fix: address code review round 2 — 9 issues (2 critical, 3 important, 4 minor)

Critical:
- #2: Add _entry_lock in RiskManager to serialize concurrent entry (balance race)
- #3: Add startTime to get_recent_income + record _entry_time_ms (SYNC PnL fix)

Important:
- #1: Add threading.Lock + _run_api() helper for thread-safe Client access
- #4: Convert reset_daily to async with lock
- #8: Add 24h TTL to exchange_info_cache

Minor:
- #7: Remove duplicate Indicators creation in _open_position (use ATR directly)
- #11: Add input validation for LEVERAGE, MARGIN ratios, ML_THRESHOLD
- #12: Replace hardcoded corr[0]/corr[1] with dict-based dynamic access
- #14: Add fillna(0.0) to LightGBM path for NaN consistency with ONNX

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
This commit is contained in:
21in7
2026-03-21 17:26:15 +09:00
parent e3623293f7
commit 41b0aa3f28
11 changed files with 291 additions and 99 deletions

View File

@@ -48,3 +48,28 @@ def test_config_max_same_direction_default():
"""동일 방향 최대 수 기본값 2."""
cfg = Config()
assert cfg.max_same_direction == 2
def test_config_rejects_zero_leverage():
"""LEVERAGE=0은 ValueError."""
os.environ["LEVERAGE"] = "0"
with pytest.raises(ValueError, match="LEVERAGE"):
Config()
os.environ["LEVERAGE"] = "10" # 복원
def test_config_rejects_invalid_margin_ratio():
"""MARGIN_MAX_RATIO가 0이면 ValueError."""
os.environ["MARGIN_MAX_RATIO"] = "0"
with pytest.raises(ValueError, match="MARGIN_MAX_RATIO"):
Config()
os.environ["MARGIN_MAX_RATIO"] = "0.50" # 복원
def test_config_rejects_min_gt_max_margin():
"""MARGIN_MIN > MAX이면 ValueError."""
os.environ["MARGIN_MIN_RATIO"] = "0.80"
os.environ["MARGIN_MAX_RATIO"] = "0.50"
with pytest.raises(ValueError, match="MARGIN_MIN_RATIO"):
Config()
os.environ["MARGIN_MIN_RATIO"] = "0.20" # 복원