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>
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@@ -1,3 +1,4 @@
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import asyncio
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import pytest
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import os
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from src.risk_manager import RiskManager
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@@ -137,3 +138,31 @@ async def test_max_positions_global_limit(shared_risk):
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await shared_risk.register_position("XRPUSDT", "LONG")
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await shared_risk.register_position("TRXUSDT", "SHORT")
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assert await shared_risk.can_open_new_position("DOGEUSDT", "LONG") is False
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@pytest.mark.asyncio
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async def test_reset_daily_with_lock(shared_risk):
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"""reset_daily가 lock 하에서 PnL을 초기화한다."""
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await shared_risk.close_position("DUMMY", 5.0) # dummy 기록
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shared_risk.open_positions.clear() # clean up
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assert shared_risk.daily_pnl == 5.0
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await shared_risk.reset_daily()
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assert shared_risk.daily_pnl == 0.0
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@pytest.mark.asyncio
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async def test_entry_lock_serializes_access(shared_risk):
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"""_entry_lock이 동시 접근을 직렬화하는지 확인."""
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order = []
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async def simulated_entry(name: str):
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async with shared_risk._entry_lock:
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order.append(f"{name}_start")
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await asyncio.sleep(0.05)
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order.append(f"{name}_end")
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await asyncio.gather(simulated_entry("A"), simulated_entry("B"))
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# 직렬화 확인: A_start, A_end, B_start, B_end 또는 B_start, B_end, A_start, A_end
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assert order[0].endswith("_start")
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assert order[1].endswith("_end")
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assert order[0][0] == order[1][0] # 같은 이름으로 시작/끝
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