BTC_USDT\\\")``` function, you need to call the ```exchange.SetContractType()``` function again to reset the contract, so as to determine the specific contract to operate on under the new trading pair. The system determines whether the contract is a **coin-margined contract** or a **USDT-margined contract** based on the trading pair.\\n\\n\\n\\n For 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 ```BTC``` **USDT-margined** perpetual contract. If the trading pair is ```BTC_USD```, using the ```exchange.SetContractType(\\\"swap\\\")``` function to set the contract code to ```swap``` sets it to the ```BTC``` **coin-margined** perpetual contract.\", \"Detailed introduction to the cryptocurrency futures contract exchanges supported by the platform. The contract naming conventions for each exchange are 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 offers pre-market trading contracts, whose delivery dates are fixed. Taking the exchange-defined contract code ```HMSTR-USDT-250207``` as an example, first set the trading pair to ```HMSTR_USDT``` on the FMZ platform, 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 obtain market data for this contract or to place orders and perform other operations.\\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 using ```USDT``` as margin. Taking the ```BTC``` contract as an example: call ```exchange.IO(\\\"currency\\\", \\\"BTC_USDT\\\")``` to switch to a contract using ```USDT``` as margin,\\n or directly set the current trading pair to ```BTC_USDT``` when configuring live trading parameters and adding the exchange object. After switching the trading pair, you must call the ```exchange.SetContractType()``` function again to set the contract.\\n- Futures_BitMEX (BitMEX)\\n Set to perpetual contract: ```exchange.SetContractType(\\\"swap\\\")```.\\n The delivery contracts on the Futures_BitMEX exchange are monthly contracts, with the following contract codes (January through December):\\n ```code\\n \\\"January\\\", \\\"February\\\", \\\"March\\\", \\\"April\\\", \\\"May\\\", \\\"June\\\", \\\"July\\\", \\\"August\\\", \\\"September\\\", \\\"October\\\", \\\"November\\\", \\\"December\\\"\\n ```\\n Set a delivery contract: ```exchange.SetContractType(\\\"December\\\")```. For example, when the trading pair is set to ```XBT_USDT```, calling the ```exchange.SetContractType(\\\"December\\\")``` function sets the USDT-margined December delivery contract for BTC (the corresponding actual contract code is ```XBTUSDTZ23```).\\n\\n Summary of Futures_BitMEX contract information\\n |Contract code defined by Futures_BitMEX|Corresponding trading pair on FMZ|Corresponding contract code on FMZ|Remarks|\\n | - | - | - | - |\\n | DOGEUSD | DOGE_USD | swap | USD-denominated, XBT-settled. XBT is BTC. |\\n | DOGEUSDT | DOGE_USDT | swap | USDT-denominated, USDT-settled. |\\n | XBTETH | XBT_ETH | swap | ETH-denominated, XBT-settled. |\\n | XBTEUR | XBT_EUR | swap | EUR-denominated (EUR), XBT-settled. |\\n | USDTUSDC | USDT_USDC | swap | USDC-denominated, XBT-settled. |\\n | ETHUSD_ETH | ETH_USD_ETH | swap | USD-denominated, ETH-settled. |\\n | XBTH24 | XBT_USD | March | Expiry: March 2024, month code H; USD-denominated, XBT-settled. |\\n | ETHUSDZ23 | ETH_USD | December | Expiry: December 2023, month code Z; USD-denominated, XBT-settled. |\\n | XBTUSDTZ23 | XBT_USDT | December | Expiry: December 2023, month code Z; USDT-denominated, USDT-settled. |\\n | ADAZ23 | ADA_XBT | December | Expiry: December 2023, month code Z; XBT-denominated, XBT-settled. |\\n | P_XBTETFX23 | USDT_XXX | P_XBTETFX23 | Expiry: November 2023; denominated in percentage, 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 using ```USDT``` as margin. Taking the ```BTC``` contract as an example, call ```exchange.IO(\\\"currency\\\", \\\"BTC_USDT\\\")``` to switch to a contract using ```USDT``` as margin,\\n or directly set the current trading pair to ```BTC_USDT``` when configuring live trading parameters and adding the exchange object. After switching the trading pair, you must 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 in the specific options contract code defined by the exchange; for details, please refer to the Deribit official website.\\n- Futures_KuCoin\\n Coin-margined contracts: for example, set the trading pair to ```BTC_USD```, then set the contract code, which yields a coin-margined contract.\\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 using USDT as margin:\\n For example, set the trading pair to ```BTC_USDT```, then set the contract code, which yields a contract using USDT as margin.\\n Set to perpetual contract: ```exchange.SetContractType(\\\"swap\\\")```.\\n- Futures_Binance\\n The Binance Futures exchange defaults to the perpetual contract of the current trading pair, with contract code: ```swap```.\\n Set to perpetual contract: ```exchange.SetContractType(\\\"swap\\\")```. Binance's perpetual contracts support using ```USDT``` as margin; for example, for the ```USDT```-margined perpetual contract of ```BTC```, set the trading pair to ```BTC_USDT```; Binance also supports coin-margined perpetual contracts, for example the coin-margined perpetual contract of ```BTC```, for which you set the trading pair to ```BTC_USD```.