Support nested configurations

freqtrade/configuration/load_config.py

@@ -75,18 +75,36 @@ def load_config_file(path: str) -> Dict[str, Any]:
     return config
 
 
-def load_from_files(files: List[str]) -> Dict[str, Any]:
-
+def load_from_files(files: List[str], base_path: Path = None, level: int = 0) -> Dict[str, Any]:
+    """
+    Recursively load configuration files if specified.
+    Sub-files are assumed to be relative to the initial config.
+    """
     config: Dict[str, Any] = {}
+    if level > 5:
+        raise OperationalException("Config loop detected.")
 
     if not files:
         return deepcopy(MINIMAL_CONFIG)
 
     # We expect here a list of config filenames
-    for path in files:
-        logger.info(f'Using config: {path} ...')
-        # Merge config options, overwriting old values
-        config = deep_merge_dicts(load_config_file(path), config)
+    for filename in files:
+        logger.info(f'Using config: {filename} ...')
+        if filename == '-':
+            # Immediately load stdin and return
+            return load_config_file(filename)
+        file = Path(filename)
+        if base_path:
+            # Prepend basepath to allow for relative assignments
+            file = base_path / file
+
+        config_tmp = load_config_file(str(file))
+        if 'files' in config_tmp:
+            config_sub = load_from_files(config_tmp['files'], file.resolve().parent, level + 1)
+            deep_merge_dicts(config_sub, config_tmp)
+
+        # Merge config options, overwriting prior values
+        config = deep_merge_dicts(config_tmp, config)
 
     config['config_files'] = files