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fix: resolve 6 warning issues from code review

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5. Add daily PnL reset loop — UTC midnight auto-reset via
   _daily_reset_loop in main.py, prevents stale daily_pnl accumulation
6. Fix set_base_balance race condition — call once in main.py before
   spawning bots, instead of each bot calling independently
7. Remove realized_pnl != 0 from close detection — prevents entry
   orders with small rp values being misclassified as closes
8. Rename xrp_btc_rs/xrp_eth_rs → primary_btc_rs/primary_eth_rs —
   generic column names for multi-symbol support (dataset_builder,
   ml_features, and tests updated consistently)
9. Replace asyncio.get_event_loop() → get_running_loop() — fixes
   DeprecationWarning on Python 3.10+
10. Parallelize candle preload — asyncio.gather for all symbols
    instead of sequential REST calls, ~3x faster startup

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
This commit is contained in:
21in7
2026-03-16 22:44:40 +09:00
parent 8803c71bf9
commit 64f56806d2
10 changed files with 85 additions and 61 deletions
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docs/plans/code-review-2026-03-16.md
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@@ -10,7 +10,7 @@
| 심각도 | 건수 |
|--------|------|
| 🔴 심각 (버그 / 실제 자금 손실 위험) | 4 (✅ 전부 수정 완료) |
| 🟡 경고 (논리 오류 / 운영 리스크) | 6 |
| 🟡 경고 (논리 오류 / 운영 리스크) | 6 (✅ 전부 수정 완료) |
| 🔵 개선 (코드 품질 / 유지보수) | 5 |
아키텍처 설계 자체(멀티심볼 독립 인스턴스, 공유 RiskManager)는 합리적이다. 문제는 멀티심볼 확장 과정에서 공유 상태(`RiskManager`)에 대한 동시성 처리가 불완전하고, 자금 관련 계산 로직(마진 비율, PnL 폴백)에 실제 버그가 존재한다는 점이다.