import os
import datetime

class Config:
    # Server settings
    PORT = int(os.environ.get("PORT", 9527))
    HOST = os.environ.get("HOST", "0.0.0.0")
    DEBUG = os.environ.get("DEBUG", "False").lower() == "true"

    # Trading settings
    TRADE_TIMEOUT = int(os.environ.get("TRADE_TIMEOUT", 5))  # 交易超时时间（秒）
    SIMULATION_ONLY = os.environ.get("SIMULATION_ONLY", "False").lower() == "true"

    # Trading hours
    MARKET_OPEN_TIME = os.environ.get("MARKET_OPEN_TIME", "09:15")
    MARKET_CLOSE_TIME = os.environ.get("MARKET_CLOSE_TIME", "15:30")

    # Logging
    LOG_DIR = "logs"
    LOG_LEVEL = "INFO"
    LOG_FORMAT = '%(asctime)s - %(name)s - %(levelname)s - %(message)s'
    LOG_MAX_BYTES = 10 * 1024 * 1024  # 10MB
    LOG_BACKUP_COUNT = 5

    # API Rate limiting
    RATE_LIMIT_REQUESTS = 100
    RATE_LIMIT_PERIOD = 60  # seconds

    # XtQuant 相关配置
    XT_ACCOUNT = os.environ.get("XT_ACCOUNT", "80391818")
    XT_PATH = os.environ.get("XT_PATH", r'C:\\江海证券QMT实盘_交易\\userdata_mini')

    # RealTraderManager配置
    RTM_ORDER_TIMEOUT = int(os.environ.get("RTM_ORDER_TIMEOUT", 60))  # 订单超时时间（秒）
    RTM_MAX_RETRIES = int(os.environ.get("RTM_MAX_RETRIES", 3))  # 最大重试次数
    RTM_USE_MARKET_ORDER = os.environ.get("RTM_USE_MARKET_ORDER", "True").lower() == "true"  # 是否使用市价单进行补单

    # 计划任务运行时间
    STRATEGY_SAVE_TIME = os.environ.get("STRATEGY_SAVE_TIME", "15:30")  # 每天保存策略数据的时间
    CLEAN_ORDERS_TIME = os.environ.get("CLEAN_ORDERS_TIME", "00:01")  # 每天清理超时委托的时间