\\n Set to quarterly contract: ```exchange.SetContractType(\\\"quarter\\\")```. Delivery contracts include coin-margined contracts (i.e., using the coin as margin); for example, to set the quarterly contract of ```BTC```, set the trading pair to ```BTC_USD```, then call ```exchange.SetContractType(\\\"quarter\\\")``` to set the coin-margined quarterly contract of ```BTC```.\\n Set to next-quarter contract: ```exchange.SetContractType(\\\"next_quarter\\\")```. For example, to set the coin-margined next-quarter contract of ```BTC```, set the trading pair to ```BTC_USD```, then call ```exchange.SetContractType(\\\"next_quarter\\\")```.\\n Binance supports some ```USDT```-margined delivery contracts. 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 options contract code format follows the exchange definition, for example ```BTC-241227-15000-C```, ```XRP-240112-0.5-C```, ```BTC-241227-15000-P```. Taking the Binance options contract code ```BTC-241227-15000-P``` as an example: BTC is the option's underlying coin code, 241227 is the exercise date, 15000 is the strike price, P indicates a put option, and C indicates a call option.\\n For the specific type of option (European or American), please refer to the relevant documentation on the exchange's options contracts.\\n The exchange may impose restrictions on option sellers, requiring a separate application for eligibility. Binance options, for instance, require applying for seller eligibility.\\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, with 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 Directly use the exchange's contract naming: for example ```ETHUSDT-04APR25```. Since some contract instruments on the Bybit exchange have no clear periodicity, the exchange-defined contract code is used directly for naming.\\n- Futures_Kraken\\n Defaults to the perpetual contract of the current trading pair, with 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 Directly use the exchange's contract naming: for example ```FF_ETHUSD_250307```. Since some contract instruments on the Kraken exchange have no clear periodicity, the exchange-defined contract code is used directly for naming.\\n- Futures_Bitfinex\\n Defaults to the perpetual contract of the current trading pair, with contract code: ```swap```.\\n- Futures_Bitget\\n Defaults to the perpetual contract of the current trading pair, with contract code: ```swap```.\\n Setting the trading pair to ```BTC_USD``` yields a coin-margined contract, and setting the trading pair to ```BTC_USDT``` yields a ```USDT```-settled contract. For simulation contracts, you can set the trading pair to ```SBTC_USD``` or ```BTC_SUSDT```.\\n- Futures_dYdX (v4)\\n dYdX perpetual contract code: ```swap```.\\n Set to perpetual contract: ```exchange.SetContractType(\\\"swap\\\")```. dYdX has only the ```USD.swap``` instrument dimension, and the margin used is USDC.\\n- Futures_MEXC\\n MEXC perpetual contract code: ```swap```.\\n Set to perpetual contract: ```exchange.SetContractType(\\\"swap\\\")```. Setting the trading pair to ```BTC_USD``` yields a coin-margined contract, and setting the trading pair to ```BTC_USDT``` yields a ```USDT```-settled contract.\\n- Futures_Crypto\\n Tokens in the crypto.com exchange account can be converted into a USD-denominated allowance to be used as margin for contract trading.\\n Set to perpetual contract: ```exchange.SetContractType(\\\"swap\\\")```. For example, when the trading pair is set to ```BTC_USD```, calling the ```exchange.SetContractType(\\\"swap\\\")``` function sets the perpetual contract of BTC.\\n The delivery contracts on the crypto.com exchange are monthly contracts, with the following contract codes (January through December):\\n ```code\\n \\\"January\\\", \\\"February\\\", \\\"March\\\", \\\"April\\\", \\\"May\\\", \\\"June\\\", \\\"July\\\", \\\"August\\\", \\\"September\\\", \\\"October\\\", \\\"November\\\", \\\"December\\\"\\n ```\\n Set a delivery contract: ```exchange.SetContractType(\\\"October\\\")```. For example, when the trading pair is set to ```BTC_USD```, calling the ```exchange.SetContractType(\\\"October\\\")``` function sets the October delivery contract of BTC.\\n The contract code corresponding to the current moment is ```BTCUSD-231027```.\\n- Futures_WOO\\n The Futures_WOO exchange supports ```USDT```-margined contracts, with perpetual contract code ```swap```. For example, when the trading pair is set to ```BTC_USDT```, calling the ```exchange.SetContractType(\\\"swap\\\")``` function sets the current contract to the USDT-margined perpetual contract of BTC.\\n- Futures_Hyperliquid\\n The Futures_Hyperliquid exchange supports ```USDC```-margined contracts, with perpetual contract code ```swap```. For example, when the trading pair is set to ```ETH_USD```, calling the ```exchange.SetContractType(\\\"swap\\\")``` function sets the current contract to the USDC-margined perpetual contract of ETH.\\n Futures_Hyperliquid has only the ```USD.swap``` instrument dimension, and the margin used is USDC.\\n Futures_Hyperliquid supports HIP-3 instruments.\\n- Futures_Lighter\\n The Futures_Lighter exchange supports ```USDC```-margined contracts, with perpetual contract code ```swap```. For example, when the trading pair is set to ```BTC_USDC```, calling the ```exchange.SetContractType(\\\"swap\\\")``` function sets the current contract to the USDC-margined perpetual contract of BTC.