using pydantic to parse the toml file and make it typesafe

[junyuanz1]

i want to propose a change to improve the configuration file parsing process & make it type safe

currently we use python toml package to parse the file and run validation on the dictionary object. but i find it is tricky to add new configuration and use it safely anywhere else.

i think we can improve the configuration by

1. using pydantic to convert toml file to dataclass, which make the whole thing typesafe
2. make it easier to display new configuration option by breaking up the displaying process.

for example:

class DisplayMixin:
    def add_to_table(self, table: Table, section: str = "") -> None:
        raise NotImplementedError

@dataclass
class Account(DisplayMixin):
    number: str = Field(...)
    cancel_orders: bool = Field(...)
    margin_usage: float = Field(..., ge=0.0)
    market_data_type: int = Field(..., ge=1, le=4)

    def add_to_table(self, table: Table, section: str = "") -> None:
        table.add_row("[spring_green1]Account details")
        table.add_row("", "Account number", "=", self.number)
        table.add_row("", "Cancel existing orders", "=", f"{self.cancel_orders}")
        table.add_row(
            "",
            "Margin usage",
            "=",
            f"{self.margin_usage} ({pfmt(self.margin_usage,0)})",
        )
        table.add_row("", "Market data type", "=", f"{self.market_data_type}")
        ...
        you can add more easily


@dataclass
class Config(DisplayMixin):
    account: Account
    ....

    @model_validator(mode="after")
    def check_symbols(self) -> Self:
        if not self.symbols:
            raise ValueError("At least one symbol must be specified")
        return self

    @model_validator(mode="after")
    def check_symbol_weights(self) -> Self:
        assert math.isclose(
            1, sum([s.weight or 0.0 for s in self.symbols.values()]), rel_tol=1e-5
        )

    def create_symbols_table(self) -> Table:
        table = Table(
            title="Configured symbols and target weights",
            box=box.SIMPLE_HEAVY,
            show_lines=True,
        )
        table.add_column("Symbol")
        table.add_column("Weight", justify="right")
        table.add_column("Call delta", justify="right")
        table.add_column("Call strike limit", justify="right")
        table.add_column("Call threshold", justify="right")
        table.add_column("HWM", justify="right")
        table.add_column("Put delta", justify="right")
        table.add_column("Put strike limit", justify="right")
        table.add_column("Put threshold", justify="right")

        for symbol, sconfig in self.symbols.items():
            ...
        return table

    def display(self, config_path: str) -> None:
        console = Console()
        config_table = Table(box=box.SIMPLE_HEAVY)
        config_table.add_column("Section")
        ...

        # Add all component tables
        self.account.add_to_table(config_table)
       
        ...       

        # Create tree and add tables
        tree = Tree(":control_knobs:")
        tree.add(Group(f":file_cabinet: Loaded from {config_path}", config_table))
        tree.add(Group(":yin_yang: Symbology", self.create_symbols_table()))

        console.print(Panel(tree, title="Config"))

[brndnmtthws]

This is a great proposal, and also something I have thought about doing. The config started out very simple but has slowly grown to be quite complex. This should also make it a bit easier to refactor the config in the future and provide a migration path for people.