how to specify multiple log files pattern in fail2ban jail?

I have log files on my server as follows

vpn_20191007.log
vpn_20191008.log
vpn_20191009.log
vpn_20191010.log
vpn_20191011.log
vpn_20191012.log
vpn_20191013.log
vpn_20191014.log
vpn_20191015.log
vpn_20191016.log

Is it possible to add log files pattern in fail2ban jail config?

    [application]
    enabled  = false
    filter   = example
    action   = iptables
    logpath  = /var/log/vpn_%D.log
    maxretry = 1

Well, conditionally it is possible...

Although wildcards are basically allowed at the moment, so :

logpath  = /var/log/vpn_*.log

will do the job, but it is a bit ugly in your case:

• fail2ban cumulate the list of files only by start of service, so the list remains obtained in fail2ban (unless it gets reloaded) - this means you should notify fail2ban that the log file name got changed (see https://github.com/fail2ban/fail2ban/issues/1379, the work is in progress).
• since only one file will get new messages, the monitoring of other files is unneeded, especially if polling backend is used.

So better create some logrotate rules for that:

• in order to rename/compress all previous log-files (to avoid match for obsolete files);
• either create hard- or sym-link for last/active file with a fixed name (so fail2ban is always able to find it with the same name, and you'd not need wildcard at all);
• or to notify fail2ban to reload the jail if logfile-name got changed
  (fail2ban-client reload vpn).

Here is an example for logrotate amendment:

    postrotate
        nfn="/var/log/vpn_$(date +%Y%m%d).log"
        touch "$nfn"
        ln -fs "$nfn" /var/log/vpn.log