\\n Futures_Lighter supports perpetual contracts only.\\n- Futures_Backpack\\n The Futures_Backpack exchange supports ```USDC```-margined contracts, with perpetual contract code ```swap```. For example, when the trading pair is set to ```ETH_USDC```, calling the ```exchange.SetContractType(\\\"swap\\\")``` function sets the current contract to the USDC-margined perpetual contract of ETH.\\n- Futures_edgeX\\n The Futures_edgeX exchange supports ```USDT```-margined contracts, with perpetual contract code ```swap```. For example, when the trading pair is set to ```BTC_USDT```, calling the ```exchange.SetContractType(\\\"swap\\\")``` function sets the current contract to the USDT-margined perpetual contract of BTC.\\n- Futures_WOOFI\\n The Futures_WOOFI exchange supports ```USDC```-margined contracts, with perpetual contract code ```swap```. For example, when the trading pair is set to ```ETH_USDC```, calling the ```exchange.SetContractType(\\\"swap\\\")``` function sets the current contract to the USDC-margined perpetual contract of ETH.\\n- Futures_Coinw\\n The Futures_Coinw exchange supports ```USDT```-margined contracts, with perpetual contract code ```swap```. For example, when the trading pair is set to ```ETH_USDT```, calling the ```exchange.SetContractType(\\\"swap\\\")``` function sets the current contract to the USDT-margined perpetual contract of ETH.\\n- Futures_Aster\\n The Futures_Aster exchange supports ```USDT```-margined contracts, with perpetual contract code ```swap```. For example, when the trading pair is set to ```ETH_USDT```, calling the ```exchange.SetContractType(\\\"swap\\\")``` function sets the current contract to the USDT-margined perpetual contract of ETH.\\n- Futures_DeepCoin\\n Coin-margined contracts: for example, set the trading pair to ```BTC_USD```, then set the contract code, which yields a coin-margined contract.\\n Set to perpetual contract: ```exchange.SetContractType(\\\"swap\\\")```.\\n\\n Contracts using USDT as margin:\\n For example, set the trading pair to ```BTC_USDT```, then set the contract code, which yields a contract using USDT as margin.\\n Set to perpetual contract: ```exchange.SetContractType(\\\"swap\\\")```.\"], \"returns\": [{\"info\": \"The ```exchange.SetContractType()``` function returns a struct that contains the exchange contract code corresponding to the current contract code. For example, on a Binance Futures contract 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\": \"85f996d2f8d322a6226f3b5487544ce6676f17b9a2890fa3fa7dcd9b1847bd7f\", \"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\": \"fn main() {\\n Log!(exchange.SetContractType(\\\"this_week\\\"));\\n Log!(exchange.GetContractType());\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n Log(exchange.SetContractType(\\\"this_week\\\"));\\n Log(exchange.GetContractType());\\n}\", \"lang\": \"cpp\"}]}], \"returns\": [{\"info\": \"The ```exchange.GetContractType()``` function returns a 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\": \"b1e1e4cf123caaf78c0705f1bb3e4d64f3bb69e4de5736f2a939dc4713474350\", \"args\": [{\"info\": \"The ```symbol``` parameter is used to specify the **trading pair** or **trading pair range** to be queried. If the ```symbol``` parameter is not passed in, by default the current-period funding rate data for all trading pairs is requested within the dimensional scope of the current trading pair and contract code.\", \"name\": \"symbol\", \"required\": false, \"type\": \"string\"}], \"desc\": [\"The ```exchange.GetFundings()``` function is used to obtain 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 interval\\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 (var 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 interval\\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\\nfn main() {\\n // LPT_USDT.swap 4-hour interval\\n let 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\\n let mut arr: Vec> = Vec::new();\\n let 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.push(exchange.GetFundings(None).unwrap());\\n } else {\\n arr.push(exchange.GetFundings(p).unwrap());\\n }\\n }\\n\\n // The Rust SDK has no JSON serialization; use format! to concatenate the table's JSON text\\n let mut tbls: Vec = Vec::new();\\n for (index, fundings) in arr.iter().enumerate() {\\n let mut rows: Vec = Vec::new();\\n for f in fundings {\\n rows.push(format!(r#\\\"[\\\"{}\\\", {}, \\\"{}\\\", \\\"{} %\\\"]\\\"#, f.Symbol, f.Interval as f64 / 3600000.0, _D(f.Time), f.Rate * 100.0));\\n }\\n let tbl = format!(r#\\\"{{\\\"type\\\": \\\"table\\\", \\\"title\\\": \\\"{}\\\", \\\"cols\\\": [\\\"Symbol\\\", \\\"Interval\\\", \\\"Time\\\", \\\"Rate\\\"], \\\"rows\\\": [{}]}}\\\"#, arrParams[index], rows.join(\\\",\\\"));\\n tbls.push(tbl);\\n }\\n\\n LogStatus!(_D(None), \\\"\\\\n Requested symbols:\\\", format!(\\\"{:?}\\\", symbols), format!(\\\"\\\\n`[{}]`\\\", tbls.join(\\\",\\\")));\\n}\", \"lang\": \"rust\"}, {\"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 interval\\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 the futures exchange object, call the ```exchange.GetFundings()``` function in the backtesting system. Before any market data function is called, GetFundings returns only the Funding data of the current default trading pair; after a market data function is called, it returns the Funding data of all symbols that have been requested. 