feat: add trading dashboard with API and UI components
- Introduced a new trading dashboard consisting of a FastAPI backend (`dashboard-api`) for data retrieval and a React frontend (`dashboard-ui`) for visualization. - Implemented a log parser to monitor and store bot logs in an SQLite database. - Configured Docker setup for both API and UI, including necessary Dockerfiles and a docker-compose configuration. - Added setup documentation for running the dashboard and accessing its features. - Enhanced the Jenkins pipeline to build and push the new dashboard images.
This commit is contained in:
21in7
9
dashboard/api/Dockerfile
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9
dashboard/api/Dockerfile
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@@ -0,0 +1,9 @@
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FROM python:3.11-slim
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WORKDIR /app
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RUN pip install --no-cache-dir fastapi uvicorn
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COPY log_parser.py .
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COPY dashboard_api.py .
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COPY entrypoint.sh .
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RUN chmod +x entrypoint.sh
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EXPOSE 8080
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CMD ["./entrypoint.sh"]
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108
dashboard/api/dashboard_api.py
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108
dashboard/api/dashboard_api.py
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"""
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dashboard_api.py — 로그 파서가 채운 SQLite DB를 읽어서 대시보드 API 제공
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"""
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import sqlite3
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import os
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from fastapi import FastAPI, Query
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from fastapi.middleware.cors import CORSMiddleware
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from pathlib import Path
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from contextlib import contextmanager
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DB_PATH = os.environ.get("DB_PATH", "/app/data/dashboard.db")
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app = FastAPI(title="Trading Dashboard API")
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app.add_middleware(
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CORSMiddleware,
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allow_origins=["*"],
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allow_methods=["*"],
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allow_headers=["*"],
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)
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@contextmanager
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def get_db():
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conn = sqlite3.connect(DB_PATH)
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conn.row_factory = sqlite3.Row
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try:
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yield conn
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finally:
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conn.close()
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@app.get("/api/position")
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def get_position():
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with get_db() as db:
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row = db.execute(
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"SELECT * FROM trades WHERE status='OPEN' ORDER BY id DESC LIMIT 1"
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).fetchone()
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status_rows = db.execute("SELECT key, value FROM bot_status").fetchall()
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bot = {r["key"]: r["value"] for r in status_rows}
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return {"position": dict(row) if row else None, "bot": bot}
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@app.get("/api/trades")
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def get_trades(limit: int = Query(50, ge=1, le=500), offset: int = 0):
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with get_db() as db:
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rows = db.execute(
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"SELECT * FROM trades WHERE status='CLOSED' ORDER BY id DESC LIMIT ? OFFSET ?",
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(limit, offset),
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).fetchall()
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total = db.execute("SELECT COUNT(*) as cnt FROM trades WHERE status='CLOSED'").fetchone()["cnt"]
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return {"trades": [dict(r) for r in rows], "total": total}
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@app.get("/api/daily")
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def get_daily(days: int = Query(30, ge=1, le=365)):
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with get_db() as db:
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rows = db.execute("""
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SELECT
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date(exit_time) as date,
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COUNT(*) as total_trades,
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SUM(CASE WHEN net_pnl > 0 THEN 1 ELSE 0 END) as wins,
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SUM(CASE WHEN net_pnl <= 0 THEN 1 ELSE 0 END) as losses,
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ROUND(SUM(net_pnl), 4) as net_pnl,
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ROUND(SUM(commission), 4) as total_fees
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FROM trades
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WHERE status='CLOSED' AND exit_time IS NOT NULL
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GROUP BY date(exit_time)
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ORDER BY date DESC
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LIMIT ?
