fix: Update TradingBot signal processing to handle NaN values and improve MLFilter ONNX session configuration

src/bot.py

@@ -1,4 +1,5 @@
 import asyncio
+import pandas as pd
 from loguru import logger
 from src.config import Config
 from src.exchange import BinanceFuturesClient
@@ -108,9 +109,9 @@ class TradingBot:
 
         last_row = df.iloc[-1]
         signal_snapshot = {
-            "rsi":       float(last_row.get("rsi", 0)),
+            "rsi":       float(last_row["rsi"])       if "rsi"       in last_row.index and pd.notna(last_row["rsi"])       else 0.0,
-            "macd_hist": float(last_row.get("macd_hist", 0)),
+            "macd_hist": float(last_row["macd_hist"]) if "macd_hist" in last_row.index and pd.notna(last_row["macd_hist"]) else 0.0,
-            "atr":       float(last_row.get("atr", 0)),
+            "atr":       float(last_row["atr"])       if "atr"       in last_row.index and pd.notna(last_row["atr"])       else 0.0,
         }
 
         self.current_trade_side = signal

src/ml_filter.py

@@ -53,8 +53,12 @@ class MLFilter:
         if self._onnx_path.exists():
             try:
                 import onnxruntime as ort
+                sess_opts = ort.SessionOptions()
+                sess_opts.intra_op_num_threads = 1
+                sess_opts.inter_op_num_threads = 1
                 self._onnx_session = ort.InferenceSession(
                     str(self._onnx_path),
+                    sess_options=sess_opts,
                     providers=["CPUExecutionProvider"],
                 )
                 self._lgbm_model = None

src/mlx_filter.py

@@ -71,10 +71,15 @@ def _export_onnx(
                          transB=1),
         # sigmoid → (N, 1)
         helper.make_node("Sigmoid", ["logits"],          ["proba_2d"]),
-        # squeeze: (N, 1) → (N,)
+        # squeeze: (N, 1) → (N,)  — axis=-1 로 마지막 차원만 제거
-        helper.make_node("Flatten", ["proba_2d"],        ["proba"], axis=0),
+        helper.make_node("Squeeze", ["proba_2d", "squeeze_axes"], ["proba"]),
     ]
 
+    squeeze_axes = numpy_helper.from_array(
+        np.array([-1], dtype=np.int64), name="squeeze_axes"
+    )
+    initializers.append(squeeze_axes)
+
     graph = helper.make_graph(
         nodes,
         "mlx_filter",