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 (for example ```USDT.swap```) or is not passed in, the interface will report an error. When calling the ```GetFundings()``` function on such futures exchange objects, the ```symbol``` parameter must be specified as a specific perpetual contract in order to query the current-period funding rate data for that trading pair.\", \"The ```exchange.GetFundings()``` function supports both live trading and the backtesting system.\", \"Exchanges that do not support batch retrieval of funding rate data: Futures_Bitget, Futures_OKX, Futures_MEXC, Futures_Deribit, Futures_Crypto. When calling, you need to pass in the ```symbol``` parameter to specify the concrete trading pair code, for example: ```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\": \"When the ```exchange.GetFundings()``` function successfully requests data, it returns a {@struct/Funding Funding} structure array; when the data request fails, it returns a null value.\", \"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\": \"99f00e42cd24a3e15adc30f5f7976cc11ae3dbd4313c9da0972309c832314667\", \"args\": [{\"info\": \"The ```s``` parameter is used to specify the base URL of the exchange API interface.\", \"name\": \"s\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"The ```exchange.SetBase()``` function is used to set the base URL of the exchange API interface used by the {@var/EXCHANGE exchange} exchange object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n // Use the default base URL\\n Log(exchange.GetTicker())\\n // Switch to 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\": \"fn main() {\\n // Use the default base URL\\n Log!(exchange.GetTicker(None));\\n // Switch to https://aws.okx.com\\n exchange.SetBase(\\\"https://aws.okx.com\\\");\\n Log!(exchange.GetTicker(None));\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n Log(exchange.GetTicker());\\n exchange.SetBase(\\\"https://aws.okx.com\\\");\\n Log(exchange.GetTicker());\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The backtesting system does not support switching the base URL of the exchange API interface, because the backtesting system is a sandbox simulation environment and does not actually access the exchange's API interface.\"], \"seeAlso\": [\"{@fun/Trade/exchange.IO exchange.IO}\"], \"syntax\": [\"exchange.SetBase(s)\"], \"title\": \"exchange.SetBase\"}, {\"_src_hash\": \"7ea7942a39d2899a682f349aaa98dbab75d2db1bea9ac259342d4ebf2e98d465\", \"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\": \"fn main() {\\n Log!(exchange.GetBase());\\n}\", \"lang\": \"rust\"}, {\"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\": \"39fe42b2be607657abec29a316fa62dbcb0cd524b358a4a1f3dfa597a99eaf23\", \"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 configure the proxy settings of the {@var/EXCHANGE exchange} exchange object.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n exchange.SetProxy(\\\"socks5://192.168.1.10:8080\\\")\\n // If the exchange market data interface cannot be accessed, set an available socks5 proxy to access the market data interface\\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\": \"fn main() {\\n exchange.SetProxy(\\\"socks5://192.168.1.10:8080\\\");\\n // If the exchange market data interface cannot be accessed, set an available socks5 proxy to access the market data interface\\n Log!(exchange.GetTicker(None));\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n exchange.SetProxy(\\\"socks5://192.168.1.10:8080\\\");\\n Log(exchange.GetTicker());\\n}\", \"lang\": \"cpp\"}], \"value\": \"Configure a ```socks5``` proxy for the {@var/EXCHANGE exchange} exchange object:\"}, {\"examples\": [{\"code\": \"function main(){\\n exchange.SetProxy(\\\"ip://10.0.3.15\\\")\\n // The IP address used to send requests is 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\": \"fn main() {\\n exchange.SetProxy(\\\"ip://10.0.3.15\\\");\\n // The IP address used to send requests is 10.0.3.15\\n let _ = exchange.GetTicker(None);\\n}\", \"lang\": \"rust\"}, {\"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 used by the {@var/EXCHANGE exchange} exchange object to send requests, specifying the IP address individually based on the {@var/EXCHANGE exchange} is also supported:\"}], \"remarks\": [\"If the proxy setting fails, calling the ```exchange.SetProxy()``` function will return a null value.\\n\\n\\nThe proxy setting feature of the ```exchange.SetProxy()``` function only supports the ```rest``` protocol. Each {@var/EXCHANGE exchange} exchange object can be assigned one proxy. Once a proxy is set, all access to the exchange interface bound to that {@var/EXCHANGE exchange} exchange object will go through this proxy.\", \"Setting a ```socks5``` proxy is supported. Taking the first added exchange object {@var/EXCHANGE exchange} (i.e. ```exchanges[0]```) as an example:\\n\\n\\n- Set a proxy with no username and no password: ```exchange.SetProxy(\\\"socks5://127.0.0.1:8889\\\")```.\\n\\n\\n- Set a proxy with a specified 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\\n- Switch back to normal mode without using a proxy: ```exchange.SetProxy(\\\"\\\")```.