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""", (days,)).fetchall()
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return {"daily": [dict(r) for r in rows]}
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@app.get("/api/stats")
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def get_stats():
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with get_db() as db:
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row = db.execute("""
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SELECT
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COUNT(*) as total_trades,
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COALESCE(SUM(CASE WHEN net_pnl > 0 THEN 1 ELSE 0 END), 0) as wins,
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COALESCE(SUM(CASE WHEN net_pnl <= 0 THEN 1 ELSE 0 END), 0) as losses,
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COALESCE(SUM(net_pnl), 0) as total_pnl,
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COALESCE(SUM(commission), 0) as total_fees,
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COALESCE(AVG(net_pnl), 0) as avg_pnl,
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COALESCE(MAX(net_pnl), 0) as best_trade,
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COALESCE(MIN(net_pnl), 0) as worst_trade
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FROM trades WHERE status='CLOSED'
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""").fetchone()
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status_rows = db.execute("SELECT key, value FROM bot_status").fetchall()
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bot = {r["key"]: r["value"] for r in status_rows}
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result = dict(row)
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result["current_price"] = bot.get("current_price")
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result["balance"] = bot.get("balance")
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return result
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@app.get("/api/candles")
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def get_candles(limit: int = Query(96, ge=1, le=1000)):
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with get_db() as db:
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rows = db.execute("SELECT * FROM candles ORDER BY ts DESC LIMIT ?", (limit,)).fetchall()
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return {"candles": [dict(r) for r in reversed(rows)]}
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@app.get("/api/health")
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def health():
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try:
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with get_db() as db:
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cnt = db.execute("SELECT COUNT(*) as c FROM candles").fetchone()["c"]
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return {"status": "ok", "candles_count": cnt}
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except Exception as e:
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return {"status": "error", "detail": str(e)}
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18
dashboard/api/entrypoint.sh
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18
dashboard/api/entrypoint.sh
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@@ -0,0 +1,18 @@
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#!/bin/bash
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set -e
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echo "=== Trading Dashboard ==="
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echo "LOG_DIR=${LOG_DIR:-/app/logs}"
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echo "DB_PATH=${DB_PATH:-/app/data/dashboard.db}"
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# 로그 파서를 백그라운드로 실행
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python log_parser.py &
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PARSER_PID=$!
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echo "Log parser started (PID: $PARSER_PID)"
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# 파서가 기존 로그를 처리할 시간 부여
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sleep 3
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# FastAPI 서버 실행
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echo "Starting API server on :8080"
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exec uvicorn dashboard_api:app --host 0.0.0.0 --port 8080 --log-level info
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476
dashboard/api/log_parser.py
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476
dashboard/api/log_parser.py
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@@ -0,0 +1,476 @@
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"""
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log_parser.py — 봇 로그 파일을 감시하고 파싱하여 SQLite에 저장
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봇 코드 수정 없이 동작. logs/ 디렉토리만 마운트하면 됨.
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실행: python log_parser.py
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"""
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import re
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import sqlite3
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import time
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import glob
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import os
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import json
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import threading
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from datetime import datetime, date
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from pathlib import Path
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# ── 설정 ──────────────────────────────────────────────────────────
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LOG_DIR = os.environ.get("LOG_DIR", "/app/logs")
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DB_PATH = os.environ.get("DB_PATH", "/app/data/dashboard.db")
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POLL_INTERVAL = int(os.environ.get("POLL_INTERVAL", "5")) # 초
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# ── 정규식 패턴 (실제 봇 로그 형식 기준) ──────────────────────────
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PATTERNS = {
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# 신호: HOLD | 현재가: 1.3889 USDT
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"signal": re.compile(
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r"(?P<ts>\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2})"
