feat: 리스크 매니저 구현 (일일 손실 한도, 포지션 수 제한)

Made-with: Cursor

src/risk_manager.py

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+from loguru import logger
+from src.config import Config
+
+
+class RiskManager:
+    def __init__(self, config: Config, max_daily_loss_pct: float = 0.05):
+        self.config = config
+        self.max_daily_loss_pct = max_daily_loss_pct  # 일일 최대 손실 5%
+        self.daily_pnl: float = 0.0
+        self.initial_balance: float = 0.0
+        self.open_positions: list = []
+
+    def is_trading_allowed(self) -> bool:
+        """일일 최대 손실 초과 시 거래 중단"""
+        if self.initial_balance <= 0:
+            return True
+        loss_pct = abs(self.daily_pnl) / self.initial_balance
+        if self.daily_pnl < 0 and loss_pct >= self.max_daily_loss_pct:
+            logger.warning(
+                f"일일 손실 한도 초과: {loss_pct:.2%} >= {self.max_daily_loss_pct:.2%}"
+            )
+            return False
+        return True
+
+    def can_open_new_position(self) -> bool:
+        """최대 동시 포지션 수 체크"""
+        return len(self.open_positions) < self.config.max_positions
+
+    def record_pnl(self, pnl: float):
+        self.daily_pnl += pnl
+        logger.info(f"오늘 누적 PnL: {self.daily_pnl:.4f} USDT")
+
+    def reset_daily(self):
+        """매일 자정 초기화"""
+        self.daily_pnl = 0.0
+        logger.info("일일 PnL 초기화")

tests/test_risk_manager.py

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+import pytest
+import os
+from src.risk_manager import RiskManager
+from src.config import Config
+
+
+@pytest.fixture
+def config():
+    os.environ.update({
+        "BINANCE_API_KEY": "k",
+        "BINANCE_API_SECRET": "s",
+        "SYMBOL": "XRPUSDT",
+        "LEVERAGE": "10",
+        "RISK_PER_TRADE": "0.02",
+    })
+    return Config()
+
+
+def test_max_drawdown_check(config):
+    rm = RiskManager(config, max_daily_loss_pct=0.05)
+    rm.daily_pnl = -60.0
+    rm.initial_balance = 1000.0
+    assert rm.is_trading_allowed() is False
+
+
+def test_trading_allowed_normal(config):
+    rm = RiskManager(config, max_daily_loss_pct=0.05)
+    rm.daily_pnl = -10.0
+    rm.initial_balance = 1000.0
+    assert rm.is_trading_allowed() is True
+
+
+def test_position_size_capped(config):
+    rm = RiskManager(config, max_daily_loss_pct=0.05)
+    rm.open_positions = ["pos1", "pos2", "pos3"]
+    assert rm.can_open_new_position() is False