\", \"Specifying the IP address used by the {@var/EXCHANGE exchange} exchange object to send requests is supported. For details, see [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\": \"82cf698e6a34a6684222f543ffc87e3aef3c23bf7569d251f1441582a043c097\", \"args\": [{\"info\": \"The ```timeout``` parameter is used to specify the timeout in milliseconds.\", \"name\": \"timeout\", \"required\": true, \"type\": \"number\"}], \"desc\": [\"The ```exchange.SetTimeout()``` function is used to set the timeout for ```rest``` requests of 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\": \"fn main() {\\n exchange.SetTimeout(3000);\\n Log!(exchange.GetTicker(None));\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n exchange.SetTimeout(3000);\\n Log(exchange.GetTicker());\\n}\", \"lang\": \"cpp\"}]}], \"remarks\": [\"The ```timeout``` parameter is a value in milliseconds, where 1000 milliseconds equals 1 second. This setting 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 of 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, it is determined to be a timeout, and the timed-out function call 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\": \"53c9ed81eeda8b2e5b0e7f78693200bb388018022c44d4d44aa70094b4ef8064\", \"args\": [{\"info\": \"The ```timeout``` parameter is used to set the timeout duration, in milliseconds. If ```timeout``` is set to 0, it blocks and waits indefinitely, returning only when an event occurs; if greater than 0, it sets the timeout duration for waiting for an event; if less than 0, it returns the most recent event immediately.\", \"name\": \"timeout\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```eventLoop()``` function is used to listen for events received by the current thread.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var t1 = threading.Thread(function() {\\n while (true) {\\n var eventMsg = threading.currentThread().eventLoop() // Block and wait\\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) // Return immediately\\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) // Set a 3-second timeout\\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\": \"Concurrently execute 3 threads, outputting the received event information; when a timeout occurs or it returns immediately, the output is null.\"}], \"remarks\": [\"The processing mechanism of the ```eventLoop()``` function is consistent with that of the global function ```EventLoop()```.\"], \"returns\": [{\"info\": \"The ```eventLoop()``` function returns the event information received by the current thread. For details, see [Event Information Structure](https://www.fmz.com/syntax-guide/struct/otherstruct/eventloop-return).\", \"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\": \"d9c2535e263e3dcb2f34cde8b1744d960863c7bcb29261554ae95f86cc5bd5fa\", \"args\": [{\"info\": \"The ```k``` parameter is used to specify the functionality of the ```exchange.IO()``` function. When set to ```\\\"base\\\"```, it indicates that the function is used to switch the RPC node.\", \"name\": \"k\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The ```address``` parameter is used to specify the RPC node address.\", \"name\": \"address\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"The ```exchange.IO(\\\"base\\\", ...)``` function is used to set the RPC node address.\"], \"examples\": [{\"examples\": [{\"code\": \"function main() {\\n var chainRpc = \\\"https://bsc-dataseed.binance.org\\\"\\n exchange.IO(\\\"base\\\", chainRpc) // Switch to the BSC chain\\n}\", \"lang\": \"javascript\"}]}], \"forms\": \"exchange.IO(\\\"base\\\", ...)\", \"syntax\": [\"exchange.IO(k, address)\"], \"title\": \"exchange.IO(\\\"base\\\", ...)\"}], \"title\": \"Web3\"}, {\"_src_hash\": \"5b45b5ca8a5fd6958d8ca2804ef9b2b291bf426ce6317c9cc77b4ab0dda000b8\", \"children\": [{\"_src_hash\": \"8519fe94fb55d5b08174c845a10996af6a416971d2276e5cb9bbc6b7b061894c\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line (candlestick) data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```optInFastPeriod``` parameter is used to set the fast line period.\", \"name\": \"optInFastPeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```optInSlowPeriod``` parameter is used to set the slow line 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 (MACD) indicator**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n // You can fill in different K-line periods, such as PERIOD_M1, PERIOD_M30, PERIOD_H1......\\n var records = exchange.GetRecords(PERIOD_M15)\\n var macd = TA.MACD(records, 12, 26, 9)\\n // Checking the logs shows that three arrays are returned, corresponding to DIF, DEA, and MACD respectively\\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\": \"fn main() {\\n // You can fill in different K-line periods, such as PERIOD_M1, PERIOD_M30, PERIOD_H1......\\n let records = exchange.GetRecords(None, PERIOD_M15, None).unwrap();\\n let macd = TA.MACD(&records, 12, 26, 9);\\n // Checking the logs shows that three arrays are returned, corresponding to DIF, DEA, and MACD respectively\\n Log!(\\\"DIF:\\\", macd[0], \\\"DEA:\\\", macd[1], \\\"MACD:\\\", macd[2]);\\n}\", \"lang\": \"rust\"}, {\"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 the algorithms of commonly used indicators and supports calls from ```JavaScript```, ```Python```, and ```C++``` strategies. For details, see the [open-source TA library code](https://www.fmz.com/bbs-topic/409).