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r".*신호: (?P<signal>\w+) \| 현재가: (?P<price>[\d.]+) USDT"
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),
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# ADX: 24.4
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"adx": re.compile(
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r"(?P<ts>\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2})"
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r".*ADX: (?P<adx>[\d.]+)"
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),
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# OI=261103765.6, OI변화율=0.000692, 펀딩비=0.000039
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"microstructure": re.compile(
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r"(?P<ts>\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2})"
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r".*OI=(?P<oi>[\d.]+), OI변화율=(?P<oi_change>[-\d.]+), 펀딩비=(?P<funding>[-\d.]+)"
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),
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# 기존 포지션 복구: SHORT | 진입가=1.4126 | 수량=86.8
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"position_recover": re.compile(
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r"(?P<ts>\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2})"
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r".*기존 포지션 복구: (?P<direction>\w+) \| 진입가=(?P<entry_price>[\d.]+) \| 수량=(?P<qty>[\d.]+)"
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),
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# SHORT 진입: 가격=1.3940, 수량=86.8, SL=1.4040, TP=1.3840
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"entry": re.compile(
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r"(?P<ts>\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2})"
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r".*(?P<direction>SHORT|LONG) 진입: "
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r"가격=(?P<entry_price>[\d.]+), "
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r"수량=(?P<qty>[\d.]+), "
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r"SL=(?P<sl>[\d.]+), "
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r"TP=(?P<tp>[\d.]+)"
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),
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# 청산 감지(MANUAL): exit=1.3782, rp=+2.9859, commission=0.0598, net_pnl=+2.9261
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"close_detect": re.compile(
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r"(?P<ts>\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2})"
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r".*청산 감지\((?P<reason>\w+)\):\s*"
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r"exit=(?P<exit_price>[\d.]+),\s*"
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r"rp=(?P<expected>[+\-\d.]+),\s*"
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r"commission=(?P<commission>[\d.]+),\s*"
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r"net_pnl=(?P<net_pnl>[+\-\d.]+)"
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),
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# 오늘 누적 PnL: 2.9261 USDT
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"daily_pnl": re.compile(
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r"(?P<ts>\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2})"
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r".*오늘 누적 PnL: (?P<pnl>[+\-\d.]+) USDT"
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),
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# 봇 시작: XRPUSDT, 레버리지 10x
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"bot_start": re.compile(
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r"(?P<ts>\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2})"
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r".*봇 시작: (?P<symbol>\w+), 레버리지 (?P<leverage>\d+)x"
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),
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# 기준 잔고 설정: 24.46 USDT
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"balance": re.compile(
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r"(?P<ts>\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2})"
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r".*기준 잔고 설정: (?P<balance>[\d.]+) USDT"
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),
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# ML 필터 로드
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"ml_filter": re.compile(
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r"(?P<ts>\d{4}-\d{2}-\d{2} \d{2}:\d{2}:\d{2})"
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r".*ML 필터 로드.*임계값=(?P<threshold>[\d.]+)"
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),
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}
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class LogParser:
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def __init__(self):
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Path(DB_PATH).parent.mkdir(parents=True, exist_ok=True)
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self.conn = sqlite3.connect(DB_PATH)
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self.conn.row_factory = sqlite3.Row
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self.conn.execute("PRAGMA journal_mode=WAL")
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self._init_db()
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# 상태 추적
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self._file_positions = {} # {파일경로: 마지막 읽은 위치}
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self._current_position = None # 현재 열린 포지션 정보
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self._pending_candle = {} # 타임스탬프 기준으로 지표를 모아두기
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self._bot_config = {"symbol": "XRPUSDT", "leverage": 10}
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self._balance = 0
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def _init_db(self):
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self.conn.executescript("""
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CREATE TABLE IF NOT EXISTS trades (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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symbol TEXT NOT NULL DEFAULT 'XRPUSDT',
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direction TEXT NOT NULL,
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entry_time TEXT NOT NULL,
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exit_time TEXT,
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entry_price REAL NOT NULL,
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exit_price REAL,
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quantity REAL,
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leverage INTEGER DEFAULT 10,
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sl REAL,
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tp REAL,
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rsi REAL,
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macd_hist REAL,
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atr REAL,
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adx REAL,
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expected_pnl REAL,
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actual_pnl REAL,
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commission REAL,
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net_pnl REAL,
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status TEXT NOT NULL DEFAULT 'OPEN',
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close_reason TEXT,
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extra TEXT
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);
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CREATE TABLE IF NOT EXISTS candles (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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ts TEXT NOT NULL UNIQUE,
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price REAL NOT NULL,
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signal TEXT,
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adx REAL,
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oi REAL,
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oi_change REAL,
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funding_rate REAL
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);
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CREATE TABLE IF NOT EXISTS daily_pnl (
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date TEXT PRIMARY KEY,
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cumulative_pnl REAL DEFAULT 0,
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trade_count INTEGER DEFAULT 0,
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wins INTEGER DEFAULT 0,
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losses INTEGER DEFAULT 0,
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last_updated TEXT
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);
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CREATE TABLE IF NOT EXISTS bot_status (
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key TEXT PRIMARY KEY,
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value TEXT,
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updated_at TEXT
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);
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CREATE TABLE IF NOT EXISTS parse_state (
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filepath TEXT PRIMARY KEY,
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position INTEGER DEFAULT 0
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);
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CREATE INDEX IF NOT EXISTS idx_candles_ts ON candles(ts);
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CREATE INDEX IF NOT EXISTS idx_trades_status ON trades(status);
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""")
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self.conn.commit()
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self._load_state()
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def _load_state(self):
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"""이전 파싱 위치 복원"""
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rows = self.conn.execute("SELECT filepath, position FROM parse_state").fetchall()
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self._file_positions = {r["filepath"]: r["position"] for r in rows}
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# 현재 열린 포지션 복원
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row = self.conn.execute(
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"SELECT * FROM trades WHERE status='OPEN' ORDER BY id DESC LIMIT 1"
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).fetchone()
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if row:
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self._current_position = dict(row)
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def _save_position(self, filepath, pos):
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self.conn.execute(
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"INSERT INTO parse_state(filepath, position) VALUES(?,?) "
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"ON CONFLICT(filepath) DO UPDATE SET position=?",
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(filepath, pos, pos)
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)
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self.conn.commit()
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def _set_status(self, key, value):
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now = datetime.now().isoformat()
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self.conn.execute(
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"INSERT INTO bot_status(key, value, updated_at) VALUES(?,?,?) "
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"ON CONFLICT(key) DO UPDATE SET value=?, updated_at=?",
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(key, str(value), now, str(value), now)
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)
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self.conn.commit()
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# ── 메인 루프 ────────────────────────────────────────────────
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def run(self):
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print(f"[LogParser] 시작 — LOG_DIR={LOG_DIR}, DB={DB_PATH}, 폴링={POLL_INTERVAL}s")
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while True:
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try:
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self._scan_logs()
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except Exception as e:
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print(f"[LogParser] 에러: {e}")
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time.sleep(POLL_INTERVAL)
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def _scan_logs(self):
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"""로그 파일 목록을 가져와서 새 줄 파싱"""