\", \"The default values of the ```optInFastPeriod```, ```optInSlowPeriod```, and ```optInSignalPeriod``` parameters of the ```TA.MACD()``` function are ```12```, ```26```, and ```9``` respectively.\"], \"returns\": [{\"info\": \"The return value of the ```TA.MACD()``` function is 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\": \"f9ad92128f083d71ea6fb772067e905589772850885653eaf74d3df1cc3de145\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to pass in K-line (candlestick) data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array / numeric array\"}, {\"info\": \"The ```period``` parameter is used to set calculation period 1.\", \"name\": \"period\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```kPeriod``` parameter is used to set calculation period 2.\", \"name\": \"kPeriod\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```dPeriod``` parameter is used to set calculation period 3.\", \"name\": \"dPeriod\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```TA.KDJ()``` function is used to calculate the **Stochastic Oscillator (KDJ)**.\"], \"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\": \"fn main() {\\n let records = exchange.GetRecords(None, PERIOD_M15, None).unwrap();\\n let kdj = TA.KDJ(&records, 9, 3, 3);\\n Log!(\\\"k:\\\", kdj[0], \\\"d:\\\", kdj[1], \\\"j:\\\", kdj[2]);\\n}\", \"lang\": \"rust\"}, {\"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 of the ```period```, ```kPeriod```, and ```dPeriod``` parameters of the ```TA.KDJ()``` function are: ```9```, ```3```, and ```3``` respectively.\"], \"returns\": [{\"info\": \"The return value of the ```TA.KDJ()``` function is 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\": \"5640a8f1581f83c85fb191f7b62158b0d8090c46a8578256dd946bc29fa4fa29\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line (candlestick) data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} struct 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 (RSI)**.\"], \"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\": \"fn main() {\\n let records = exchange.GetRecords(None, PERIOD_M30, None).unwrap();\\n let rsi = TA.RSI(&records, 14);\\n Log!(rsi);\\n}\", \"lang\": \"rust\"}, {\"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 of 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\": \"a63ec4229948389283a90f4f68ae60bbddfa78f27c344c642a47144a33b78e36\", \"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 (ATR)**.\"], \"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\": \"fn main() {\\n let records = exchange.GetRecords(None, PERIOD_M30, None).unwrap();\\n let atr = TA.ATR(&records, 14);\\n Log!(atr);\\n}\", \"lang\": \"rust\"}, {\"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 of the ```TA.ATR()``` function is: ```14```.\"], \"returns\": [{\"info\": \"The return value of the ```TA.ATR()``` 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.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\": \"4bc61e712054c9b47993a5fe4ab80313da04c6e23ff930845202b7131438ba9d\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data (the closing price and volume in the K-line data are used in the calculation).\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}], \"desc\": [\"```TA.OBV()``` function is used to calculate the **On-Balance Volume (OBV)**.\"], \"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\": \"fn main() {\\n let records = exchange.GetRecords(None, PERIOD_M30, None).unwrap();\\n let obv = TA.OBV(&records);\\n Log!(obv);\\n}\", \"lang\": \"rust\"}, {\"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 return value of the ```TA.OBV()``` 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.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)\"], \"title\": \"TA.OBV\"}, {\"_src_hash\": \"9786e6bb0e18282768f69566dc31f156c105fb6683505e5a0b1bcecc8f041412\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} struct 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 (Moving Average)**.\"], \"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\": \"fn main() {\\n let records = exchange.GetRecords(None, PERIOD_M30, None).unwrap();\\n let ma = TA.MA(&records, 14);\\n Log!(ma);\\n}\", \"lang\": \"rust\"}, {\"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 of the ```TA.MA()``` function is: ```9```.\"], \"returns\": [{\"info\": \"The return value of the ```TA.MA()``` 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.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\": \"065df221337d7a74235f6241de75b04657f3acba9b44b7331c0108d53751097a\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to pass in the K-line (candlestick) 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 (EMA) indicator**.\"], \"examples\": [{\"examples\": [{\"code\": \"function main(){\\n var records = exchange.GetRecords()\\n // Check whether the number of K-line Bars meets the period required for indicator calculation\\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\": \"fn main() {\\n let records = exchange.GetRecords(None, None, None).unwrap();\\n // Check whether the number of K-line Bars meets the period required for indicator calculation\\n if records.len() > 9 {\\n let ema = TA.EMA(&records, 9);\\n Log!