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# 날짜 형식 (bot_2026-03-01.log) + 현재 형식 (bot.log) 모두 스캔
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log_files = sorted(glob.glob(os.path.join(LOG_DIR, "bot_*.log")))
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main_log = os.path.join(LOG_DIR, "bot.log")
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if os.path.exists(main_log):
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log_files.append(main_log)
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for filepath in log_files:
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self._parse_file(filepath)
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def _parse_file(self, filepath):
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last_pos = self._file_positions.get(filepath, 0)
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try:
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file_size = os.path.getsize(filepath)
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except OSError:
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return
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# 파일이 줄었으면 (로테이션) 처음부터
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if file_size < last_pos:
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last_pos = 0
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if file_size == last_pos:
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return # 새 내용 없음
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with open(filepath, "r", encoding="utf-8", errors="ignore") as f:
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f.seek(last_pos)
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new_lines = f.readlines()
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new_pos = f.tell()
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for line in new_lines:
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self._parse_line(line.strip())
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self._file_positions[filepath] = new_pos
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self._save_position(filepath, new_pos)
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# ── 한 줄 파싱 ──────────────────────────────────────────────
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def _parse_line(self, line):
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if not line:
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return
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# 봇 시작
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m = PATTERNS["bot_start"].search(line)
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if m:
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self._bot_config["symbol"] = m.group("symbol")
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self._bot_config["leverage"] = int(m.group("leverage"))
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self._set_status("symbol", m.group("symbol"))
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self._set_status("leverage", m.group("leverage"))
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self._set_status("last_start", m.group("ts"))
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return
|
||||
|
||||
# 잔고
|
||||
m = PATTERNS["balance"].search(line)
|
||||
if m:
|
||||
self._balance = float(m.group("balance"))
|
||||
self._set_status("balance", m.group("balance"))
|
||||
return
|
||||
|
||||
# ML 필터
|
||||
m = PATTERNS["ml_filter"].search(line)
|
||||
if m:
|
||||
self._set_status("ml_threshold", m.group("threshold"))
|
||||
return
|
||||
|
||||
# 포지션 복구 (재시작 시)
|
||||
m = PATTERNS["position_recover"].search(line)
|
||||
if m:
|
||||
self._handle_entry(
|
||||
ts=m.group("ts"),
|
||||
direction=m.group("direction"),
|
||||
entry_price=float(m.group("entry_price")),
|
||||
qty=float(m.group("qty")),
|
||||
is_recovery=True,
|
||||
)
|
||||
return
|
||||
|
||||
# 포지션 진입: SHORT 진입: 가격=X, 수량=Y, SL=Z, TP=W
|
||||
m = PATTERNS["entry"].search(line)
|
||||
if m:
|
||||
self._handle_entry(
|
||||
ts=m.group("ts"),
|
||||
direction=m.group("direction"),
|
||||
entry_price=float(m.group("entry_price")),
|
||||
qty=float(m.group("qty")),
|
||||
sl=float(m.group("sl")),
|
||||
tp=float(m.group("tp")),
|
||||
)
|
||||
return
|
||||
|
||||
# OI/펀딩비 (캔들 데이터에 합침)
|
||||
m = PATTERNS["microstructure"].search(line)
|
||||
if m:
|
||||
ts_key = m.group("ts")[:16] # 분 단위로 그룹
|
||||
if ts_key not in self._pending_candle:
|
||||
self._pending_candle[ts_key] = {}
|
||||
self._pending_candle[ts_key].update({
|
||||
"oi": float(m.group("oi")),
|
||||
"oi_change": float(m.group("oi_change")),
|
||||
"funding": float(m.group("funding")),
|
||||
})
|
||||
return
|
||||
|
||||
# ADX
|
||||
m = PATTERNS["adx"].search(line)
|
||||
if m:
|
||||
ts_key = m.group("ts")[:16]
|
||||
if ts_key not in self._pending_candle:
|
||||
self._pending_candle[ts_key] = {}
|
||||
self._pending_candle[ts_key]["adx"] = float(m.group("adx"))
|
||||
return
|
||||
|
||||
# 신호 + 현재가 → 캔들 저장
|
||||
m = PATTERNS["signal"].search(line)
|
||||
if m:
|
||||
ts = m.group("ts")
|
||||
ts_key = ts[:16]
|
||||
price = float(m.group("price"))
|
||||
signal = m.group("signal")
|
||||
extra = self._pending_candle.pop(ts_key, {})
|
||||
|
||||
self._set_status("current_price", str(price))
|
||||
self._set_status("current_signal", signal)
|
||||
self._set_status("last_candle_time", ts)
|
||||
|
||||
try:
|
||||
self.conn.execute(
|
||||
"""INSERT INTO candles(ts, price, signal, adx, oi, oi_change, funding_rate)
|
||||
VALUES(?,?,?,?,?,?,?)
|
||||
ON CONFLICT(ts) DO UPDATE SET
|
||||
price=?, signal=?, adx=?, oi=?, oi_change=?, funding_rate=?""",
|
||||
(ts, price, signal,
|
||||
extra.get("adx"), extra.get("oi"), extra.get("oi_change"), extra.get("funding"),
|
||||
price, signal,
|
||||
extra.get("adx"), extra.get("oi"), extra.get("oi_change"), extra.get("funding")),
|
||||
)
|
||||
self.conn.commit()
|
||||
except Exception as e:
|
||||
print(f"[LogParser] 캔들 저장 에러: {e}")
|
||||
return
|
||||
|
||||
# 청산 감지
|
||||
m = PATTERNS["close_detect"].search(line)
|
||||
if m:
|
||||
self._handle_close(
|
||||
ts=m.group("ts"),
|
||||
exit_price=float(m.group("exit_price")),
|
||||
expected_pnl=float(m.group("expected")),
|
||||
commission=float(m.group("commission")),
|
||||
net_pnl=float(m.group("net_pnl")),
|
||||
reason=m.group("reason"),
|
||||
)
|
||||
return
|
||||
|
||||
# 일일 누적 PnL
|
||||
m = PATTERNS["daily_pnl"].search(line)
|
||||
if m:
|
||||
ts = m.group("ts")
|
||||
day = ts[:10]
|
||||
pnl = float(m.group("pnl"))
|
||||
self.conn.execute(
|
||||
"""INSERT INTO daily_pnl(date, cumulative_pnl, last_updated)
|
||||
VALUES(?,?,?)