(ema);\\n }\\n}\", \"lang\": \"rust\"}, {\"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 of 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\": \"5abacd7d37a5ff346954e8f2b98c0d8a1173d8e2001c0d68bc2155b3b74586ca\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line (candlestick) data.\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} struct 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 multiplier (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\": \"fn main() {\\n let records = exchange.GetRecords(None, None, None).unwrap();\\n if records.len() > 20 {\\n let boll = TA.BOLL(&records, 20, 2.0);\\n let [upLine, midLine, downLine] = boll;\\n Log!(upLine);\\n Log!(midLine);\\n Log!(downLine);\\n }\\n}\", \"lang\": \"rust\"}, {\"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 of the ```period``` and ```multiplier``` parameters of the ```TA.BOLL()``` function are ```20``` and ```2```, respectively.\"], \"returns\": [{\"info\": \"The return value of the ```TA.BOLL()``` function is 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\": \"0f06327784a7a58cbdd1821652fedd3d30835c1242fa00a00d97abaa13e2c656\", \"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 of the Jaw line.\", \"name\": \"jawLength\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```teethLength``` parameter is used to set the period of the Teeth line.\", \"name\": \"teethLength\", \"required\": false, \"type\": \"number\"}, {\"info\": \"The ```lipsLength``` parameter is used to set the period of the Lips line.\", \"name\": \"lipsLength\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"```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\": \"fn main() {\\n let records = exchange.GetRecords(None, None, None).unwrap();\\n let alligator = TA.Alligator(&records, None, None, None);\\n Log!(\\\"jawLine:\\\", alligator[0]);\\n Log!(\\\"teethLine:\\\", alligator[1]);\\n Log!(\\\"lipsLine:\\\", alligator[2]);\\n}\", \"lang\": \"rust\"}, {\"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 of the ```jawLength```, ```teethLength```, and ```lipsLength``` parameters of the ```TA.Alligator()``` function are: ```13```, ```8```, and ```5``` respectively.\"], \"returns\": [{\"info\": \"The return value of the ```TA.Alligator()``` function is a two-dimensional array with the structure: ```[jawLine, teethLine, lipsLine]```.\", \"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\": \"426626b663edd973ac35294a2c329457e4c5188c6fcbec41c829e38ffc8433ff\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line (candlestick) data (the high, low, close prices, and volume in the K-line data are used in the calculation).\", \"name\": \"inReal\", \"required\": true, \"type\": \"{@struct/Record Record} structure array\"}, {\"info\": \"The ```periods``` parameter is used to specify the calculation period, with a default value of 20.\", \"name\": \"periods\", \"required\": false, \"type\": \"number\"}], \"desc\": [\"The ```TA.CMF()``` function is used to calculate the **Chaikin Money Flow (CMF)** 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\": \"fn main() {\\n let records = exchange.GetRecords(None, None, None).unwrap();\\n let cmf = TA.CMF(&records, None);\\n Log!(cmf);\\n}\", \"lang\": \"rust\"}, {\"code\": \"void main() {\\n auto records = exchange.GetRecords();\\n auto cmf = TA.CMF(records);\\n Log(cmf);\\n}\", \"lang\": \"cpp\"}]}], \"returns\": [{\"info\": \"The return value of the ```TA.CMF()``` 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.Highest TA.Highest}, {@fun/TA/TA.Lowest TA.Lowest}\"], \"syntax\": [\"TA.CMF(inReal)\", \"TA.CMF(inReal, periods)\"], \"title\": \"TA.CMF\"}, {\"_src_hash\": \"a21569c211651355c1368dbac85ddd9cd7ec3bd8c2029f57046249b30b21831d\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line (candlestick) 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 specify the attribute. 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 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\": \"fn main() {\\n let records = exchange.GetRecords(None, None, None).unwrap();\\n // Rust's TA.Highest has no attribute name parameter; first extract the opening price numeric sequence, then calculate (not including the current Bar)\\n let opens: Vec = records.iter().map(|r| r.Open).collect();\\n let highestForOpen = TA.Highest(&opens, 10);\\n Log!(highestForOpen);\\n}\", \"lang\": \"rust\"}, {\"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 the ```TA.Highest(records, 30, \\\"High\\\")``` function, if the period parameter ```period``` is set to ```0```, it means calculating all ```Bar``` in the K-line data passed in by the ```inReal``` parameter; if the attribute parameter ```attr``` is not specified, the data passed in by the ```inReal``` parameter is treated as an ordinary array.\"], \"returns\": [{\"info\": \"The ```TA.Highest()``` function returns the maximum value of a certain attribute over the most recent specified period, not including 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\": \"47ccb444665a87ddaed8997e96e99e2a540317baf99aa45b2207b80931ab4720\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to specify the K-line (candlestick) 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 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 **lowest price over a period**.\"], \"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\": \"fn main() {\\n let records = exchange.GetRecords(None, None, None).unwrap();\\n // Rust's TA.Lowest has no attribute-name parameter; first extract the opening price numeric sequence, then calculate (not including the current Bar)\\n let opens: Vec = records.iter().map(|r| r.Open).collect();\\n let lowestForOpen = TA.Lowest(&opens, 10);\\n Log!(lowestForOpen);\\n}\", \"lang\": \"rust\"}, {\"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 the ```TA.Lowest(records, 30, \\\"Low\\\")``` function: if the period parameter ```period``` is set to ```0```, it means calculating over all ```Bar``` of the K-line data passed in via the ```inReal``` parameter; if the attribute parameter ```attr``` is not specified, the K-line data passed in via the ```inReal``` parameter is treated as an ordinary array.\", \"When using the ```TA.Highest()``` and ```TA.Lowest()``` functions in a ```C++``` strategy, note the following: the ```Highest()``` and ```Lowest()``` functions each have only 2 parameters, and the first parameter passed in is not the K-line data ```r``` obtained from calling ```auto r = exchange.GetRecords()```, but rather requires calling a method of ```r``` to pass in specific attribute data. For example, pass in ```r.Close()``` for closing price data. The calling method for ```Close```, ```High```, ```Low```, ```Open```, ```Volume``` is the same as ```r.Close()```.\\n\\nTest example for a ```C++``` language strategy:\\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 passed in is not r; you 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 over the most recent given period, not including 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\": \"b3e78cc3a53a18c42fb948f2a8d52af6adc283a44499cc2db29060f4daf9580a\", \"args\": [{\"info\": \"The ```inReal``` parameter is used to pass in the K-line (candlestick) 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 (SMA) 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\": \"fn main() {\\n let records = exchange.GetRecords(None, PERIOD_M30, None).unwrap();\\n let sma = TA.SMA(&records, 14);\\n Log!(sma);\\n}\", \"lang\": \"rust\"}, {\"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 of 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\": \"535e9fd713b86d73c2c0057bae023f467883b457cb903824522413613705beb8\", \"args\": [{\"info\": \"The name or path of the original file.\", \"name\": \"oldName\", \"required\": true, \"type\": \"string\"}, {\"info\": \"The name or path of the new file.\", \"name\": \"newName\", \"required\": true, \"type\": \"string\"}], \"desc\": [\"Rename a file 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 let 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\": [\"This function can be used to rename a file or move a file to another directory. If the directory of the new path does not exist, the operation will fail.\"], \"returns\": [{\"info\": \"Returns true when the operation succeeds, 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\": [\"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\": \"e45133f2a22e3ccc6347b9e5d46139af88a44e794e17263212cfc72e6f04dc19\", \"desc\": [\"exchange is an exchange object, and it is also the first exchange object added in the strategy live trading settings and 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\": \"fn main() {\\n Log!(\\\"First exchange object name:\\\", exchange.GetName(), \\\", Label:\\\", exchange.GetLabel());\\n}\", \"lang\": \"rust\"}, {\"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\": \"cc996cec71048c281f3180fb7b2fbbfae5f95d7dcbd041c44ebbb463c11edc99\", \"desc\": [\"exchanges is an array of exchange objects that contains all the exchange objects added in the strategy's live trading settings or backtesting settings, where exchanges[0] is {@var/EXCHANGE exchange}.\", \"The 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\": \"fn main() {\\n for i in 0..exchanges.len() {\\n Log!(\\\"Exchange index:\\\", i, \\\"Name:\\\", exchanges[i].GetName(), \\\"Label:\\\", exchanges[i].GetLabel());\\n }\\n}\", \"lang\": \"rust\"}, {\"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}, {@var/LOG_TYPE/LOG_TYPE_CANCEL LOG_TYPE_CANCEL}\"], \"title\": \"LOG_TYPE_BUY\", \"type\": \"number\"}, {\"_src_hash\": \"6ab80773a1c6d1beeb17fbcb25edd0c7fce2b684fa65b87b9e0effd133d9fe5c\", \"desc\": [\"LOG_TYPE_SELL is an optional value for the ```LogType``` parameter of the {@fun/Trade/exchange.Log exchange.Log} function, used to set the ```exchange.Log``` function to print sell order logs.\", \"The value of LOG_TYPE_SELL is 1.\"], \"seeAlso\": [\"{@var/LOG_TYPE/LOG_TYPE_BUY LOG_TYPE_BUY}, {@var/LOG_TYPE/LOG_TYPE_CANCEL LOG_TYPE_CANCEL}\"], \"title\": \"LOG_TYPE_SELL\", \"type\": \"number\"}, {\"_src_hash\": \"62899c760e9f4cc72b6a5101a070a493a8f40f94b709f99127f5eba86aa72c24\", \"desc\": [\"LOG_TYPE_CANCEL is an optional value for the ```LogType``` parameter of the {@fun/Trade/exchange.Log exchange.Log} function, used to set the ```exchange.Log``` function to print order cancellation logs.\", \"The value of LOG_TYPE_CANCEL is 2.\"], \"seeAlso\": [\"{@var/LOG_TYPE/LOG_TYPE_BUY LOG_TYPE_BUY}, {@var/LOG_TYPE/LOG_TYPE_SELL LOG_TYPE_SELL}\"], \"title\": \"LOG_TYPE_CANCEL\", \"type\": \"number\"}], \"title\": \"LOG_TYPE\"}], \"title\": \"Built-in 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