|
||||
ON CONFLICT(date) DO UPDATE SET cumulative_pnl=?, last_updated=?""",
|
||||
(day, pnl, ts, pnl, ts)
|
||||
)
|
||||
self.conn.commit()
|
||||
self._set_status("daily_pnl", str(pnl))
|
||||
return
|
||||
|
||||
# ── 포지션 진입 핸들러 ───────────────────────────────────────
|
||||
def _handle_entry(self, ts, direction, entry_price, qty,
|
||||
leverage=None, sl=None, tp=None, is_recovery=False):
|
||||
if leverage is None:
|
||||
leverage = self._bot_config.get("leverage", 10)
|
||||
|
||||
# 메모리 내 중복 체크
|
||||
if self._current_position:
|
||||
if abs(self._current_position["entry_price"] - entry_price) < 0.0001:
|
||||
return
|
||||
|
||||
# DB 내 중복 체크 — 같은 방향·가격의 OPEN 포지션이 이미 있으면 스킵
|
||||
existing = self.conn.execute(
|
||||
"SELECT id FROM trades WHERE status='OPEN' AND direction=? "
|
||||
"AND ABS(entry_price - ?) < 0.0001",
|
||||
(direction, entry_price),
|
||||
).fetchone()
|
||||
if existing:
|
||||
self._current_position = {
|
||||
"id": existing["id"],
|
||||
"direction": direction,
|
||||
"entry_price": entry_price,
|
||||
"entry_time": ts,
|
||||
}
|
||||
return
|
||||
|
||||
cur = self.conn.execute(
|
||||
"""INSERT INTO trades(symbol, direction, entry_time, entry_price,
|
||||
quantity, leverage, sl, tp, status, extra)
|
||||
VALUES(?,?,?,?,?,?,?,?,?,?)""",
|
||||
(self._bot_config.get("symbol", "XRPUSDT"), direction, ts,
|
||||
entry_price, qty, leverage, sl, tp, "OPEN",
|
||||
json.dumps({"recovery": is_recovery})),
|
||||
)
|
||||
self.conn.commit()
|
||||
self._current_position = {
|
||||
"id": cur.lastrowid,
|
||||
"direction": direction,
|
||||
"entry_price": entry_price,
|
||||
"entry_time": ts,
|
||||
}
|
||||
self._set_status("position_status", "OPEN")
|
||||
self._set_status("position_direction", direction)
|
||||
self._set_status("position_entry_price", str(entry_price))
|
||||
print(f"[LogParser] 포지션 진입: {direction} @ {entry_price} (recovery={is_recovery})")
|
||||
|
||||
# ── 포지션 청산 핸들러 ───────────────────────────────────────
|
||||
def _handle_close(self, ts, exit_price, expected_pnl, commission, net_pnl, reason):
|
||||
if not self._current_position:
|
||||
# 열린 포지션 없으면 DB에서 찾기
|
||||
row = self.conn.execute(
|
||||
"SELECT id, entry_price, direction FROM trades WHERE status='OPEN' ORDER BY id DESC LIMIT 1"
|
||||
).fetchone()
|
||||
if row:
|
||||
self._current_position = dict(row)
|
||||
else:
|
||||
print(f"[LogParser] 경고: 청산 감지했으나 열린 포지션 없음")
|
||||
return
|
||||
|
||||
trade_id = self._current_position["id"]
|
||||
self.conn.execute(
|
||||
"""UPDATE trades SET
|
||||
exit_time=?, exit_price=?, expected_pnl=?,
|
||||
actual_pnl=?, commission=?, net_pnl=?,
|
||||
status='CLOSED', close_reason=?
|
||||
WHERE id=?""",
|
||||
(ts, exit_price, expected_pnl,
|
||||
expected_pnl, commission, net_pnl,
|
||||
reason, trade_id)
|
||||
)
|
||||
|
||||
# 일별 요약 갱신
|
||||
day = ts[:10]
|
||||
win = 1 if net_pnl > 0 else 0
|
||||
loss = 1 if net_pnl <= 0 else 0
|
||||
self.conn.execute(
|
||||
"""INSERT INTO daily_pnl(date, cumulative_pnl, trade_count, wins, losses, last_updated)
|
||||
VALUES(?, ?, 1, ?, ?, ?)
|
||||
ON CONFLICT(date) DO UPDATE SET
|
||||
trade_count = trade_count + 1,
|
||||
wins = wins + ?,
|
||||
losses = losses + ?,
|
||||
last_updated = ?""",
|
||||
(day, net_pnl, win, loss, ts, win, loss, ts)
|
||||
)
|
||||
self.conn.commit()
|
||||
|
||||
self._set_status("position_status", "NONE")
|
||||
print(f"[LogParser] 포지션 청산: {reason} @ {exit_price}, PnL={net_pnl}")
|
||||
self._current_position = None
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
parser = LogParser()
|
||||
parser.run()
|
||||
Reference in New Issue
Block a user